Home > Horizon Financial Bank > Securities
Horizon Financial Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $30,420,000 | 3,175 |
| U.S. Government securities | $18,393,000 | 3,067 |
| U.S. Treasury securities | $2,955,000 | 2,099 |
| U.S. Government agency obligations | $15,438,000 | 2,862 |
| Securities issued by states & political subdivisions | $11,956,000 | 2,293 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,057,000 | 2,615 |
| Mortgage-backed securities | $15,438,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,399,000 | 3,129 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,674,000 | 1,065 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $4,365,000 | 751 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $30,349,000 | 2,937 |
| Total debt securities | $30,349,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $31,510,000 | 3,143 |
| U.S. Government securities | $18,423,000 | 3,062 |
| U.S. Treasury securities | $2,925,000 | 2,176 |
| U.S. Government agency obligations | $15,498,000 | 2,849 |
| Securities issued by states & political subdivisions | $13,023,000 | 2,203 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| 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 | $10,134,000 | 2,899 |
| Mortgage-backed securities | $15,498,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,431,000 | 3,133 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,735,000 | 1,042 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $4,332,000 | 730 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $31,446,000 | 2,894 |
| Total debt securities | $31,446,000 | 3,124 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $31,745,000 | 3,185 |
| U.S. Government securities | $18,245,000 | 3,118 |
| U.S. Treasury securities | $2,914,000 | 2,215 |
| U.S. Government agency obligations | $15,331,000 | 2,916 |
| Securities issued by states & political subdivisions | $13,438,000 | 2,227 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| 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 | $10,628,000 | 2,840 |
| Mortgage-backed securities | $15,331,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,550,000 | 3,126 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,319,000 | 1,081 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $4,462,000 | 734 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $31,683,000 | 2,936 |
| Total debt securities | $31,683,000 | 3,164 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $36,111,000 | 3,128 |
| U.S. Government securities | $20,473,000 | 3,080 |
| U.S. Treasury securities | $2,944,000 | 2,275 |
| U.S. Government agency obligations | $17,529,000 | 2,791 |
| Securities issued by states & political subdivisions | $15,599,000 | 2,130 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,869,000 | 2,746 |
| Mortgage-backed securities | $17,529,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,667,000 | 3,145 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,903,000 | 1,090 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $5,959,000 | 665 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $36,072,000 | 2,873 |
| Total debt securities | $36,072,000 | 3,105 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $36,323,000 | 3,160 |
| U.S. Government securities | $20,862,000 | 3,067 |
| U.S. Treasury securities | $2,912,000 | 2,315 |
| U.S. Government agency obligations | $17,950,000 | 2,758 |
| Securities issued by states & political subdivisions | $15,415,000 | 2,191 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,384,000 | 2,939 |
| Mortgage-backed securities | $17,950,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,737,000 | 3,159 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,087,000 | 1,087 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $6,126,000 | 662 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $36,277,000 | 2,907 |
| Total debt securities | $36,277,000 | 3,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $34,445,000 | 3,232 |
| U.S. Government securities | $18,791,000 | 3,205 |
| U.S. Treasury securities | $2,906,000 | 2,357 |
| U.S. Government agency obligations | $15,885,000 | 2,886 |
| Securities issued by states & political subdivisions | $15,607,000 | 2,182 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,456,000 | 2,886 |
| Mortgage-backed securities | $15,885,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,808,000 | 3,162 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,787,000 | 1,133 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $4,290,000 | 786 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $34,398,000 | 2,974 |
| Total debt securities | $34,398,000 | 3,209 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $34,617,000 | 3,264 |
| U.S. Government securities | $17,754,000 | 3,286 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $17,754,000 | 2,840 |
| Securities issued by states & political subdivisions | $16,816,000 | 2,166 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,872,000 | 2,845 |
| Mortgage-backed securities | $14,783,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $2,027,000 | 3,232 |
| Issued or guaranteed by U.S. | $2,027,000 | 3,142 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $9,775,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $9,775,000 | 1,153 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,981,000 | 1,379 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $2,981,000 | 951 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $34,570,000 | 3,026 |
| Total debt securities | $34,570,000 | 3,246 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $32,852,000 | 3,281 |
| U.S. Government securities | $16,415,000 | 3,285 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $16,415,000 | 2,893 |
| Securities issued by states & political subdivisions | $16,381,000 | 2,209 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,718,000 | 2,843 |
| Mortgage-backed securities | $13,394,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 3,210 |
| Issued or guaranteed by U.S. | $2,228,000 | 3,119 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,925,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $7,925,000 | 1,273 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,241,000 | 1,333 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $3,241,000 | 915 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $32,796,000 | 3,071 |
| Total debt securities | $32,796,000 | 3,265 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $25,342,000 | 3,451 |
| U.S. Government securities | $10,012,000 | 3,605 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $10,012,000 | 3,307 |
| Securities issued by states & political subdivisions | $15,270,000 | 2,327 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,128,000 | 2,820 |
| Mortgage-backed securities | $10,011,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $2,518,000 | 3,168 |
| Issued or guaranteed by U.S. | $2,518,000 | 3,066 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,513,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $4,513,000 | 1,592 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,980,000 | 1,354 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $2,980,000 | 932 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $25,282,000 | 3,253 |
| Total debt securities | $25,282,000 | 3,433 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $24,806,000 | 3,429 |
| U.S. Government securities | $9,345,000 | 3,607 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,345,000 | 3,358 |
| Securities issued by states & political subdivisions | $15,409,000 | 2,294 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| 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 | $8,794,000 | 2,765 |
| Mortgage-backed securities | $9,344,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $2,782,000 | 3,143 |
| Issued or guaranteed by U.S. | $2,782,000 | 3,053 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,531,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $4,531,000 | 1,592 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,031,000 | 1,496 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,031,000 | 1,029 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $24,754,000 | 3,237 |
| Total debt securities | $24,754,000 | 3,408 |
| 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 | $24,305,000 | 3,418 |
| U.S. Government securities | $9,050,000 | 3,584 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $9,050,000 | 3,361 |
| Securities issued by states & political subdivisions | $15,210,000 | 2,275 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| 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 | $9,378,000 | 2,689 |
| Mortgage-backed securities | $8,996,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $3,099,000 | 3,078 |
| Issued or guaranteed by U.S. | $3,099,000 | 2,983 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,368,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $3,368,000 | 1,719 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,529,000 | 1,395 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,529,000 | 949 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $24,260,000 | 3,228 |
| Total debt securities | $24,259,000 | 3,399 |
| 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 | $23,980,000 | 3,337 |
| U.S. Government securities | $8,562,000 | 3,530 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $8,562,000 | 3,353 |
| Securities issued by states & political subdivisions | $15,374,000 | 2,205 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| 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 | $9,257,000 | 2,692 |
| Mortgage-backed securities | $8,509,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $3,448,000 | 2,973 |
| Issued or guaranteed by U.S. | $3,448,000 | 2,882 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,275,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $3,275,000 | 1,698 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,786,000 | 1,506 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,786,000 | 1,002 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $23,936,000 | 3,148 |
| Total debt securities | $23,936,000 | 3,315 |
| 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 | $22,415,000 | 3,303 |
| U.S. Government securities | $7,665,000 | 3,499 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,665,000 | 3,346 |
| Securities issued by states & political subdivisions | $14,716,000 | 2,220 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| 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 | $10,135,000 | 2,592 |
| Mortgage-backed securities | $7,565,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $2,930,000 | 3,018 |
| Issued or guaranteed by U.S. | $2,930,000 | 2,941 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,631,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $2,631,000 | 1,847 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,004,000 | 1,421 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $2,004,000 | 937 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $22,381,000 | 3,103 |
| Total debt securities | $22,381,000 | 3,284 |
| 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 | $19,094,000 | 3,405 |
| U.S. Government securities | $7,197,000 | 3,542 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,197,000 | 3,385 |
| Securities issued by states & political subdivisions | $11,870,000 | 2,326 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| 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 | $10,331,000 | 2,562 |
| Mortgage-backed securities | $7,097,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $2,178,000 | 3,189 |
| Issued or guaranteed by U.S. | $2,178,000 | 3,098 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,823,000 | 1,874 |
| CMOs issued by government agencies or sponsored agencies | $2,823,000 | 1,827 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,096,000 | 1,378 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,096,000 | 900 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $19,067,000 | 3,192 |
| Total debt securities | $19,067,000 | 3,382 |
| 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 | $16,841,000 | 3,525 |
| U.S. Government securities | $6,392,000 | 3,660 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,392,000 | 3,494 |
| Securities issued by states & political subdivisions | $10,421,000 | 2,382 |
| 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 | $10,819,000 | 2,528 |
| Mortgage-backed securities | $6,219,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $2,461,000 | 3,127 |
| Issued or guaranteed by U.S. | $2,461,000 | 3,044 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,916,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $2,916,000 | 1,846 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $842,000 | 1,676 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $842,000 | 1,111 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $16,813,000 | 3,296 |
| Total debt securities | $16,812,000 | 3,502 |
| 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 | $13,729,000 | 3,718 |
| U.S. Government securities | $6,165,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,165,000 | 3,567 |
| Securities issued by states & political subdivisions | $7,540,000 | 2,614 |
| 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 | $24,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,159,000 | 2,540 |
| Mortgage-backed securities | $5,993,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $2,202,000 | 3,185 |
| Issued or guaranteed by U.S. | $2,202,000 | 3,091 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,952,000 | 1,901 |
| CMOs issued by government agencies or sponsored agencies | $2,952,000 | 1,855 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $839,000 | 1,656 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $839,000 | 1,088 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $13,729,000 | 3,490 |
| Total debt securities | $13,706,000 | 3,699 |
| 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 | $14,952,000 | 3,680 |
| U.S. Government securities | $6,512,000 | 3,779 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,512,000 | 3,611 |
| Securities issued by states & political subdivisions | $8,403,000 | 2,495 |
| 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 | $37,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,376,000 | 2,467 |
| Mortgage-backed securities | $6,317,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 3,131 |
| Issued or guaranteed by U.S. | $2,357,000 | 3,038 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,128,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $3,128,000 | 1,836 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $832,000 | 1,635 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $832,000 | 1,056 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $14,952,000 | 3,438 |
| Total debt securities | $14,914,000 | 3,660 |
| 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 | $14,224,000 | 3,799 |
| U.S. Government securities | $3,590,000 | 4,237 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,590,000 | 4,075 |
| Securities issued by states & political subdivisions | $8,368,000 | 2,509 |
| Other domestic debt securities | $2,229,000 | 1,232 |
| Privately issued residential mortgage-backed securities | $2,229,000 | 310 |
| 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 | $37,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,524,000 | 2,490 |
| Mortgage-backed securities | $5,624,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 3,087 |
| Issued or guaranteed by U.S. | $2,553,000 | 2,989 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,229,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $2,229,000 | 180 |
| Commercial mortgage-backed securities | $842,000 | 1,612 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $842,000 | 1,025 |
| Held to maturity securities (book value) | $4,913,000 | 989 |
| Available-for-sale securities (fair market value) | $9,311,000 | 3,944 |
| Total debt securities | $14,187,000 | 3,779 |
| 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 | $14,124,000 | 3,867 |
| U.S. Government securities | $5,830,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,830,000 | 3,850 |
| Securities issued by states & political subdivisions | $8,262,000 | 2,574 |
| 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 | $32,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,062,000 | 2,492 |
| Mortgage-backed securities | $5,589,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $2,445,000 | 3,116 |
| Issued or guaranteed by U.S. | $2,445,000 | 3,029 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,301,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $2,301,000 | 1,978 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $843,000 | 1,599 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $843,000 | 1,010 |
| Held to maturity securities (book value) | $5,395,000 | 995 |
| Available-for-sale securities (fair market value) | $8,729,000 | 4,054 |
| Total debt securities | $14,092,000 | 3,848 |
| 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 | $14,177,000 | 3,915 |
| U.S. Government securities | $5,170,000 | 4,143 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,170,000 | 3,987 |
| Securities issued by states & political subdivisions | $8,973,000 | 2,559 |
| 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 | $34,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,418,000 | 2,506 |
| Mortgage-backed securities | $4,931,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $2,549,000 | 3,118 |
| Issued or guaranteed by U.S. | $2,549,000 | 3,025 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,382,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $2,382,000 | 1,965 |
| 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) | $6,261,000 | 961 |
| Available-for-sale securities (fair market value) | $7,916,000 | 4,171 |
| Total debt securities | $14,145,000 | 3,899 |
| 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 | $14,553,000 | 3,926 |
| U.S. Government securities | $5,603,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,603,000 | 3,982 |
| Securities issued by states & political subdivisions | $8,922,000 | 2,637 |
| 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 | $28,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,733,000 | 2,493 |
| Mortgage-backed securities | $5,292,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $2,844,000 | 3,066 |
| Issued or guaranteed by U.S. | $2,844,000 | 3,002 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,448,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 1,947 |
| 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) | $6,568,000 | 980 |
| Available-for-sale securities (fair market value) | $7,985,000 | 4,208 |
| Total debt securities | $14,526,000 | 3,902 |
| 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 | $15,225,000 | 3,910 |
| U.S. Government securities | $6,311,000 | 4,075 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,311,000 | 3,930 |
| Securities issued by states & political subdivisions | $8,880,000 | 2,661 |
| 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 | $34,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,502,000 | 2,492 |
| Mortgage-backed securities | $6,004,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $3,484,000 | 2,985 |
| Issued or guaranteed by U.S. | $3,484,000 | 2,962 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,520,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $2,520,000 | 1,919 |
| 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) | $7,200,000 | 974 |
| Available-for-sale securities (fair market value) | $8,025,000 | 4,246 |
| Total debt securities | $15,190,000 | 3,890 |
| 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 | $15,696,000 | 3,928 |
| U.S. Government securities | $6,621,000 | 4,043 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,621,000 | 3,899 |
| Securities issued by states & political subdivisions | $9,034,000 | 2,684 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $41,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,908,000 | 2,504 |
| Mortgage-backed securities | $6,257,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $3,630,000 | 3,003 |
| Issued or guaranteed by U.S. | $3,630,000 | 2,848 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,627,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $2,627,000 | 1,896 |
| 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) | $7,410,000 | 977 |
| Available-for-sale securities (fair market value) | $8,286,000 | 4,273 |
| Total debt securities | $15,656,000 | 3,907 |
| 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 | $16,463,000 | 3,911 |
| U.S. Government securities | $6,861,000 | 4,082 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,861,000 | 3,938 |
| Securities issued by states & political subdivisions | $9,561,000 | 2,663 |
| 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 | $41,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,720,000 | 2,654 |
| Mortgage-backed securities | $6,492,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $3,781,000 | 3,017 |
| Issued or guaranteed by U.S. | $3,781,000 | 3,010 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,711,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $2,711,000 | 1,876 |
| 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) | $7,709,000 | 978 |
| Available-for-sale securities (fair market value) | $8,754,000 | 4,278 |
| Total debt securities | $16,423,000 | 3,891 |
| 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 | $16,375,000 | 3,996 |
| U.S. Government securities | $6,162,000 | 4,235 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,162,000 | 4,097 |
| Securities issued by states & political subdivisions | $10,175,000 | 2,653 |
| 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 | $38,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,598,000 | 2,600 |
| Mortgage-backed securities | $5,749,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $3,961,000 | 3,017 |
| Issued or guaranteed by U.S. | $3,961,000 | 3,014 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,788,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $1,788,000 | 2,081 |
| 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) | $7,823,000 | 985 |
| Available-for-sale securities (fair market value) | $8,552,000 | 4,369 |
| Total debt securities | $16,337,000 | 3,975 |
| 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 | $16,413,000 | 4,031 |
| U.S. Government securities | $6,559,000 | 4,228 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,559,000 | 4,084 |
| Securities issued by states & political subdivisions | $9,816,000 | 2,730 |
| 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 | $38,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,977,000 | 2,598 |
| Mortgage-backed securities | $6,143,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $4,290,000 | 3,008 |
| Issued or guaranteed by U.S. | $4,290,000 | 3,006 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,853,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,853,000 | 2,082 |
| 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) | $8,226,000 | 1,003 |
| Available-for-sale securities (fair market value) | $8,187,000 | 4,430 |
| Total debt securities | $16,375,000 | 4,009 |
| 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 | $15,822,000 | 4,131 |
| U.S. Government securities | $6,893,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,893,000 | 4,097 |
| Securities issued by states & political subdivisions | $8,897,000 | 2,871 |
| 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 | $32,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,320,000 | 2,494 |
| Mortgage-backed securities | $6,454,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $4,481,000 | 3,002 |
| Issued or guaranteed by U.S. | $4,481,000 | 3,000 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,973,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $1,973,000 | 2,068 |
| 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) | $8,443,000 | 1,013 |
| Available-for-sale securities (fair market value) | $7,379,000 | 4,535 |
| Total debt securities | $15,790,000 | 4,108 |
| 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 | $16,571,000 | 4,109 |
| U.S. Government securities | $7,297,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,297,000 | 4,084 |
| Securities issued by states & political subdivisions | $9,245,000 | 2,862 |
| 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 | $29,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,153,000 | 2,727 |
| Mortgage-backed securities | $6,856,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $4,754,000 | 3,005 |
| Issued or guaranteed by U.S. | $4,754,000 | 3,001 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,102,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $2,102,000 | 2,055 |
| 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) | $9,144,000 | 1,004 |
| Available-for-sale securities (fair market value) | $7,427,000 | 4,585 |
| Total debt securities | $16,542,000 | 4,086 |
| 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 | $15,816,000 | 4,174 |
| U.S. Government securities | $6,256,000 | 4,401 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,256,000 | 4,267 |
| Securities issued by states & political subdivisions | $9,531,000 | 2,846 |
| 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 | $29,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,654,000 | 2,763 |
| Mortgage-backed securities | $5,785,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $4,479,000 | 3,071 |
| Issued or guaranteed by U.S. | $4,479,000 | 3,066 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,306,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $1,306,000 | 2,307 |
| 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) | $9,686,000 | 991 |
| Available-for-sale securities (fair market value) | $6,130,000 | 4,736 |
| Total debt securities | $15,788,000 | 4,153 |
| 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 | $15,583,000 | 4,199 |
| U.S. Government securities | $6,144,000 | 4,438 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,144,000 | 4,314 |
| Securities issued by states & political subdivisions | $9,426,000 | 2,884 |
| 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 | $13,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,062,000 | 2,731 |
| Mortgage-backed securities | $5,665,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $4,313,000 | 3,131 |
| Issued or guaranteed by U.S. | $4,313,000 | 3,130 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,352,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $1,352,000 | 2,312 |
| 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) | $9,955,000 | 982 |
| Available-for-sale securities (fair market value) | $5,628,000 | 4,816 |
| Total debt securities | $15,570,000 | 4,172 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $15,148,000 | 4,308 |
| U.S. Government securities | $5,348,000 | 4,639 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,348,000 | 4,515 |
| Securities issued by states & political subdivisions | $8,939,000 | 2,933 |
| Other domestic debt securities | $848,000 | 1,692 |
| 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 | $848,000 | 1,371 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $13,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,779,000 | 2,708 |
| Mortgage-backed securities | $5,348,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $4,626,000 | 3,113 |
| Issued or guaranteed by U.S. | $4,626,000 | 3,110 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $722,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,594 |
| 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) | $10,766,000 | 973 |
| Available-for-sale securities (fair market value) | $4,382,000 | 5,039 |
| Total debt securities | $15,135,000 | 4,288 |
| 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 | $16,556,000 | 4,252 |
| U.S. Government securities | $5,629,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,629,000 | 4,575 |
| Securities issued by states & political subdivisions | $8,767,000 | 2,958 |
| Other domestic debt securities | $2,147,000 | 1,269 |
| 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 | $2,147,000 | 994 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $13,000 | 1,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,301,000 | 2,812 |
| Mortgage-backed securities | $5,629,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $4,900,000 | 3,073 |
| Issued or guaranteed by U.S. | $4,900,000 | 3,072 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $729,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $729,000 | 2,607 |
| 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) | $12,389,000 | 953 |
| Available-for-sale securities (fair market value) | $4,167,000 | 5,117 |
| Total debt securities | $16,543,000 | 4,231 |
| 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 | $15,622,000 | 4,378 |
| U.S. Government securities | $5,339,000 | 4,792 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,339,000 | 4,675 |
| Securities issued by states & political subdivisions | $8,125,000 | 3,069 |
| Other domestic debt securities | $2,145,000 | 1,243 |
| 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 | $2,145,000 | 980 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $13,000 | 1,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,381,000 | 2,822 |
| Mortgage-backed securities | $5,339,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $4,603,000 | 3,113 |
| Issued or guaranteed by U.S. | $4,603,000 | 3,111 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $736,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $736,000 | 2,639 |
| 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) | $12,838,000 | 960 |
| Available-for-sale securities (fair market value) | $2,784,000 | 5,305 |
| Total debt securities | $15,609,000 | 4,356 |
| 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 | $15,302,000 | 4,494 |
| U.S. Government securities | $5,071,000 | 4,933 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,071,000 | 4,817 |
| Securities issued by states & political subdivisions | $8,087,000 | 3,101 |
| Other domestic debt securities | $2,144,000 | 1,260 |
| 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 | $2,144,000 | 986 |
| 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 | $12,024,000 | 2,880 |
| Mortgage-backed securities | $5,071,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $4,329,000 | 3,222 |
| Issued or guaranteed by U.S. | $4,329,000 | 3,219 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $742,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $742,000 | 2,668 |
| 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) | $13,338,000 | 949 |
| Available-for-sale securities (fair market value) | $1,964,000 | 5,491 |
| Total debt securities | $15,301,000 | 4,469 |
| 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 | $14,809,000 | 4,620 |
| U.S. Government securities | $5,437,000 | 4,988 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,437,000 | 4,878 |
| Securities issued by states & political subdivisions | $7,230,000 | 3,220 |
| Other domestic debt securities | $2,142,000 | 1,262 |
| 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 | $2,142,000 | 990 |
| 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 | $13,070,000 | 2,778 |
| Mortgage-backed securities | $5,437,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $4,664,000 | 3,219 |
| Issued or guaranteed by U.S. | $4,664,000 | 3,217 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $773,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,700 |
| 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) | $13,742,000 | 948 |
| Available-for-sale securities (fair market value) | $1,067,000 | 5,662 |
| Total debt securities | $14,810,000 | 4,600 |
| 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 | $15,746,000 | 4,593 |
| U.S. Government securities | $5,795,000 | 5,015 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,795,000 | 4,902 |
| Securities issued by states & political subdivisions | $7,811,000 | 3,128 |
| Other domestic debt securities | $2,140,000 | 1,297 |
| 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 | $2,140,000 | 1,000 |
| 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 | $13,119,000 | 2,829 |
| Mortgage-backed securities | $5,795,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $4,975,000 | 3,228 |
| Issued or guaranteed by U.S. | $4,975,000 | 3,225 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $820,000 | 2,808 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 2,719 |
| 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) | $14,902,000 | 909 |
| Available-for-sale securities (fair market value) | $844,000 | 5,756 |
| Total debt securities | $15,746,000 | 4,575 |
| 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 | $15,529,000 | 4,666 |
| U.S. Government securities | $6,037,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,037,000 | 4,939 |
| Securities issued by states & political subdivisions | $7,353,000 | 3,237 |
| Other domestic debt securities | $2,139,000 | 1,306 |
| 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 | $2,139,000 | 1,008 |
| 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 | $12,457,000 | 2,908 |
| Mortgage-backed securities | $6,037,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $5,206,000 | 3,236 |
| Issued or guaranteed by U.S. | $5,206,000 | 3,232 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $831,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $831,000 | 2,760 |
| 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) | $14,665,000 | 925 |
| Available-for-sale securities (fair market value) | $864,000 | 5,843 |
| Total debt securities | $15,529,000 | 4,644 |
| 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 | $16,616,000 | 4,662 |
| U.S. Government securities | $6,745,000 | 5,038 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,745,000 | 4,925 |
| Securities issued by states & political subdivisions | $7,734,000 | 3,210 |
| Other domestic debt securities | $2,137,000 | 1,344 |
| 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 | $2,137,000 | 1,025 |
| 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 | $12,724,000 | 2,889 |
| Mortgage-backed securities | $6,745,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $5,908,000 | 3,189 |
| Issued or guaranteed by U.S. | $5,908,000 | 3,186 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $837,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $837,000 | 2,796 |
| 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) | $15,727,000 | 894 |
| Available-for-sale securities (fair market value) | $889,000 | 5,916 |
| Total debt securities | $16,616,000 | 4,644 |
| 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 | $17,294,000 | 4,664 |
| U.S. Government securities | $7,388,000 | 4,999 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,388,000 | 4,900 |
| Securities issued by states & political subdivisions | $7,770,000 | 3,241 |
| Other domestic debt securities | $2,136,000 | 1,387 |
| 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 | $2,136,000 | 1,062 |
| 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 | $13,192,000 | 2,859 |
| Mortgage-backed securities | $7,388,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $6,545,000 | 3,149 |
| Issued or guaranteed by U.S. | $6,545,000 | 3,148 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $843,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 2,837 |
| 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) | $16,073,000 | 883 |
| Available-for-sale securities (fair market value) | $1,221,000 | 5,934 |
| Total debt securities | $17,294,000 | 4,644 |
| 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 | $16,722,000 | 4,765 |
| U.S. Government securities | $7,124,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,124,000 | 4,987 |
| Securities issued by states & political subdivisions | $7,464,000 | 3,306 |
| Other domestic debt securities | $2,134,000 | 1,417 |
| 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 | $2,134,000 | 1,087 |
| 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 | $11,891,000 | 3,042 |
| Mortgage-backed securities | $7,124,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $6,275,000 | 3,209 |
| Issued or guaranteed by U.S. | $6,275,000 | 3,208 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $849,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $849,000 | 2,868 |
| 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) | $16,388,000 | 876 |
| Available-for-sale securities (fair market value) | $334,000 | 6,119 |
| Total debt securities | $16,722,000 | 4,745 |
| 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 | $17,710,000 | 4,669 |
| U.S. Government securities | $8,325,000 | 4,879 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,325,000 | 4,784 |
| Securities issued by states & political subdivisions | $7,253,000 | 3,342 |
| Other domestic debt securities | $2,132,000 | 1,466 |
| 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 | $2,132,000 | 1,118 |
| 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 | $13,212,000 | 2,865 |
| Mortgage-backed securities | $7,825,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $6,969,000 | 3,105 |
| Issued or guaranteed by U.S. | $6,969,000 | 3,103 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $856,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 2,836 |
| 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) | $16,859,000 | 848 |
| Available-for-sale securities (fair market value) | $851,000 | 6,126 |
| Total debt securities | $17,709,000 | 4,652 |
| 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 | $17,541,000 | 4,736 |
| U.S. Government securities | $8,693,000 | 4,861 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,693,000 | 4,758 |
| Securities issued by states & political subdivisions | $6,717,000 | 3,444 |
| Other domestic debt securities | $2,131,000 | 1,510 |
| 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 | $2,131,000 | 1,154 |
| 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 | $12,866,000 | 2,879 |
| Mortgage-backed securities | $8,193,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $6,273,000 | 3,234 |
| Issued or guaranteed by U.S. | $6,273,000 | 3,230 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $481,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 3,065 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,439,000 | 634 |
| Commercial mortgage pass-through securities | $985,000 | 452 |
| Other commercial mortgage-backed securities | $454,000 | 474 |
| Held to maturity securities (book value) | $16,677,000 | 827 |
| Available-for-sale securities (fair market value) | $864,000 | 6,188 |
| Total debt securities | $17,541,000 | 4,706 |
| Structured notes | ||
| Amortized cost | $454,000 | 2,092 |
| Fair value | $484,000 | 2,024 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $16,222,000 | 4,864 |
| U.S. Government securities | $8,588,000 | 4,870 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,588,000 | 4,769 |
| Securities issued by states & political subdivisions | $5,505,000 | 3,684 |
| Other domestic debt securities | $2,129,000 | 1,541 |
| 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 | $2,129,000 | 1,181 |
| 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 | $13,022,000 | 2,852 |
| Mortgage-backed securities | $8,088,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $6,640,000 | 3,155 |
| Issued or guaranteed by U.S. | $6,640,000 | 3,153 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,448,000 | 603 |
| Commercial mortgage pass-through securities | $988,000 | 447 |
| Other commercial mortgage-backed securities | $460,000 | 431 |
| Held to maturity securities (book value) | $15,342,000 | 820 |
| Available-for-sale securities (fair market value) | $880,000 | 6,222 |
| Total debt securities | $16,222,000 | 4,830 |
| Structured notes | ||
| Amortized cost | $460,000 | 2,078 |
| Fair value | $484,000 | 2,025 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $16,474,000 | 4,851 |
| U.S. Government securities | $7,994,000 | 5,026 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,994,000 | 4,919 |
| Securities issued by states & political subdivisions | $6,352,000 | 3,499 |
| Other domestic debt securities | $2,128,000 | 1,552 |
| 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 | $2,128,000 | 1,157 |
| 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 | $7,914,000 | 3,689 |
| Mortgage-backed securities | $7,494,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $6,037,000 | 3,303 |
| Issued or guaranteed by U.S. | $6,037,000 | 3,300 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,457,000 | 528 |
| Commercial mortgage pass-through securities | $990,000 | 420 |
| Other commercial mortgage-backed securities | $467,000 | 356 |
| Held to maturity securities (book value) | $15,565,000 | 764 |
| Available-for-sale securities (fair market value) | $909,000 | 6,279 |
| Total debt securities | $16,474,000 | 4,819 |
| 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 | $16,850,000 | 4,772 |
| U.S. Government securities | $8,415,000 | 4,948 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,415,000 | 4,844 |
| Securities issued by states & political subdivisions | $6,309,000 | 3,467 |
| Other domestic debt securities | $2,126,000 | 1,537 |
| 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 | $2,126,000 | 1,139 |
| 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 | $8,454,000 | 3,576 |
| Mortgage-backed securities | $7,915,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $6,442,000 | 3,217 |
| Issued or guaranteed by U.S. | $6,442,000 | 3,215 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,581 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,466,000 | 431 |
| Commercial mortgage pass-through securities | $992,000 | 368 |
| Other commercial mortgage-backed securities | $474,000 | 284 |
| Held to maturity securities (book value) | $15,933,000 | 761 |
| Available-for-sale securities (fair market value) | $917,000 | 6,329 |
| Total debt securities | $16,849,000 | 4,741 |
| 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 | $15,284,000 | 5,024 |
| U.S. Government securities | $6,923,000 | 5,305 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,923,000 | 5,210 |
| Securities issued by states & political subdivisions | $6,727,000 | 3,367 |
| Other domestic debt securities | $1,634,000 | 1,746 |
| 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 | $1,634,000 | 1,310 |
| 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 | $9,028,000 | 3,498 |
| Mortgage-backed securities | $6,422,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $4,818,000 | 3,729 |
| Issued or guaranteed by U.S. | $4,818,000 | 3,728 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $129,000 | 3,625 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,457 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,475,000 | 416 |
| Commercial mortgage pass-through securities | $994,000 | 333 |
| Other commercial mortgage-backed securities | $481,000 | 274 |
| Held to maturity securities (book value) | $14,355,000 | 819 |
| Available-for-sale securities (fair market value) | $929,000 | 6,413 |
| Total debt securities | $15,283,000 | 4,993 |
| 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 | $14,234,000 | 5,143 |
| U.S. Government securities | $7,592,000 | 5,286 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,592,000 | 5,185 |
| Securities issued by states & political subdivisions | $5,832,000 | 3,504 |
| Other domestic debt securities | $810,000 | 2,181 |
| 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 | $810,000 | 1,664 |
| 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 | $10,033,000 | 3,337 |
| Mortgage-backed securities | $7,091,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $5,244,000 | 3,639 |
| Issued or guaranteed by U.S. | $5,244,000 | 3,636 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $366,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 3,309 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,481,000 | 391 |
| Commercial mortgage pass-through securities | $1,481,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $12,815,000 | 869 |
| Available-for-sale securities (fair market value) | $1,419,000 | 6,399 |
| Total debt securities | $14,234,000 | 5,114 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $14,775,000 | 5,157 |
| U.S. Government securities | $8,307,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,307,000 | 5,161 |
| Securities issued by states & political subdivisions | $5,666,000 | 3,464 |
| Other domestic debt securities | $802,000 | 2,159 |
| 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 | $802,000 | 1,657 |
| 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 | $7,989,000 | 3,748 |
| Mortgage-backed securities | $7,309,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $6,192,000 | 3,449 |
| Issued or guaranteed by U.S. | $6,192,000 | 3,447 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,117,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $1,117,000 | 2,943 |
| 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) | $13,295,000 | 860 |
| Available-for-sale securities (fair market value) | $1,480,000 | 6,438 |
| Total debt securities | $14,774,000 | 5,132 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,928,000 | 5,354 |
| U.S. Government securities | $7,054,000 | 5,473 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,054,000 | 5,373 |
| Securities issued by states & political subdivisions | $5,874,000 | 3,376 |
| 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 | $8,054,000 | 3,553 |
| Mortgage-backed securities | $6,554,000 | 3,939 |
| Certificates of participation in pools of residential mortgages | $5,015,000 | 3,598 |
| Issued or guaranteed by U.S. | $5,015,000 | 3,594 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,539,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $1,539,000 | 2,705 |
| 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) | $12,289,000 | 908 |
| Available-for-sale securities (fair market value) | $639,000 | 6,577 |
| Total debt securities | $12,928,000 | 5,324 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $12,125,000 | 5,427 |
| U.S. Government securities | $7,402,000 | 5,385 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,402,000 | 5,277 |
| Securities issued by states & political subdivisions | $4,723,000 | 3,605 |
| 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 | $8,770,000 | 3,401 |
| Mortgage-backed securities | $6,902,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $4,847,000 | 3,604 |
| Issued or guaranteed by U.S. | $4,847,000 | 3,593 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,055,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $2,055,000 | 2,519 |
| 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) | $11,353,000 | 944 |
| Available-for-sale securities (fair market value) | $772,000 | 6,629 |
| Total debt securities | $12,125,000 | 5,390 |
| 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 | $12,538,000 | 5,448 |
| U.S. Government securities | $7,521,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,521,000 | 5,380 |
| Securities issued by states & political subdivisions | $5,017,000 | 3,495 |
| 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 | $9,368,000 | 3,306 |
| Mortgage-backed securities | $7,021,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $4,590,000 | 3,626 |
| Issued or guaranteed by U.S. | $4,590,000 | 3,614 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,431,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 2,378 |
| 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) | $11,646,000 | 950 |
| Available-for-sale securities (fair market value) | $892,000 | 6,680 |
| Total debt securities | $12,537,000 | 5,415 |
| 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 | $13,221,000 | 5,344 |
| U.S. Government securities | $8,060,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,060,000 | 5,269 |
| Securities issued by states & political subdivisions | $5,161,000 | 3,429 |
| 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 | $10,264,000 | 3,157 |
| Mortgage-backed securities | $7,560,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $4,938,000 | 3,474 |
| Issued or guaranteed by U.S. | $4,938,000 | 3,466 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,622,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $2,622,000 | 2,268 |
| 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) | $12,086,000 | 938 |
| Available-for-sale securities (fair market value) | $1,135,000 | 6,683 |
| Total debt securities | $13,222,000 | 5,310 |
| 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 | $13,661,000 | 5,209 |
| U.S. Government securities | $8,576,000 | 5,130 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,576,000 | 5,022 |
| Securities issued by states & political subdivisions | $5,085,000 | 3,426 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $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 | $9,571,000 | 3,240 |
| Mortgage-backed securities | $8,075,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $5,309,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,309,000 | 3,274 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,766,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $2,766,000 | 2,172 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $12,419,000 | 909 |
| Available-for-sale securities (fair market value) | $1,242,000 | 6,695 |
| Total debt securities | $13,661,000 | 5,172 |
| 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 | $13,499,000 | 5,174 |
| U.S. Government securities | $8,934,000 | 5,046 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,934,000 | 4,932 |
| Securities issued by states & political subdivisions | $4,565,000 | 3,480 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $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 | $9,806,000 | 3,259 |
| Mortgage-backed securities | $8,434,000 | 3,365 |
| Certificates of participation in pools of residential mortgages | $5,154,000 | 3,288 |
| Issued or guaranteed by U.S. | $5,154,000 | 3,281 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,280,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $3,280,000 | 2,018 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $12,233,000 | 943 |
| Available-for-sale securities (fair market value) | $1,266,000 | 6,741 |
| Total debt securities | $13,499,000 | 5,141 |
| 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 | $12,923,000 | 5,266 |
| U.S. Government securities | $9,455,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,455,000 | 4,920 |
| Securities issued by states & political subdivisions | $3,468,000 | 3,724 |
| 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 | $10,824,000 | 3,110 |
| Mortgage-backed securities | $8,455,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $5,492,000 | 3,236 |
| Issued or guaranteed by U.S. | $5,492,000 | 3,229 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,963,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $2,963,000 | 2,012 |
| 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) | $11,637,000 | 982 |
| Available-for-sale securities (fair market value) | $1,286,000 | 6,809 |
| Total debt securities | $12,923,000 | 5,232 |
| 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 | $13,316,000 | 5,252 |
| U.S. Government securities | $9,987,000 | 5,019 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,987,000 | 4,919 |
| Securities issued by states & political subdivisions | $3,329,000 | 3,772 |
| 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 | $11,853,000 | 3,044 |
| Mortgage-backed securities | $8,986,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $5,820,000 | 3,259 |
| Issued or guaranteed by U.S. | $5,820,000 | 3,252 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,166,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $3,166,000 | 1,903 |
| 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) | $11,348,000 | 1,021 |
| Available-for-sale securities (fair market value) | $1,968,000 | 6,762 |
| Total debt securities | $13,315,000 | 5,213 |
| 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 | $13,951,000 | 5,169 |
| U.S. Government securities | $10,460,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,460,000 | 4,796 |
| Securities issued by states & political subdivisions | $3,491,000 | 3,727 |
| 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 | $12,375,000 | 2,985 |
| Mortgage-backed securities | $9,453,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $6,212,000 | 3,245 |
| Issued or guaranteed by U.S. | $6,212,000 | 3,237 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,241,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $3,241,000 | 1,864 |
| 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) | $11,938,000 | 990 |
| Available-for-sale securities (fair market value) | $2,013,000 | 6,793 |
| Total debt securities | $13,951,000 | 5,128 |
| 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 | $13,886,000 | 5,201 |
| U.S. Government securities | $10,391,000 | 4,933 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,391,000 | 4,839 |
| Securities issued by states & political subdivisions | $3,495,000 | 3,738 |
| 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 | $12,757,000 | 2,916 |
| Mortgage-backed securities | $9,379,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $6,613,000 | 3,231 |
| Issued or guaranteed by U.S. | $6,613,000 | 3,222 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,766,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $2,766,000 | 1,948 |
| 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) | $11,793,000 | 1,028 |
| Available-for-sale securities (fair market value) | $2,093,000 | 6,818 |
| Total debt securities | $13,886,000 | 5,154 |
| 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 | $14,581,000 | 5,105 |
| U.S. Government securities | $11,085,000 | 4,797 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,085,000 | 4,706 |
| Securities issued by states & political subdivisions | $3,496,000 | 3,696 |
| 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 | $12,644,000 | 2,968 |
| Mortgage-backed securities | $10,068,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $7,249,000 | 3,159 |
| Issued or guaranteed by U.S. | $7,249,000 | 3,147 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,819,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $2,819,000 | 1,888 |
| 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) | $12,409,000 | 1,012 |
| Available-for-sale securities (fair market value) | $2,172,000 | 6,839 |
| Total debt securities | $14,581,000 | 5,057 |
| 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 | $16,742,000 | 4,835 |
| U.S. Government securities | $13,266,000 | 4,474 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,266,000 | 4,393 |
| Securities issued by states & political subdivisions | $3,476,000 | 3,631 |
| 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 | $14,687,000 | 2,762 |
| Mortgage-backed securities | $10,246,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $7,385,000 | 3,219 |
| Issued or guaranteed by U.S. | $7,385,000 | 3,207 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,861,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $2,861,000 | 1,900 |
| 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) | $14,040,000 | 951 |
| Available-for-sale securities (fair market value) | $2,702,000 | 6,780 |
| Total debt securities | $16,742,000 | 4,793 |
| 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 | $15,876,000 | 4,984 |
| U.S. Government securities | $12,640,000 | 4,638 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,640,000 | 4,553 |
| Securities issued by states & political subdivisions | $3,236,000 | 3,673 |
| 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 | $12,929,000 | 2,995 |
| Mortgage-backed securities | $9,611,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $6,712,000 | 3,314 |
| Issued or guaranteed by U.S. | $6,712,000 | 3,301 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,899,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $2,899,000 | 1,852 |
| 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) | $13,164,000 | 976 |
| Available-for-sale securities (fair market value) | $2,712,000 | 6,838 |
| Total debt securities | $15,876,000 | 4,948 |
| 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 | $13,495,000 | 5,282 |
| U.S. Government securities | $10,458,000 | 5,002 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,458,000 | 4,919 |
| Securities issued by states & political subdivisions | $3,037,000 | 3,735 |
| 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 | $8,909,000 | 3,612 |
| Mortgage-backed securities | $8,446,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $5,863,000 | 3,404 |
| Issued or guaranteed by U.S. | $5,863,000 | 3,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,583,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $2,583,000 | 1,843 |
| 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) | $10,708,000 | 1,112 |
| Available-for-sale securities (fair market value) | $2,787,000 | 6,822 |
| Total debt securities | $13,495,000 | 5,241 |
| 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 | $12,738,000 | 5,448 |
| U.S. Government securities | $9,701,000 | 5,195 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,701,000 | 5,104 |
| Securities issued by states & political subdivisions | $3,037,000 | 3,754 |
| 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 | $9,675,000 | 3,441 |
| Mortgage-backed securities | $7,187,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $4,564,000 | 3,771 |
| Issued or guaranteed by U.S. | $4,564,000 | 3,760 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,623,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $2,623,000 | 1,839 |
| 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) | $9,905,000 | 1,151 |
| Available-for-sale securities (fair market value) | $2,833,000 | 6,888 |
| Total debt securities | $12,738,000 | 5,396 |
| 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 | $12,387,000 | 5,526 |
| U.S. Government securities | $9,162,000 | 5,295 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,162,000 | 5,206 |
| Securities issued by states & political subdivisions | $2,725,000 | 3,921 |
| Other domestic debt securities | $500,000 | 2,569 |
| 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 | $500,000 | 1,853 |
| 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 | $9,147,000 | 3,515 |
| Mortgage-backed securities | $7,132,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $4,445,000 | 3,688 |
| Issued or guaranteed by U.S. | $4,445,000 | 3,673 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,687,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $2,687,000 | 1,810 |
| 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) | $8,369,000 | 1,268 |
| Available-for-sale securities (fair market value) | $4,018,000 | 6,646 |
| Total debt securities | $12,387,000 | 5,459 |
| 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 | $11,396,000 | 5,774 |
| U.S. Government securities | $8,470,000 | 5,612 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,470,000 | 5,507 |
| Securities issued by states & political subdivisions | $2,425,000 | 4,061 |
| Other domestic debt securities | $501,000 | 2,385 |
| 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 | $501,000 | 1,713 |
| 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 | $9,173,000 | 3,536 |
| Mortgage-backed securities | $5,362,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $2,635,000 | 4,067 |
| Issued or guaranteed by U.S. | $2,635,000 | 4,051 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,727,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,727,000 | 1,731 |
| 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) | $7,327,000 | 1,431 |
| Available-for-sale securities (fair market value) | $4,069,000 | 6,661 |
| Total debt securities | $11,396,000 | 5,710 |
| 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 | $12,024,000 | 5,718 |
| U.S. Government securities | $9,404,000 | 5,482 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,404,000 | 5,371 |
| Securities issued by states & political subdivisions | $2,118,000 | 4,203 |
| Other domestic debt securities | $502,000 | 2,320 |
| 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 | $502,000 | 1,675 |
| 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 | $9,479,000 | 3,524 |
| Mortgage-backed securities | $4,823,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $2,800,000 | 3,847 |
| Issued or guaranteed by U.S. | $2,800,000 | 3,831 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,023,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $2,023,000 | 1,882 |
| 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) | $6,190,000 | 1,597 |
| Available-for-sale securities (fair market value) | $5,834,000 | 6,335 |
| Total debt securities | $12,024,000 | 5,660 |
| 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 | $10,585,000 | 5,999 |
| U.S. Government securities | $8,404,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,404,000 | 5,647 |
| Securities issued by states & political subdivisions | $1,678,000 | 4,452 |
| Other domestic debt securities | $503,000 | 2,256 |
| 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 | $503,000 | 1,631 |
| 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 | $9,006,000 | 3,585 |
| Mortgage-backed securities | $3,463,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $1,441,000 | 4,504 |
| Issued or guaranteed by U.S. | $1,441,000 | 4,489 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,022,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $2,022,000 | 1,865 |
| 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) | $4,613,000 | 1,821 |
| Available-for-sale securities (fair market value) | $5,972,000 | 6,307 |
| Total debt securities | $10,586,000 | 5,942 |
| 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 | $9,756,000 | 6,190 |
| U.S. Government securities | $7,568,000 | 6,004 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,568,000 | 5,888 |
| Securities issued by states & political subdivisions | $1,684,000 | 4,473 |
| Other domestic debt securities | $504,000 | 2,259 |
| 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 | $504,000 | 1,660 |
| 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 | $8,244,000 | 3,741 |
| Mortgage-backed securities | $2,616,000 | 4,450 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 4,421 |
| Issued or guaranteed by U.S. | $1,586,000 | 4,404 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,030,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,222 |
| 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) | $3,611,000 | 2,040 |
| Available-for-sale securities (fair market value) | $6,145,000 | 6,292 |
| Total debt securities | $9,756,000 | 6,135 |
| 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 | $10,575,000 | 6,058 |
| U.S. Government securities | $8,718,000 | 5,770 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,718,000 | 5,648 |
| Securities issued by states & political subdivisions | $1,352,000 | 4,691 |
| Other domestic debt securities | $505,000 | 2,272 |
| 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 | $505,000 | 1,692 |
| 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 | $8,781,000 | 3,626 |
| Mortgage-backed securities | $2,283,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $1,757,000 | 4,321 |
| Issued or guaranteed by U.S. | $1,757,000 | 4,306 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $526,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $526,000 | 2,559 |
| 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) | $2,773,000 | 2,253 |
| Available-for-sale securities (fair market value) | $7,802,000 | 5,971 |
| Total debt securities | $10,576,000 | 6,001 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $499,000 | 2,438 |
| 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 | $9,865,000 | 6,245 |
| U.S. Government securities | $7,836,000 | 6,047 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,836,000 | 5,922 |
| Securities issued by states & political subdivisions | $1,523,000 | 4,599 |
| Other domestic debt securities | $506,000 | 2,303 |
| 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 | $506,000 | 1,724 |
| 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 | $9,070,000 | 3,592 |
| Mortgage-backed securities | $1,920,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $1,891,000 | 4,254 |
| Issued or guaranteed by U.S. | $1,891,000 | 4,233 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $29,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,157 |
| 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) | $2,374,000 | 2,409 |
| Available-for-sale securities (fair market value) | $7,491,000 | 6,071 |
| Total debt securities | $9,865,000 | 6,184 |
| 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 | $9,844,000 | 6,266 |
| U.S. Government securities | $7,919,000 | 6,040 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,919,000 | 5,903 |
| Securities issued by states & political subdivisions | $1,418,000 | 4,695 |
| Other domestic debt securities | $507,000 | 2,320 |
| 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 | $507,000 | 1,755 |
| 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 | $9,135,000 | 3,570 |
| Mortgage-backed securities | $2,067,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 4,170 |
| Issued or guaranteed by U.S. | $2,031,000 | 4,156 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $36,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,132 |
| 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) | $2,277,000 | 2,460 |
| Available-for-sale securities (fair market value) | $7,567,000 | 6,045 |
| Total debt securities | $9,844,000 | 6,208 |
| 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 | $9,498,000 | 6,404 |
| U.S. Government securities | $7,630,000 | 6,164 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,630,000 | 6,017 |
| Securities issued by states & political subdivisions | $1,360,000 | 4,768 |
| Other domestic debt securities | $508,000 | 2,389 |
| 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 | $508,000 | 1,844 |
| 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 | $6,467,000 | 4,177 |
| Mortgage-backed securities | $2,241,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $2,199,000 | 4,103 |
| Issued or guaranteed by U.S. | $2,199,000 | 4,089 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $42,000 | 3,456 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,125 |
| 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) | $2,028,000 | 2,569 |
| Available-for-sale securities (fair market value) | $7,470,000 | 6,122 |
| Total debt securities | $9,498,000 | 6,345 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $493,000 | 2,665 |
| 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 | $9,041,000 | 6,541 |
| U.S. Government securities | $7,334,000 | 6,253 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,334,000 | 6,115 |
| Securities issued by states & political subdivisions | $1,199,000 | 4,915 |
| Other domestic debt securities | $508,000 | 2,471 |
| 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 | $508,000 | 1,958 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,622,000 | 4,114 |
| Mortgage-backed securities | $1,926,000 | 4,836 |
| Certificates of participation in pools of residential mortgages | $1,876,000 | 4,315 |
| Issued or guaranteed by U.S. | $1,876,000 | 4,297 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $50,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,125 |
| 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) | $1,868,000 | 2,697 |
| Available-for-sale securities (fair market value) | $7,173,000 | 6,211 |
| Total debt securities | $9,041,000 | 6,481 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $991,000 | 2,156 |
| 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 | $10,017,000 | 6,323 |
| U.S. Government securities | $7,884,000 | 6,095 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,884,000 | 5,962 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,604 |
| Other domestic debt securities | $509,000 | 2,512 |
| 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 | $509,000 | 2,031 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,430,000 | 3,899 |
| Mortgage-backed securities | $2,150,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $2,092,000 | 4,235 |
| Issued or guaranteed by U.S. | $2,092,000 | 4,222 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $58,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,122 |
| 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) | $1,871,000 | 2,718 |
| Available-for-sale securities (fair market value) | $8,146,000 | 6,002 |
| Total debt securities | $10,017,000 | 6,261 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,936 |
| Fair value | $1,290,000 | 1,938 |
| 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 | $9,062,000 | 6,568 |
| U.S. Government securities | $7,200,000 | 6,343 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,200,000 | 6,216 |
| Securities issued by states & political subdivisions | $1,352,000 | 4,797 |
| Other domestic debt securities | $510,000 | 2,591 |
| 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 | $510,000 | 2,115 |
| 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 | $7,434,000 | 3,897 |
| Mortgage-backed securities | $2,442,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $2,376,000 | 4,162 |
| Issued or guaranteed by U.S. | $2,376,000 | 4,146 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $66,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,151 |
| 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) | $606,000 | 3,420 |
| Available-for-sale securities (fair market value) | $8,456,000 | 5,981 |
| Total debt securities | $9,062,000 | 6,513 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,925 |
| Fair value | $1,293,000 | 1,930 |
| 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 | $9,520,000 | 6,539 |
| U.S. Government securities | $7,446,000 | 6,343 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,446,000 | 6,198 |
| Securities issued by states & political subdivisions | $1,563,000 | 4,647 |
| 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 | $511,000 | 121 |
| 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 | $7,221,000 | 3,971 |
| Mortgage-backed securities | $2,734,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 4,116 |
| Issued or guaranteed by U.S. | $2,658,000 | 4,104 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $76,000 | 3,483 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,177 |
| 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) | $538,000 | 3,511 |
| Available-for-sale securities (fair market value) | $8,982,000 | 5,899 |
| Total debt securities | $9,521,000 | 6,475 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,902 |
| Fair value | $1,286,000 | 1,905 |
| 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 | $10,409,000 | 6,373 |
| U.S. Government securities | $8,759,000 | 6,000 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,759,000 | 5,852 |
| Securities issued by states & political subdivisions | $1,138,000 | 4,997 |
| Other domestic debt securities | $512,000 | 2,716 |
| 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 | $512,000 | 2,293 |
| 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 | $7,659,000 | 3,856 |
| Mortgage-backed securities | $2,980,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $2,893,000 | 4,056 |
| Issued or guaranteed by U.S. | $2,893,000 | 4,044 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $87,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 3,191 |
| 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) | $540,000 | 3,557 |
| Available-for-sale securities (fair market value) | $9,869,000 | 5,743 |
| Total debt securities | $10,409,000 | 6,310 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,295 |
| Fair value | $798,000 | 2,299 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,068,000 | 6,284 |
| U.S. Government securities | $9,406,000 | 5,836 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,406,000 | 5,678 |
| Securities issued by states & political subdivisions | $1,150,000 | 5,016 |
| Other domestic debt securities | $512,000 | 2,767 |
| 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 | $512,000 | 2,366 |
| 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 | $8,672,000 | 3,610 |
| Mortgage-backed securities | $3,294,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $3,196,000 | 3,963 |
| Issued or guaranteed by U.S. | $3,196,000 | 3,953 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $98,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 3,190 |
| 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) | $549,000 | 3,616 |
| Available-for-sale securities (fair market value) | $10,519,000 | 5,630 |
| Total debt securities | $11,068,000 | 6,213 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,848 |
| Fair value | $1,303,000 | 1,852 |
| 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 | $12,088,000 | 6,137 |
| U.S. Government securities | $10,941,000 | 5,553 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,941,000 | 5,398 |
| Securities issued by states & political subdivisions | $1,147,000 | 5,015 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,046,000 | 3,511 |
| Mortgage-backed securities | $3,671,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,883 |
| Issued or guaranteed by U.S. | $3,558,000 | 3,874 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $113,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,233 |
| 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) | $46,000 | 4,402 |
| Available-for-sale securities (fair market value) | $12,042,000 | 5,405 |
| Total debt securities | $12,088,000 | 6,068 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,019,000 | 6,127 |
| U.S. Government securities | $10,320,000 | 5,659 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,320,000 | 5,517 |
| Securities issued by states & political subdivisions | $1,395,000 | 4,801 |
| Other domestic debt securities | $304,000 | 3,236 |
| 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 | $304,000 | 2,800 |
| 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 | $8,329,000 | 3,597 |
| Mortgage-backed securities | $4,148,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $4,018,000 | 3,754 |
| Issued or guaranteed by U.S. | $4,018,000 | 3,746 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $130,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,270 |
| 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) | $50,000 | 4,430 |
| Available-for-sale securities (fair market value) | $11,969,000 | 5,417 |
| Total debt securities | $12,020,000 | 6,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,476,000 | 6,516 |
| U.S. Government securities | $8,773,000 | 6,097 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,773,000 | 5,926 |
| Securities issued by states & political subdivisions | $1,395,000 | 4,839 |
| Other domestic debt securities | $308,000 | 3,294 |
| 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 | $308,000 | 2,936 |
| 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 | $7,905,000 | 3,625 |
| Mortgage-backed securities | $4,011,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $3,868,000 | 3,778 |
| Issued or guaranteed by U.S. | $3,868,000 | 3,765 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $143,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,441 |
| 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) | $54,000 | 4,477 |
| Available-for-sale securities (fair market value) | $10,422,000 | 5,774 |
| Total debt securities | $10,476,000 | 6,433 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,861,000 | 6,357 |
| U.S. Government securities | $9,139,000 | 5,840 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,139,000 | 5,668 |
| Securities issued by states & political subdivisions | $1,410,000 | 4,847 |
| Other domestic debt securities | $312,000 | 3,414 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $312,000 | 3,038 |
| 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 | $9,100,000 | 3,264 |
| Mortgage-backed securities | $4,666,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $4,464,000 | 3,582 |
| Issued or guaranteed by U.S. | $4,464,000 | 3,570 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $202,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,451 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,000 | 4,485 |
| Available-for-sale securities (fair market value) | $10,799,000 | 5,643 |
| Total debt securities | $10,861,000 | 6,267 |
| 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 | $12,340,000 | 5,995 |
| U.S. Government securities | $10,099,000 | 5,537 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,099,000 | 5,369 |
| Securities issued by states & political subdivisions | $1,424,000 | 4,812 |
| Other domestic debt securities | $817,000 | 2,917 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $817,000 | 2,590 |
| 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 | $6,249,000 | 3,949 |
| Mortgage-backed securities | $5,902,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $5,556,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,556,000 | 3,269 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $346,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 3,442 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,000 | 4,507 |
| Available-for-sale securities (fair market value) | $12,267,000 | 5,278 |
| Total debt securities | $12,340,000 | 5,900 |
| 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 | $13,747,000 | 5,724 |
| U.S. Government securities | $11,726,000 | 5,175 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,726,000 | 4,998 |
| Securities issued by states & political subdivisions | $1,204,000 | 4,938 |
| Other domestic debt securities | $817,000 | 2,968 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $817,000 | 2,622 |
| 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 | $8,141,000 | 3,469 |
| Mortgage-backed securities | $6,941,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $6,460,000 | 3,018 |
| Issued or guaranteed by U.S. | $6,460,000 | 3,003 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $481,000 | 3,591 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 3,425 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,000 | 4,540 |
| Available-for-sale securities (fair market value) | $13,668,000 | 5,018 |
| Total debt securities | $13,747,000 | 5,630 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $14,294,000 | 5,590 |
| U.S. Government securities | $12,585,000 | 4,955 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,585,000 | 4,772 |
| Securities issued by states & political subdivisions | $1,202,000 | 4,947 |
| Other domestic debt securities | $507,000 | 3,300 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $507,000 | 2,916 |
| 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 | $8,422,000 | 3,395 |
| Mortgage-backed securities | $8,011,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $7,390,000 | 2,764 |
| Issued or guaranteed by U.S. | $7,390,000 | 2,755 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $621,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 3,317 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $96,000 | 4,607 |
| Available-for-sale securities (fair market value) | $14,198,000 | 4,862 |
| Total debt securities | $14,294,000 | 5,491 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,507,000 | 5,106 |
| U.S. Government securities | $13,575,000 | 4,639 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,575,000 | 4,433 |
| Securities issued by states & political subdivisions | $1,377,000 | 4,836 |
| Other domestic debt securities | $1,555,000 | 2,501 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,555,000 | 2,137 |
| 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 | $6,252,000 | 3,907 |
| Mortgage-backed securities | $7,578,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $6,639,000 | 2,711 |
| Issued or guaranteed by U.S. | $6,639,000 | 2,695 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $939,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 3,206 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $143,000 | 4,751 |
| Available-for-sale securities (fair market value) | $16,364,000 | 4,384 |
| Total debt securities | $16,507,000 | 5,017 |
| 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 | $15,139,000 | 5,537 |
| U.S. Government securities | $12,984,000 | 5,013 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,984,000 | 4,693 |
| Securities issued by states & political subdivisions | $1,797,000 | 4,543 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $358,000 | 4,571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,280,000 | 2,451 |
| Mortgage-backed securities | $1,931,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 4,782 |
| Issued or guaranteed by U.S. | $1,005,000 | 4,767 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $926,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 2,785 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $221,000 | 5,249 |
| Available-for-sale securities (fair market value) | $14,918,000 | 4,618 |
| Total debt securities | $14,781,000 | 5,479 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $17,144,000 | 5,345 |
| U.S. Government securities | $12,958,000 | 5,261 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,958,000 | 4,758 |
| Securities issued by states & political subdivisions | $1,866,000 | 4,729 |
| Other domestic debt securities | $1,964,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,964,000 | 1,553 |
| Foreign debt securities | NA | NA |
| Equity securities | $356,000 | 4,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,982,000 | 2,477 |
| Mortgage-backed securities | $2,177,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 4,780 |
| Issued or guaranteed by U.S. | $1,263,000 | 4,764 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $914,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,982 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,000 | 5,565 |
| Available-for-sale securities (fair market value) | $16,839,000 | 4,391 |
| Total debt securities | $16,788,000 | 5,319 |
| Structured notes | ||
| Amortized cost | $1,861,000 | 318 |
| Fair value | $1,830,000 | 307 |
| 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 | $14,325,000 | 5,950 |
| U.S. Government securities | $4,677,000 | 8,194 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,677,000 | 7,373 |
| Securities issued by states & political subdivisions | $3,725,000 | 3,544 |
| Other domestic debt securities | $5,733,000 | 1,040 |
| 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 | $5,733,000 | 821 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 5,525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,671,000 | 4,002 |
| Mortgage-backed securities | $2,678,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $1,735,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,735,000 | 4,560 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $943,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 3,207 |
| 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) | $5,710,000 | 3,196 |
| Available-for-sale securities (fair market value) | $8,615,000 | 6,165 |
| Total debt securities | $14,135,000 | 5,875 |
| Structured notes | ||
| Amortized cost | $1,709,000 | 425 |
| Fair value | $1,720,000 | 419 |
| 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 | $20,763,000 | 4,776 |
| U.S. Government securities | $15,503,000 | 4,936 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $15,503,000 | 3,927 |
| Securities issued by states & political subdivisions | $4,760,000 | 2,850 |
| Other domestic debt securities | $500,000 | 2,342 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,863 |
| 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 | $13,758,000 | 2,234 |
| Mortgage-backed securities | $3,696,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $2,393,000 | 4,106 |
| Issued or guaranteed by U.S. | $2,393,000 | 4,092 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,303,000 | 3,158 |
| CMOs issued by government agencies or sponsored agencies | $1,303,000 | 3,035 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,253,000 | 2,295 |
| Available-for-sale securities (fair market value) | $7,510,000 | 6,526 |
| Total debt securities | $20,763,000 | 4,668 |
| Structured notes | ||
| Amortized cost | $3,298,000 | 436 |
| Fair value | $3,261,000 | 434 |
| 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 | $24,513,000 | 4,571 |
| U.S. Government securities | $18,781,000 | 4,640 |
| U.S. Treasury securities | $1,299,000 | 6,793 |
| U.S. Government agency obligations | $17,482,000 | 3,709 |
| Securities issued by states & political subdivisions | $5,233,000 | 2,732 |
| Other domestic debt securities | $499,000 | 2,699 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 2,069 |
| 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 | $6,791,000 | 3,875 |
| Mortgage-backed securities | $4,689,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $2,968,000 | 4,109 |
| Issued or guaranteed by U.S. | $2,968,000 | 4,089 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,721,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $1,721,000 | 3,132 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,944,000 | 2,374 |
| Available-for-sale securities (fair market value) | $9,569,000 | 6,117 |
| Total debt securities | $24,513,000 | 4,470 |
| Structured notes | ||
| Amortized cost | $3,649,000 | 564 |
| Fair value | $3,590,000 | 559 |
| 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 | $19,795,000 | 5,587 |
| U.S. Government securities | $13,581,000 | 6,084 |
| U.S. Treasury securities | $1,506,000 | 7,746 |
| U.S. Government agency obligations | $12,075,000 | 4,850 |
| Securities issued by states & political subdivisions | $4,728,000 | 2,926 |
| Other domestic debt securities | $1,486,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,486,000 | 1,608 |
| 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 | $6,339,000 | 4,079 |
| Mortgage-backed securities | $4,848,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $2,672,000 | 4,379 |
| Issued or guaranteed by U.S. | $2,672,000 | 4,353 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,176,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $2,176,000 | 3,148 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,585,000 | 3,755 |
| Available-for-sale securities (fair market value) | $11,210,000 | 5,789 |
| Total debt securities | $19,795,000 | 5,485 |
| Structured notes | ||
| Amortized cost | $4,575,000 | 784 |
| Fair value | $4,481,000 | 788 |
| 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 | $19,978,000 | 5,872 |
| U.S. Government securities | $13,875,000 | 6,365 |
| U.S. Treasury securities | $3,383,000 | 6,780 |
| U.S. Government agency obligations | $10,492,000 | 5,203 |
| Securities issued by states & political subdivisions | $4,696,000 | 3,086 |
| Other domestic debt securities | $1,407,000 | 2,406 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,407,000 | 1,884 |
| 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 | $7,664,000 | 3,610 |
| Mortgage-backed securities | $5,342,000 | 4,570 |
| Certificates of participation in pools of residential mortgages | $3,247,000 | 4,204 |
| Issued or guaranteed by U.S. | $3,247,000 | 4,178 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,095,000 | 3,553 |
| CMOs issued by government agencies or sponsored agencies | $2,095,000 | 3,384 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,305,000 | 7,274 |
| Available-for-sale securities (fair market value) | $13,673,000 | 3,846 |
| Total debt securities | $19,978,000 | 5,787 |
| 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 | $24,359,000 | 5,333 |
| U.S. Government securities | $15,926,000 | 6,032 |
| U.S. Treasury securities | $4,548,000 | 6,022 |
| U.S. Government agency obligations | $11,378,000 | 5,089 |
| Securities issued by states & political subdivisions | $5,084,000 | 2,968 |
| Other domestic debt securities | $3,349,000 | 1,778 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,349,000 | 1,345 |
| 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 | $7,608,000 | 3,437 |
| Mortgage-backed securities | $6,493,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $4,362,000 | 4,076 |
| Issued or guaranteed by U.S. | $4,362,000 | 4,039 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,131,000 | 3,934 |
| CMOs issued by government agencies or sponsored agencies | $2,131,000 | 3,741 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $24,359,000 | 5,210 |
| 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 | $24,737,000 | 5,212 |
| U.S. Government securities | $15,307,000 | 6,146 |
| U.S. Treasury securities | $5,924,000 | 5,239 |
| U.S. Government agency obligations | $9,383,000 | 5,770 |
| Securities issued by states & political subdivisions | $5,096,000 | 2,726 |
| Other domestic debt securities | $4,334,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $188,000 | 3,124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,146,000 | 1,350 |
| 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 | $7,453,000 | 3,387 |
| Mortgage-backed securities | $4,558,000 | 5,715 |
| Certificates of participation in pools of residential mortgages | $3,535,000 | 4,757 |
| Issued or guaranteed by U.S. | $3,535,000 | 4,705 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,023,000 | 4,980 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 4,944 |
| Privately issued | $188,000 | 2,663 |
| 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 | $24,737,000 | 5,111 |
| 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 |