Home > Midwest National Bank > Securities
Midwest National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $12,689,000 | 3,890 |
| U.S. Government securities | $4,637,000 | 3,989 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,637,000 | 3,694 |
| Securities issued by states & political subdivisions | $8,052,000 | 2,615 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,609,000 | 2,891 |
| Mortgage-backed securities | $4,108,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,869,000 | 2,875 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,132 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $131,000 | 1,527 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $12,689,000 | 3,631 |
| Total debt securities | $12,689,000 | 3,869 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $11,708,000 | 3,954 |
| U.S. Government securities | $4,665,000 | 4,018 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,665,000 | 3,704 |
| Securities issued by states & political subdivisions | $7,043,000 | 2,727 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,592,000 | 2,937 |
| Mortgage-backed securities | $4,148,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,878,000 | 2,875 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,142,000 | 2,099 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $128,000 | 1,510 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $11,708,000 | 3,673 |
| Total debt securities | $11,707,000 | 3,931 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $11,952,000 | 3,982 |
| U.S. Government securities | $5,002,000 | 4,036 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $5,002,000 | 3,712 |
| Securities issued by states & political subdivisions | $6,950,000 | 2,785 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,051,000 | 2,889 |
| Mortgage-backed securities | $4,463,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,085,000 | 2,873 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,236,000 | 2,078 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $142,000 | 1,501 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $11,952,000 | 3,701 |
| Total debt securities | $11,952,000 | 3,960 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $12,259,000 | 4,044 |
| U.S. Government securities | $5,248,000 | 4,090 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $5,248,000 | 3,703 |
| Securities issued by states & political subdivisions | $7,011,000 | 2,823 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,216,000 | 2,796 |
| Mortgage-backed securities | $4,695,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,235,000 | 2,894 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,316,000 | 2,089 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $144,000 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $12,259,000 | 3,766 |
| Total debt securities | $12,258,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $12,275,000 | 4,077 |
| U.S. Government securities | $4,886,000 | 4,142 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $4,886,000 | 3,747 |
| Securities issued by states & political subdivisions | $7,389,000 | 2,821 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,767,000 | 2,652 |
| Mortgage-backed securities | $4,886,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,361,000 | 2,897 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,366,000 | 2,087 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $159,000 | 1,514 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $12,275,000 | 3,785 |
| Total debt securities | $12,275,000 | 4,056 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $12,166,000 | 4,101 |
| U.S. Government securities | $5,091,000 | 4,143 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $5,091,000 | 3,746 |
| Securities issued by states & political subdivisions | $7,075,000 | 2,864 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,713,000 | 2,773 |
| Mortgage-backed securities | $5,091,000 | 3,118 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,472,000 | 2,902 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 2,069 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $159,000 | 1,530 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $12,166,000 | 3,807 |
| Total debt securities | $12,165,000 | 4,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $12,706,000 | 4,098 |
| U.S. Government securities | $5,465,000 | 4,125 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $5,465,000 | 3,734 |
| Securities issued by states & political subdivisions | $7,241,000 | 2,911 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,741,000 | 2,772 |
| Mortgage-backed securities | $5,465,000 | 3,137 |
| Certificates of participation in pools of residential mortgages | $3,711,000 | 2,990 |
| Issued or guaranteed by U.S. | $3,711,000 | 2,900 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,571,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,571,000 | 2,076 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $183,000 | 1,999 |
| Commercial mortgage pass-through securities | $183,000 | 1,517 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $12,706,000 | 3,820 |
| Total debt securities | $12,706,000 | 4,081 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $13,584,000 | 4,025 |
| U.S. Government securities | $6,080,000 | 4,000 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $6,080,000 | 3,666 |
| Securities issued by states & political subdivisions | $7,504,000 | 2,897 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,403,000 | 2,779 |
| Mortgage-backed securities | $6,080,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $4,127,000 | 2,934 |
| Issued or guaranteed by U.S. | $4,127,000 | 2,853 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,764,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $1,764,000 | 2,035 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $189,000 | 1,969 |
| Commercial mortgage pass-through securities | $189,000 | 1,486 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $13,584,000 | 3,772 |
| Total debt securities | $13,585,000 | 4,009 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $13,026,000 | 3,987 |
| U.S. Government securities | $6,063,000 | 3,894 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $6,063,000 | 3,638 |
| Securities issued by states & political subdivisions | $6,963,000 | 2,990 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,984,000 | 2,834 |
| Mortgage-backed securities | $6,063,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $3,817,000 | 2,981 |
| Issued or guaranteed by U.S. | $3,817,000 | 2,888 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,004,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $2,004,000 | 1,976 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $242,000 | 1,924 |
| Commercial mortgage pass-through securities | $238,000 | 1,445 |
| Other commercial mortgage-backed securities | $4,000 | 1,424 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $13,026,000 | 3,776 |
| Total debt securities | $13,026,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $13,861,000 | 3,940 |
| U.S. Government securities | $6,793,000 | 3,795 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,793,000 | 3,574 |
| Securities issued by states & political subdivisions | $7,068,000 | 2,977 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,251,000 | 2,906 |
| Mortgage-backed securities | $6,793,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $4,137,000 | 2,938 |
| Issued or guaranteed by U.S. | $4,137,000 | 2,854 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,383,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $2,383,000 | 1,924 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $273,000 | 1,926 |
| Commercial mortgage pass-through securities | $243,000 | 1,457 |
| Other commercial mortgage-backed securities | $30,000 | 1,414 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $13,861,000 | 3,733 |
| Total debt securities | $13,860,000 | 3,919 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $13,650,000 | 3,941 |
| U.S. Government securities | $6,803,000 | 3,786 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,803,000 | 3,563 |
| Securities issued by states & political subdivisions | $6,847,000 | 2,974 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,485,000 | 2,885 |
| Mortgage-backed securities | $6,803,000 | 3,034 |
| Certificates of participation in pools of residential mortgages | $4,382,000 | 2,901 |
| Issued or guaranteed by U.S. | $4,382,000 | 2,813 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,080,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $2,080,000 | 1,956 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $341,000 | 1,908 |
| Commercial mortgage pass-through securities | $293,000 | 1,453 |
| Other commercial mortgage-backed securities | $48,000 | 1,396 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $13,650,000 | 3,730 |
| Total debt securities | $13,649,000 | 3,918 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $9,972,000 | 4,106 |
| U.S. Government securities | $4,717,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,717,000 | 3,750 |
| Securities issued by states & political subdivisions | $5,255,000 | 3,170 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,591,000 | 2,865 |
| Mortgage-backed securities | $4,717,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $2,640,000 | 3,116 |
| Issued or guaranteed by U.S. | $2,640,000 | 3,024 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,718,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $1,718,000 | 2,024 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $359,000 | 1,895 |
| Commercial mortgage pass-through securities | $292,000 | 1,440 |
| Other commercial mortgage-backed securities | $67,000 | 1,373 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $9,972,000 | 3,874 |
| Total debt securities | $9,972,000 | 4,080 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $9,667,000 | 4,062 |
| U.S. Government securities | $4,617,000 | 3,839 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,617,000 | 3,696 |
| Securities issued by states & political subdivisions | $5,050,000 | 3,189 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,873,000 | 2,819 |
| Mortgage-backed securities | $4,617,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $2,341,000 | 3,161 |
| Issued or guaranteed by U.S. | $2,341,000 | 3,079 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,834,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $1,834,000 | 2,024 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $442,000 | 1,838 |
| Commercial mortgage pass-through securities | $340,000 | 1,382 |
| Other commercial mortgage-backed securities | $102,000 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $9,667,000 | 3,824 |
| Total debt securities | $9,666,000 | 4,034 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $9,756,000 | 4,029 |
| U.S. Government securities | $3,585,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,585,000 | 3,848 |
| Securities issued by states & political subdivisions | $6,171,000 | 2,942 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,811,000 | 3,057 |
| Mortgage-backed securities | $3,585,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $1,137,000 | 3,462 |
| Issued or guaranteed by U.S. | $1,137,000 | 3,369 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,965,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $1,965,000 | 2,014 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $483,000 | 1,807 |
| Commercial mortgage pass-through securities | $343,000 | 1,368 |
| Other commercial mortgage-backed securities | $140,000 | 1,283 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $9,756,000 | 3,788 |
| Total debt securities | $9,755,000 | 4,005 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $10,257,000 | 3,981 |
| U.S. Government securities | $3,793,000 | 4,001 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,793,000 | 3,831 |
| Securities issued by states & political subdivisions | $6,464,000 | 2,852 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,963,000 | 3,068 |
| Mortgage-backed securities | $3,793,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 3,451 |
| Issued or guaranteed by U.S. | $1,218,000 | 3,356 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,066,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $2,066,000 | 2,031 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $509,000 | 1,784 |
| Commercial mortgage pass-through securities | $368,000 | 1,358 |
| Other commercial mortgage-backed securities | $141,000 | 1,264 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,257,000 | 3,739 |
| Total debt securities | $10,257,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $10,003,000 | 4,027 |
| U.S. Government securities | $3,485,000 | 4,098 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,485,000 | 3,930 |
| Securities issued by states & political subdivisions | $6,420,000 | 2,784 |
| Other domestic debt securities | $98,000 | 1,937 |
| 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 | $98,000 | 1,497 |
| 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 | $6,019,000 | 3,013 |
| Mortgage-backed securities | $3,485,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $803,000 | 3,600 |
| Issued or guaranteed by U.S. | $803,000 | 3,499 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,155,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $2,155,000 | 2,006 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $527,000 | 1,741 |
| Commercial mortgage pass-through securities | $362,000 | 1,326 |
| Other commercial mortgage-backed securities | $165,000 | 1,235 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,003,000 | 3,780 |
| Total debt securities | $10,002,000 | 4,002 |
| 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 | $10,275,000 | 4,056 |
| U.S. Government securities | $3,142,000 | 4,249 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,142,000 | 4,079 |
| Securities issued by states & political subdivisions | $6,092,000 | 2,817 |
| Other domestic debt securities | $792,000 | 1,588 |
| 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 | $792,000 | 1,203 |
| Foreign debt securities | $249,000 | 261 |
| 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 | $5,565,000 | 3,137 |
| Mortgage-backed securities | $3,142,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $812,000 | 3,588 |
| Issued or guaranteed by U.S. | $812,000 | 3,501 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,754,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $1,754,000 | 2,107 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $576,000 | 1,700 |
| Commercial mortgage pass-through securities | $388,000 | 1,314 |
| Other commercial mortgage-backed securities | $188,000 | 1,199 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $10,275,000 | 3,808 |
| Total debt securities | $10,274,000 | 4,032 |
| 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 | $9,915,000 | 4,140 |
| U.S. Government securities | $2,765,000 | 4,385 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,765,000 | 4,223 |
| Securities issued by states & political subdivisions | $5,858,000 | 2,878 |
| Other domestic debt securities | $793,000 | 1,613 |
| 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 | $793,000 | 1,202 |
| Foreign debt securities | $499,000 | 227 |
| 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 | $4,911,000 | 3,306 |
| Mortgage-backed securities | $2,765,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $857,000 | 3,601 |
| Issued or guaranteed by U.S. | $857,000 | 3,514 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,310,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,310,000 | 2,237 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $598,000 | 1,679 |
| Commercial mortgage pass-through securities | $397,000 | 1,306 |
| Other commercial mortgage-backed securities | $201,000 | 1,165 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,915,000 | 3,878 |
| Total debt securities | $9,915,000 | 4,115 |
| 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 | $10,505,000 | 4,153 |
| U.S. Government securities | $2,905,000 | 4,427 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,905,000 | 4,266 |
| Securities issued by states & political subdivisions | $3,244,000 | 3,372 |
| Other domestic debt securities | $3,608,000 | 1,021 |
| 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 | $3,608,000 | 717 |
| Foreign debt securities | $748,000 | 216 |
| 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 | $5,851,000 | 3,190 |
| Mortgage-backed securities | $2,479,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $911,000 | 3,596 |
| Issued or guaranteed by U.S. | $911,000 | 3,516 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,358,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,358,000 | 2,205 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $210,000 | 1,776 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $210,000 | 1,144 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,505,000 | 3,885 |
| Total debt securities | $10,505,000 | 4,132 |
| 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 | $10,764,000 | 4,192 |
| U.S. Government securities | $2,749,000 | 4,510 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,749,000 | 4,340 |
| Securities issued by states & political subdivisions | $3,271,000 | 3,439 |
| Other domestic debt securities | $4,744,000 | 902 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $231,000 | 167 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,513,000 | 644 |
| 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 | $5,881,000 | 3,259 |
| Mortgage-backed securities | $2,569,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $942,000 | 3,607 |
| Issued or guaranteed by U.S. | $942,000 | 3,523 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,396,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $1,396,000 | 2,197 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $231,000 | 1,705 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $231,000 | 1,057 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $10,764,000 | 3,921 |
| Total debt securities | $10,764,000 | 4,171 |
| 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 | $10,690,000 | 4,237 |
| U.S. Government securities | $2,849,000 | 4,530 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,849,000 | 4,358 |
| Securities issued by states & political subdivisions | $2,617,000 | 3,625 |
| Other domestic debt securities | $5,224,000 | 830 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $237,000 | 155 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,987,000 | 603 |
| 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 | $4,751,000 | 3,458 |
| Mortgage-backed securities | $2,632,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $963,000 | 3,618 |
| Issued or guaranteed by U.S. | $963,000 | 3,545 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,432,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $1,432,000 | 2,191 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $237,000 | 1,668 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $237,000 | 1,009 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,690,000 | 3,966 |
| Total debt securities | $10,686,000 | 4,214 |
| 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 | $11,561,000 | 4,224 |
| U.S. Government securities | $2,904,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,904,000 | 4,423 |
| Securities issued by states & political subdivisions | $2,918,000 | 3,608 |
| Other domestic debt securities | $5,739,000 | 769 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $242,000 | 145 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $5,497,000 | 575 |
| 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 | $4,794,000 | 3,491 |
| Mortgage-backed securities | $2,702,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $997,000 | 3,654 |
| Issued or guaranteed by U.S. | $997,000 | 3,625 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,463,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $1,463,000 | 2,181 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $242,000 | 1,660 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $242,000 | 1,007 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,561,000 | 3,950 |
| Total debt securities | $11,560,000 | 4,203 |
| 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 | $12,272,000 | 4,213 |
| U.S. Government securities | $3,577,000 | 4,505 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,577,000 | 4,346 |
| Securities issued by states & political subdivisions | $2,945,000 | 3,660 |
| Other domestic debt securities | $5,750,000 | 876 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $245,000 | 139 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $5,505,000 | 584 |
| 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 | $4,923,000 | 3,494 |
| Mortgage-backed securities | $2,837,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $1,060,000 | 3,688 |
| Issued or guaranteed by U.S. | $1,060,000 | 3,511 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,532,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,177 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $245,000 | 1,627 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $245,000 | 1,000 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,272,000 | 3,937 |
| Total debt securities | $12,263,000 | 4,192 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $11,871,000 | 4,294 |
| U.S. Government securities | $3,712,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,712,000 | 4,417 |
| Securities issued by states & political subdivisions | $2,372,000 | 3,822 |
| Other domestic debt securities | $5,787,000 | 768 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $248,000 | 139 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $5,539,000 | 594 |
| 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 | $5,058,000 | 3,524 |
| Mortgage-backed securities | $2,971,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $1,133,000 | 3,716 |
| Issued or guaranteed by U.S. | $1,133,000 | 3,709 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,590,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $1,590,000 | 2,150 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $248,000 | 1,443 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $248,000 | 978 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,871,000 | 4,012 |
| Total debt securities | $11,872,000 | 4,271 |
| 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 | $13,963,000 | 4,180 |
| U.S. Government securities | $3,934,000 | 4,568 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,934,000 | 4,433 |
| Securities issued by states & political subdivisions | $2,393,000 | 3,891 |
| Other domestic debt securities | $7,636,000 | 665 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $253,000 | 136 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $7,383,000 | 496 |
| 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 | $4,821,000 | 3,623 |
| Mortgage-backed securities | $3,149,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 3,728 |
| Issued or guaranteed by U.S. | $1,232,000 | 3,722 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,664,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $1,664,000 | 2,122 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $253,000 | 1,433 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $253,000 | 949 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $13,963,000 | 3,898 |
| Total debt securities | $13,963,000 | 4,156 |
| 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 | $15,420,000 | 4,120 |
| U.S. Government securities | $5,281,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,281,000 | 4,298 |
| Securities issued by states & political subdivisions | $2,471,000 | 3,924 |
| Other domestic debt securities | $7,668,000 | 675 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $256,000 | 134 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $7,412,000 | 519 |
| 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 | $3,639,000 | 3,883 |
| Mortgage-backed securities | $4,146,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 3,629 |
| Issued or guaranteed by U.S. | $1,656,000 | 3,623 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,234,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $2,234,000 | 1,969 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $256,000 | 1,420 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $256,000 | 928 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $15,420,000 | 3,819 |
| Total debt securities | $15,421,000 | 4,093 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $15,941,000 | 4,120 |
| U.S. Government securities | $5,555,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,555,000 | 4,299 |
| Securities issued by states & political subdivisions | $2,479,000 | 3,950 |
| Other domestic debt securities | $7,907,000 | 678 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $254,000 | 128 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $7,653,000 | 515 |
| 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 | $3,712,000 | 3,897 |
| Mortgage-backed securities | $4,334,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 3,645 |
| Issued or guaranteed by U.S. | $1,730,000 | 3,640 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,350,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,350,000 | 1,969 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $254,000 | 1,377 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $254,000 | 891 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $15,941,000 | 3,821 |
| Total debt securities | $15,941,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $16,577,000 | 4,108 |
| U.S. Government securities | $5,736,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,736,000 | 4,327 |
| Securities issued by states & political subdivisions | $2,476,000 | 4,003 |
| Other domestic debt securities | $8,365,000 | 662 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $252,000 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $8,113,000 | 505 |
| 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 | $3,734,000 | 3,942 |
| Mortgage-backed securities | $4,504,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $1,804,000 | 3,677 |
| Issued or guaranteed by U.S. | $1,804,000 | 3,674 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,448,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 1,955 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $252,000 | 1,348 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $252,000 | 886 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $16,577,000 | 3,801 |
| Total debt securities | $16,577,000 | 4,083 |
| 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 | $16,730,000 | 4,100 |
| U.S. Government securities | $5,940,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,940,000 | 4,317 |
| Securities issued by states & political subdivisions | $2,449,000 | 4,040 |
| Other domestic debt securities | $8,341,000 | 659 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $252,000 | 130 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $8,089,000 | 495 |
| 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 | $3,819,000 | 3,951 |
| Mortgage-backed securities | $4,664,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 3,692 |
| Issued or guaranteed by U.S. | $1,860,000 | 3,686 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,552,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $2,552,000 | 1,936 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $252,000 | 1,301 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $252,000 | 844 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $16,730,000 | 3,786 |
| Total debt securities | $16,730,000 | 4,075 |
| 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 | $16,749,000 | 4,113 |
| U.S. Government securities | $6,440,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,440,000 | 4,269 |
| Securities issued by states & political subdivisions | $2,581,000 | 4,028 |
| Other domestic debt securities | $7,728,000 | 693 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $262,000 | 123 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $7,466,000 | 527 |
| 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 | $3,939,000 | 3,984 |
| Mortgage-backed securities | $5,065,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 3,670 |
| Issued or guaranteed by U.S. | $2,033,000 | 3,666 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,770,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $2,770,000 | 1,903 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $262,000 | 1,243 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $262,000 | 812 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $16,749,000 | 3,788 |
| Total debt securities | $16,749,000 | 4,087 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $16,781,000 | 4,175 |
| U.S. Government securities | $7,559,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,559,000 | 4,175 |
| Securities issued by states & political subdivisions | $2,594,000 | 4,047 |
| Other domestic debt securities | $6,628,000 | 768 |
| 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 | $6,628,000 | 562 |
| 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 | $4,056,000 | 4,013 |
| Mortgage-backed securities | $5,335,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $2,133,000 | 3,676 |
| Issued or guaranteed by U.S. | $2,133,000 | 3,671 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,938,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,938,000 | 1,891 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $264,000 | 1,169 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $264,000 | 781 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $16,781,000 | 3,840 |
| Total debt securities | $16,781,000 | 4,152 |
| Structured notes | ||
| Amortized cost | $500,000 | 968 |
| Fair value | $500,000 | 993 |
| 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 | $17,297,000 | 4,192 |
| U.S. Government securities | $7,989,000 | 4,334 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,989,000 | 4,213 |
| Securities issued by states & political subdivisions | $2,944,000 | 3,978 |
| Other domestic debt securities | $6,364,000 | 778 |
| 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 | $6,364,000 | 570 |
| 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 | $3,837,000 | 4,115 |
| Mortgage-backed securities | $5,510,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 3,693 |
| Issued or guaranteed by U.S. | $2,207,000 | 3,690 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,045,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $3,045,000 | 1,881 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $258,000 | 1,148 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $258,000 | 755 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $17,297,000 | 3,853 |
| Total debt securities | $17,297,000 | 4,170 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $500,000 | 1,145 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $16,340,000 | 4,315 |
| U.S. Government securities | $8,204,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,204,000 | 4,228 |
| Securities issued by states & political subdivisions | $2,536,000 | 4,112 |
| Other domestic debt securities | $5,600,000 | 815 |
| 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 | $5,600,000 | 606 |
| 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 | $3,942,000 | 4,122 |
| Mortgage-backed securities | $5,661,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | $2,279,000 | 3,700 |
| Issued or guaranteed by U.S. | $2,279,000 | 3,697 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,128,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $3,128,000 | 1,890 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $254,000 | 1,107 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $254,000 | 703 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $16,340,000 | 3,967 |
| Total debt securities | $16,340,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $497,000 | 1,330 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $16,379,000 | 4,397 |
| U.S. Government securities | $8,127,000 | 4,441 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,127,000 | 4,330 |
| Securities issued by states & political subdivisions | $2,602,000 | 4,137 |
| Other domestic debt securities | $5,650,000 | 826 |
| 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 | $5,650,000 | 610 |
| 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 | $3,251,000 | 4,368 |
| Mortgage-backed securities | $5,054,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $1,514,000 | 4,000 |
| Issued or guaranteed by U.S. | $1,514,000 | 3,995 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,282,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $3,282,000 | 1,883 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $258,000 | 1,062 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $258,000 | 670 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $16,379,000 | 4,041 |
| Total debt securities | $16,379,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $498,000 | 1,507 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $17,355,000 | 4,380 |
| U.S. Government securities | $9,619,000 | 4,362 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,619,000 | 4,251 |
| Securities issued by states & political subdivisions | $2,589,000 | 4,172 |
| Other domestic debt securities | $5,147,000 | 861 |
| 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 | $5,147,000 | 639 |
| 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 | $3,568,000 | 4,336 |
| Mortgage-backed securities | $5,239,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $1,575,000 | 4,062 |
| Issued or guaranteed by U.S. | $1,575,000 | 4,057 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,410,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $3,410,000 | 1,913 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $254,000 | 1,016 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $254,000 | 646 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $17,355,000 | 4,021 |
| Total debt securities | $17,355,000 | 4,356 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,068 |
| Fair value | $1,731,000 | 1,070 |
| 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 | $16,247,000 | 4,533 |
| U.S. Government securities | $9,143,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,143,000 | 4,390 |
| Securities issued by states & political subdivisions | $2,478,000 | 4,214 |
| Other domestic debt securities | $4,626,000 | 917 |
| 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 | $4,626,000 | 678 |
| 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 | $3,674,000 | 4,368 |
| Mortgage-backed securities | $5,219,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $1,694,000 | 4,096 |
| Issued or guaranteed by U.S. | $1,694,000 | 4,089 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,266,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $3,266,000 | 1,983 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $259,000 | 993 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $259,000 | 620 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,247,000 | 4,175 |
| Total debt securities | $16,248,000 | 4,516 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,289 |
| Fair value | $1,248,000 | 1,294 |
| 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 | $17,566,000 | 4,484 |
| U.S. Government securities | $10,600,000 | 4,367 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,600,000 | 4,251 |
| Securities issued by states & political subdivisions | $2,460,000 | 4,275 |
| Other domestic debt securities | $4,506,000 | 938 |
| 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 | $4,506,000 | 701 |
| 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 | $3,709,000 | 4,421 |
| Mortgage-backed securities | $5,116,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,133 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,126 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,338,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $3,338,000 | 2,014 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $17,566,000 | 4,116 |
| Total debt securities | $17,566,000 | 4,464 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 936 |
| Fair value | $2,750,000 | 937 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $17,834,000 | 4,558 |
| U.S. Government securities | $10,822,000 | 4,443 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,822,000 | 4,335 |
| Securities issued by states & political subdivisions | $2,513,000 | 4,304 |
| Other domestic debt securities | $4,499,000 | 957 |
| 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 | $4,499,000 | 701 |
| 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 | $3,456,000 | 4,540 |
| Mortgage-backed securities | $5,336,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $1,850,000 | 4,202 |
| Issued or guaranteed by U.S. | $1,850,000 | 4,198 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,486,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $3,486,000 | 2,015 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $17,834,000 | 4,173 |
| Total debt securities | $17,834,000 | 4,536 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,024 |
| Fair value | $2,740,000 | 1,026 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $18,484,000 | 4,558 |
| U.S. Government securities | $11,190,000 | 4,459 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,190,000 | 4,362 |
| Securities issued by states & political subdivisions | $2,492,000 | 4,354 |
| Other domestic debt securities | $4,802,000 | 950 |
| 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 | $4,802,000 | 697 |
| 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 | $3,575,000 | 4,535 |
| Mortgage-backed securities | $5,596,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 4,231 |
| Issued or guaranteed by U.S. | $1,937,000 | 4,228 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,659,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $3,659,000 | 2,006 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $18,484,000 | 4,173 |
| Total debt securities | $18,484,000 | 4,535 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,069 |
| Fair value | $2,745,000 | 1,064 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $18,167,000 | 4,631 |
| U.S. Government securities | $11,253,000 | 4,490 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,253,000 | 4,389 |
| Securities issued by states & political subdivisions | $2,626,000 | 4,346 |
| Other domestic debt securities | $4,288,000 | 1,046 |
| 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 | $4,288,000 | 773 |
| 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 | $3,677,000 | 4,533 |
| Mortgage-backed securities | $7,383,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 4,248 |
| Issued or guaranteed by U.S. | $1,982,000 | 4,244 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,401,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $5,401,000 | 1,715 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $18,167,000 | 4,241 |
| Total debt securities | $18,167,000 | 4,612 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $500,000 | 1,971 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $17,612,000 | 4,676 |
| U.S. Government securities | $10,985,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,985,000 | 4,426 |
| Securities issued by states & political subdivisions | $2,590,000 | 4,372 |
| Other domestic debt securities | $4,037,000 | 1,109 |
| 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 | $4,037,000 | 816 |
| 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 | $3,391,000 | 4,637 |
| Mortgage-backed securities | $7,587,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 4,257 |
| Issued or guaranteed by U.S. | $2,037,000 | 4,252 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,550,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $5,550,000 | 1,704 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $17,612,000 | 4,303 |
| Total debt securities | $17,612,000 | 4,658 |
| 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 | $18,334,000 | 4,664 |
| U.S. Government securities | $11,498,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,498,000 | 4,389 |
| Securities issued by states & political subdivisions | $2,687,000 | 4,355 |
| Other domestic debt securities | $4,149,000 | 1,125 |
| 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 | $4,149,000 | 828 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,504,000 | 4,652 |
| Mortgage-backed securities | $8,058,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $2,179,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,179,000 | 4,229 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,879,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $5,879,000 | 1,674 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $18,334,000 | 4,283 |
| Total debt securities | $18,334,000 | 4,634 |
| 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 | $17,917,000 | 4,692 |
| U.S. Government securities | $11,027,000 | 4,518 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,027,000 | 4,411 |
| Securities issued by states & political subdivisions | $2,688,000 | 4,364 |
| Other domestic debt securities | $4,200,000 | 1,142 |
| 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 | $4,200,000 | 837 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,454,000 | 4,668 |
| Mortgage-backed securities | $7,528,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $2,325,000 | 4,167 |
| Issued or guaranteed by U.S. | $2,325,000 | 4,161 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,203,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $5,203,000 | 1,813 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $17,917,000 | 4,319 |
| Total debt securities | $17,915,000 | 4,658 |
| 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 | $18,468,000 | 4,663 |
| U.S. Government securities | $11,553,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,553,000 | 4,397 |
| Securities issued by states & political subdivisions | $2,786,000 | 4,324 |
| Other domestic debt securities | $4,125,000 | 1,160 |
| 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 | $4,125,000 | 826 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,398,000 | 4,725 |
| Mortgage-backed securities | $7,979,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $2,650,000 | 4,120 |
| Issued or guaranteed by U.S. | $2,650,000 | 4,116 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,329,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $5,329,000 | 1,834 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $18,468,000 | 4,302 |
| Total debt securities | $18,464,000 | 4,631 |
| 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 | $18,881,000 | 4,580 |
| U.S. Government securities | $12,052,000 | 4,402 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,052,000 | 4,301 |
| Securities issued by states & political subdivisions | $2,958,000 | 4,257 |
| Other domestic debt securities | $3,867,000 | 1,161 |
| 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 | $3,867,000 | 821 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,000 | 1,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,602,000 | 4,664 |
| Mortgage-backed securities | $8,273,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $2,965,000 | 4,039 |
| Issued or guaranteed by U.S. | $2,965,000 | 4,037 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,308,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $5,308,000 | 1,901 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $18,881,000 | 4,228 |
| Total debt securities | $18,877,000 | 4,549 |
| 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 | $19,488,000 | 4,589 |
| U.S. Government securities | $13,403,000 | 4,315 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,403,000 | 4,217 |
| Securities issued by states & political subdivisions | $3,031,000 | 4,253 |
| Other domestic debt securities | $3,046,000 | 1,331 |
| 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 | $3,046,000 | 979 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,000 | 1,207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,875,000 | 4,652 |
| Mortgage-backed securities | $9,618,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $3,301,000 | 4,078 |
| Issued or guaranteed by U.S. | $3,301,000 | 4,076 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,317,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $6,317,000 | 1,826 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $19,488,000 | 4,238 |
| Total debt securities | $19,480,000 | 4,556 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $18,929,000 | 4,668 |
| U.S. Government securities | $12,827,000 | 4,448 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,827,000 | 4,359 |
| Securities issued by states & political subdivisions | $3,009,000 | 4,222 |
| Other domestic debt securities | $3,085,000 | 1,326 |
| 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 | $3,085,000 | 977 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $8,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $388,000 | 6,022 |
| Mortgage-backed securities | $8,521,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $1,999,000 | 4,496 |
| Issued or guaranteed by U.S. | $1,999,000 | 4,495 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,522,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $6,522,000 | 1,810 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $18,929,000 | 4,306 |
| Total debt securities | $18,921,000 | 4,640 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $500,000 | 2,527 |
| 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 | $19,563,000 | 4,636 |
| U.S. Government securities | $13,659,000 | 4,435 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,659,000 | 4,340 |
| Securities issued by states & political subdivisions | $2,958,000 | 4,170 |
| Other domestic debt securities | $2,938,000 | 1,358 |
| 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 | $2,938,000 | 1,000 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $8,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,841,000 | 4,719 |
| Mortgage-backed securities | $8,638,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $2,213,000 | 4,435 |
| Issued or guaranteed by U.S. | $2,213,000 | 4,432 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,425,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $6,425,000 | 1,846 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $19,563,000 | 4,265 |
| Total debt securities | $19,555,000 | 4,609 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,067 |
| Fair value | $1,251,000 | 2,077 |
| 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 | $18,221,000 | 4,728 |
| U.S. Government securities | $14,007,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,007,000 | 4,253 |
| Securities issued by states & political subdivisions | $2,932,000 | 4,147 |
| Other domestic debt securities | $1,274,000 | 1,842 |
| 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 | $1,274,000 | 1,326 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $8,000 | 1,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,081,000 | 4,433 |
| Mortgage-backed securities | $7,960,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 4,310 |
| Issued or guaranteed by U.S. | $2,424,000 | 4,301 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,536,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $5,536,000 | 1,865 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $18,221,000 | 4,342 |
| Total debt securities | $18,213,000 | 4,700 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,601 |
| Fair value | $2,256,000 | 1,600 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $17,639,000 | 4,760 |
| U.S. Government securities | $13,271,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,271,000 | 4,314 |
| Securities issued by states & political subdivisions | $2,985,000 | 4,101 |
| Other domestic debt securities | $1,374,000 | 1,806 |
| 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 | $1,374,000 | 1,280 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $9,000 | 1,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,388,000 | 4,367 |
| Mortgage-backed securities | $6,199,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $1,593,000 | 4,553 |
| Issued or guaranteed by U.S. | $1,593,000 | 4,540 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,606,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $4,606,000 | 1,970 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $17,639,000 | 4,357 |
| Total debt securities | $17,630,000 | 4,726 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,383 |
| Fair value | $3,261,000 | 1,388 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $15,264,000 | 5,100 |
| U.S. Government securities | $11,330,000 | 4,825 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,330,000 | 4,713 |
| Securities issued by states & political subdivisions | $2,887,000 | 4,097 |
| Other domestic debt securities | $1,038,000 | 1,901 |
| 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 | $1,038,000 | 1,311 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $9,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,869,000 | 4,560 |
| Mortgage-backed securities | $5,706,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $1,751,000 | 4,471 |
| Issued or guaranteed by U.S. | $1,751,000 | 4,461 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,955,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $3,955,000 | 2,048 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $15,264,000 | 4,677 |
| Total debt securities | $15,264,000 | 5,068 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,543 |
| Fair value | $3,262,000 | 1,545 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $17,088,000 | 4,883 |
| U.S. Government securities | $13,211,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,211,000 | 4,393 |
| Securities issued by states & political subdivisions | $2,764,000 | 4,115 |
| Other domestic debt securities | $1,104,000 | 1,905 |
| 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 | $1,104,000 | 1,306 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $9,000 | 1,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,934,000 | 4,245 |
| Mortgage-backed securities | $6,239,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $1,927,000 | 4,362 |
| Issued or guaranteed by U.S. | $1,927,000 | 4,352 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,312,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $4,312,000 | 1,920 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $17,088,000 | 4,483 |
| Total debt securities | $17,079,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $4,750,000 | 1,282 |
| Fair value | $4,681,000 | 1,288 |
| 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 | $16,431,000 | 4,851 |
| U.S. Government securities | $12,965,000 | 4,391 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,965,000 | 4,267 |
| Securities issued by states & political subdivisions | $2,412,000 | 4,242 |
| Other domestic debt securities | $1,045,000 | 2,060 |
| 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 | $1,045,000 | 1,338 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $9,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,847,000 | 4,247 |
| Mortgage-backed securities | $6,977,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $2,158,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,158,000 | 4,172 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,819,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $4,819,000 | 1,802 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $16,431,000 | 4,435 |
| Total debt securities | $16,422,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,381 |
| Fair value | $3,681,000 | 1,392 |
| 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 | $12,987,000 | 5,243 |
| U.S. Government securities | $10,584,000 | 4,723 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,584,000 | 4,599 |
| Securities issued by states & political subdivisions | $1,342,000 | 4,650 |
| Other domestic debt securities | $1,050,000 | 2,127 |
| 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 | $1,050,000 | 1,342 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $11,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,183,000 | 4,181 |
| Mortgage-backed securities | $7,001,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $2,412,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,412,000 | 4,074 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,589,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $4,589,000 | 1,815 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $12,987,000 | 4,805 |
| Total debt securities | $12,976,000 | 5,209 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,651 |
| Fair value | $2,783,000 | 1,650 |
| 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 | $13,394,000 | 5,196 |
| U.S. Government securities | $10,288,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,288,000 | 4,754 |
| Securities issued by states & political subdivisions | $1,355,000 | 4,618 |
| Other domestic debt securities | $1,740,000 | 1,812 |
| 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 | $1,740,000 | 1,073 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $11,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,463,000 | 4,467 |
| Mortgage-backed securities | $6,219,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $2,663,000 | 4,031 |
| Issued or guaranteed by U.S. | $2,663,000 | 4,022 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,556,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $3,556,000 | 1,889 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $13,394,000 | 4,765 |
| Total debt securities | $13,384,000 | 5,164 |
| Structured notes | ||
| Amortized cost | $2,248,000 | 1,897 |
| Fair value | $2,266,000 | 1,887 |
| 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 | $11,033,000 | 5,603 |
| U.S. Government securities | $7,963,000 | 5,434 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,963,000 | 5,322 |
| Securities issued by states & political subdivisions | $1,343,000 | 4,627 |
| Other domestic debt securities | $1,716,000 | 1,866 |
| 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 | $1,716,000 | 1,096 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $11,000 | 1,420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,819,000 | 4,733 |
| Mortgage-backed securities | $5,429,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $2,897,000 | 4,084 |
| Issued or guaranteed by U.S. | $2,897,000 | 4,077 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,532,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $2,532,000 | 2,047 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $11,033,000 | 5,143 |
| Total debt securities | $11,022,000 | 5,563 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 2,177 |
| Fair value | $1,225,000 | 2,185 |
| 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 | $10,252,000 | 5,756 |
| U.S. Government securities | $7,184,000 | 5,547 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,184,000 | 5,447 |
| Securities issued by states & political subdivisions | $1,368,000 | 4,643 |
| Other domestic debt securities | $1,688,000 | 1,930 |
| 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 | $1,688,000 | 1,139 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $12,000 | 1,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,919,000 | 4,731 |
| Mortgage-backed securities | $5,672,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $3,159,000 | 4,074 |
| Issued or guaranteed by U.S. | $3,159,000 | 4,067 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,513,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 2,021 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $10,252,000 | 5,276 |
| Total debt securities | $10,240,000 | 5,719 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 1,893 |
| Fair value | $1,221,000 | 1,897 |
| 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 | $11,329,000 | 5,593 |
| U.S. Government securities | $7,707,000 | 5,472 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,707,000 | 5,377 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,663 |
| Other domestic debt securities | $2,180,000 | 1,845 |
| 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 | $2,180,000 | 1,053 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $12,000 | 1,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,015,000 | 4,720 |
| Mortgage-backed securities | $7,181,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $4,699,000 | 3,720 |
| Issued or guaranteed by U.S. | $4,699,000 | 3,711 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,482,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $2,482,000 | 1,988 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $11,329,000 | 5,124 |
| Total debt securities | $11,317,000 | 5,552 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,177 |
| Fair value | $486,000 | 2,177 |
| 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 | $13,409,000 | 5,282 |
| U.S. Government securities | $9,945,000 | 4,993 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,945,000 | 4,898 |
| Securities issued by states & political subdivisions | $1,362,000 | 4,689 |
| Other domestic debt securities | $2,090,000 | 1,914 |
| 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 | $2,090,000 | 1,101 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $12,000 | 1,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,598,000 | 4,887 |
| Mortgage-backed securities | $9,429,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $6,936,000 | 3,228 |
| Issued or guaranteed by U.S. | $6,936,000 | 3,217 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,493,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $2,493,000 | 1,971 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,409,000 | 4,818 |
| Total debt securities | $13,397,000 | 5,239 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,671 |
| Fair value | $475,000 | 1,678 |
| 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 | $12,270,000 | 5,495 |
| U.S. Government securities | $9,196,000 | 5,248 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,196,000 | 5,168 |
| Securities issued by states & political subdivisions | $1,362,000 | 4,608 |
| Other domestic debt securities | $1,698,000 | 1,989 |
| 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 | $1,698,000 | 1,246 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $14,000 | 1,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,804,000 | 4,880 |
| Mortgage-backed securities | $9,154,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $6,657,000 | 3,353 |
| Issued or guaranteed by U.S. | $6,657,000 | 3,341 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,497,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $2,497,000 | 1,979 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $12,270,000 | 5,016 |
| Total debt securities | $12,256,000 | 5,452 |
| 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 | $12,181,000 | 5,557 |
| U.S. Government securities | $8,233,000 | 5,540 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,233,000 | 5,458 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,545 |
| Other domestic debt securities | $2,528,000 | 1,648 |
| 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 | $2,528,000 | 975 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $14,000 | 1,543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,099,000 | 3,991 |
| Mortgage-backed securities | $6,204,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $3,749,000 | 4,105 |
| Issued or guaranteed by U.S. | $3,749,000 | 4,093 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,455,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $2,455,000 | 1,967 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $12,181,000 | 5,043 |
| Total debt securities | $12,167,000 | 5,514 |
| 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 | $14,030,000 | 5,214 |
| U.S. Government securities | $8,379,000 | 5,486 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,379,000 | 5,395 |
| Securities issued by states & political subdivisions | $1,414,000 | 4,521 |
| Other domestic debt securities | $4,113,000 | 1,315 |
| 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 | $4,113,000 | 719 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $124,000 | 1,305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,284,000 | 3,953 |
| Mortgage-backed securities | $6,344,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $3,862,000 | 3,994 |
| Issued or guaranteed by U.S. | $3,862,000 | 3,983 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,482,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $2,482,000 | 1,869 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,030,000 | 4,695 |
| Total debt securities | $13,906,000 | 5,192 |
| 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 | $15,584,000 | 5,041 |
| U.S. Government securities | $10,390,000 | 5,041 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,390,000 | 4,960 |
| Securities issued by states & political subdivisions | $862,000 | 4,954 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $4,332,000 | 39 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,510,000 | 4,116 |
| Mortgage-backed securities | $6,485,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $3,989,000 | 3,972 |
| Issued or guaranteed by U.S. | $3,989,000 | 3,957 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,496,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $2,496,000 | 1,873 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,584,000 | 4,542 |
| Total debt securities | $15,584,000 | 4,987 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $13,091,000 | 5,403 |
| U.S. Government securities | $8,868,000 | 5,370 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,868,000 | 5,284 |
| Securities issued by states & political subdivisions | $881,000 | 4,962 |
| Other domestic debt securities | $3,342,000 | 1,438 |
| 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 | $3,342,000 | 886 |
| 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 | $6,615,000 | 4,041 |
| Mortgage-backed securities | $4,810,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 4,528 |
| Issued or guaranteed by U.S. | $2,207,000 | 4,508 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,603,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $2,603,000 | 1,831 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $13,091,000 | 4,909 |
| Total debt securities | $13,091,000 | 5,334 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $11,529,000 | 5,750 |
| U.S. Government securities | $7,300,000 | 5,930 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,300,000 | 5,819 |
| Securities issued by states & political subdivisions | $874,000 | 4,984 |
| Other domestic debt securities | $3,355,000 | 1,334 |
| 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 | $3,355,000 | 837 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,784,000 | 4,050 |
| Mortgage-backed securities | $5,227,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $2,337,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,337,000 | 4,181 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,890,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $2,890,000 | 1,698 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $11,529,000 | 5,183 |
| Total debt securities | $11,529,000 | 5,688 |
| 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 | $10,932,000 | 5,909 |
| U.S. Government securities | $7,590,000 | 5,935 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,590,000 | 5,824 |
| Securities issued by states & political subdivisions | $878,000 | 5,002 |
| Other domestic debt securities | $2,464,000 | 1,467 |
| 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 | $2,464,000 | 943 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,893,000 | 4,043 |
| Mortgage-backed securities | $5,528,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $2,465,000 | 3,983 |
| Issued or guaranteed by U.S. | $2,465,000 | 3,968 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,063,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $3,063,000 | 1,608 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,932,000 | 5,314 |
| Total debt securities | $10,932,000 | 5,851 |
| 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 | $9,977,000 | 6,104 |
| U.S. Government securities | $7,913,000 | 5,872 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,913,000 | 5,764 |
| Securities issued by states & political subdivisions | $864,000 | 5,027 |
| Other domestic debt securities | $1,200,000 | 1,796 |
| 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 | $1,200,000 | 1,240 |
| 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 | $7,249,000 | 3,939 |
| Mortgage-backed securities | $5,847,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $2,598,000 | 3,889 |
| Issued or guaranteed by U.S. | $2,598,000 | 3,878 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,249,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $3,249,000 | 1,559 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $9,977,000 | 5,485 |
| Total debt securities | $9,977,000 | 6,047 |
| 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 | $11,150,000 | 5,897 |
| U.S. Government securities | $8,660,000 | 5,731 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,660,000 | 5,612 |
| Securities issued by states & political subdivisions | $890,000 | 5,045 |
| Other domestic debt securities | $1,600,000 | 1,641 |
| 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 | $1,600,000 | 1,129 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,861,000 | 3,818 |
| Mortgage-backed securities | $6,096,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $2,805,000 | 3,777 |
| Issued or guaranteed by U.S. | $2,805,000 | 3,762 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,291,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,291,000 | 1,540 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,150,000 | 5,278 |
| Total debt securities | $11,150,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,211 |
| Fair value | $2,498,000 | 1,182 |
| 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 | $12,525,000 | 5,686 |
| U.S. Government securities | $8,860,000 | 5,743 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,860,000 | 5,618 |
| Securities issued by states & political subdivisions | $891,000 | 5,078 |
| Other domestic debt securities | $2,774,000 | 1,349 |
| 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 | $2,774,000 | 901 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,212,000 | 3,751 |
| Mortgage-backed securities | $6,301,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $2,967,000 | 3,701 |
| Issued or guaranteed by U.S. | $2,967,000 | 3,691 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,334,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $3,334,000 | 1,542 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,525,000 | 5,076 |
| Total debt securities | $12,525,000 | 5,642 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,282 |
| Fair value | $2,492,000 | 1,265 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $14,388,000 | 5,406 |
| U.S. Government securities | $10,713,000 | 5,361 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,713,000 | 5,238 |
| Securities issued by states & political subdivisions | $898,000 | 5,105 |
| Other domestic debt securities | $2,777,000 | 1,337 |
| 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 | $2,777,000 | 896 |
| 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 | $10,734,000 | 3,305 |
| Mortgage-backed securities | $8,158,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $4,787,000 | 3,065 |
| Issued or guaranteed by U.S. | $4,787,000 | 3,051 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,371,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $3,371,000 | 1,516 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,388,000 | 4,772 |
| Total debt securities | $14,388,000 | 5,357 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,363 |
| Fair value | $2,487,000 | 1,349 |
| 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 | $14,582,000 | 5,384 |
| U.S. Government securities | $10,924,000 | 5,350 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,924,000 | 5,212 |
| Securities issued by states & political subdivisions | $879,000 | 5,148 |
| Other domestic debt securities | $2,779,000 | 1,344 |
| 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 | $2,779,000 | 906 |
| 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 | $10,873,000 | 3,265 |
| Mortgage-backed securities | $8,400,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $4,989,000 | 3,024 |
| Issued or guaranteed by U.S. | $4,989,000 | 3,012 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,411,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $3,411,000 | 1,502 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,582,000 | 4,737 |
| Total debt securities | $14,582,000 | 5,333 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,418 |
| Fair value | $2,455,000 | 1,400 |
| 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 | $15,385,000 | 5,308 |
| U.S. Government securities | $11,408,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,408,000 | 5,127 |
| Securities issued by states & political subdivisions | $892,000 | 5,160 |
| Other domestic debt securities | $3,085,000 | 1,302 |
| 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 | $3,085,000 | 877 |
| 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 | $12,718,000 | 2,968 |
| Mortgage-backed securities | $8,838,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $5,382,000 | 2,977 |
| Issued or guaranteed by U.S. | $5,382,000 | 2,964 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,456,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $3,456,000 | 1,490 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,385,000 | 4,663 |
| Total debt securities | $15,385,000 | 5,258 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,446 |
| Fair value | $2,474,000 | 1,413 |
| 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 | $15,762,000 | 5,245 |
| U.S. Government securities | $11,773,000 | 5,175 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,773,000 | 5,025 |
| Securities issued by states & political subdivisions | $898,000 | 5,178 |
| Other domestic debt securities | $3,091,000 | 1,323 |
| 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 | $3,091,000 | 918 |
| 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 | $13,085,000 | 2,880 |
| Mortgage-backed securities | $9,201,000 | 2,817 |
| Certificates of participation in pools of residential mortgages | $5,699,000 | 2,923 |
| Issued or guaranteed by U.S. | $5,699,000 | 2,912 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,502,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $3,502,000 | 1,492 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $15,762,000 | 4,574 |
| Total debt securities | $15,762,000 | 5,192 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,443 |
| Fair value | $2,474,000 | 1,419 |
| 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 | $19,508,000 | 4,680 |
| U.S. Government securities | $15,090,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,090,000 | 4,347 |
| Securities issued by states & political subdivisions | $916,000 | 5,175 |
| Other domestic debt securities | $3,502,000 | 1,283 |
| 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 | $3,502,000 | 900 |
| 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 | $13,901,000 | 2,732 |
| Mortgage-backed securities | $10,001,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $6,155,000 | 2,843 |
| Issued or guaranteed by U.S. | $6,155,000 | 2,832 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,846,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $3,846,000 | 1,433 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $19,508,000 | 4,049 |
| Total debt securities | $19,508,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 881 |
| Fair value | $4,980,000 | 847 |
| 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 | $21,199,000 | 4,478 |
| U.S. Government securities | $16,365,000 | 4,333 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,365,000 | 4,205 |
| Securities issued by states & political subdivisions | $919,000 | 5,152 |
| Other domestic debt securities | $3,915,000 | 1,243 |
| 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 | $3,915,000 | 884 |
| 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 | $15,168,000 | 2,586 |
| Mortgage-backed securities | $11,253,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $6,619,000 | 2,806 |
| Issued or guaranteed by U.S. | $6,619,000 | 2,795 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,634,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $4,634,000 | 1,364 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $21,199,000 | 3,884 |
| Total debt securities | $21,199,000 | 4,411 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 860 |
| Fair value | $4,994,000 | 825 |
| 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 | $21,369,000 | 4,529 |
| U.S. Government securities | $17,182,000 | 4,265 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,182,000 | 4,130 |
| Securities issued by states & political subdivisions | $265,000 | 5,988 |
| Other domestic debt securities | $3,922,000 | 1,286 |
| 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 | $3,922,000 | 940 |
| 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 | $15,691,000 | 2,521 |
| Mortgage-backed securities | $12,088,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $6,941,000 | 2,822 |
| Issued or guaranteed by U.S. | $6,941,000 | 2,812 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,147,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $5,147,000 | 1,329 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $21,369,000 | 3,931 |
| Total debt securities | $21,369,000 | 4,469 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 868 |
| Fair value | $4,968,000 | 831 |
| 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 | $22,185,000 | 4,455 |
| U.S. Government securities | $17,964,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,964,000 | 4,016 |
| Securities issued by states & political subdivisions | $270,000 | 6,018 |
| Other domestic debt securities | $3,951,000 | 1,307 |
| 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 | $3,951,000 | 964 |
| 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 | $13,894,000 | 2,717 |
| Mortgage-backed securities | $12,773,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $7,425,000 | 2,759 |
| Issued or guaranteed by U.S. | $7,425,000 | 2,752 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,348,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $5,348,000 | 1,324 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $22,185,000 | 3,859 |
| Total debt securities | $22,185,000 | 4,382 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 836 |
| Fair value | $5,010,000 | 795 |
| 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 | $23,058,000 | 4,333 |
| U.S. Government securities | $18,685,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $18,685,000 | 3,871 |
| Securities issued by states & political subdivisions | $421,000 | 5,814 |
| Other domestic debt securities | $3,952,000 | 1,318 |
| 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 | $3,952,000 | 996 |
| 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 | $14,610,000 | 2,579 |
| Mortgage-backed securities | $13,483,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $7,887,000 | 2,705 |
| Issued or guaranteed by U.S. | $7,887,000 | 2,697 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,596,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $5,596,000 | 1,301 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $23,058,000 | 3,747 |
| Total debt securities | $23,058,000 | 4,269 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 852 |
| Fair value | $5,004,000 | 819 |
| 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 | $24,714,000 | 4,200 |
| U.S. Government securities | $19,441,000 | 3,971 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,441,000 | 3,826 |
| Securities issued by states & political subdivisions | $415,000 | 5,874 |
| Other domestic debt securities | $4,858,000 | 1,221 |
| 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 | $4,858,000 | 914 |
| 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 | $13,195,000 | 2,753 |
| Mortgage-backed securities | $14,226,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $8,147,000 | 2,693 |
| Issued or guaranteed by U.S. | $8,147,000 | 2,685 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,079,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $6,079,000 | 1,273 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,714,000 | 3,627 |
| Total debt securities | $24,714,000 | 4,128 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 843 |
| Fair value | $5,001,000 | 795 |
| 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 | $26,723,000 | 3,976 |
| U.S. Government securities | $19,426,000 | 3,934 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $19,426,000 | 3,801 |
| Securities issued by states & political subdivisions | $432,000 | 5,863 |
| Other domestic debt securities | $6,865,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $1,870,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,995,000 | 972 |
| 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 | $13,562,000 | 2,675 |
| Mortgage-backed securities | $21,076,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $9,015,000 | 2,564 |
| Issued or guaranteed by U.S. | $9,015,000 | 2,554 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $12,061,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $10,191,000 | 996 |
| Privately issued | $1,870,000 | 584 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $26,723,000 | 3,451 |
| Total debt securities | $26,723,000 | 3,894 |
| 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 | $30,070,000 | 3,709 |
| U.S. Government securities | $20,668,000 | 3,830 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $20,668,000 | 3,700 |
| Securities issued by states & political subdivisions | $428,000 | 5,913 |
| Other domestic debt securities | $8,974,000 | 913 |
| Privately issued residential mortgage-backed securities | $3,512,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,462,000 | 974 |
| 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 | $16,519,000 | 2,278 |
| Mortgage-backed securities | $23,935,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $9,377,000 | 2,516 |
| Issued or guaranteed by U.S. | $9,377,000 | 2,504 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $14,558,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $11,046,000 | 988 |
| Privately issued | $3,512,000 | 380 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $30,070,000 | 3,200 |
| Total debt securities | $30,070,000 | 3,650 |
| 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 | $29,072,000 | 3,717 |
| U.S. Government securities | $19,530,000 | 3,859 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,530,000 | 3,723 |
| Securities issued by states & political subdivisions | $524,000 | 5,798 |
| Other domestic debt securities | $9,018,000 | 940 |
| Privately issued residential mortgage-backed securities | $3,518,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,500,000 | 1,030 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,267,000 | 2,018 |
| Mortgage-backed securities | $22,787,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $6,817,000 | 2,964 |
| Issued or guaranteed by U.S. | $6,817,000 | 2,950 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $15,970,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $12,452,000 | 928 |
| Privately issued | $3,518,000 | 388 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $29,072,000 | 3,222 |
| Total debt securities | $29,072,000 | 3,647 |
| 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 | $31,072,000 | 3,461 |
| U.S. Government securities | $21,559,000 | 3,513 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,559,000 | 3,375 |
| Securities issued by states & political subdivisions | $258,000 | 6,257 |
| Other domestic debt securities | $9,255,000 | 953 |
| Privately issued residential mortgage-backed securities | $3,565,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,690,000 | 1,028 |
| 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 | $15,170,000 | 2,275 |
| Mortgage-backed securities | $24,725,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 4,979 |
| Issued or guaranteed by U.S. | $1,498,000 | 4,959 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $23,227,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $19,662,000 | 766 |
| Privately issued | $3,565,000 | 388 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $31,072,000 | 3,008 |
| Total debt securities | $31,072,000 | 3,386 |
| 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 | $33,806,000 | 3,218 |
| U.S. Government securities | $24,148,000 | 3,223 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $24,148,000 | 3,075 |
| Securities issued by states & political subdivisions | $359,000 | 6,033 |
| Other domestic debt securities | $9,299,000 | 967 |
| Privately issued residential mortgage-backed securities | $3,547,000 | 452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,752,000 | 1,040 |
| 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 | $21,742,000 | 1,716 |
| Mortgage-backed securities | $22,812,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $1,811,000 | 4,767 |
| Issued or guaranteed by U.S. | $1,811,000 | 4,750 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $21,001,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $17,454,000 | 832 |
| Privately issued | $3,547,000 | 404 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $33,806,000 | 2,776 |
| Total debt securities | $33,806,000 | 3,136 |
| Structured notes | ||
| Amortized cost | $4,485,000 | 325 |
| Fair value | $4,481,000 | 326 |
| 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 | $28,722,000 | 3,627 |
| U.S. Government securities | $22,098,000 | 3,426 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $22,098,000 | 3,275 |
| Securities issued by states & political subdivisions | $409,000 | 5,968 |
| Other domestic debt securities | $6,215,000 | 1,242 |
| Privately issued residential mortgage-backed securities | $125,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,090,000 | 1,022 |
| 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 | $16,028,000 | 2,179 |
| Mortgage-backed securities | $21,783,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $2,118,000 | 4,583 |
| Issued or guaranteed by U.S. | $2,118,000 | 4,566 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $19,665,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $19,540,000 | 776 |
| Privately issued | $125,000 | 991 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $28,722,000 | 3,106 |
| Total debt securities | $28,722,000 | 3,558 |
| 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 | $24,331,000 | 3,951 |
| U.S. Government securities | $16,597,000 | 4,069 |
| U.S. Treasury securities | $202,000 | 2,973 |
| U.S. Government agency obligations | $16,395,000 | 3,917 |
| Securities issued by states & political subdivisions | $805,000 | 5,488 |
| Other domestic debt securities | $6,929,000 | 1,168 |
| Privately issued residential mortgage-backed securities | $1,960,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,969,000 | 1,155 |
| 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 | $12,687,000 | 2,519 |
| Mortgage-backed securities | $15,780,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $3,253,000 | 3,767 |
| Issued or guaranteed by U.S. | $3,253,000 | 3,753 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $12,527,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $10,567,000 | 1,154 |
| Privately issued | $1,960,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $24,331,000 | 3,338 |
| Total debt securities | $24,331,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $156,000 | 823 |
| Fair value | $155,000 | 822 |
| 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 | $17,188,000 | 5,128 |
| U.S. Government securities | $13,741,000 | 4,837 |
| U.S. Treasury securities | $202,000 | 3,906 |
| U.S. Government agency obligations | $13,539,000 | 4,565 |
| Securities issued by states & political subdivisions | $1,168,000 | 5,128 |
| Other domestic debt securities | $1,946,000 | 1,963 |
| 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 | $1,946,000 | 1,680 |
| Foreign debt securities | NA | NA |
| Equity securities | $333,000 | 4,755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,139,000 | 3,876 |
| Mortgage-backed securities | $10,283,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $4,860,000 | 2,671 |
| Issued or guaranteed by U.S. | $4,860,000 | 2,652 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,423,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $5,423,000 | 1,320 |
| 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) | $17,188,000 | 4,211 |
| Total debt securities | $16,855,000 | 5,072 |
| Structured notes | ||
| Amortized cost | $902,000 | 443 |
| Fair value | $854,000 | 444 |
| 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 | $16,329,000 | 5,535 |
| U.S. Government securities | $13,515,000 | 5,107 |
| U.S. Treasury securities | $401,000 | 4,744 |
| U.S. Government agency obligations | $13,114,000 | 4,723 |
| Securities issued by states & political subdivisions | $1,424,000 | 5,137 |
| Other domestic debt securities | $1,078,000 | 2,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,078,000 | 1,920 |
| Foreign debt securities | NA | NA |
| Equity securities | $312,000 | 4,773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,118,000 | 5,045 |
| Mortgage-backed securities | $11,541,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $4,269,000 | 3,037 |
| Issued or guaranteed by U.S. | $4,269,000 | 3,025 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,272,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $7,272,000 | 1,193 |
| 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) | $16,329,000 | 4,488 |
| Total debt securities | $16,017,000 | 5,483 |
| Structured notes | ||
| Amortized cost | $999,000 | 578 |
| Fair value | $932,000 | 592 |
| 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 | $16,944,000 | 5,379 |
| U.S. Government securities | $14,912,000 | 4,792 |
| U.S. Treasury securities | $1,024,000 | 4,908 |
| U.S. Government agency obligations | $13,888,000 | 4,328 |
| Securities issued by states & political subdivisions | $1,741,000 | 4,964 |
| Other domestic debt securities | $208,000 | 3,191 |
| 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 | $208,000 | 2,664 |
| Foreign debt securities | NA | NA |
| Equity securities | $83,000 | 6,695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,977,000 | 5,421 |
| Mortgage-backed securities | $12,830,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $5,839,000 | 2,734 |
| Issued or guaranteed by U.S. | $5,839,000 | 2,719 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,991,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $6,991,000 | 1,372 |
| 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) | $16,944,000 | 4,275 |
| Total debt securities | $16,861,000 | 5,262 |
| 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 | $14,540,000 | 6,094 |
| U.S. Government securities | $11,554,000 | 5,962 |
| U.S. Treasury securities | $1,212,000 | 6,068 |
| U.S. Government agency obligations | $10,342,000 | 5,117 |
| Securities issued by states & political subdivisions | $2,252,000 | 4,392 |
| Other domestic debt securities | $511,000 | 2,291 |
| 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 | $511,000 | 1,809 |
| Foreign debt securities | NA | NA |
| Equity securities | $223,000 | 5,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,000 | 8,307 |
| Mortgage-backed securities | $3,475,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $910,000 | 5,517 |
| Issued or guaranteed by U.S. | $910,000 | 5,497 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,565,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $2,565,000 | 2,310 |
| 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) | $14,540,000 | 4,592 |
| Total debt securities | $14,317,000 | 6,027 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,882,000 | 6,742 |
| U.S. Government securities | $10,477,000 | 6,830 |
| U.S. Treasury securities | $2,210,000 | 5,738 |
| U.S. Government agency obligations | $8,267,000 | 6,131 |
| Securities issued by states & political subdivisions | $2,570,000 | 4,285 |
| Other domestic debt securities | $613,000 | 2,472 |
| 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 | $613,000 | 1,883 |
| Foreign debt securities | NA | NA |
| Equity securities | $222,000 | 5,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,000 | 8,727 |
| Mortgage-backed securities | $252,000 | 8,055 |
| Certificates of participation in pools of residential mortgages | $93,000 | 7,904 |
| Issued or guaranteed by U.S. | $93,000 | 7,885 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $159,000 | 5,118 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 4,914 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,450,000 | 2,892 |
| Available-for-sale securities (fair market value) | $2,432,000 | 8,835 |
| Total debt securities | $13,660,000 | 6,667 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $14,180,000 | 6,929 |
| U.S. Government securities | $10,258,000 | 7,207 |
| U.S. Treasury securities | $3,941,000 | 5,337 |
| U.S. Government agency obligations | $6,317,000 | 7,027 |
| Securities issued by states & political subdivisions | $2,573,000 | 4,316 |
| Other domestic debt securities | $1,122,000 | 2,343 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,122,000 | 1,818 |
| Foreign debt securities | NA | NA |
| Equity securities | $227,000 | 4,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,000 | 9,048 |
| Mortgage-backed securities | $349,000 | 8,298 |
| Certificates of participation in pools of residential mortgages | $94,000 | 8,320 |
| Issued or guaranteed by U.S. | $94,000 | 8,285 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $255,000 | 5,330 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 5,113 |
| 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) | $10,012,000 | 3,409 |
| Available-for-sale securities (fair market value) | $4,168,000 | 8,427 |
| Total debt securities | $13,953,000 | 6,852 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $13,920,000 | 7,415 |
| U.S. Government securities | $9,968,000 | 7,757 |
| U.S. Treasury securities | $4,478,000 | 5,896 |
| U.S. Government agency obligations | $5,490,000 | 7,433 |
| Securities issued by states & political subdivisions | $2,420,000 | 4,715 |
| Other domestic debt securities | $1,322,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,322,000 | 1,937 |
| Foreign debt securities | NA | NA |
| Equity securities | $210,000 | 4,705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,000 | 9,545 |
| Mortgage-backed securities | $350,000 | 8,853 |
| Certificates of participation in pools of residential mortgages | $95,000 | 8,841 |
| Issued or guaranteed by U.S. | $95,000 | 8,812 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $255,000 | 5,739 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 5,485 |
| 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) | $9,232,000 | 5,982 |
| Available-for-sale securities (fair market value) | $4,688,000 | 7,068 |
| Total debt securities | $13,710,000 | 7,361 |
| 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 | $14,160,000 | 7,674 |
| U.S. Government securities | $10,277,000 | 7,891 |
| U.S. Treasury securities | $5,014,000 | 5,717 |
| U.S. Government agency obligations | $5,263,000 | 7,722 |
| Securities issued by states & political subdivisions | $2,326,000 | 4,932 |
| Other domestic debt securities | $1,319,000 | 2,927 |
| 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 | $1,319,000 | 2,245 |
| Foreign debt securities | NA | NA |
| Equity securities | $238,000 | 4,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 9,795 |
| Mortgage-backed securities | $410,000 | 9,429 |
| Certificates of participation in pools of residential mortgages | $155,000 | 9,197 |
| Issued or guaranteed by U.S. | $155,000 | 9,144 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $255,000 | 6,207 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 5,932 |
| 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 | $13,922,000 | 7,584 |
| 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 | $15,240,000 | 7,275 |
| U.S. Government securities | $11,880,000 | 7,299 |
| U.S. Treasury securities | $5,526,000 | 5,458 |
| U.S. Government agency obligations | $6,354,000 | 7,155 |
| Securities issued by states & political subdivisions | $1,794,000 | 5,290 |
| Other domestic debt securities | $1,327,000 | 3,629 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,327,000 | 2,555 |
| Foreign debt securities | NA | NA |
| Equity securities | $239,000 | 3,686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,489 |
| Mortgage-backed securities | $606,000 | 9,570 |
| Certificates of participation in pools of residential mortgages | $350,000 | 8,986 |
| Issued or guaranteed by U.S. | $350,000 | 8,917 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $256,000 | 6,461 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 5,990 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,001,000 | 7,230 |
| 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 |