Home > First Midwest Bank of the Ozarks > Securities
First Midwest Bank of the Ozarks, Securities
| 2021-09-30 | Rank | |
| Total securities | $42,829,000 | 2,834 |
| U.S. Government securities | $33,518,000 | 2,265 |
| U.S. Treasury securities | $1,883,000 | 1,613 |
| U.S. Government agency obligations | $31,635,000 | 2,150 |
| Securities issued by states & political subdivisions | $5,437,000 | 3,178 |
| Other domestic debt securities | $3,874,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,751,000 | 414 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,123,000 | 1,434 |
| 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 | $11,698,000 | 2,517 |
| Mortgage-backed securities | $30,688,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $9,654,000 | 2,310 |
| Issued or guaranteed by U.S. | $9,654,000 | 2,255 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $15,686,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $15,686,000 | 882 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $5,348,000 | 1,132 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $5,348,000 | 761 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $42,829,000 | 2,672 |
| Total debt securities | $42,829,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $35,371,000 | 3,015 |
| U.S. Government securities | $28,372,000 | 2,387 |
| U.S. Treasury securities | $1,882,000 | 1,504 |
| U.S. Government agency obligations | $26,490,000 | 2,304 |
| Securities issued by states & political subdivisions | $4,426,000 | 3,296 |
| Other domestic debt securities | $2,573,000 | 1,436 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,449,000 | 467 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,124,000 | 1,381 |
| 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 | $11,851,000 | 2,471 |
| Mortgage-backed securities | $25,497,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $8,415,000 | 2,413 |
| Issued or guaranteed by U.S. | $8,415,000 | 2,343 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $13,340,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $13,340,000 | 937 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,742,000 | 1,255 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,742,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $35,371,000 | 2,838 |
| Total debt securities | $35,371,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $32,401,000 | 3,012 |
| U.S. Government securities | $27,237,000 | 2,309 |
| U.S. Treasury securities | $1,874,000 | 1,192 |
| U.S. Government agency obligations | $25,363,000 | 2,237 |
| Securities issued by states & political subdivisions | $4,039,000 | 3,335 |
| Other domestic debt securities | $1,125,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,125,000 | 1,329 |
| 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 | $11,133,000 | 2,521 |
| Mortgage-backed securities | $24,346,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | $8,907,000 | 2,302 |
| Issued or guaranteed by U.S. | $8,907,000 | 2,232 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $12,244,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $12,244,000 | 977 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,195,000 | 1,293 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $3,195,000 | 858 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $32,401,000 | 2,831 |
| Total debt securities | $32,396,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $18,927,000 | 3,485 |
| U.S. Government securities | $15,878,000 | 2,785 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,878,000 | 2,654 |
| Securities issued by states & political subdivisions | $2,300,000 | 3,608 |
| Other domestic debt securities | $749,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $749,000 | 1,411 |
| 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 | $10,723,000 | 2,526 |
| Mortgage-backed securities | $15,878,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $6,583,000 | 2,466 |
| Issued or guaranteed by U.S. | $6,583,000 | 2,394 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $8,334,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $8,334,000 | 1,164 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $961,000 | 1,670 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $961,000 | 1,144 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $18,927,000 | 3,272 |
| Total debt securities | $18,922,000 | 3,463 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $21,674,000 | 3,268 |
| U.S. Government securities | $17,196,000 | 2,658 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $17,196,000 | 2,531 |
| Securities issued by states & political subdivisions | $3,731,000 | 3,301 |
| Other domestic debt securities | $747,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $747,000 | 1,376 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,641,000 | 2,648 |
| Mortgage-backed securities | $17,196,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $5,495,000 | 2,597 |
| Issued or guaranteed by U.S. | $5,495,000 | 2,518 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,457,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $9,457,000 | 1,116 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,244,000 | 1,342 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,244,000 | 884 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $21,674,000 | 3,062 |
| Total debt securities | $21,664,000 | 3,247 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $15,137,000 | 3,643 |
| U.S. Government securities | $13,153,000 | 2,988 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $13,153,000 | 2,848 |
| Securities issued by states & political subdivisions | $1,984,000 | 3,602 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,212,000 | 2,910 |
| Mortgage-backed securities | $13,153,000 | 2,398 |
| Certificates of participation in pools of residential mortgages | $4,577,000 | 2,732 |
| Issued or guaranteed by U.S. | $4,577,000 | 2,655 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,978,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $6,978,000 | 1,341 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,598,000 | 1,466 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,598,000 | 952 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $15,137,000 | 3,410 |
| Total debt securities | $15,137,000 | 3,621 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $11,768,000 | 3,864 |
| U.S. Government securities | $10,417,000 | 3,262 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,417,000 | 3,121 |
| Securities issued by states & political subdivisions | $1,351,000 | 3,746 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,162,000 | 2,767 |
| Mortgage-backed securities | $9,662,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $3,683,000 | 2,885 |
| Issued or guaranteed by U.S. | $3,683,000 | 2,793 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,272,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $4,272,000 | 1,668 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,707,000 | 1,434 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,707,000 | 913 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $11,768,000 | 3,630 |
| Total debt securities | $11,768,000 | 3,841 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $12,019,000 | 3,910 |
| U.S. Government securities | $10,172,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,172,000 | 3,212 |
| Securities issued by states & political subdivisions | $1,847,000 | 3,618 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,468,000 | 2,876 |
| Mortgage-backed securities | $9,416,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $3,394,000 | 2,901 |
| Issued or guaranteed by U.S. | $3,394,000 | 2,812 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,473,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,473,000 | 1,617 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,549,000 | 1,423 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,549,000 | 891 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $12,019,000 | 3,662 |
| Total debt securities | $12,019,000 | 3,888 |
| 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 | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $11,415,000 | 4,017 |
| U.S. Government securities | $9,557,000 | 3,466 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $9,557,000 | 3,313 |
| Securities issued by states & political subdivisions | $1,858,000 | 3,637 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,920,000 | 3,004 |
| Mortgage-backed securities | $8,799,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $3,588,000 | 2,852 |
| Issued or guaranteed by U.S. | $3,588,000 | 2,765 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,608,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,608,000 | 1,758 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,603,000 | 1,398 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,603,000 | 868 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $11,415,000 | 3,760 |
| Total debt securities | $11,415,000 | 3,993 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $11,896,000 | 4,035 |
| U.S. Government securities | $10,050,000 | 3,488 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,050,000 | 3,330 |
| Securities issued by states & political subdivisions | $1,846,000 | 3,699 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,661,000 | 2,971 |
| Mortgage-backed securities | $9,290,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $3,795,000 | 2,830 |
| Issued or guaranteed by U.S. | $3,795,000 | 2,751 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,908,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $3,908,000 | 1,685 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,587,000 | 1,385 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,587,000 | 849 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,896,000 | 3,767 |
| Total debt securities | $11,895,000 | 4,011 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $12,266,000 | 4,070 |
| U.S. Government securities | $8,241,000 | 3,760 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,241,000 | 3,593 |
| Securities issued by states & political subdivisions | $4,025,000 | 3,303 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,501,000 | 3,032 |
| Mortgage-backed securities | $8,241,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $3,181,000 | 2,987 |
| Issued or guaranteed by U.S. | $3,181,000 | 2,899 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,060,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $5,060,000 | 1,535 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,266,000 | 3,806 |
| Total debt securities | $12,266,000 | 4,048 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $12,560,000 | 4,071 |
| U.S. Government securities | $8,604,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,604,000 | 3,581 |
| Securities issued by states & political subdivisions | $3,956,000 | 3,374 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,841,000 | 3,016 |
| Mortgage-backed securities | $8,604,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $3,393,000 | 2,959 |
| Issued or guaranteed by U.S. | $3,393,000 | 2,900 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,211,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $5,211,000 | 1,507 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,560,000 | 3,802 |
| Total debt securities | $12,561,000 | 4,050 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $12,939,000 | 4,090 |
| U.S. Government securities | $9,038,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,038,000 | 3,588 |
| Securities issued by states & political subdivisions | $3,901,000 | 3,430 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,191,000 | 3,113 |
| Mortgage-backed securities | $9,038,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $3,601,000 | 2,949 |
| Issued or guaranteed by U.S. | $3,601,000 | 2,927 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,437,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $5,437,000 | 1,459 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,939,000 | 3,814 |
| Total debt securities | $12,939,000 | 4,065 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $11,820,000 | 4,260 |
| U.S. Government securities | $7,004,000 | 3,990 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,004,000 | 3,839 |
| Securities issued by states & political subdivisions | $3,951,000 | 3,463 |
| Other domestic debt securities | $865,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $865,000 | 512 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,512,000 | 3,102 |
| Mortgage-backed securities | $7,869,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $3,734,000 | 2,977 |
| Issued or guaranteed by U.S. | $2,869,000 | 2,979 |
| Privately issued | $865,000 | 275 |
| Collaterized mortgage obligations | $4,135,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $4,135,000 | 1,642 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,820,000 | 3,981 |
| Total debt securities | $11,821,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $11,791,000 | 4,305 |
| U.S. Government securities | $7,849,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,849,000 | 3,795 |
| Securities issued by states & political subdivisions | $3,942,000 | 3,508 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,704,000 | 3,117 |
| Mortgage-backed securities | $7,849,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | $4,016,000 | 2,953 |
| Issued or guaranteed by U.S. | $4,016,000 | 2,948 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,833,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $3,833,000 | 1,688 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,791,000 | 4,023 |
| Total debt securities | $11,791,000 | 4,280 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $12,563,000 | 4,292 |
| U.S. Government securities | $8,390,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,390,000 | 3,783 |
| Securities issued by states & political subdivisions | $4,173,000 | 3,525 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,359,000 | 3,067 |
| Mortgage-backed securities | $8,390,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | $4,232,000 | 2,949 |
| Issued or guaranteed by U.S. | $4,232,000 | 2,946 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,158,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $4,158,000 | 1,627 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $12,563,000 | 4,001 |
| Total debt securities | $12,573,000 | 4,272 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $14,589,000 | 4,181 |
| U.S. Government securities | $9,091,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,091,000 | 3,720 |
| Securities issued by states & political subdivisions | $5,498,000 | 3,336 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,171,000 | 3,000 |
| Mortgage-backed securities | $9,091,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $4,529,000 | 2,943 |
| Issued or guaranteed by U.S. | $4,529,000 | 2,941 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,562,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $4,562,000 | 1,575 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,589,000 | 3,888 |
| Total debt securities | $14,589,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $15,304,000 | 4,163 |
| U.S. Government securities | $9,801,000 | 3,813 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,801,000 | 3,681 |
| Securities issued by states & political subdivisions | $5,503,000 | 3,366 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,425,000 | 2,988 |
| Mortgage-backed securities | $9,801,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $4,743,000 | 2,947 |
| Issued or guaranteed by U.S. | $4,743,000 | 2,944 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,058,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $5,058,000 | 1,527 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $15,304,000 | 3,865 |
| Total debt securities | $15,304,000 | 4,141 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $16,846,000 | 4,091 |
| U.S. Government securities | $10,677,000 | 3,764 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,677,000 | 3,620 |
| Securities issued by states & political subdivisions | $6,169,000 | 3,298 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,712,000 | 2,986 |
| Mortgage-backed securities | $10,677,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $4,914,000 | 2,972 |
| Issued or guaranteed by U.S. | $4,914,000 | 2,969 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,763,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $5,763,000 | 1,439 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $16,846,000 | 3,783 |
| Total debt securities | $16,846,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $17,552,000 | 4,038 |
| U.S. Government securities | $11,443,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,443,000 | 3,533 |
| Securities issued by states & political subdivisions | $6,109,000 | 3,326 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,544,000 | 3,149 |
| Mortgage-backed securities | $11,443,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $5,172,000 | 2,943 |
| Issued or guaranteed by U.S. | $5,172,000 | 2,938 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,271,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $6,271,000 | 1,350 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $17,552,000 | 3,725 |
| Total debt securities | $17,552,000 | 4,006 |
| 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 | $19,547,000 | 3,901 |
| U.S. Government securities | $12,015,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,015,000 | 3,490 |
| Securities issued by states & political subdivisions | $7,532,000 | 3,133 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,940,000 | 3,131 |
| Mortgage-backed securities | $12,015,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $5,407,000 | 2,919 |
| Issued or guaranteed by U.S. | $5,407,000 | 2,919 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,608,000 | 1,397 |
| CMOs issued by government agencies or sponsored agencies | $6,608,000 | 1,336 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $19,547,000 | 3,585 |
| Total debt securities | $19,547,000 | 3,876 |
| 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 | $16,466,000 | 4,198 |
| U.S. Government securities | $10,462,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,462,000 | 3,787 |
| Securities issued by states & political subdivisions | $6,004,000 | 3,368 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,035,000 | 3,029 |
| Mortgage-backed securities | $9,436,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $5,757,000 | 2,917 |
| Issued or guaranteed by U.S. | $5,757,000 | 2,915 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,679,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $3,679,000 | 1,746 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $16,466,000 | 3,865 |
| Total debt securities | $16,466,000 | 4,175 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $14,885,000 | 4,381 |
| U.S. Government securities | $9,375,000 | 4,129 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,375,000 | 4,013 |
| Securities issued by states & political subdivisions | $5,510,000 | 3,437 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,417,000 | 3,280 |
| Mortgage-backed securities | $8,364,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $5,297,000 | 2,989 |
| Issued or guaranteed by U.S. | $5,297,000 | 2,989 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,067,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $3,067,000 | 1,879 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $14,885,000 | 4,035 |
| Total debt securities | $14,885,000 | 4,363 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $15,262,000 | 4,415 |
| U.S. Government securities | $9,785,000 | 4,138 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,785,000 | 3,997 |
| Securities issued by states & political subdivisions | $5,477,000 | 3,465 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,912,000 | 3,410 |
| Mortgage-backed securities | $8,787,000 | 2,974 |
| Certificates of participation in pools of residential mortgages | $5,450,000 | 2,960 |
| Issued or guaranteed by U.S. | $5,450,000 | 2,959 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,337,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $3,337,000 | 1,848 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $15,262,000 | 4,061 |
| Total debt securities | $15,262,000 | 4,393 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $15,993,000 | 4,427 |
| U.S. Government securities | $10,404,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,404,000 | 4,002 |
| Securities issued by states & political subdivisions | $5,589,000 | 3,484 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,231,000 | 3,544 |
| Mortgage-backed securities | $9,397,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $5,693,000 | 2,958 |
| Issued or guaranteed by U.S. | $5,693,000 | 2,954 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,704,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $3,704,000 | 1,800 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,993,000 | 4,071 |
| Total debt securities | $15,993,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $17,746,000 | 4,356 |
| U.S. Government securities | $12,529,000 | 3,984 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,529,000 | 3,862 |
| Securities issued by states & political subdivisions | $5,217,000 | 3,576 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,923,000 | 3,849 |
| Mortgage-backed securities | $11,534,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $7,951,000 | 2,699 |
| Issued or guaranteed by U.S. | $7,951,000 | 2,695 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,583,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $3,583,000 | 1,878 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $17,746,000 | 3,993 |
| Total debt securities | $17,746,000 | 4,331 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $14,721,000 | 4,685 |
| U.S. Government securities | $10,480,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,480,000 | 4,188 |
| Securities issued by states & political subdivisions | $4,241,000 | 3,770 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,781,000 | 3,708 |
| Mortgage-backed securities | $9,474,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $8,668,000 | 2,649 |
| Issued or guaranteed by U.S. | $8,668,000 | 2,645 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $806,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,724 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $14,721,000 | 4,314 |
| Total debt securities | $14,721,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $18,811,000 | 4,379 |
| U.S. Government securities | $13,786,000 | 3,969 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,786,000 | 3,846 |
| Securities issued by states & political subdivisions | $5,025,000 | 3,651 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,219,000 | 3,667 |
| Mortgage-backed securities | $13,786,000 | 2,670 |
| Certificates of participation in pools of residential mortgages | $13,784,000 | 2,122 |
| Issued or guaranteed by U.S. | $13,784,000 | 2,120 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,334 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $18,811,000 | 4,020 |
| Total debt securities | $18,811,000 | 4,359 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $19,850,000 | 4,381 |
| U.S. Government securities | $17,251,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,251,000 | 3,558 |
| Securities issued by states & political subdivisions | $2,599,000 | 4,279 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,025,000 | 3,104 |
| Mortgage-backed securities | $16,748,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $16,745,000 | 1,955 |
| Issued or guaranteed by U.S. | $16,745,000 | 1,954 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,385 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $19,850,000 | 4,019 |
| Total debt securities | $19,850,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $20,663,000 | 4,373 |
| U.S. Government securities | $18,089,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,089,000 | 3,540 |
| Securities issued by states & political subdivisions | $2,574,000 | 4,325 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,557,000 | 3,052 |
| Mortgage-backed securities | $17,583,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $17,580,000 | 1,916 |
| Issued or guaranteed by U.S. | $17,580,000 | 1,916 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,426 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $20,663,000 | 4,003 |
| Total debt securities | $20,663,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $20,621,000 | 4,396 |
| U.S. Government securities | $18,670,000 | 3,626 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,670,000 | 3,522 |
| Securities issued by states & political subdivisions | $1,951,000 | 4,535 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,926,000 | 3,038 |
| Mortgage-backed securities | $18,161,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $18,158,000 | 1,882 |
| Issued or guaranteed by U.S. | $18,158,000 | 1,881 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,463 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $20,621,000 | 4,027 |
| Total debt securities | $20,621,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $19,394,000 | 4,512 |
| U.S. Government securities | $19,294,000 | 3,554 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,294,000 | 3,456 |
| Securities issued by states & political subdivisions | $100,000 | 5,449 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,232,000 | 3,122 |
| Mortgage-backed securities | $18,781,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $18,778,000 | 1,845 |
| Issued or guaranteed by U.S. | $18,778,000 | 1,844 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,467 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $19,394,000 | 4,143 |
| Total debt securities | $19,394,000 | 4,492 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $23,220,000 | 4,217 |
| U.S. Government securities | $23,120,000 | 3,234 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,120,000 | 3,151 |
| Securities issued by states & political subdivisions | $100,000 | 5,482 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,301,000 | 3,095 |
| Mortgage-backed securities | $18,532,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $18,528,000 | 1,878 |
| Issued or guaranteed by U.S. | $18,528,000 | 1,875 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,000 | 3,648 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,498 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $23,220,000 | 3,861 |
| Total debt securities | $23,220,000 | 4,189 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $24,292,000 | 4,137 |
| U.S. Government securities | $24,191,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $24,191,000 | 3,077 |
| Securities issued by states & political subdivisions | $101,000 | 5,483 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,967,000 | 3,125 |
| Mortgage-backed securities | $19,593,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | $19,590,000 | 1,808 |
| Issued or guaranteed by U.S. | $19,590,000 | 1,806 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,526 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $24,292,000 | 3,796 |
| Total debt securities | $24,293,000 | 4,108 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $29,872,000 | 3,730 |
| U.S. Government securities | $29,771,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $29,771,000 | 2,766 |
| Securities issued by states & political subdivisions | $101,000 | 5,520 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,948,000 | 3,035 |
| Mortgage-backed securities | $23,551,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $23,547,000 | 1,613 |
| Issued or guaranteed by U.S. | $23,547,000 | 1,612 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,548 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $29,872,000 | 3,454 |
| Total debt securities | $29,872,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $26,168,000 | 3,948 |
| U.S. Government securities | $25,831,000 | 3,011 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $25,831,000 | 2,944 |
| Securities issued by states & political subdivisions | $337,000 | 5,378 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,689,000 | 3,062 |
| Mortgage-backed securities | $20,586,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $20,582,000 | 1,744 |
| Issued or guaranteed by U.S. | $20,582,000 | 1,742 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,000 | 3,757 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,595 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $26,168,000 | 3,640 |
| Total debt securities | $26,168,000 | 3,921 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $27,953,000 | 3,847 |
| U.S. Government securities | $27,616,000 | 2,949 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $27,616,000 | 2,894 |
| Securities issued by states & political subdivisions | $337,000 | 5,424 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,419,000 | 3,110 |
| Mortgage-backed securities | $22,352,000 | 2,350 |
| Certificates of participation in pools of residential mortgages | $22,348,000 | 1,720 |
| Issued or guaranteed by U.S. | $22,348,000 | 1,719 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,000 | 3,838 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,665 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $27,953,000 | 3,548 |
| Total debt securities | $27,953,000 | 3,820 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $27,422,000 | 3,907 |
| U.S. Government securities | $27,085,000 | 3,042 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,085,000 | 2,981 |
| Securities issued by states & political subdivisions | $337,000 | 5,432 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,887,000 | 3,363 |
| Mortgage-backed securities | $19,827,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $19,823,000 | 1,898 |
| Issued or guaranteed by U.S. | $19,823,000 | 1,897 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,000 | 3,853 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,676 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $27,422,000 | 3,612 |
| Total debt securities | $27,422,000 | 3,872 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,001,000 | 2,081 |
| 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 | $31,208,000 | 3,662 |
| U.S. Government securities | $30,870,000 | 2,841 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,870,000 | 2,780 |
| Securities issued by states & political subdivisions | $338,000 | 5,429 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,112,000 | 3,348 |
| Mortgage-backed securities | $21,642,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $21,638,000 | 1,771 |
| Issued or guaranteed by U.S. | $21,638,000 | 1,767 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,000 | 3,874 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,692 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $31,208,000 | 3,392 |
| Total debt securities | $31,208,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $989,000 | 2,386 |
| 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 | $32,092,000 | 3,537 |
| U.S. Government securities | $31,754,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $31,754,000 | 2,626 |
| Securities issued by states & political subdivisions | $338,000 | 5,426 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,314,000 | 3,503 |
| Mortgage-backed securities | $22,986,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $22,969,000 | 1,604 |
| Issued or guaranteed by U.S. | $22,969,000 | 1,600 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $17,000 | 3,786 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,512 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $32,092,000 | 3,261 |
| Total debt securities | $32,092,000 | 3,511 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $991,000 | 2,341 |
| 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 | $30,009,000 | 3,605 |
| U.S. Government securities | $29,670,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,670,000 | 2,686 |
| Securities issued by states & political subdivisions | $339,000 | 5,430 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,018,000 | 3,357 |
| Mortgage-backed securities | $22,868,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $22,844,000 | 1,548 |
| Issued or guaranteed by U.S. | $22,844,000 | 1,545 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $24,000 | 3,766 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,491 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $30,009,000 | 3,321 |
| Total debt securities | $30,009,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $31,843,000 | 3,512 |
| U.S. Government securities | $31,505,000 | 2,694 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $31,505,000 | 2,616 |
| Securities issued by states & political subdivisions | $338,000 | 5,417 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,662,000 | 3,258 |
| Mortgage-backed securities | $20,632,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | $20,597,000 | 1,622 |
| Issued or guaranteed by U.S. | $20,597,000 | 1,620 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $35,000 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,454 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $31,843,000 | 3,219 |
| Total debt securities | $31,843,000 | 3,481 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $31,142,000 | 3,541 |
| U.S. Government securities | $30,807,000 | 2,731 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $30,807,000 | 2,649 |
| Securities issued by states & political subdivisions | $335,000 | 5,426 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,056,000 | 3,042 |
| Mortgage-backed securities | $19,063,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $19,020,000 | 1,695 |
| Issued or guaranteed by U.S. | $19,020,000 | 1,691 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $43,000 | 3,696 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,405 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $31,142,000 | 3,249 |
| Total debt securities | $31,142,000 | 3,510 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $27,071,000 | 3,732 |
| U.S. Government securities | $26,117,000 | 2,910 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $26,117,000 | 2,821 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $954,000 | 2,180 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $954,000 | 261 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,902,000 | 3,371 |
| Mortgage-backed securities | $14,919,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $13,903,000 | 2,017 |
| Issued or guaranteed by U.S. | $13,903,000 | 2,011 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $62,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,354 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $954,000 | 261 |
| Commercial mortgage pass-through securities | $954,000 | 197 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $27,071,000 | 3,431 |
| Total debt securities | $27,071,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $30,256,000 | 3,450 |
| U.S. Government securities | $29,186,000 | 2,689 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $29,186,000 | 2,603 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,070,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $1,070,000 | 218 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,458,000 | 3,302 |
| Mortgage-backed securities | $16,919,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $15,760,000 | 1,816 |
| Issued or guaranteed by U.S. | $15,760,000 | 1,810 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $89,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 3,306 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $1,070,000 | 218 |
| Commercial mortgage pass-through securities | $1,070,000 | 154 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $30,256,000 | 3,149 |
| Total debt securities | $30,256,000 | 3,419 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $29,233,000 | 3,525 |
| U.S. Government securities | $29,233,000 | 2,732 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,233,000 | 2,645 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,469,000 | 3,158 |
| Mortgage-backed securities | $17,191,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $17,078,000 | 1,731 |
| Issued or guaranteed by U.S. | $17,078,000 | 1,724 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $113,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,204 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $29,233,000 | 3,218 |
| Total debt securities | $29,233,000 | 3,498 |
| 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 | $30,278,000 | 3,484 |
| U.S. Government securities | $30,278,000 | 2,688 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $30,278,000 | 2,620 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,489,000 | 2,628 |
| Mortgage-backed securities | $15,621,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | $15,497,000 | 1,944 |
| Issued or guaranteed by U.S. | $15,497,000 | 1,940 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $124,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,171 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $30,278,000 | 3,164 |
| Total debt securities | $30,278,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $25,481,000 | 3,840 |
| U.S. Government securities | $25,481,000 | 2,998 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $25,481,000 | 2,929 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,399,000 | 2,630 |
| Mortgage-backed securities | $15,309,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | $15,182,000 | 2,047 |
| Issued or guaranteed by U.S. | $15,182,000 | 2,039 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $127,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,167 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $25,481,000 | 3,477 |
| Total debt securities | $25,481,000 | 3,803 |
| 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 | $26,611,000 | 3,768 |
| U.S. Government securities | $26,611,000 | 2,904 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $26,611,000 | 2,842 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,099,000 | 2,771 |
| Mortgage-backed securities | $13,262,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $13,126,000 | 2,275 |
| Issued or guaranteed by U.S. | $13,126,000 | 2,267 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $136,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 3,155 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $26,611,000 | 3,404 |
| Total debt securities | $26,611,000 | 3,732 |
| 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 | $24,868,000 | 3,882 |
| U.S. Government securities | $24,868,000 | 3,011 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $24,868,000 | 2,943 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,382,000 | 3,144 |
| Mortgage-backed securities | $12,153,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $12,008,000 | 2,459 |
| Issued or guaranteed by U.S. | $12,008,000 | 2,450 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $145,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,135 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $24,868,000 | 3,487 |
| Total debt securities | $24,868,000 | 3,846 |
| 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 | $23,948,000 | 3,993 |
| U.S. Government securities | $23,948,000 | 3,116 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,948,000 | 3,056 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,285,000 | 3,356 |
| Mortgage-backed securities | $13,266,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $13,120,000 | 2,371 |
| Issued or guaranteed by U.S. | $13,120,000 | 2,360 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $146,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 3,144 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $23,948,000 | 3,587 |
| Total debt securities | $23,948,000 | 3,962 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $18,707,000 | 4,599 |
| U.S. Government securities | $18,707,000 | 3,721 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,707,000 | 3,648 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,002,000 | 3,453 |
| Mortgage-backed securities | $8,947,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $8,805,000 | 2,902 |
| Issued or guaranteed by U.S. | $8,805,000 | 2,888 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $142,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 3,153 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,707,000 | 4,130 |
| Total debt securities | $18,707,000 | 4,565 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $18,703,000 | 4,537 |
| U.S. Government securities | $18,703,000 | 3,672 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,703,000 | 3,602 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,978,000 | 3,596 |
| Mortgage-backed securities | $9,164,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $9,025,000 | 2,796 |
| Issued or guaranteed by U.S. | $9,025,000 | 2,782 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $139,000 | 3,418 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,068 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $18,703,000 | 4,055 |
| Total debt securities | $18,703,000 | 4,504 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $18,842,000 | 4,589 |
| U.S. Government securities | $18,842,000 | 3,688 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,842,000 | 3,613 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,588,000 | 3,843 |
| Mortgage-backed securities | $9,354,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $9,217,000 | 2,761 |
| Issued or guaranteed by U.S. | $9,217,000 | 2,746 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $137,000 | 3,420 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,086 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $18,842,000 | 4,116 |
| Total debt securities | $18,842,000 | 4,540 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $13,552,000 | 5,328 |
| U.S. Government securities | $13,552,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,552,000 | 4,386 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,994,000 | 3,737 |
| Mortgage-backed securities | $3,816,000 | 4,460 |
| Certificates of participation in pools of residential mortgages | $3,672,000 | 3,960 |
| Issued or guaranteed by U.S. | $3,672,000 | 3,945 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $144,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,058 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $13,552,000 | 4,826 |
| Total debt securities | $13,552,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $13,963,000 | 5,323 |
| U.S. Government securities | $13,963,000 | 4,490 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,963,000 | 4,405 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,498,000 | 4,127 |
| Mortgage-backed securities | $3,895,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $3,754,000 | 3,623 |
| Issued or guaranteed by U.S. | $3,754,000 | 3,608 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $141,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,008 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $13,963,000 | 4,769 |
| Total debt securities | $13,962,000 | 5,262 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $13,902,000 | 5,387 |
| U.S. Government securities | $13,902,000 | 4,590 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,902,000 | 4,489 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,500,000 | 4,120 |
| Mortgage-backed securities | $4,010,000 | 3,976 |
| Certificates of participation in pools of residential mortgages | $3,869,000 | 3,402 |
| Issued or guaranteed by U.S. | $3,869,000 | 3,388 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $141,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,965 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $13,902,000 | 4,812 |
| Total debt securities | $13,902,000 | 5,337 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $13,854,000 | 5,411 |
| U.S. Government securities | $13,854,000 | 4,611 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,854,000 | 4,504 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,560,000 | 4,127 |
| Mortgage-backed securities | $4,096,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $3,957,000 | 3,335 |
| Issued or guaranteed by U.S. | $3,957,000 | 3,322 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $139,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 2,947 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $13,854,000 | 4,815 |
| Total debt securities | $13,854,000 | 5,371 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $8,216,000 | 6,484 |
| U.S. Government securities | $8,216,000 | 5,824 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,216,000 | 5,711 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,972,000 | 3,794 |
| Mortgage-backed securities | $4,453,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $4,302,000 | 3,208 |
| Issued or guaranteed by U.S. | $4,302,000 | 3,192 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $151,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,929 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,216,000 | 5,828 |
| Total debt securities | $8,216,000 | 6,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,370,000 | 6,503 |
| U.S. Government securities | $8,370,000 | 5,837 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,370,000 | 5,713 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,222,000 | 3,990 |
| Mortgage-backed securities | $4,616,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $4,465,000 | 3,170 |
| Issued or guaranteed by U.S. | $4,465,000 | 3,157 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $151,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,944 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,370,000 | 5,844 |
| Total debt securities | $8,370,000 | 6,443 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,727,000 | 6,955 |
| U.S. Government securities | $6,727,000 | 6,344 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,727,000 | 6,214 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,987,000 | 4,316 |
| Mortgage-backed securities | $4,492,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $4,288,000 | 3,225 |
| Issued or guaranteed by U.S. | $4,288,000 | 3,210 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $204,000 | 3,136 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 2,853 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,727,000 | 6,228 |
| Total debt securities | $6,727,000 | 6,902 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $497,000 | 2,597 |
| 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 | $7,015,000 | 6,900 |
| U.S. Government securities | $7,015,000 | 6,270 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,015,000 | 6,139 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,316,000 | 4,237 |
| Mortgage-backed securities | $4,817,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $4,497,000 | 3,169 |
| Issued or guaranteed by U.S. | $4,497,000 | 3,158 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $320,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $320,000 | 2,718 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $7,015,000 | 6,167 |
| Total debt securities | $7,015,000 | 6,841 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $493,000 | 2,643 |
| 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 | $7,492,000 | 6,847 |
| U.S. Government securities | $7,492,000 | 6,204 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,492,000 | 6,059 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,732,000 | 4,102 |
| Mortgage-backed securities | $5,272,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $4,826,000 | 3,117 |
| Issued or guaranteed by U.S. | $4,826,000 | 3,104 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $446,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 2,603 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $7,492,000 | 6,118 |
| Total debt securities | $7,493,000 | 6,793 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $495,000 | 2,628 |
| 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 | $7,895,000 | 6,783 |
| U.S. Government securities | $7,895,000 | 6,092 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,895,000 | 5,954 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,463,000 | 3,898 |
| Mortgage-backed securities | $5,666,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $5,080,000 | 3,091 |
| Issued or guaranteed by U.S. | $5,080,000 | 3,079 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $586,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $586,000 | 2,487 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $7,895,000 | 6,060 |
| Total debt securities | $7,895,000 | 6,727 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $495,000 | 2,633 |
| 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 | $8,693,000 | 6,618 |
| U.S. Government securities | $8,693,000 | 5,887 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,693,000 | 5,743 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,219,000 | 3,719 |
| Mortgage-backed securities | $6,403,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $5,598,000 | 2,976 |
| Issued or guaranteed by U.S. | $5,598,000 | 2,963 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $805,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $805,000 | 2,359 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $8,693,000 | 5,886 |
| Total debt securities | $8,693,000 | 6,564 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $498,000 | 2,567 |
| 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 | $9,610,000 | 6,451 |
| U.S. Government securities | $9,610,000 | 5,698 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,610,000 | 5,556 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,098,000 | 3,541 |
| Mortgage-backed securities | $7,308,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $6,193,000 | 2,924 |
| Issued or guaranteed by U.S. | $6,193,000 | 2,912 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,115,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $1,115,000 | 2,245 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,610,000 | 5,720 |
| Total debt securities | $9,610,000 | 6,390 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $499,000 | 2,554 |
| 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 | $10,382,000 | 6,371 |
| U.S. Government securities | $10,271,000 | 5,618 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,271,000 | 5,472 |
| Securities issued by states & political subdivisions | $111,000 | 6,312 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,635,000 | 3,877 |
| Mortgage-backed securities | $8,002,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $6,686,000 | 2,892 |
| Issued or guaranteed by U.S. | $6,686,000 | 2,882 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,316,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $1,316,000 | 2,203 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $10,382,000 | 5,628 |
| Total debt securities | $10,382,000 | 6,307 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $498,000 | 2,514 |
| 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 | $9,206,000 | 6,630 |
| U.S. Government securities | $9,070,000 | 5,919 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,070,000 | 5,771 |
| Securities issued by states & political subdivisions | $136,000 | 6,291 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,618,000 | 4,398 |
| Mortgage-backed securities | $6,241,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $5,379,000 | 3,186 |
| Issued or guaranteed by U.S. | $5,379,000 | 3,177 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $862,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $862,000 | 2,503 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,206,000 | 5,874 |
| Total debt securities | $9,206,000 | 6,573 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $501,000 | 2,445 |
| 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 | $10,230,000 | 6,453 |
| U.S. Government securities | $10,095,000 | 5,681 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,095,000 | 5,524 |
| Securities issued by states & political subdivisions | $135,000 | 6,342 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,913,000 | 4,302 |
| Mortgage-backed securities | $6,748,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $5,838,000 | 3,109 |
| Issued or guaranteed by U.S. | $5,838,000 | 3,103 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $910,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $910,000 | 2,485 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,230,000 | 5,698 |
| Total debt securities | $10,230,000 | 6,380 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| 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 | $11,099,000 | 6,339 |
| U.S. Government securities | $10,464,000 | 5,671 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,464,000 | 5,512 |
| Securities issued by states & political subdivisions | $135,000 | 6,386 |
| Other domestic debt securities | $500,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,520 |
| 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 | $6,121,000 | 4,209 |
| Mortgage-backed securities | $7,163,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $6,184,000 | 3,090 |
| Issued or guaranteed by U.S. | $6,184,000 | 3,082 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $979,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,480 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $11,099,000 | 5,589 |
| Total debt securities | $11,099,000 | 6,258 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $998,000 | 1,989 |
| 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 | $12,554,000 | 6,008 |
| U.S. Government securities | $11,911,000 | 5,271 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,911,000 | 5,123 |
| Securities issued by states & political subdivisions | $135,000 | 6,387 |
| Other domestic debt securities | $508,000 | 2,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,569 |
| 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 | $6,315,000 | 4,090 |
| Mortgage-backed securities | $8,455,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $7,201,000 | 2,883 |
| Issued or guaranteed by U.S. | $7,201,000 | 2,872 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,254,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $1,254,000 | 2,379 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,554,000 | 5,289 |
| Total debt securities | $12,554,000 | 5,931 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,002,000 | 1,892 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,722,000 | 6,460 |
| U.S. Government securities | $10,047,000 | 5,759 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,047,000 | 5,595 |
| Securities issued by states & political subdivisions | $161,000 | 6,413 |
| Other domestic debt securities | $514,000 | 3,024 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $514,000 | 2,685 |
| 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 | $3,810,000 | 4,933 |
| Mortgage-backed securities | $7,293,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $4,364,000 | 3,614 |
| Issued or guaranteed by U.S. | $4,364,000 | 3,602 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,929,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $2,929,000 | 1,888 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $10,722,000 | 5,721 |
| Total debt securities | $10,722,000 | 6,374 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,003,000 | 1,685 |
| 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 | $10,696,000 | 6,391 |
| U.S. Government securities | $9,963,000 | 5,634 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,963,000 | 5,468 |
| Securities issued by states & political subdivisions | $160,000 | 6,460 |
| Other domestic debt securities | $573,000 | 3,046 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,071 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,000 | 2,802 |
| 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 | $4,249,000 | 4,718 |
| Mortgage-backed securities | $8,220,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $4,946,000 | 3,435 |
| Issued or guaranteed by U.S. | $4,946,000 | 3,421 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,274,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $3,217,000 | 1,839 |
| Privately issued | $57,000 | 931 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,696,000 | 5,667 |
| Total debt securities | $10,696,000 | 6,299 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $13,811,000 | 5,709 |
| U.S. Government securities | $12,778,000 | 4,929 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,778,000 | 4,771 |
| Securities issued by states & political subdivisions | $161,000 | 6,465 |
| Other domestic debt securities | $872,000 | 2,882 |
| Privately issued residential mortgage-backed securities | $351,000 | 891 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $521,000 | 2,855 |
| 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 | $5,644,000 | 4,152 |
| Mortgage-backed securities | $11,309,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $6,363,000 | 3,074 |
| Issued or guaranteed by U.S. | $6,363,000 | 3,062 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,946,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $4,595,000 | 1,700 |
| Privately issued | $351,000 | 787 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,811,000 | 4,985 |
| Total debt securities | $13,811,000 | 5,610 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,696,000 | 5,208 |
| U.S. Government securities | $14,799,000 | 4,556 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,799,000 | 4,393 |
| Securities issued by states & political subdivisions | $160,000 | 6,454 |
| Other domestic debt securities | $1,737,000 | 2,320 |
| Privately issued residential mortgage-backed securities | $735,000 | 771 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 2,480 |
| 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 | $6,147,000 | 4,009 |
| Mortgage-backed securities | $13,204,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $8,249,000 | 2,645 |
| Issued or guaranteed by U.S. | $8,249,000 | 2,630 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,955,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $4,220,000 | 1,808 |
| Privately issued | $735,000 | 685 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $16,696,000 | 4,507 |
| Total debt securities | $16,696,000 | 5,110 |
| Structured notes | ||
| Amortized cost | $496,000 | 1,509 |
| Fair value | $508,000 | 1,367 |
| 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 | $17,964,000 | 4,965 |
| U.S. Government securities | $15,168,000 | 4,433 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,168,000 | 4,266 |
| Securities issued by states & political subdivisions | $186,000 | 6,423 |
| Other domestic debt securities | $2,610,000 | 1,955 |
| Privately issued residential mortgage-backed securities | $1,094,000 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,516,000 | 2,159 |
| 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 | $6,170,000 | 3,997 |
| Mortgage-backed securities | $13,901,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $8,325,000 | 2,606 |
| Issued or guaranteed by U.S. | $8,325,000 | 2,592 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,576,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $4,482,000 | 1,825 |
| Privately issued | $1,094,000 | 610 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,964,000 | 4,279 |
| Total debt securities | $17,964,000 | 4,882 |
| Structured notes | ||
| Amortized cost | $496,000 | 1,331 |
| Fair value | $509,000 | 1,209 |
| 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 | $19,904,000 | 4,540 |
| U.S. Government securities | $16,431,000 | 4,107 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,431,000 | 3,909 |
| Securities issued by states & political subdivisions | $210,000 | 6,487 |
| Other domestic debt securities | $3,263,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $1,492,000 | 706 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,771,000 | 2,039 |
| 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 | $7,873,000 | 3,449 |
| Mortgage-backed securities | $17,093,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $9,559,000 | 2,176 |
| Issued or guaranteed by U.S. | $9,559,000 | 2,159 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,534,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $6,042,000 | 1,574 |
| Privately issued | $1,492,000 | 633 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $19,904,000 | 3,847 |
| Total debt securities | $19,904,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $20,587,000 | 4,543 |
| U.S. Government securities | $19,381,000 | 3,759 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $19,381,000 | 3,479 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $746,000 | 2,697 |
| Privately issued residential mortgage-backed securities | $496,000 | 899 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,907 |
| Foreign debt securities | NA | NA |
| Equity securities | $460,000 | 4,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,165,000 | 5,014 |
| Mortgage-backed securities | $8,916,000 | 2,478 |
| Certificates of participation in pools of residential mortgages | $5,769,000 | 2,425 |
| Issued or guaranteed by U.S. | $5,769,000 | 2,409 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,147,000 | 1,901 |
| CMOs issued by government agencies or sponsored agencies | $2,651,000 | 1,902 |
| Privately issued | $496,000 | 789 |
| 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) | $20,587,000 | 3,703 |
| Total debt securities | $20,127,000 | 4,475 |
| Structured notes | ||
| Amortized cost | $791,000 | 464 |
| Fair value | $785,000 | 463 |
| 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 | $20,130,000 | 4,841 |
| U.S. Government securities | $18,604,000 | 4,086 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,604,000 | 3,685 |
| Securities issued by states & political subdivisions | $45,000 | 7,500 |
| Other domestic debt securities | $1,136,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $887,000 | 801 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 2,747 |
| Foreign debt securities | NA | NA |
| Equity securities | $345,000 | 4,543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,498,000 | 5,381 |
| Mortgage-backed securities | $9,737,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $6,105,000 | 2,511 |
| Issued or guaranteed by U.S. | $6,105,000 | 2,500 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,632,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $2,745,000 | 2,015 |
| Privately issued | $887,000 | 708 |
| 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) | $20,130,000 | 3,882 |
| Total debt securities | $19,785,000 | 4,771 |
| Structured notes | ||
| Amortized cost | $1,451,000 | 383 |
| Fair value | $1,410,000 | 371 |
| 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 | $15,408,000 | 5,733 |
| U.S. Government securities | $14,942,000 | 4,786 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $14,942,000 | 4,128 |
| Securities issued by states & political subdivisions | $91,000 | 7,626 |
| Other domestic debt securities | $252,000 | 3,092 |
| 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 | $252,000 | 2,572 |
| Foreign debt securities | NA | NA |
| Equity securities | $123,000 | 6,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,128,000 | 4,733 |
| Mortgage-backed securities | $3,912,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $1,496,000 | 4,773 |
| Issued or guaranteed by U.S. | $1,496,000 | 4,753 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,416,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $2,416,000 | 2,334 |
| 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) | $15,408,000 | 4,571 |
| Total debt securities | $15,285,000 | 5,624 |
| Structured notes | ||
| Amortized cost | $1,585,000 | 439 |
| Fair value | $1,587,000 | 434 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,937,000 | 6,255 |
| U.S. Government securities | $13,427,000 | 5,418 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $13,427,000 | 4,341 |
| Securities issued by states & political subdivisions | $131,000 | 7,728 |
| Other domestic debt securities | $379,000 | 2,557 |
| Privately issued residential mortgage-backed securities | $379,000 | 881 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,323,000 | 4,831 |
| Mortgage-backed securities | $4,232,000 | 4,141 |
| Certificates of participation in pools of residential mortgages | $569,000 | 6,032 |
| Issued or guaranteed by U.S. | $569,000 | 6,012 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,663,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $3,284,000 | 2,047 |
| Privately issued | $379,000 | 702 |
| 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) | $13,937,000 | 4,722 |
| Total debt securities | $13,937,000 | 6,127 |
| Structured notes | ||
| Amortized cost | $1,191,000 | 1,105 |
| Fair value | $1,166,000 | 1,106 |
| 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 | $13,270,000 | 6,912 |
| U.S. Government securities | $12,789,000 | 6,095 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $12,789,000 | 4,713 |
| Securities issued by states & political subdivisions | $175,000 | 8,007 |
| Other domestic debt securities | $306,000 | 3,059 |
| Privately issued residential mortgage-backed securities | $306,000 | 1,160 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,324,000 | 4,971 |
| Mortgage-backed securities | $4,518,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $861,000 | 6,047 |
| Issued or guaranteed by U.S. | $861,000 | 6,031 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,657,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $3,351,000 | 2,311 |
| Privately issued | $306,000 | 927 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $13,270,000 | 5,113 |
| Total debt securities | $13,270,000 | 6,785 |
| Structured notes | ||
| Amortized cost | $3,279,000 | 618 |
| Fair value | $3,220,000 | 617 |
| 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 | $13,083,000 | 7,250 |
| U.S. Government securities | $12,774,000 | 6,343 |
| U.S. Treasury securities | $498,000 | 9,516 |
| U.S. Government agency obligations | $12,276,000 | 4,802 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $309,000 | 3,625 |
| Privately issued residential mortgage-backed securities | $309,000 | 1,393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,432,000 | 5,000 |
| Mortgage-backed securities | $4,729,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $1,113,000 | 5,915 |
| Issued or guaranteed by U.S. | $1,113,000 | 5,880 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,616,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $3,307,000 | 2,586 |
| Privately issued | $309,000 | 1,118 |
| 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) | $13,083,000 | 5,275 |
| Total debt securities | $13,083,000 | 7,115 |
| Structured notes | ||
| Amortized cost | $3,416,000 | 1,077 |
| Fair value | $3,347,000 | 1,073 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $15,417,000 | 7,010 |
| U.S. Government securities | $15,060,000 | 6,052 |
| U.S. Treasury securities | $1,499,000 | 8,891 |
| U.S. Government agency obligations | $13,561,000 | 4,313 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $357,000 | 3,992 |
| Privately issued residential mortgage-backed securities | $357,000 | 1,497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,200,000 | 5,213 |
| Mortgage-backed securities | $5,121,000 | 4,654 |
| Certificates of participation in pools of residential mortgages | $209,000 | 8,310 |
| Issued or guaranteed by U.S. | $209,000 | 8,283 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,912,000 | 2,339 |
| CMOs issued by government agencies or sponsored agencies | $4,555,000 | 2,321 |
| Privately issued | $357,000 | 1,230 |
| 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) | $12,417,000 | 4,921 |
| Available-for-sale securities (fair market value) | $3,000,000 | 8,118 |
| Total debt securities | $15,417,000 | 6,898 |
| 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 | $17,020,000 | 6,819 |
| U.S. Government securities | $16,544,000 | 5,880 |
| U.S. Treasury securities | $2,003,000 | 8,481 |
| U.S. Government agency obligations | $14,541,000 | 4,285 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $476,000 | 4,380 |
| Privately issued residential mortgage-backed securities | $476,000 | 1,762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 6,206 |
| Mortgage-backed securities | $5,758,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $359,000 | 8,481 |
| Issued or guaranteed by U.S. | $359,000 | 8,423 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,399,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $4,923,000 | 2,490 |
| Privately issued | $476,000 | 1,420 |
| 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 | $17,020,000 | 6,685 |
| 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 | $14,503,000 | 7,508 |
| U.S. Government securities | $13,833,000 | 6,626 |
| U.S. Treasury securities | $248,000 | 11,830 |
| U.S. Government agency obligations | $13,585,000 | 4,435 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $670,000 | 4,684 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $670,000 | 3,472 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,745,000 | 6,234 |
| Mortgage-backed securities | $4,326,000 | 5,839 |
| Certificates of participation in pools of residential mortgages | $608,000 | 8,329 |
| Issued or guaranteed by U.S. | $608,000 | 8,266 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,718,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $3,718,000 | 2,828 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,503,000 | 7,379 |
| 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 |