Home > McFarland State Bank > Securities
McFarland State Bank, Securities
| 2020-03-31 | Rank | |
| Total securities | $51,623,000 | 2,062 |
| U.S. Government securities | $50,036,000 | 1,438 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $50,036,000 | 1,355 |
| Securities issued by states & political subdivisions | $537,000 | 4,011 |
| Other domestic debt securities | $1,050,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,050,000 | 1,128 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,783,000 | 2,099 |
| Mortgage-backed securities | $50,036,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $4,976,000 | 2,674 |
| Issued or guaranteed by U.S. | $4,976,000 | 2,586 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $40,901,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $40,901,000 | 455 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,159,000 | 1,064 |
| Commercial mortgage pass-through securities | $4,159,000 | 663 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,050,000 | 1,297 |
| Available-for-sale securities (fair market value) | $50,573,000 | 1,951 |
| Total debt securities | $51,623,000 | 2,043 |
| 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 | $56,242,000 | 1,944 |
| U.S. Government securities | $54,652,000 | 1,358 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $54,652,000 | 1,282 |
| Securities issued by states & political subdivisions | $540,000 | 4,030 |
| Other domestic debt securities | $1,050,000 | 1,482 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,050,000 | 1,101 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,604,000 | 2,110 |
| Mortgage-backed securities | $54,652,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $5,117,000 | 2,605 |
| Issued or guaranteed by U.S. | $5,117,000 | 2,528 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $43,419,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $43,419,000 | 434 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $6,116,000 | 891 |
| Commercial mortgage pass-through securities | $5,567,000 | 566 |
| Other commercial mortgage-backed securities | $549,000 | 1,117 |
| Held to maturity securities (book value) | $1,050,000 | 1,342 |
| Available-for-sale securities (fair market value) | $55,192,000 | 1,833 |
| Total debt securities | $56,242,000 | 1,923 |
| 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 | $42,399,000 | 2,367 |
| U.S. Government securities | $40,234,000 | 1,703 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $40,234,000 | 1,605 |
| Securities issued by states & political subdivisions | $1,115,000 | 3,856 |
| Other domestic debt securities | $1,050,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,050,000 | 1,108 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,213,000 | 1,954 |
| Mortgage-backed securities | $40,234,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | $5,460,000 | 2,540 |
| Issued or guaranteed by U.S. | $5,460,000 | 2,464 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $26,087,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $26,087,000 | 654 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $8,687,000 | 764 |
| Commercial mortgage pass-through securities | $7,399,000 | 493 |
| Other commercial mortgage-backed securities | $1,288,000 | 914 |
| Held to maturity securities (book value) | $1,050,000 | 1,395 |
| Available-for-sale securities (fair market value) | $41,349,000 | 2,226 |
| Total debt securities | $42,398,000 | 2,349 |
| 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 | $45,337,000 | 2,303 |
| U.S. Government securities | $43,169,000 | 1,659 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $43,169,000 | 1,567 |
| Securities issued by states & political subdivisions | $1,118,000 | 3,919 |
| Other domestic debt securities | $1,050,000 | 1,486 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,050,000 | 1,123 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,170,000 | 1,496 |
| Mortgage-backed securities | $43,169,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $5,653,000 | 2,489 |
| Issued or guaranteed by U.S. | $5,653,000 | 2,433 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $27,528,000 | 633 |
| CMOs issued by government agencies or sponsored agencies | $27,528,000 | 607 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $9,988,000 | 685 |
| Commercial mortgage pass-through securities | $8,594,000 | 461 |
| Other commercial mortgage-backed securities | $1,394,000 | 885 |
| Held to maturity securities (book value) | $1,050,000 | 1,444 |
| Available-for-sale securities (fair market value) | $44,287,000 | 2,157 |
| Total debt securities | $45,337,000 | 2,287 |
| 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 | $47,322,000 | 2,269 |
| U.S. Government securities | $41,141,000 | 1,730 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $41,141,000 | 1,632 |
| Securities issued by states & political subdivisions | $1,452,000 | 3,889 |
| Other domestic debt securities | $4,729,000 | 903 |
| Privately issued residential mortgage-backed securities | $3,679,000 | 252 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,050,000 | 1,129 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,180,000 | 1,140 |
| Mortgage-backed securities | $44,820,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $5,831,000 | 2,486 |
| Issued or guaranteed by U.S. | $2,152,000 | 3,130 |
| Privately issued | $3,679,000 | 89 |
| Collaterized mortgage obligations | $28,522,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $28,522,000 | 579 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $10,467,000 | 622 |
| Commercial mortgage pass-through securities | $8,537,000 | 444 |
| Other commercial mortgage-backed securities | $1,930,000 | 737 |
| Held to maturity securities (book value) | $1,050,000 | 1,467 |
| Available-for-sale securities (fair market value) | $46,272,000 | 2,122 |
| Total debt securities | $47,323,000 | 2,251 |
| 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 | $49,498,000 | 2,211 |
| U.S. Government securities | $47,000,000 | 1,554 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $47,000,000 | 1,473 |
| Securities issued by states & political subdivisions | $1,448,000 | 3,938 |
| Other domestic debt securities | $1,050,000 | 1,472 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,050,000 | 1,126 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,493,000 | 1,967 |
| Mortgage-backed securities | $47,000,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $5,920,000 | 2,484 |
| Issued or guaranteed by U.S. | $5,920,000 | 2,447 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $29,059,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $29,059,000 | 564 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $12,021,000 | 568 |
| Commercial mortgage pass-through securities | $9,300,000 | 404 |
| Other commercial mortgage-backed securities | $2,721,000 | 625 |
| Held to maturity securities (book value) | $1,050,000 | 1,496 |
| Available-for-sale securities (fair market value) | $48,448,000 | 2,060 |
| Total debt securities | $49,499,000 | 2,192 |
| 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 | $50,570,000 | 2,193 |
| U.S. Government securities | $47,718,000 | 1,538 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $47,718,000 | 1,462 |
| Securities issued by states & political subdivisions | $1,802,000 | 3,868 |
| Other domestic debt securities | $1,050,000 | 1,435 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,050,000 | 1,127 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,818,000 | 1,878 |
| Mortgage-backed securities | $47,718,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $6,063,000 | 2,490 |
| Issued or guaranteed by U.S. | $6,063,000 | 2,477 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $29,602,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $29,602,000 | 542 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $12,053,000 | 566 |
| Commercial mortgage pass-through securities | $9,231,000 | 403 |
| Other commercial mortgage-backed securities | $2,822,000 | 616 |
| Held to maturity securities (book value) | $1,050,000 | 1,520 |
| Available-for-sale securities (fair market value) | $49,520,000 | 2,040 |
| Total debt securities | $50,570,000 | 2,173 |
| 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 | $50,769,000 | 2,217 |
| U.S. Government securities | $47,908,000 | 1,532 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $47,908,000 | 1,460 |
| Securities issued by states & political subdivisions | $1,811,000 | 3,920 |
| Other domestic debt securities | $1,050,000 | 1,593 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,050,000 | 1,124 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,548,000 | 1,870 |
| Mortgage-backed securities | $47,908,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $6,348,000 | 2,505 |
| Issued or guaranteed by U.S. | $6,348,000 | 2,384 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $27,254,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $27,254,000 | 583 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $14,306,000 | 505 |
| Commercial mortgage pass-through securities | $11,260,000 | 350 |
| Other commercial mortgage-backed securities | $3,046,000 | 574 |
| Held to maturity securities (book value) | $1,050,000 | 1,548 |
| Available-for-sale securities (fair market value) | $49,719,000 | 2,063 |
| Total debt securities | $50,770,000 | 2,195 |
| 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 | $50,736,000 | 2,244 |
| U.S. Government securities | $48,563,000 | 1,564 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $48,563,000 | 1,499 |
| Securities issued by states & political subdivisions | $1,123,000 | 4,175 |
| Other domestic debt securities | $1,050,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,050,000 | 1,144 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,268,000 | 1,436 |
| Mortgage-backed securities | $48,563,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $6,641,000 | 2,497 |
| Issued or guaranteed by U.S. | $6,641,000 | 2,494 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,484,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $28,484,000 | 567 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $13,438,000 | 455 |
| Commercial mortgage pass-through securities | $10,315,000 | 287 |
| Other commercial mortgage-backed securities | $3,123,000 | 557 |
| Held to maturity securities (book value) | $1,050,000 | 1,577 |
| Available-for-sale securities (fair market value) | $49,686,000 | 2,080 |
| Total debt securities | $50,736,000 | 2,222 |
| 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 | $32,697,000 | 2,987 |
| U.S. Government securities | $30,523,000 | 2,190 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $30,523,000 | 2,097 |
| Securities issued by states & political subdivisions | $1,124,000 | 4,242 |
| Other domestic debt securities | $1,050,000 | 1,442 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,050,000 | 1,170 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,295,000 | 1,881 |
| Mortgage-backed securities | $30,523,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $6,996,000 | 2,488 |
| Issued or guaranteed by U.S. | $6,996,000 | 2,486 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,163,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $14,163,000 | 878 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $9,364,000 | 547 |
| Commercial mortgage pass-through securities | $6,215,000 | 388 |
| Other commercial mortgage-backed securities | $3,149,000 | 541 |
| Held to maturity securities (book value) | $1,050,000 | 1,602 |
| Available-for-sale securities (fair market value) | $31,647,000 | 2,812 |
| Total debt securities | $32,697,000 | 2,967 |
| 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 | $23,497,000 | 3,542 |
| U.S. Government securities | $20,581,000 | 2,787 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $20,581,000 | 2,681 |
| Securities issued by states & political subdivisions | $1,866,000 | 4,074 |
| Other domestic debt securities | $1,050,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,050,000 | 1,204 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,895,000 | 2,254 |
| Mortgage-backed securities | $20,581,000 | 1,929 |
| Certificates of participation in pools of residential mortgages | $7,404,000 | 2,481 |
| Issued or guaranteed by U.S. | $7,404,000 | 2,480 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,686,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $3,686,000 | 1,711 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $9,491,000 | 526 |
| Commercial mortgage pass-through securities | $6,275,000 | 385 |
| Other commercial mortgage-backed securities | $3,216,000 | 514 |
| Held to maturity securities (book value) | $1,050,000 | 1,648 |
| Available-for-sale securities (fair market value) | $22,447,000 | 3,326 |
| Total debt securities | $23,497,000 | 3,517 |
| 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 | $23,765,000 | 3,568 |
| U.S. Government securities | $21,383,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $21,383,000 | 2,654 |
| Securities issued by states & political subdivisions | $1,332,000 | 4,263 |
| Other domestic debt securities | $1,050,000 | 1,477 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,050,000 | 1,224 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,894,000 | 3,871 |
| Mortgage-backed securities | $21,383,000 | 1,922 |
| Certificates of participation in pools of residential mortgages | $7,931,000 | 2,452 |
| Issued or guaranteed by U.S. | $7,931,000 | 2,451 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,909,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $3,909,000 | 1,703 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $9,543,000 | 526 |
| Commercial mortgage pass-through securities | $6,311,000 | 375 |
| Other commercial mortgage-backed securities | $3,232,000 | 502 |
| Held to maturity securities (book value) | $1,050,000 | 1,675 |
| Available-for-sale securities (fair market value) | $22,715,000 | 3,348 |
| Total debt securities | $23,765,000 | 3,541 |
| 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 | $24,232,000 | 3,569 |
| U.S. Government securities | $21,988,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $21,988,000 | 2,648 |
| Securities issued by states & political subdivisions | $994,000 | 4,443 |
| Other domestic debt securities | $1,250,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,250,000 | 1,200 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,884,000 | 3,919 |
| Mortgage-backed securities | $21,988,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $8,371,000 | 2,434 |
| Issued or guaranteed by U.S. | $8,371,000 | 2,434 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,104,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $4,104,000 | 1,680 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $9,513,000 | 506 |
| Commercial mortgage pass-through securities | $6,294,000 | 369 |
| Other commercial mortgage-backed securities | $3,219,000 | 492 |
| Held to maturity securities (book value) | $1,250,000 | 1,675 |
| Available-for-sale securities (fair market value) | $22,982,000 | 3,368 |
| Total debt securities | $24,232,000 | 3,542 |
| 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 | $24,830,000 | 3,539 |
| U.S. Government securities | $22,585,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $22,585,000 | 2,589 |
| Securities issued by states & political subdivisions | $995,000 | 4,487 |
| Other domestic debt securities | $1,250,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,250,000 | 1,201 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,896,000 | 3,938 |
| Mortgage-backed securities | $22,585,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $8,748,000 | 2,390 |
| Issued or guaranteed by U.S. | $8,748,000 | 2,388 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,291,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $4,291,000 | 1,617 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $9,546,000 | 490 |
| Commercial mortgage pass-through securities | $6,319,000 | 352 |
| Other commercial mortgage-backed securities | $3,227,000 | 479 |
| Held to maturity securities (book value) | $1,250,000 | 1,688 |
| Available-for-sale securities (fair market value) | $23,580,000 | 3,336 |
| Total debt securities | $24,830,000 | 3,512 |
| 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 | $26,279,000 | 3,452 |
| U.S. Government securities | $23,876,000 | 2,619 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $23,876,000 | 2,523 |
| Securities issued by states & political subdivisions | $503,000 | 4,697 |
| Other domestic debt securities | $1,900,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,900,000 | 1,055 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,853,000 | 2,884 |
| Mortgage-backed securities | $23,876,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $9,442,000 | 2,339 |
| Issued or guaranteed by U.S. | $9,442,000 | 2,339 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,693,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $4,693,000 | 1,580 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $9,741,000 | 464 |
| Commercial mortgage pass-through securities | $6,465,000 | 314 |
| Other commercial mortgage-backed securities | $3,276,000 | 466 |
| Held to maturity securities (book value) | $1,900,000 | 1,594 |
| Available-for-sale securities (fair market value) | $24,379,000 | 3,282 |
| Total debt securities | $26,279,000 | 3,423 |
| 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 | $27,197,000 | 3,450 |
| U.S. Government securities | $24,790,000 | 2,636 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $24,790,000 | 2,535 |
| Securities issued by states & political subdivisions | $507,000 | 4,735 |
| Other domestic debt securities | $1,900,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,900,000 | 1,068 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,496,000 | 2,851 |
| Mortgage-backed securities | $24,790,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $10,011,000 | 2,320 |
| Issued or guaranteed by U.S. | $10,011,000 | 2,316 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,949,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $4,949,000 | 1,557 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $9,830,000 | 434 |
| Commercial mortgage pass-through securities | $6,536,000 | 289 |
| Other commercial mortgage-backed securities | $3,294,000 | 461 |
| Held to maturity securities (book value) | $1,900,000 | 1,647 |
| Available-for-sale securities (fair market value) | $25,297,000 | 3,277 |
| Total debt securities | $27,197,000 | 3,427 |
| 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 | $27,599,000 | 3,475 |
| U.S. Government securities | $25,193,000 | 2,679 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $25,193,000 | 2,588 |
| Securities issued by states & political subdivisions | $506,000 | 4,784 |
| Other domestic debt securities | $1,900,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,900,000 | 1,067 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,962,000 | 2,844 |
| Mortgage-backed securities | $25,193,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $10,341,000 | 2,311 |
| Issued or guaranteed by U.S. | $10,341,000 | 2,310 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,110,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $5,110,000 | 1,545 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $9,742,000 | 426 |
| Commercial mortgage pass-through securities | $6,465,000 | 285 |
| Other commercial mortgage-backed securities | $3,277,000 | 445 |
| Held to maturity securities (book value) | $1,900,000 | 1,682 |
| Available-for-sale securities (fair market value) | $25,699,000 | 3,296 |
| Total debt securities | $27,599,000 | 3,452 |
| 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 | $28,045,000 | 3,484 |
| U.S. Government securities | $25,639,000 | 2,675 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,639,000 | 2,578 |
| Securities issued by states & political subdivisions | $506,000 | 4,814 |
| Other domestic debt securities | $1,900,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,900,000 | 1,053 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,264,000 | 2,833 |
| Mortgage-backed securities | $25,639,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $10,804,000 | 2,236 |
| Issued or guaranteed by U.S. | $10,804,000 | 2,234 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,220,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $7,220,000 | 1,339 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $7,615,000 | 451 |
| Commercial mortgage pass-through securities | $4,368,000 | 337 |
| Other commercial mortgage-backed securities | $3,247,000 | 408 |
| Held to maturity securities (book value) | $1,900,000 | 1,715 |
| Available-for-sale securities (fair market value) | $26,145,000 | 3,297 |
| Total debt securities | $28,045,000 | 3,456 |
| 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 | $19,165,000 | 4,167 |
| U.S. Government securities | $16,756,000 | 3,437 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $16,756,000 | 3,332 |
| Securities issued by states & political subdivisions | $509,000 | 4,857 |
| Other domestic debt securities | $1,900,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,900,000 | 1,052 |
| 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 | $12,938,000 | 2,785 |
| Mortgage-backed securities | $16,756,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $11,281,000 | 2,222 |
| Issued or guaranteed by U.S. | $11,281,000 | 2,221 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,475,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $5,475,000 | 1,532 |
| 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) | $1,900,000 | 1,714 |
| Available-for-sale securities (fair market value) | $17,265,000 | 3,969 |
| Total debt securities | $19,165,000 | 4,137 |
| 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 | $19,871,000 | 4,185 |
| U.S. Government securities | $17,463,000 | 3,443 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,463,000 | 3,335 |
| Securities issued by states & political subdivisions | $508,000 | 4,891 |
| Other domestic debt securities | $1,900,000 | 1,353 |
| 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 | $1,900,000 | 1,069 |
| 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 | $13,516,000 | 2,737 |
| Mortgage-backed securities | $17,463,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $11,781,000 | 2,230 |
| Issued or guaranteed by U.S. | $11,781,000 | 2,229 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,682,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $5,682,000 | 1,552 |
| 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) | $1,900,000 | 1,741 |
| Available-for-sale securities (fair market value) | $17,971,000 | 3,970 |
| Total debt securities | $19,571,000 | 4,185 |
| 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 | $18,728,000 | 4,332 |
| U.S. Government securities | $16,828,000 | 3,578 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,828,000 | 3,462 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,900,000 | 1,381 |
| 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 | $1,900,000 | 1,081 |
| 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 | $14,268,000 | 2,698 |
| Mortgage-backed securities | $16,828,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $10,874,000 | 2,359 |
| Issued or guaranteed by U.S. | $10,874,000 | 2,359 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,954,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $5,954,000 | 1,560 |
| 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) | $1,900,000 | 1,740 |
| Available-for-sale securities (fair market value) | $16,828,000 | 4,127 |
| Total debt securities | $18,428,000 | 4,335 |
| 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 | $19,212,000 | 4,343 |
| U.S. Government securities | $17,312,000 | 3,587 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,312,000 | 3,475 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,900,000 | 1,392 |
| 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 | $1,900,000 | 1,091 |
| 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 | $14,712,000 | 2,683 |
| Mortgage-backed securities | $17,312,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $11,215,000 | 2,371 |
| Issued or guaranteed by U.S. | $11,215,000 | 2,369 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,097,000 | 1,653 |
| CMOs issued by government agencies or sponsored agencies | $6,097,000 | 1,590 |
| 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) | $1,900,000 | 1,766 |
| Available-for-sale securities (fair market value) | $17,312,000 | 4,138 |
| Total debt securities | $18,912,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $19,800,000 | 4,385 |
| U.S. Government securities | $17,900,000 | 3,617 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,900,000 | 3,499 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,900,000 | 1,440 |
| 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 | $1,900,000 | 1,109 |
| 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 | $15,145,000 | 2,640 |
| Mortgage-backed securities | $17,900,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $11,649,000 | 2,395 |
| Issued or guaranteed by U.S. | $11,649,000 | 2,391 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,251,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $6,251,000 | 1,581 |
| 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) | $1,900,000 | 1,789 |
| Available-for-sale securities (fair market value) | $17,900,000 | 4,169 |
| Total debt securities | $19,499,000 | 4,384 |
| 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 | $21,232,000 | 4,334 |
| U.S. Government securities | $18,640,000 | 3,593 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,640,000 | 3,482 |
| Securities issued by states & political subdivisions | $692,000 | 4,991 |
| Other domestic debt securities | $1,900,000 | 1,491 |
| 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 | $1,900,000 | 1,155 |
| 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 | $16,527,000 | 2,522 |
| Mortgage-backed securities | $18,640,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $12,128,000 | 2,381 |
| Issued or guaranteed by U.S. | $12,128,000 | 2,379 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,512,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $6,512,000 | 1,578 |
| 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) | $1,900,000 | 1,810 |
| Available-for-sale securities (fair market value) | $19,332,000 | 4,094 |
| Total debt securities | $20,932,000 | 4,331 |
| 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 | $21,706,000 | 4,323 |
| U.S. Government securities | $19,011,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,011,000 | 3,490 |
| Securities issued by states & political subdivisions | $795,000 | 4,984 |
| Other domestic debt securities | $1,900,000 | 1,524 |
| 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 | $1,900,000 | 1,179 |
| 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 | $17,005,000 | 2,495 |
| Mortgage-backed securities | $19,011,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $12,315,000 | 2,391 |
| Issued or guaranteed by U.S. | $12,315,000 | 2,390 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,696,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $6,696,000 | 1,570 |
| 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) | $1,900,000 | 1,808 |
| Available-for-sale securities (fair market value) | $19,806,000 | 4,104 |
| Total debt securities | $21,206,000 | 4,333 |
| 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 | $20,296,000 | 4,436 |
| U.S. Government securities | $17,598,000 | 3,719 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,598,000 | 3,620 |
| Securities issued by states & political subdivisions | $798,000 | 5,026 |
| Other domestic debt securities | $1,900,000 | 1,555 |
| 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 | $1,900,000 | 1,204 |
| 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 | $17,361,000 | 2,458 |
| Mortgage-backed securities | $17,598,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $10,769,000 | 2,559 |
| Issued or guaranteed by U.S. | $10,769,000 | 2,559 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,829,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $6,829,000 | 1,558 |
| 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) | $1,900,000 | 1,799 |
| Available-for-sale securities (fair market value) | $18,396,000 | 4,224 |
| Total debt securities | $19,796,000 | 4,458 |
| 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 | $21,166,000 | 4,395 |
| U.S. Government securities | $18,367,000 | 3,678 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,367,000 | 3,582 |
| Securities issued by states & political subdivisions | $802,000 | 5,039 |
| Other domestic debt securities | $1,900,000 | 1,604 |
| 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 | $1,900,000 | 1,239 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $97,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,106,000 | 2,372 |
| Mortgage-backed securities | $18,367,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $11,280,000 | 2,504 |
| Issued or guaranteed by U.S. | $11,280,000 | 2,502 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,087,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $7,087,000 | 1,546 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,900,000 | 1,772 |
| Available-for-sale securities (fair market value) | $19,266,000 | 4,193 |
| Total debt securities | $20,569,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $22,219,000 | 4,304 |
| U.S. Government securities | $19,291,000 | 3,584 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,291,000 | 3,492 |
| Securities issued by states & political subdivisions | $931,000 | 4,966 |
| Other domestic debt securities | $1,900,000 | 1,641 |
| 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 | $1,900,000 | 1,267 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $97,000 | 961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,133,000 | 2,270 |
| Mortgage-backed securities | $19,291,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $10,762,000 | 2,548 |
| Issued or guaranteed by U.S. | $10,762,000 | 2,546 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,529,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $8,529,000 | 1,421 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,900,000 | 1,712 |
| Available-for-sale securities (fair market value) | $20,319,000 | 4,122 |
| Total debt securities | $21,620,000 | 4,332 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $17,763,000 | 4,726 |
| U.S. Government securities | $14,831,000 | 4,083 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,831,000 | 3,984 |
| Securities issued by states & political subdivisions | $935,000 | 4,984 |
| Other domestic debt securities | $1,900,000 | 1,652 |
| 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 | $1,900,000 | 1,255 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $97,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,831,000 | 2,683 |
| Mortgage-backed securities | $14,831,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $8,638,000 | 2,857 |
| Issued or guaranteed by U.S. | $8,638,000 | 2,856 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,193,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $6,193,000 | 1,734 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,900,000 | 1,683 |
| Available-for-sale securities (fair market value) | $15,863,000 | 4,541 |
| Total debt securities | $17,666,000 | 4,706 |
| 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 | $18,993,000 | 4,568 |
| U.S. Government securities | $16,997,000 | 3,809 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $16,997,000 | 3,712 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,900,000 | 1,630 |
| 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 | $1,900,000 | 1,221 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $96,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,065,000 | 2,650 |
| Mortgage-backed securities | $16,059,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $9,404,000 | 2,738 |
| Issued or guaranteed by U.S. | $9,404,000 | 2,736 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,655,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $6,655,000 | 1,711 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,900,000 | 1,691 |
| Available-for-sale securities (fair market value) | $17,093,000 | 4,383 |
| Total debt securities | $18,897,000 | 4,546 |
| 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 | $21,877,000 | 4,357 |
| U.S. Government securities | $19,036,000 | 3,673 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,036,000 | 3,593 |
| Securities issued by states & political subdivisions | $941,000 | 5,023 |
| Other domestic debt securities | $1,900,000 | 1,674 |
| 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 | $1,900,000 | 1,259 |
| 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 | $12,674,000 | 2,935 |
| Mortgage-backed securities | $16,784,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $10,062,000 | 2,774 |
| Issued or guaranteed by U.S. | $10,062,000 | 2,772 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,722,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $6,722,000 | 1,779 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,900,000 | 1,714 |
| Available-for-sale securities (fair market value) | $19,977,000 | 4,196 |
| Total debt securities | $21,877,000 | 4,323 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,001,000 | 1,845 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $15,282,000 | 5,029 |
| U.S. Government securities | $12,303,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,303,000 | 4,441 |
| Securities issued by states & political subdivisions | $1,079,000 | 4,934 |
| Other domestic debt securities | $1,900,000 | 1,680 |
| 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 | $1,900,000 | 1,257 |
| 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 | $12,044,000 | 3,060 |
| Mortgage-backed securities | $10,055,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $7,254,000 | 3,254 |
| Issued or guaranteed by U.S. | $7,254,000 | 3,254 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,801,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $2,801,000 | 2,448 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,900,000 | 1,722 |
| Available-for-sale securities (fair market value) | $13,382,000 | 4,863 |
| Total debt securities | $15,282,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $999,000 | 2,143 |
| 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 | $20,995,000 | 4,515 |
| U.S. Government securities | $17,108,000 | 4,019 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,108,000 | 3,933 |
| Securities issued by states & political subdivisions | $1,987,000 | 4,518 |
| Other domestic debt securities | $1,900,000 | 1,656 |
| 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 | $1,900,000 | 1,233 |
| 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 | $17,762,000 | 2,452 |
| Mortgage-backed securities | $16,858,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $16,060,000 | 2,184 |
| Issued or guaranteed by U.S. | $16,060,000 | 2,181 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $798,000 | 3,269 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 3,110 |
| 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) | $1,900,000 | 1,748 |
| Available-for-sale securities (fair market value) | $19,095,000 | 4,307 |
| Total debt securities | $20,995,000 | 4,490 |
| 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 | $28,379,000 | 3,809 |
| U.S. Government securities | $24,603,000 | 3,208 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,603,000 | 3,144 |
| Securities issued by states & political subdivisions | $1,876,000 | 4,549 |
| Other domestic debt securities | $1,900,000 | 1,637 |
| 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 | $1,900,000 | 1,162 |
| 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 | $28,379,000 | 1,681 |
| Mortgage-backed securities | $17,966,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $16,643,000 | 2,045 |
| Issued or guaranteed by U.S. | $16,643,000 | 2,043 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,323,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $1,323,000 | 2,765 |
| 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) | $1,900,000 | 1,816 |
| Available-for-sale securities (fair market value) | $26,479,000 | 3,646 |
| Total debt securities | $28,379,000 | 3,786 |
| Structured notes | ||
| Amortized cost | $5,147,000 | 973 |
| Fair value | $5,386,000 | 953 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $30,910,000 | 3,544 |
| U.S. Government securities | $28,064,000 | 2,866 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $28,064,000 | 2,793 |
| Securities issued by states & political subdivisions | $946,000 | 4,963 |
| Other domestic debt securities | $1,900,000 | 1,647 |
| 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 | $1,900,000 | 1,143 |
| 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 | $28,033,000 | 1,668 |
| Mortgage-backed securities | $17,569,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $16,221,000 | 2,015 |
| Issued or guaranteed by U.S. | $16,221,000 | 2,009 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,348,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $1,348,000 | 2,747 |
| 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) | $1,900,000 | 1,837 |
| Available-for-sale securities (fair market value) | $29,010,000 | 3,394 |
| Total debt securities | $30,910,000 | 3,510 |
| Structured notes | ||
| Amortized cost | $6,663,000 | 825 |
| Fair value | $6,902,000 | 809 |
| 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 | $32,062,000 | 3,500 |
| U.S. Government securities | $29,150,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $29,150,000 | 2,780 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,907 |
| Other domestic debt securities | $1,900,000 | 1,591 |
| 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 | $1,900,000 | 1,069 |
| 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 | $27,568,000 | 1,713 |
| Mortgage-backed securities | $18,229,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $16,846,000 | 1,909 |
| Issued or guaranteed by U.S. | $16,846,000 | 1,907 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,383,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $1,383,000 | 2,690 |
| 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) | $1,900,000 | 1,877 |
| Available-for-sale securities (fair market value) | $30,162,000 | 3,326 |
| Total debt securities | $32,062,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $8,647,000 | 782 |
| Fair value | $8,788,000 | 773 |
| 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 | $33,618,000 | 3,360 |
| U.S. Government securities | $27,441,000 | 2,971 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $27,441,000 | 2,875 |
| Securities issued by states & political subdivisions | $1,902,000 | 4,461 |
| Other domestic debt securities | $4,275,000 | 1,126 |
| 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 | $4,275,000 | 684 |
| 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 | $27,238,000 | 1,729 |
| Mortgage-backed securities | $16,822,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $16,320,000 | 1,901 |
| Issued or guaranteed by U.S. | $16,320,000 | 1,898 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $502,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 3,010 |
| 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) | $2,250,000 | 1,814 |
| Available-for-sale securities (fair market value) | $31,368,000 | 3,234 |
| Total debt securities | $33,618,000 | 3,333 |
| Structured notes | ||
| Amortized cost | $8,641,000 | 818 |
| Fair value | $8,549,000 | 819 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,750,000 | 6,756 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $3,750,000 | 1,276 |
| 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 | $3,750,000 | 730 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,250,000 | 1,828 |
| Available-for-sale securities (fair market value) | $1,500,000 | 6,656 |
| Total debt securities | $3,750,000 | 6,725 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,965,000 | 6,757 |
| U.S. Government securities | $0 | 7,375 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | $215,000 | 5,564 |
| Other domestic debt securities | $3,750,000 | 1,322 |
| 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 | $3,750,000 | 740 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,250,000 | 1,872 |
| Available-for-sale securities (fair market value) | $1,715,000 | 6,659 |
| Total debt securities | $3,965,000 | 6,721 |
| 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 | $6,322,000 | 6,406 |
| U.S. Government securities | $1,997,000 | 6,853 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,997,000 | 6,739 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,271 |
| Other domestic debt securities | $2,250,000 | 1,631 |
| 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 | $2,250,000 | 931 |
| 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 | $1,804,000 | 5,436 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $4,247,000 | 1,594 |
| Available-for-sale securities (fair market value) | $2,075,000 | 6,662 |
| Total debt securities | $6,322,000 | 6,366 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 2,101 |
| Fair value | $2,005,000 | 2,071 |
| 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 | $6,342,000 | 6,479 |
| U.S. Government securities | $1,999,000 | 6,952 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,999,000 | 6,839 |
| Securities issued by states & political subdivisions | $2,093,000 | 4,249 |
| Other domestic debt securities | $2,250,000 | 1,684 |
| 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 | $2,250,000 | 961 |
| 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 | $1,804,000 | 5,500 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $4,249,000 | 1,625 |
| Available-for-sale securities (fair market value) | $2,093,000 | 6,735 |
| Total debt securities | $6,342,000 | 6,439 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,883 |
| Fair value | $1,995,000 | 1,842 |
| 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 | $4,330,000 | 6,857 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $2,080,000 | 4,293 |
| Other domestic debt securities | $2,250,000 | 1,738 |
| 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 | $2,250,000 | 983 |
| 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 | $1,858,000 | 5,534 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,250,000 | 1,991 |
| Available-for-sale securities (fair market value) | $2,080,000 | 6,768 |
| Total debt securities | $4,330,000 | 6,819 |
| 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 | $4,373,000 | 6,907 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $2,123,000 | 4,308 |
| Other domestic debt securities | $2,250,000 | 1,833 |
| 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 | $2,250,000 | 1,039 |
| 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 | $1,900,000 | 5,535 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,250,000 | 2,067 |
| Available-for-sale securities (fair market value) | $2,123,000 | 6,815 |
| Total debt securities | $4,373,000 | 6,869 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,284,000 | 6,938 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $2,034,000 | 4,328 |
| Other domestic debt securities | $2,250,000 | 1,865 |
| 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 | $2,250,000 | 1,065 |
| 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 | $1,811,000 | 5,580 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,250,000 | 2,082 |
| Available-for-sale securities (fair market value) | $2,034,000 | 6,878 |
| Total debt securities | $4,284,000 | 6,898 |
| 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 | $4,291,000 | 6,983 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,245 |
| Other domestic debt securities | $2,250,000 | 1,788 |
| 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 | $2,250,000 | 1,083 |
| 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 | $1,817,000 | 5,630 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,250,000 | 2,104 |
| Available-for-sale securities (fair market value) | $2,041,000 | 6,930 |
| Total debt securities | $4,291,000 | 6,945 |
| 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 | $4,252,000 | 7,067 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $2,002,000 | 4,212 |
| Other domestic debt securities | $2,250,000 | 1,743 |
| 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 | $2,250,000 | 1,052 |
| 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 | $1,781,000 | 5,691 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,250,000 | 2,124 |
| Available-for-sale securities (fair market value) | $2,002,000 | 6,991 |
| Total debt securities | $4,252,000 | 7,026 |
| 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 | $4,022,000 | 7,144 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $1,772,000 | 4,340 |
| Other domestic debt securities | $2,250,000 | 1,709 |
| 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 | $2,250,000 | 1,032 |
| 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 | $1,772,000 | 5,737 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,250,000 | 2,135 |
| Available-for-sale securities (fair market value) | $1,772,000 | 7,060 |
| Total debt securities | $4,022,000 | 7,102 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,034,000 | 7,206 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $1,784,000 | 4,355 |
| Other domestic debt securities | $2,250,000 | 1,755 |
| 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 | $2,250,000 | 1,120 |
| 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 | $1,784,000 | 5,737 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $2,250,000 | 2,140 |
| Available-for-sale securities (fair market value) | $1,784,000 | 7,106 |
| Total debt securities | $4,034,000 | 7,149 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,078,000 | 7,230 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $1,828,000 | 4,340 |
| Other domestic debt securities | $2,250,000 | 1,670 |
| 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 | $2,250,000 | 1,068 |
| 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 | $1,828,000 | 5,707 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $2,250,000 | 2,175 |
| Available-for-sale securities (fair market value) | $1,828,000 | 7,132 |
| Total debt securities | $4,078,000 | 7,174 |
| 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 | $14,544,000 | 5,235 |
| U.S. Government securities | $10,490,000 | 5,152 |
| U.S. Treasury securities | $6,484,000 | 265 |
| U.S. Government agency obligations | $4,006,000 | 6,776 |
| Securities issued by states & political subdivisions | $1,804,000 | 4,367 |
| Other domestic debt securities | $2,250,000 | 1,548 |
| 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 | $2,250,000 | 1,006 |
| 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 | $10,783,000 | 3,263 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $2,250,000 | 2,242 |
| Available-for-sale securities (fair market value) | $12,294,000 | 5,057 |
| Total debt securities | $14,544,000 | 5,178 |
| 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 | $15,965,000 | 5,025 |
| U.S. Government securities | $10,422,000 | 5,278 |
| U.S. Treasury securities | $6,411,000 | 286 |
| U.S. Government agency obligations | $4,011,000 | 6,846 |
| Securities issued by states & political subdivisions | $1,793,000 | 4,382 |
| Other domestic debt securities | $3,750,000 | 1,247 |
| 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 | $3,750,000 | 775 |
| 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 | $10,709,000 | 3,306 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $3,750,000 | 1,959 |
| Available-for-sale securities (fair market value) | $12,215,000 | 5,110 |
| Total debt securities | $15,965,000 | 4,980 |
| 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 | $16,875,000 | 4,898 |
| U.S. Government securities | $10,379,000 | 5,311 |
| U.S. Treasury securities | $6,384,000 | 318 |
| U.S. Government agency obligations | $3,995,000 | 6,880 |
| Securities issued by states & political subdivisions | $1,746,000 | 4,410 |
| Other domestic debt securities | $4,750,000 | 1,056 |
| 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 | $4,750,000 | 646 |
| 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 | $10,659,000 | 3,311 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $4,750,000 | 1,802 |
| Available-for-sale securities (fair market value) | $12,125,000 | 5,105 |
| Total debt securities | $16,875,000 | 4,854 |
| 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 | $17,001,000 | 4,929 |
| U.S. Government securities | $10,439,000 | 5,331 |
| U.S. Treasury securities | $6,442,000 | 352 |
| U.S. Government agency obligations | $3,997,000 | 6,904 |
| Securities issued by states & political subdivisions | $1,812,000 | 4,388 |
| Other domestic debt securities | $4,750,000 | 1,072 |
| 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 | $4,750,000 | 671 |
| 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 | $10,733,000 | 3,294 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $4,750,000 | 1,845 |
| Available-for-sale securities (fair market value) | $12,251,000 | 5,089 |
| Total debt securities | $17,001,000 | 4,882 |
| 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 | $16,452,000 | 5,067 |
| U.S. Government securities | $10,356,000 | 5,395 |
| U.S. Treasury securities | $6,363,000 | 382 |
| U.S. Government agency obligations | $3,993,000 | 6,966 |
| Securities issued by states & political subdivisions | $1,346,000 | 4,696 |
| Other domestic debt securities | $4,750,000 | 1,062 |
| 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 | $4,750,000 | 682 |
| 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 | $10,456,000 | 3,341 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $4,750,000 | 1,864 |
| Available-for-sale securities (fair market value) | $11,702,000 | 5,227 |
| Total debt securities | $16,452,000 | 5,021 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $15,764,000 | 5,212 |
| U.S. Government securities | $10,305,000 | 5,453 |
| U.S. Treasury securities | $6,324,000 | 394 |
| U.S. Government agency obligations | $3,981,000 | 7,034 |
| Securities issued by states & political subdivisions | $709,000 | 5,270 |
| Other domestic debt securities | $4,750,000 | 1,061 |
| 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 | $4,750,000 | 679 |
| 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 | $10,424,000 | 3,345 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $4,750,000 | 1,926 |
| Available-for-sale securities (fair market value) | $11,014,000 | 5,355 |
| Total debt securities | $15,764,000 | 5,171 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $15,143,000 | 5,310 |
| U.S. Government securities | $10,292,000 | 5,479 |
| U.S. Treasury securities | $6,343,000 | 420 |
| U.S. Government agency obligations | $3,949,000 | 7,068 |
| Securities issued by states & political subdivisions | $101,000 | 6,166 |
| Other domestic debt securities | $4,750,000 | 1,051 |
| 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 | $4,750,000 | 684 |
| 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 | $10,393,000 | 3,342 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $4,750,000 | 1,948 |
| Available-for-sale securities (fair market value) | $10,393,000 | 5,476 |
| Total debt securities | $15,143,000 | 5,254 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $15,290,000 | 5,320 |
| U.S. Government securities | $10,339,000 | 5,500 |
| U.S. Treasury securities | $6,371,000 | 453 |
| U.S. Government agency obligations | $3,968,000 | 7,106 |
| Securities issued by states & political subdivisions | $101,000 | 6,187 |
| Other domestic debt securities | $4,850,000 | 1,075 |
| 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 | $4,850,000 | 710 |
| 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 | $10,541,000 | 3,313 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $4,850,000 | 1,951 |
| Available-for-sale securities (fair market value) | $10,440,000 | 5,482 |
| Total debt securities | $15,290,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,333,000 | 5,315 |
| U.S. Government securities | $10,326,000 | 5,497 |
| U.S. Treasury securities | $6,333,000 | 464 |
| U.S. Government agency obligations | $3,993,000 | 7,100 |
| Securities issued by states & political subdivisions | $157,000 | 6,132 |
| Other domestic debt securities | $4,850,000 | 1,085 |
| 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 | $4,850,000 | 740 |
| 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 | $10,483,000 | 3,293 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $4,850,000 | 1,991 |
| Available-for-sale securities (fair market value) | $10,483,000 | 5,513 |
| Total debt securities | $15,332,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,008,000 | 7,477 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $158,000 | 6,166 |
| Other domestic debt securities | $4,850,000 | 1,092 |
| 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 | $4,850,000 | 759 |
| 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 | $158,000 | 7,004 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $4,850,000 | 1,994 |
| Available-for-sale securities (fair market value) | $158,000 | 7,922 |
| Total debt securities | $5,008,000 | 7,418 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,009,000 | 7,519 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $159,000 | 6,174 |
| Other domestic debt securities | $4,850,000 | 1,120 |
| 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 | $4,850,000 | 781 |
| 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 | $159,000 | 7,010 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $4,850,000 | 2,019 |
| Available-for-sale securities (fair market value) | $159,000 | 7,942 |
| Total debt securities | $5,009,000 | 7,451 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,106,000 | 7,566 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $256,000 | 6,007 |
| Other domestic debt securities | $4,850,000 | 1,149 |
| 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 | $4,850,000 | 828 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 6,982 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $4,850,000 | 2,042 |
| Available-for-sale securities (fair market value) | $256,000 | 7,987 |
| Total debt securities | $5,106,000 | 7,505 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,107,000 | 7,620 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $257,000 | 6,042 |
| Other domestic debt securities | $4,850,000 | 1,174 |
| 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 | $4,850,000 | 855 |
| 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 | $257,000 | 6,998 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $4,850,000 | 2,052 |
| Available-for-sale securities (fair market value) | $257,000 | 8,018 |
| Total debt securities | $5,107,000 | 7,554 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,109,000 | 7,648 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $259,000 | 6,092 |
| Other domestic debt securities | $4,850,000 | 1,176 |
| 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 | $4,850,000 | 874 |
| 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 | $259,000 | 7,041 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $4,850,000 | 2,075 |
| Available-for-sale securities (fair market value) | $259,000 | 8,061 |
| Total debt securities | $5,109,000 | 7,587 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,108,000 | 7,724 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $258,000 | 6,131 |
| Other domestic debt securities | $4,850,000 | 1,224 |
| 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 | $4,850,000 | 917 |
| 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 | $258,000 | 7,077 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $4,850,000 | 2,080 |
| Available-for-sale securities (fair market value) | $258,000 | 8,115 |
| Total debt securities | $5,108,000 | 7,654 |
| 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 | $5,303,000 | 7,668 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $453,000 | 5,829 |
| Other domestic debt securities | $4,850,000 | 1,306 |
| 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 | $4,850,000 | 988 |
| 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 | $363,000 | 7,008 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $4,850,000 | 2,062 |
| Available-for-sale securities (fair market value) | $453,000 | 8,079 |
| Total debt securities | $5,303,000 | 7,592 |
| 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 | $5,349,000 | 7,718 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $499,000 | 5,813 |
| Other domestic debt securities | $4,850,000 | 1,313 |
| 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 | $4,850,000 | 1,064 |
| 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 | $313,000 | 7,048 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $4,850,000 | 2,107 |
| Available-for-sale securities (fair market value) | $499,000 | 8,132 |
| Total debt securities | $5,349,000 | 7,638 |
| 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 | $4,713,000 | 7,852 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $1,003,000 | 5,227 |
| Other domestic debt securities | $3,450,000 | 1,647 |
| 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 | $3,450,000 | 1,375 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $260,000 | 1,840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $817,000 | 6,682 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $3,450,000 | 2,401 |
| Available-for-sale securities (fair market value) | $1,263,000 | 7,942 |
| Total debt securities | $4,453,000 | 7,824 |
| 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 | $5,036,000 | 7,756 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $1,332,000 | 4,891 |
| Other domestic debt securities | $3,704,000 | 1,667 |
| 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 | $3,704,000 | 1,391 |
| 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 | $1,145,000 | 6,413 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $3,704,000 | 2,347 |
| Available-for-sale securities (fair market value) | $1,332,000 | 7,936 |
| Total debt securities | $5,036,000 | 7,671 |
| 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 | $4,225,000 | 8,026 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | $1,375,000 | 4,782 |
| Other domestic debt securities | $2,850,000 | 1,893 |
| 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 | $2,850,000 | 1,615 |
| 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 | $1,129,000 | 6,458 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,850,000 | 2,639 |
| Available-for-sale securities (fair market value) | $1,375,000 | 7,961 |
| Total debt securities | $4,225,000 | 7,941 |
| 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 | $3,828,000 | 8,189 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $1,228,000 | 4,924 |
| Other domestic debt securities | $2,600,000 | 1,959 |
| 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 | $2,600,000 | 1,691 |
| 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 | $1,129,000 | 6,484 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $2,600,000 | 2,794 |
| Available-for-sale securities (fair market value) | $1,228,000 | 8,035 |
| Total debt securities | $3,828,000 | 8,105 |
| 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 | $2,257,000 | 8,785 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $2,157,000 | 4,212 |
| Other domestic debt securities | $100,000 | 3,936 |
| 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 | $100,000 | 3,406 |
| 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 | $1,229,000 | 6,529 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $100,000 | 4,819 |
| Available-for-sale securities (fair market value) | $2,157,000 | 7,875 |
| Total debt securities | $2,257,000 | 8,699 |
| 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 | $3,918,000 | 8,730 |
| U.S. Government securities | $995,000 | 9,325 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $995,000 | 9,094 |
| Securities issued by states & political subdivisions | $2,433,000 | 4,070 |
| 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 | $490,000 | 3,876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 7,710 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $3,918,000 | 7,581 |
| Total debt securities | $3,428,000 | 8,769 |
| 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 | $3,886,000 | 9,066 |
| U.S. Government securities | $943,000 | 9,707 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $943,000 | 9,401 |
| Securities issued by states & political subdivisions | $2,246,000 | 4,435 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $697,000 | 3,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,886,000 | 7,799 |
| Total debt securities | $3,189,000 | 9,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,683,000 | 8,513 |
| U.S. Government securities | $1,998,000 | 9,463 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,998,000 | 8,773 |
| Securities issued by states & political subdivisions | $3,023,000 | 3,959 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $662,000 | 3,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,091,000 | 6,059 |
| Mortgage-backed securities | $3,000 | 8,098 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,674 |
| Issued or guaranteed by U.S. | $3,000 | 7,652 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,683,000 | 7,112 |
| Total debt securities | $5,021,000 | 8,629 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,707,000 | 9,356 |
| U.S. Government securities | $57,000 | 10,661 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $57,000 | 10,259 |
| Securities issued by states & political subdivisions | $3,889,000 | 3,273 |
| Other domestic debt securities | $140,000 | 3,109 |
| 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 | $140,000 | 2,485 |
| Foreign debt securities | NA | NA |
| Equity securities | $621,000 | 3,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,283,000 | 5,453 |
| Mortgage-backed securities | $57,000 | 8,093 |
| Certificates of participation in pools of residential mortgages | $57,000 | 7,529 |
| Issued or guaranteed by U.S. | $57,000 | 7,502 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $4,707,000 | 7,585 |
| Total debt securities | $4,086,000 | 9,461 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,612,000 | 9,529 |
| U.S. Government securities | $781,000 | 11,028 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $781,000 | 10,297 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,396 |
| Other domestic debt securities | $140,000 | 3,622 |
| 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 | $140,000 | 2,796 |
| Foreign debt securities | NA | NA |
| Equity securities | $911,000 | 2,454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,690,000 | 5,352 |
| Mortgage-backed securities | $90,000 | 8,524 |
| Certificates of participation in pools of residential mortgages | $90,000 | 7,917 |
| Issued or guaranteed by U.S. | $90,000 | 7,898 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $5,612,000 | 7,486 |
| Total debt securities | $4,701,000 | 9,791 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,248 |
| Fair value | $691,000 | 2,274 |
| 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 | $6,233,000 | 9,676 |
| U.S. Government securities | $1,174,000 | 11,412 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,174,000 | 10,354 |
| Securities issued by states & political subdivisions | $3,858,000 | 3,425 |
| Other domestic debt securities | $141,000 | 4,232 |
| 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 | $141,000 | 3,331 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,060,000 | 2,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,997,000 | 5,258 |
| Mortgage-backed securities | $146,000 | 8,835 |
| Certificates of participation in pools of residential mortgages | $146,000 | 8,053 |
| Issued or guaranteed by U.S. | $146,000 | 8,022 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $6,233,000 | 7,453 |
| Total debt securities | $5,173,000 | 10,020 |
| Structured notes | ||
| Amortized cost | $845,000 | 3,024 |
| Fair value | $828,000 | 3,026 |
| 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 | $6,168,000 | 10,298 |
| U.S. Government securities | $1,147,000 | 12,116 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $1,147,000 | 10,713 |
| Securities issued by states & political subdivisions | $4,011,000 | 3,452 |
| Other domestic debt securities | $141,000 | 4,852 |
| 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 | $141,000 | 3,866 |
| Foreign debt securities | NA | NA |
| Equity securities | $869,000 | 2,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,993,000 | 7,098 |
| Mortgage-backed securities | $169,000 | 9,346 |
| Certificates of participation in pools of residential mortgages | $169,000 | 8,479 |
| Issued or guaranteed by U.S. | $169,000 | 8,451 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $2,683,000 | 9,534 |
| Available-for-sale securities (fair market value) | $3,485,000 | 7,794 |
| Total debt securities | $5,299,000 | 10,593 |
| 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 | $10,199,000 | 9,006 |
| U.S. Government securities | $2,437,000 | 11,960 |
| U.S. Treasury securities | $1,010,000 | 9,876 |
| U.S. Government agency obligations | $1,427,000 | 10,777 |
| Securities issued by states & political subdivisions | $5,397,000 | 2,829 |
| Other domestic debt securities | $141,000 | 5,594 |
| 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 | $141,000 | 4,388 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,224,000 | 1,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $227,000 | 9,863 |
| Certificates of participation in pools of residential mortgages | $227,000 | 8,898 |
| Issued or guaranteed by U.S. | $227,000 | 8,840 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $7,975,000 | 9,746 |
| 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 | $8,408,000 | 9,836 |
| U.S. Government securities | $5,510,000 | 10,462 |
| U.S. Treasury securities | $3,480,000 | 7,088 |
| U.S. Government agency obligations | $2,030,000 | 10,469 |
| Securities issued by states & political subdivisions | $1,602,000 | 5,537 |
| Other domestic debt securities | $349,000 | 5,590 |
| Privately issued residential mortgage-backed securities | $207,000 | 3,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $142,000 | 4,998 |
| Foreign debt securities | NA | NA |
| Equity securities | $947,000 | 1,963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $836,000 | 9,200 |
| Certificates of participation in pools of residential mortgages | $322,000 | 9,076 |
| Issued or guaranteed by U.S. | $322,000 | 9,004 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $514,000 | 5,782 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 5,868 |
| Privately issued | $207,000 | 2,598 |
| 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 | $7,461,000 | 10,143 |
| 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 |