Home > Oxford University Bank > Securities
Oxford University Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $32,196,000 | 3,122 |
| U.S. Government securities | $19,877,000 | 2,964 |
| U.S. Treasury securities | $1,396,000 | 2,438 |
| U.S. Government agency obligations | $18,481,000 | 2,691 |
| Securities issued by states & political subdivisions | $10,409,000 | 2,416 |
| Other domestic debt securities | $1,910,000 | 1,787 |
| Privately issued residential mortgage-backed securities | $32,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,878,000 | 1,373 |
| 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 | $20,735,000 | 2,346 |
| Mortgage-backed securities | $10,317,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,148,000 | 2,305 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 2,530 |
| Privately issued | $32,000 | 481 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $885,000 | 1,270 |
| Other commercial mortgage-backed securities | $2,104,000 | 931 |
| Held to maturity securities (book value) | $305,000 | 1,633 |
| Available-for-sale securities (fair market value) | $31,891,000 | 2,890 |
| Total debt securities | $32,195,000 | 3,100 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $31,727,000 | 3,132 |
| U.S. Government securities | $19,967,000 | 2,956 |
| U.S. Treasury securities | $1,358,000 | 2,504 |
| U.S. Government agency obligations | $18,609,000 | 2,655 |
| Securities issued by states & political subdivisions | $9,888,000 | 2,457 |
| Other domestic debt securities | $1,872,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $33,000 | 621 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,839,000 | 1,374 |
| 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 | $20,663,000 | 2,309 |
| Mortgage-backed securities | $10,782,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,564,000 | 2,265 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 2,492 |
| Privately issued | $33,000 | 477 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $859,000 | 1,249 |
| Other commercial mortgage-backed securities | $2,138,000 | 912 |
| Held to maturity securities (book value) | $305,000 | 1,654 |
| Available-for-sale securities (fair market value) | $31,422,000 | 2,896 |
| Total debt securities | $31,727,000 | 3,111 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $33,644,000 | 3,120 |
| U.S. Government securities | $20,822,000 | 2,973 |
| U.S. Treasury securities | $1,361,000 | 2,522 |
| U.S. Government agency obligations | $19,461,000 | 2,671 |
| Securities issued by states & political subdivisions | $10,952,000 | 2,418 |
| Other domestic debt securities | $1,870,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $34,000 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,836,000 | 1,384 |
| 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 | $21,975,000 | 2,240 |
| Mortgage-backed securities | $11,282,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,995,000 | 2,261 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 2,497 |
| Privately issued | $34,000 | 474 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $877,000 | 1,245 |
| Other commercial mortgage-backed securities | $2,187,000 | 914 |
| Held to maturity securities (book value) | $305,000 | 1,673 |
| Available-for-sale securities (fair market value) | $33,339,000 | 2,883 |
| Total debt securities | $33,645,000 | 3,095 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $34,988,000 | 3,165 |
| U.S. Government securities | $21,544,000 | 3,015 |
| U.S. Treasury securities | $1,379,000 | 2,597 |
| U.S. Government agency obligations | $20,165,000 | 2,639 |
| Securities issued by states & political subdivisions | $11,528,000 | 2,426 |
| Other domestic debt securities | $1,916,000 | 1,825 |
| Privately issued residential mortgage-backed securities | $35,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,881,000 | 1,421 |
| 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 | $1,340,000 | 3,709 |
| Mortgage-backed securities | $11,744,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,363,000 | 2,280 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 2,539 |
| Privately issued | $35,000 | 486 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $896,000 | 1,266 |
| Other commercial mortgage-backed securities | $2,261,000 | 931 |
| Held to maturity securities (book value) | $305,000 | 1,728 |
| Available-for-sale securities (fair market value) | $34,683,000 | 2,913 |
| Total debt securities | $34,988,000 | 3,140 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $35,182,000 | 3,192 |
| U.S. Government securities | $21,749,000 | 3,019 |
| U.S. Treasury securities | $1,356,000 | 2,641 |
| U.S. Government agency obligations | $20,393,000 | 2,613 |
| Securities issued by states & political subdivisions | $11,440,000 | 2,469 |
| Other domestic debt securities | $1,993,000 | 1,839 |
| Privately issued residential mortgage-backed securities | $37,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,956,000 | 1,415 |
| 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 | $1,314,000 | 3,666 |
| Mortgage-backed securities | $11,899,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,402,000 | 2,186 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,541 |
| Privately issued | $37,000 | 485 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $2,251,000 | 930 |
| Held to maturity securities (book value) | $433,000 | 1,725 |
| Available-for-sale securities (fair market value) | $34,749,000 | 2,952 |
| Total debt securities | $35,183,000 | 3,169 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $36,060,000 | 3,179 |
| U.S. Government securities | $22,904,000 | 2,979 |
| U.S. Treasury securities | $1,343,000 | 2,661 |
| U.S. Government agency obligations | $21,561,000 | 2,586 |
| Securities issued by states & political subdivisions | $11,137,000 | 2,494 |
| Other domestic debt securities | $2,019,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $40,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,979,000 | 1,416 |
| 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 | $1,283,000 | 3,673 |
| Mortgage-backed securities | $13,062,000 | 2,478 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,092,000 | 2,139 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $573,000 | 2,383 |
| Privately issued | $40,000 | 492 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $2,357,000 | 948 |
| Held to maturity securities (book value) | $433,000 | 1,707 |
| Available-for-sale securities (fair market value) | $35,627,000 | 2,942 |
| Total debt securities | $36,060,000 | 3,156 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $37,695,000 | 3,163 |
| U.S. Government securities | $23,306,000 | 2,995 |
| U.S. Treasury securities | $1,395,000 | 2,612 |
| U.S. Government agency obligations | $21,911,000 | 2,597 |
| Securities issued by states & political subdivisions | $12,270,000 | 2,462 |
| Other domestic debt securities | $2,119,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $43,000 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,076,000 | 1,381 |
| 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 | $1,318,000 | 3,697 |
| Mortgage-backed securities | $14,812,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $11,369,000 | 2,148 |
| Issued or guaranteed by U.S. | $11,369,000 | 2,093 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $804,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 2,327 |
| Privately issued | $43,000 | 495 |
| Commercial mortgage-backed securities | $2,639,000 | 1,423 |
| Commercial mortgage pass-through securities | $51,000 | 1,555 |
| Other commercial mortgage-backed securities | $2,588,000 | 993 |
| Held to maturity securities (book value) | $534,000 | 1,618 |
| Available-for-sale securities (fair market value) | $37,161,000 | 2,948 |
| Total debt securities | $37,696,000 | 3,145 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $39,456,000 | 3,078 |
| U.S. Government securities | $24,417,000 | 2,861 |
| U.S. Treasury securities | $1,423,000 | 2,364 |
| U.S. Government agency obligations | $22,994,000 | 2,534 |
| Securities issued by states & political subdivisions | $12,840,000 | 2,431 |
| Other domestic debt securities | $2,199,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $46,000 | 656 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,153,000 | 1,353 |
| 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 | $937,000 | 3,809 |
| Mortgage-backed securities | $16,737,000 | 2,359 |
| Certificates of participation in pools of residential mortgages | $12,117,000 | 2,122 |
| Issued or guaranteed by U.S. | $12,117,000 | 2,075 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,182,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $1,136,000 | 2,185 |
| Privately issued | $46,000 | 476 |
| Commercial mortgage-backed securities | $3,438,000 | 1,316 |
| Commercial mortgage pass-through securities | $681,000 | 1,309 |
| Other commercial mortgage-backed securities | $2,757,000 | 972 |
| Held to maturity securities (book value) | $632,000 | 1,511 |
| Available-for-sale securities (fair market value) | $38,824,000 | 2,895 |
| Total debt securities | $39,454,000 | 3,063 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $41,068,000 | 2,933 |
| U.S. Government securities | $25,979,000 | 2,630 |
| U.S. Treasury securities | $1,500,000 | 1,862 |
| U.S. Government agency obligations | $24,479,000 | 2,447 |
| Securities issued by states & political subdivisions | $12,822,000 | 2,478 |
| Other domestic debt securities | $2,267,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $49,000 | 629 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,218,000 | 1,276 |
| 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 | $960,000 | 3,836 |
| Mortgage-backed securities | $18,644,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $13,236,000 | 2,039 |
| Issued or guaranteed by U.S. | $13,236,000 | 1,980 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,553,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,504,000 | 2,094 |
| Privately issued | $49,000 | 435 |
| Commercial mortgage-backed securities | $3,855,000 | 1,261 |
| Commercial mortgage pass-through securities | $693,000 | 1,298 |
| Other commercial mortgage-backed securities | $3,162,000 | 917 |
| Held to maturity securities (book value) | $667,000 | 1,413 |
| Available-for-sale securities (fair market value) | $40,401,000 | 2,794 |
| Total debt securities | $41,065,000 | 2,915 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $37,523,000 | 2,991 |
| U.S. Government securities | $23,658,000 | 2,678 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $23,658,000 | 2,476 |
| Securities issued by states & political subdivisions | $12,257,000 | 2,502 |
| Other domestic debt securities | $1,608,000 | 1,643 |
| Privately issued residential mortgage-backed securities | $53,000 | 604 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,555,000 | 1,336 |
| 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 | $1,399,000 | 3,750 |
| Mortgage-backed securities | $17,764,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $12,646,000 | 2,080 |
| Issued or guaranteed by U.S. | $12,646,000 | 2,025 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,761,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 2,073 |
| Privately issued | $53,000 | 424 |
| Commercial mortgage-backed securities | $3,357,000 | 1,302 |
| Commercial mortgage pass-through securities | $757,000 | 1,295 |
| Other commercial mortgage-backed securities | $2,600,000 | 964 |
| Held to maturity securities (book value) | $667,000 | 1,410 |
| Available-for-sale securities (fair market value) | $36,856,000 | 2,848 |
| Total debt securities | $37,522,000 | 2,970 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $35,240,000 | 3,018 |
| U.S. Government securities | $21,916,000 | 2,705 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $21,916,000 | 2,521 |
| Securities issued by states & political subdivisions | $11,967,000 | 2,496 |
| Other domestic debt securities | $1,357,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $58,000 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,299,000 | 1,348 |
| 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 | $1,391,000 | 3,774 |
| Mortgage-backed securities | $16,650,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $12,572,000 | 2,055 |
| Issued or guaranteed by U.S. | $12,572,000 | 2,000 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,068,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $2,010,000 | 1,973 |
| Privately issued | $58,000 | 409 |
| Commercial mortgage-backed securities | $2,010,000 | 1,482 |
| Commercial mortgage pass-through securities | $764,000 | 1,295 |
| Other commercial mortgage-backed securities | $1,246,000 | 1,119 |
| Held to maturity securities (book value) | $762,000 | 1,377 |
| Available-for-sale securities (fair market value) | $34,478,000 | 2,860 |
| Total debt securities | $35,241,000 | 2,995 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $32,066,000 | 3,028 |
| U.S. Government securities | $19,683,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $19,683,000 | 2,522 |
| Securities issued by states & political subdivisions | $11,073,000 | 2,533 |
| Other domestic debt securities | $1,310,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $61,000 | 615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,249,000 | 1,305 |
| 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 | $1,386,000 | 3,783 |
| Mortgage-backed securities | $14,991,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $10,713,000 | 2,144 |
| Issued or guaranteed by U.S. | $10,713,000 | 2,081 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,258,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $2,197,000 | 1,907 |
| Privately issued | $61,000 | 403 |
| Commercial mortgage-backed securities | $2,020,000 | 1,456 |
| Commercial mortgage pass-through securities | $770,000 | 1,286 |
| Other commercial mortgage-backed securities | $1,250,000 | 1,087 |
| Held to maturity securities (book value) | $763,000 | 1,359 |
| Available-for-sale securities (fair market value) | $31,303,000 | 2,867 |
| Total debt securities | $32,066,000 | 3,010 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $32,366,000 | 2,914 |
| U.S. Government securities | $19,817,000 | 2,535 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $19,817,000 | 2,407 |
| Securities issued by states & political subdivisions | $11,245,000 | 2,497 |
| Other domestic debt securities | $1,304,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $79,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,225,000 | 1,263 |
| 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 | $1,408,000 | 3,784 |
| Mortgage-backed securities | $15,446,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $10,904,000 | 2,004 |
| Issued or guaranteed by U.S. | $10,904,000 | 1,952 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,443,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $2,364,000 | 1,896 |
| Privately issued | $79,000 | 394 |
| Commercial mortgage-backed securities | $2,099,000 | 1,395 |
| Commercial mortgage pass-through securities | $836,000 | 1,231 |
| Other commercial mortgage-backed securities | $1,263,000 | 1,049 |
| Held to maturity securities (book value) | $773,000 | 1,345 |
| Available-for-sale securities (fair market value) | $31,593,000 | 2,768 |
| Total debt securities | $32,365,000 | 2,893 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $32,203,000 | 2,814 |
| U.S. Government securities | $21,576,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $21,576,000 | 2,275 |
| Securities issued by states & political subdivisions | $9,487,000 | 2,534 |
| Other domestic debt securities | $1,140,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $82,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,058,000 | 1,254 |
| 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 | $1,411,000 | 3,811 |
| Mortgage-backed securities | $17,185,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $12,476,000 | 1,868 |
| Issued or guaranteed by U.S. | $12,476,000 | 1,816 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,584,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $2,502,000 | 1,892 |
| Privately issued | $82,000 | 383 |
| Commercial mortgage-backed securities | $2,125,000 | 1,375 |
| Commercial mortgage pass-through securities | $860,000 | 1,205 |
| Other commercial mortgage-backed securities | $1,265,000 | 1,026 |
| Held to maturity securities (book value) | $773,000 | 1,338 |
| Available-for-sale securities (fair market value) | $31,430,000 | 2,666 |
| Total debt securities | $32,211,000 | 2,794 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $33,336,000 | 2,740 |
| U.S. Government securities | $21,388,000 | 2,409 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $21,388,000 | 2,293 |
| Securities issued by states & political subdivisions | $9,984,000 | 2,427 |
| Other domestic debt securities | $1,964,000 | 1,365 |
| Privately issued residential mortgage-backed securities | $87,000 | 563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,877,000 | 1,039 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $18,370,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $13,848,000 | 1,734 |
| Issued or guaranteed by U.S. | $13,848,000 | 1,686 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,650,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $2,563,000 | 1,915 |
| Privately issued | $87,000 | 365 |
| Commercial mortgage-backed securities | $1,872,000 | 1,403 |
| Commercial mortgage pass-through securities | $863,000 | 1,203 |
| Other commercial mortgage-backed securities | $1,009,000 | 1,061 |
| Held to maturity securities (book value) | $966,000 | 1,319 |
| Available-for-sale securities (fair market value) | $32,370,000 | 2,611 |
| Total debt securities | $33,335,000 | 2,719 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $26,724,000 | 2,976 |
| U.S. Government securities | $17,589,000 | 2,656 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $17,589,000 | 2,523 |
| Securities issued by states & political subdivisions | $8,716,000 | 2,456 |
| Other domestic debt securities | $419,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $83,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $336,000 | 1,404 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $14,642,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $11,669,000 | 1,890 |
| Issued or guaranteed by U.S. | $11,669,000 | 1,835 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,674,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $1,591,000 | 2,135 |
| Privately issued | $83,000 | 371 |
| Commercial mortgage-backed securities | $1,299,000 | 1,502 |
| Commercial mortgage pass-through securities | $1,299,000 | 1,025 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $966,000 | 1,327 |
| Available-for-sale securities (fair market value) | $25,758,000 | 2,835 |
| Total debt securities | $26,725,000 | 2,955 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $25,154,000 | 3,102 |
| U.S. Government securities | $17,053,000 | 2,776 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $17,053,000 | 2,615 |
| Securities issued by states & political subdivisions | $7,652,000 | 2,592 |
| Other domestic debt securities | $449,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $94,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $355,000 | 1,369 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $14,953,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $11,960,000 | 1,824 |
| Issued or guaranteed by U.S. | $11,960,000 | 1,775 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,695,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $1,601,000 | 2,141 |
| Privately issued | $94,000 | 363 |
| Commercial mortgage-backed securities | $1,298,000 | 1,475 |
| Commercial mortgage pass-through securities | $1,298,000 | 1,013 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $986,000 | 1,367 |
| Available-for-sale securities (fair market value) | $24,168,000 | 2,935 |
| Total debt securities | $25,153,000 | 3,082 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $21,889,000 | 3,276 |
| U.S. Government securities | $14,611,000 | 2,999 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,611,000 | 2,837 |
| Securities issued by states & political subdivisions | $7,078,000 | 2,689 |
| Other domestic debt securities | $200,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $100,000 | 588 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $100,000 | 1,476 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $11,995,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $8,915,000 | 2,081 |
| Issued or guaranteed by U.S. | $8,915,000 | 2,019 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,746,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $1,646,000 | 2,159 |
| Privately issued | $100,000 | 364 |
| Commercial mortgage-backed securities | $1,334,000 | 1,455 |
| Commercial mortgage pass-through securities | $1,334,000 | 1,016 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $986,000 | 1,418 |
| Available-for-sale securities (fair market value) | $20,903,000 | 3,102 |
| Total debt securities | $21,892,000 | 3,250 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $20,852,000 | 3,401 |
| U.S. Government securities | $13,704,000 | 3,127 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $13,704,000 | 2,960 |
| Securities issued by states & political subdivisions | $6,838,000 | 2,780 |
| Other domestic debt securities | $310,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $110,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $200,000 | 1,474 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $10,179,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $7,028,000 | 2,283 |
| Issued or guaranteed by U.S. | $7,028,000 | 2,236 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,780,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $1,670,000 | 2,128 |
| Privately issued | $110,000 | 372 |
| Commercial mortgage-backed securities | $1,371,000 | 1,443 |
| Commercial mortgage pass-through securities | $1,371,000 | 1,006 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,177,000 | 1,416 |
| Available-for-sale securities (fair market value) | $19,675,000 | 3,249 |
| Total debt securities | $20,853,000 | 3,379 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $18,958,000 | 3,584 |
| U.S. Government securities | $11,848,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,848,000 | 3,172 |
| Securities issued by states & political subdivisions | $6,797,000 | 2,842 |
| Other domestic debt securities | $313,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $113,000 | 567 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $200,000 | 1,481 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $8,386,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $5,219,000 | 2,584 |
| Issued or guaranteed by U.S. | $5,219,000 | 2,520 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,783,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $1,670,000 | 2,125 |
| Privately issued | $113,000 | 381 |
| Commercial mortgage-backed securities | $1,384,000 | 1,371 |
| Commercial mortgage pass-through securities | $1,384,000 | 989 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,177,000 | 1,437 |
| Available-for-sale securities (fair market value) | $17,781,000 | 3,399 |
| Total debt securities | $18,957,000 | 3,562 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $19,249,000 | 3,598 |
| U.S. Government securities | $11,159,000 | 3,438 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,159,000 | 3,281 |
| Securities issued by states & political subdivisions | $7,771,000 | 2,767 |
| Other domestic debt securities | $319,000 | 1,807 |
| Privately issued residential mortgage-backed securities | $119,000 | 529 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $200,000 | 1,486 |
| 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 | $1,556,000 | 4,108 |
| Mortgage-backed securities | $7,792,000 | 2,817 |
| Certificates of participation in pools of residential mortgages | $4,612,000 | 2,697 |
| Issued or guaranteed by U.S. | $4,612,000 | 2,653 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,802,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,683,000 | 2,123 |
| Privately issued | $119,000 | 379 |
| Commercial mortgage-backed securities | $1,378,000 | 1,349 |
| Commercial mortgage pass-through securities | $1,378,000 | 985 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,182,000 | 1,465 |
| Available-for-sale securities (fair market value) | $18,067,000 | 3,404 |
| Total debt securities | $19,249,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $17,092,000 | 3,791 |
| U.S. Government securities | $8,717,000 | 3,784 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,717,000 | 3,628 |
| Securities issued by states & political subdivisions | $8,050,000 | 2,763 |
| Other domestic debt securities | $325,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $125,000 | 476 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $200,000 | 1,496 |
| 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 | $2,045,000 | 4,038 |
| Mortgage-backed securities | $4,915,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $2,247,000 | 3,277 |
| Issued or guaranteed by U.S. | $2,247,000 | 3,250 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,305,000 | 2,281 |
| CMOs issued by government agencies or sponsored agencies | $1,180,000 | 2,265 |
| Privately issued | $125,000 | 381 |
| Commercial mortgage-backed securities | $1,363,000 | 1,325 |
| Commercial mortgage pass-through securities | $1,363,000 | 966 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,183,000 | 1,494 |
| Available-for-sale securities (fair market value) | $15,909,000 | 3,581 |
| Total debt securities | $17,090,000 | 3,769 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $18,629,000 | 3,729 |
| U.S. Government securities | $9,561,000 | 3,681 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $9,561,000 | 3,525 |
| Securities issued by states & political subdivisions | $8,737,000 | 2,729 |
| Other domestic debt securities | $331,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $131,000 | 741 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $200,000 | 1,500 |
| 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 | $2,077,000 | 4,076 |
| Mortgage-backed securities | $5,640,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 3,262 |
| Issued or guaranteed by U.S. | $2,434,000 | 3,101 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,348,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $1,217,000 | 2,267 |
| Privately issued | $131,000 | 393 |
| Commercial mortgage-backed securities | $1,858,000 | 1,198 |
| Commercial mortgage pass-through securities | $1,858,000 | 860 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,271,000 | 1,506 |
| Available-for-sale securities (fair market value) | $17,358,000 | 3,531 |
| Total debt securities | $18,631,000 | 3,705 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $19,977,000 | 3,670 |
| U.S. Government securities | $10,320,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,320,000 | 3,531 |
| Securities issued by states & political subdivisions | $8,818,000 | 2,750 |
| Other domestic debt securities | $839,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $138,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $701,000 | 1,305 |
| 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 | $2,078,000 | 4,135 |
| Mortgage-backed securities | $5,876,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $2,614,000 | 3,261 |
| Issued or guaranteed by U.S. | $2,614,000 | 3,255 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,391,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $1,253,000 | 2,247 |
| Privately issued | $138,000 | 405 |
| Commercial mortgage-backed securities | $1,871,000 | 1,060 |
| Commercial mortgage pass-through securities | $1,871,000 | 688 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,271,000 | 1,536 |
| Available-for-sale securities (fair market value) | $18,706,000 | 3,481 |
| Total debt securities | $19,979,000 | 3,645 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $18,734,000 | 3,812 |
| U.S. Government securities | $9,532,000 | 3,793 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,532,000 | 3,644 |
| Securities issued by states & political subdivisions | $8,358,000 | 2,875 |
| Other domestic debt securities | $844,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $138,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $706,000 | 1,326 |
| 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 | $2,118,000 | 4,183 |
| Mortgage-backed securities | $5,216,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $2,827,000 | 3,245 |
| Issued or guaranteed by U.S. | $2,827,000 | 3,240 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,442,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $1,304,000 | 2,218 |
| Privately issued | $138,000 | 411 |
| Commercial mortgage-backed securities | $947,000 | 1,251 |
| Commercial mortgage pass-through securities | $947,000 | 853 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,271,000 | 1,564 |
| Available-for-sale securities (fair market value) | $17,463,000 | 3,612 |
| Total debt securities | $18,733,000 | 3,793 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $15,189,000 | 4,139 |
| U.S. Government securities | $7,249,000 | 4,117 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,249,000 | 3,973 |
| Securities issued by states & political subdivisions | $7,084,000 | 3,088 |
| Other domestic debt securities | $856,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $144,000 | 445 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $712,000 | 1,350 |
| 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 | $2,111,000 | 4,247 |
| Mortgage-backed securities | $4,418,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $3,038,000 | 3,246 |
| Issued or guaranteed by U.S. | $3,038,000 | 3,243 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $420,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 2,698 |
| Privately issued | $144,000 | 415 |
| Commercial mortgage-backed securities | $960,000 | 1,239 |
| Commercial mortgage pass-through securities | $960,000 | 849 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,271,000 | 1,614 |
| Available-for-sale securities (fair market value) | $13,918,000 | 3,939 |
| Total debt securities | $15,190,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $14,384,000 | 4,222 |
| U.S. Government securities | $5,552,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,552,000 | 4,300 |
| Securities issued by states & political subdivisions | $7,451,000 | 3,074 |
| Other domestic debt securities | $1,381,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $164,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,217,000 | 1,200 |
| 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 | $2,629,000 | 4,149 |
| Mortgage-backed securities | $2,865,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $2,212,000 | 3,498 |
| Issued or guaranteed by U.S. | $2,212,000 | 3,492 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $188,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 2,938 |
| Privately issued | $164,000 | 421 |
| Commercial mortgage-backed securities | $465,000 | 1,344 |
| Commercial mortgage pass-through securities | $465,000 | 952 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,558,000 | 1,595 |
| Available-for-sale securities (fair market value) | $12,826,000 | 4,060 |
| Total debt securities | $14,384,000 | 4,202 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $14,977,000 | 4,228 |
| U.S. Government securities | $5,773,000 | 4,452 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,773,000 | 4,322 |
| Securities issued by states & political subdivisions | $7,808,000 | 3,073 |
| Other domestic debt securities | $1,396,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $172,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,224,000 | 1,210 |
| 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 | $2,618,000 | 4,196 |
| Mortgage-backed securities | $3,089,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $2,419,000 | 3,499 |
| Issued or guaranteed by U.S. | $2,419,000 | 3,494 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $203,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 2,972 |
| Privately issued | $172,000 | 450 |
| Commercial mortgage-backed securities | $467,000 | 1,317 |
| Commercial mortgage pass-through securities | $467,000 | 904 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,558,000 | 1,620 |
| Available-for-sale securities (fair market value) | $13,419,000 | 4,044 |
| Total debt securities | $14,978,000 | 4,207 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $16,190,000 | 4,142 |
| U.S. Government securities | $6,754,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,754,000 | 4,166 |
| Securities issued by states & political subdivisions | $8,024,000 | 3,057 |
| Other domestic debt securities | $1,412,000 | 1,445 |
| Privately issued residential mortgage-backed securities | $182,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,230,000 | 1,211 |
| 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 | $2,615,000 | 4,232 |
| Mortgage-backed securities | $4,282,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $2,614,000 | 3,466 |
| Issued or guaranteed by U.S. | $2,614,000 | 3,461 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $221,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 2,964 |
| Privately issued | $182,000 | 461 |
| Commercial mortgage-backed securities | $1,447,000 | 1,014 |
| Commercial mortgage pass-through securities | $1,447,000 | 675 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,808,000 | 1,590 |
| Available-for-sale securities (fair market value) | $14,382,000 | 3,958 |
| Total debt securities | $16,191,000 | 4,117 |
| 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 | $7,058,000 | 4,279 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,058,000 | 4,165 |
| Securities issued by states & political subdivisions | $8,257,000 | 3,024 |
| Other domestic debt securities | $1,434,000 | 1,446 |
| Privately issued residential mortgage-backed securities | $196,000 | 491 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,238,000 | 1,207 |
| 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 | $2,671,000 | 4,275 |
| Mortgage-backed securities | $4,561,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $2,847,000 | 3,450 |
| Issued or guaranteed by U.S. | $2,847,000 | 3,448 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $244,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 2,986 |
| Privately issued | $196,000 | 463 |
| Commercial mortgage-backed securities | $1,470,000 | 967 |
| Commercial mortgage pass-through securities | $1,470,000 | 617 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,811,000 | 1,611 |
| Available-for-sale securities (fair market value) | $14,938,000 | 3,945 |
| 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 | $17,930,000 | 4,082 |
| U.S. Government securities | $8,017,000 | 4,215 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,017,000 | 4,093 |
| Securities issued by states & political subdivisions | $8,662,000 | 2,980 |
| Other domestic debt securities | $1,251,000 | 1,497 |
| Privately issued residential mortgage-backed securities | $204,000 | 510 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,047,000 | 1,242 |
| 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 | $5,810,000 | 3,674 |
| Mortgage-backed securities | $4,936,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $3,065,000 | 3,437 |
| Issued or guaranteed by U.S. | $3,065,000 | 3,433 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $389,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 2,895 |
| Privately issued | $204,000 | 478 |
| Commercial mortgage-backed securities | $1,482,000 | 910 |
| Commercial mortgage pass-through securities | $1,482,000 | 565 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,890,000 | 1,648 |
| Available-for-sale securities (fair market value) | $16,040,000 | 3,900 |
| Total debt securities | $17,931,000 | 4,060 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $18,271,000 | 4,118 |
| U.S. Government securities | $8,287,000 | 4,287 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,287,000 | 4,172 |
| Securities issued by states & political subdivisions | $8,717,000 | 2,961 |
| Other domestic debt securities | $1,267,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $214,000 | 509 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,053,000 | 1,263 |
| 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 | $6,315,000 | 3,640 |
| Mortgage-backed securities | $5,155,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $3,235,000 | 3,421 |
| Issued or guaranteed by U.S. | $3,235,000 | 3,420 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $441,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,891 |
| Privately issued | $214,000 | 482 |
| Commercial mortgage-backed securities | $1,479,000 | 892 |
| Commercial mortgage pass-through securities | $1,479,000 | 553 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,894,000 | 1,683 |
| Available-for-sale securities (fair market value) | $16,377,000 | 3,921 |
| Total debt securities | $18,271,000 | 4,096 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $18,552,000 | 4,138 |
| U.S. Government securities | $8,647,000 | 4,295 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,647,000 | 4,166 |
| Securities issued by states & political subdivisions | $8,634,000 | 2,987 |
| Other domestic debt securities | $1,271,000 | 1,497 |
| Privately issued residential mortgage-backed securities | $224,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,047,000 | 1,260 |
| 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 | $6,293,000 | 3,669 |
| Mortgage-backed securities | $5,422,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $3,371,000 | 3,399 |
| Issued or guaranteed by U.S. | $3,371,000 | 3,396 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $587,000 | 2,791 |
| CMOs issued by government agencies or sponsored agencies | $363,000 | 2,834 |
| Privately issued | $224,000 | 480 |
| Commercial mortgage-backed securities | $1,464,000 | 854 |
| Commercial mortgage pass-through securities | $1,464,000 | 530 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,897,000 | 1,717 |
| Available-for-sale securities (fair market value) | $16,655,000 | 3,938 |
| Total debt securities | $18,549,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $18,497,000 | 4,217 |
| U.S. Government securities | $9,061,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,061,000 | 4,199 |
| Securities issued by states & political subdivisions | $8,140,000 | 3,092 |
| Other domestic debt securities | $1,296,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $238,000 | 514 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,058,000 | 1,237 |
| 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 | $6,367,000 | 3,700 |
| Mortgage-backed securities | $5,721,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $3,618,000 | 3,385 |
| Issued or guaranteed by U.S. | $3,618,000 | 3,381 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $617,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 2,880 |
| Privately issued | $238,000 | 487 |
| Commercial mortgage-backed securities | $1,486,000 | 810 |
| Commercial mortgage pass-through securities | $1,486,000 | 502 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,159,000 | 1,679 |
| Available-for-sale securities (fair market value) | $16,338,000 | 4,043 |
| Total debt securities | $18,498,000 | 4,189 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $16,462,000 | 4,470 |
| U.S. Government securities | $8,044,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,044,000 | 4,488 |
| Securities issued by states & political subdivisions | $7,100,000 | 3,242 |
| Other domestic debt securities | $1,318,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $260,000 | 518 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,058,000 | 1,254 |
| 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 | $3,367,000 | 4,390 |
| Mortgage-backed securities | $4,893,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $2,772,000 | 3,689 |
| Issued or guaranteed by U.S. | $2,772,000 | 3,685 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $648,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 2,924 |
| Privately issued | $260,000 | 491 |
| Commercial mortgage-backed securities | $1,473,000 | 773 |
| Commercial mortgage pass-through securities | $1,473,000 | 478 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,497,000 | 1,659 |
| Available-for-sale securities (fair market value) | $13,965,000 | 4,311 |
| Total debt securities | $16,459,000 | 4,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $17,848,000 | 4,397 |
| U.S. Government securities | $8,479,000 | 4,602 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,479,000 | 4,482 |
| Securities issued by states & political subdivisions | $8,029,000 | 3,101 |
| Other domestic debt securities | $1,340,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $271,000 | 554 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,069,000 | 1,271 |
| 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 | $3,410,000 | 4,432 |
| Mortgage-backed securities | $5,298,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $3,009,000 | 3,695 |
| Issued or guaranteed by U.S. | $3,009,000 | 3,691 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $802,000 | 2,817 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 2,858 |
| Privately issued | $271,000 | 523 |
| Commercial mortgage-backed securities | $1,487,000 | 749 |
| Commercial mortgage pass-through securities | $1,487,000 | 457 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,004,000 | 1,587 |
| Available-for-sale securities (fair market value) | $14,844,000 | 4,305 |
| Total debt securities | $17,847,000 | 4,375 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $18,026,000 | 4,442 |
| U.S. Government securities | $8,453,000 | 4,645 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,453,000 | 4,526 |
| Securities issued by states & political subdivisions | $8,225,000 | 3,098 |
| Other domestic debt securities | $1,348,000 | 1,536 |
| Privately issued residential mortgage-backed securities | $281,000 | 549 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,067,000 | 1,286 |
| 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 | $3,422,000 | 4,494 |
| Mortgage-backed securities | $5,508,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 3,729 |
| Issued or guaranteed by U.S. | $3,142,000 | 3,725 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $891,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $610,000 | 2,875 |
| Privately issued | $281,000 | 518 |
| Commercial mortgage-backed securities | $1,475,000 | 740 |
| Commercial mortgage pass-through securities | $1,475,000 | 460 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,544,000 | 1,544 |
| Available-for-sale securities (fair market value) | $14,482,000 | 4,383 |
| Total debt securities | $18,025,000 | 4,424 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $20,064,000 | 4,365 |
| U.S. Government securities | $9,095,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,095,000 | 4,546 |
| Securities issued by states & political subdivisions | $9,602,000 | 2,927 |
| Other domestic debt securities | $1,367,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $298,000 | 580 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,069,000 | 1,316 |
| 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 | $3,106,000 | 4,637 |
| Mortgage-backed securities | $5,663,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $3,282,000 | 3,779 |
| Issued or guaranteed by U.S. | $3,282,000 | 3,778 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $918,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 2,916 |
| Privately issued | $298,000 | 552 |
| Commercial mortgage-backed securities | $1,463,000 | 710 |
| Commercial mortgage pass-through securities | $1,463,000 | 457 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,213,000 | 1,490 |
| Available-for-sale securities (fair market value) | $15,851,000 | 4,340 |
| Total debt securities | $20,067,000 | 4,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $19,438,000 | 4,462 |
| U.S. Government securities | $9,373,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,373,000 | 4,576 |
| Securities issued by states & political subdivisions | $8,675,000 | 3,106 |
| Other domestic debt securities | $1,390,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $309,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,081,000 | 1,346 |
| 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 | $3,189,000 | 4,650 |
| Mortgage-backed securities | $5,912,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $3,486,000 | 3,787 |
| Issued or guaranteed by U.S. | $3,486,000 | 3,787 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $949,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $640,000 | 2,947 |
| Privately issued | $309,000 | 565 |
| Commercial mortgage-backed securities | $1,477,000 | 694 |
| Commercial mortgage pass-through securities | $1,477,000 | 458 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $3,292,000 | 1,616 |
| Available-for-sale securities (fair market value) | $16,146,000 | 4,375 |
| Total debt securities | $19,437,000 | 4,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $19,668,000 | 4,492 |
| U.S. Government securities | $9,528,000 | 4,703 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,528,000 | 4,604 |
| Securities issued by states & political subdivisions | $8,736,000 | 3,103 |
| Other domestic debt securities | $1,404,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $326,000 | 610 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,078,000 | 1,387 |
| 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 | $3,180,000 | 4,673 |
| Mortgage-backed securities | $6,073,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $3,620,000 | 3,791 |
| Issued or guaranteed by U.S. | $3,620,000 | 3,791 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $988,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $662,000 | 2,960 |
| Privately issued | $326,000 | 584 |
| Commercial mortgage-backed securities | $1,465,000 | 683 |
| Commercial mortgage pass-through securities | $1,465,000 | 445 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $3,295,000 | 1,617 |
| Available-for-sale securities (fair market value) | $16,373,000 | 4,401 |
| Total debt securities | $19,669,000 | 4,470 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $20,543,000 | 4,423 |
| U.S. Government securities | $10,231,000 | 4,606 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,231,000 | 4,510 |
| Securities issued by states & political subdivisions | $8,892,000 | 3,067 |
| Other domestic debt securities | $1,420,000 | 1,709 |
| Privately issued residential mortgage-backed securities | $339,000 | 634 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,081,000 | 1,408 |
| 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 | $3,193,000 | 4,690 |
| Mortgage-backed securities | $6,270,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $3,802,000 | 3,752 |
| Issued or guaranteed by U.S. | $3,802,000 | 3,749 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,014,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $675,000 | 2,935 |
| Privately issued | $339,000 | 605 |
| Commercial mortgage-backed securities | $1,454,000 | 642 |
| Commercial mortgage pass-through securities | $1,454,000 | 406 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,299,000 | 1,591 |
| Available-for-sale securities (fair market value) | $17,244,000 | 4,328 |
| Total debt securities | $20,544,000 | 4,400 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $21,445,000 | 4,377 |
| U.S. Government securities | $10,512,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,512,000 | 4,502 |
| Securities issued by states & political subdivisions | $9,499,000 | 2,980 |
| Other domestic debt securities | $1,434,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $358,000 | 660 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,076,000 | 1,444 |
| 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 | $3,210,000 | 4,748 |
| Mortgage-backed securities | $6,526,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $4,006,000 | 3,716 |
| Issued or guaranteed by U.S. | $4,006,000 | 3,712 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,057,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $699,000 | 2,947 |
| Privately issued | $358,000 | 631 |
| Commercial mortgage-backed securities | $1,463,000 | 631 |
| Commercial mortgage pass-through securities | $1,463,000 | 392 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $3,493,000 | 1,540 |
| Available-for-sale securities (fair market value) | $17,952,000 | 4,316 |
| Total debt securities | $21,444,000 | 4,348 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $22,553,000 | 4,273 |
| U.S. Government securities | $11,344,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,344,000 | 4,381 |
| Securities issued by states & political subdivisions | $9,758,000 | 2,923 |
| Other domestic debt securities | $1,451,000 | 1,784 |
| Privately issued residential mortgage-backed securities | $381,000 | 672 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,070,000 | 1,473 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,085,000 | 5,081 |
| Mortgage-backed securities | $6,851,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $4,286,000 | 3,649 |
| Issued or guaranteed by U.S. | $4,286,000 | 3,644 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,103,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,960 |
| Privately issued | $381,000 | 644 |
| Commercial mortgage-backed securities | $1,462,000 | 602 |
| Commercial mortgage pass-through securities | $1,462,000 | 385 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,748,000 | 1,462 |
| Available-for-sale securities (fair market value) | $18,805,000 | 4,236 |
| Total debt securities | $22,552,000 | 4,240 |
| 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 | $19,104,000 | 4,598 |
| U.S. Government securities | $10,959,000 | 4,581 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,959,000 | 4,482 |
| Securities issued by states & political subdivisions | $7,234,000 | 3,329 |
| Other domestic debt securities | $911,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $402,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $509,000 | 1,789 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,607,000 | 4,981 |
| Mortgage-backed securities | $6,400,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $3,707,000 | 3,834 |
| Issued or guaranteed by U.S. | $3,707,000 | 3,830 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,174,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,976 |
| Privately issued | $402,000 | 675 |
| Commercial mortgage-backed securities | $1,519,000 | 520 |
| Commercial mortgage pass-through securities | $1,519,000 | 349 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,753,000 | 1,432 |
| Available-for-sale securities (fair market value) | $15,351,000 | 4,600 |
| Total debt securities | $19,107,000 | 4,565 |
| 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 | $17,634,000 | 4,699 |
| U.S. Government securities | $9,961,000 | 4,701 |
| U.S. Treasury securities | $500,000 | 976 |
| U.S. Government agency obligations | $9,461,000 | 4,685 |
| Securities issued by states & political subdivisions | $6,755,000 | 3,394 |
| Other domestic debt securities | $918,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $407,000 | 735 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $511,000 | 1,754 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,122,000 | 4,823 |
| Mortgage-backed securities | $5,230,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $3,497,000 | 3,883 |
| Issued or guaranteed by U.S. | $3,497,000 | 3,880 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,212,000 | 2,955 |
| CMOs issued by government agencies or sponsored agencies | $805,000 | 2,994 |
| Privately issued | $407,000 | 704 |
| Commercial mortgage-backed securities | $521,000 | 571 |
| Commercial mortgage pass-through securities | $521,000 | 420 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,758,000 | 1,436 |
| Available-for-sale securities (fair market value) | $13,876,000 | 4,727 |
| Total debt securities | $17,632,000 | 4,669 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,001,000 | 1,697 |
| 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 | $19,412,000 | 4,592 |
| U.S. Government securities | $11,850,000 | 4,536 |
| U.S. Treasury securities | $1,503,000 | 713 |
| U.S. Government agency obligations | $10,347,000 | 4,638 |
| Securities issued by states & political subdivisions | $7,121,000 | 3,291 |
| Other domestic debt securities | $441,000 | 2,465 |
| Privately issued residential mortgage-backed securities | $441,000 | 771 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,543,000 | 5,069 |
| Mortgage-backed securities | $5,622,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $3,815,000 | 3,944 |
| Issued or guaranteed by U.S. | $3,815,000 | 3,942 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,282,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 3,060 |
| Privately issued | $441,000 | 741 |
| Commercial mortgage-backed securities | $525,000 | 541 |
| Commercial mortgage pass-through securities | $525,000 | 386 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $4,443,000 | 1,387 |
| Available-for-sale securities (fair market value) | $14,969,000 | 4,671 |
| Total debt securities | $19,411,000 | 4,559 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,000,000 | 1,875 |
| 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 | $18,985,000 | 4,665 |
| U.S. Government securities | $11,619,000 | 4,636 |
| U.S. Treasury securities | $2,507,000 | 559 |
| U.S. Government agency obligations | $9,112,000 | 4,931 |
| Securities issued by states & political subdivisions | $6,925,000 | 3,284 |
| Other domestic debt securities | $441,000 | 2,454 |
| Privately issued residential mortgage-backed securities | $441,000 | 824 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,550,000 | 5,106 |
| Mortgage-backed securities | $5,390,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 4,044 |
| Issued or guaranteed by U.S. | $3,547,000 | 4,042 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,329,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $888,000 | 3,050 |
| Privately issued | $441,000 | 791 |
| Commercial mortgage-backed securities | $514,000 | 502 |
| Commercial mortgage pass-through securities | $514,000 | 350 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $4,634,000 | 1,370 |
| Available-for-sale securities (fair market value) | $14,351,000 | 4,750 |
| Total debt securities | $18,985,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $16,203,000 | 4,982 |
| U.S. Government securities | $9,780,000 | 5,025 |
| U.S. Treasury securities | $3,011,000 | 557 |
| U.S. Government agency obligations | $6,769,000 | 5,432 |
| Securities issued by states & political subdivisions | $5,812,000 | 3,428 |
| Other domestic debt securities | $611,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $454,000 | 849 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $157,000 | 2,092 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,557,000 | 5,157 |
| Mortgage-backed securities | $4,085,000 | 4,460 |
| Certificates of participation in pools of residential mortgages | $2,681,000 | 4,295 |
| Issued or guaranteed by U.S. | $2,681,000 | 4,293 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,404,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 3,039 |
| Privately issued | $454,000 | 818 |
| 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) | $4,640,000 | 1,381 |
| Available-for-sale securities (fair market value) | $11,563,000 | 5,132 |
| Total debt securities | $16,203,000 | 4,953 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $16,166,000 | 4,967 |
| U.S. Government securities | $9,487,000 | 5,020 |
| U.S. Treasury securities | $4,521,000 | 420 |
| U.S. Government agency obligations | $4,966,000 | 5,765 |
| Securities issued by states & political subdivisions | $6,068,000 | 3,330 |
| Other domestic debt securities | $611,000 | 2,237 |
| Privately issued residential mortgage-backed securities | $442,000 | 945 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $169,000 | 2,012 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,567,000 | 4,920 |
| Mortgage-backed securities | $3,340,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $2,309,000 | 4,338 |
| Issued or guaranteed by U.S. | $2,309,000 | 4,329 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,031,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 3,071 |
| Privately issued | $442,000 | 896 |
| 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) | $4,896,000 | 1,383 |
| Available-for-sale securities (fair market value) | $11,270,000 | 5,155 |
| Total debt securities | $16,166,000 | 4,942 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $16,853,000 | 4,853 |
| U.S. Government securities | $10,338,000 | 4,839 |
| U.S. Treasury securities | $5,042,000 | 410 |
| U.S. Government agency obligations | $5,296,000 | 5,712 |
| Securities issued by states & political subdivisions | $5,701,000 | 3,370 |
| Other domestic debt securities | $814,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $458,000 | 973 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $176,000 | 272 |
| Other domestic debt securities - All other | $180,000 | 1,971 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,060,000 | 5,466 |
| Mortgage-backed securities | $3,679,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $2,486,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,486,000 | 4,221 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,193,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $735,000 | 2,986 |
| Privately issued | $458,000 | 921 |
| 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) | $4,906,000 | 1,394 |
| Available-for-sale securities (fair market value) | $11,947,000 | 5,031 |
| Total debt securities | $16,855,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $20,430,000 | 4,524 |
| U.S. Government securities | $11,074,000 | 4,853 |
| U.S. Treasury securities | $6,054,000 | 423 |
| U.S. Government agency obligations | $5,020,000 | 5,893 |
| Securities issued by states & political subdivisions | $5,708,000 | 3,336 |
| Other domestic debt securities | $3,648,000 | 1,180 |
| Privately issued residential mortgage-backed securities | $982,000 | 829 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,475,000 | 113 |
| Other domestic debt securities - All other | $191,000 | 1,899 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,056,000 | 5,501 |
| Mortgage-backed securities | $4,436,000 | 4,277 |
| Certificates of participation in pools of residential mortgages | $2,585,000 | 4,181 |
| Issued or guaranteed by U.S. | $2,585,000 | 4,168 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,851,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $869,000 | 2,892 |
| Privately issued | $982,000 | 786 |
| 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) | $4,915,000 | 1,429 |
| Available-for-sale securities (fair market value) | $15,515,000 | 4,644 |
| Total debt securities | $18,120,000 | 4,734 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $19,475,000 | 4,604 |
| U.S. Government securities | $10,689,000 | 4,906 |
| U.S. Treasury securities | $7,045,000 | 415 |
| U.S. Government agency obligations | $3,644,000 | 6,212 |
| Securities issued by states & political subdivisions | $5,489,000 | 3,354 |
| Other domestic debt securities | $3,297,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $990,000 | 861 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,103,000 | 121 |
| Other domestic debt securities - All other | $204,000 | 1,924 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,046,000 | 5,543 |
| Mortgage-backed securities | $3,080,000 | 4,521 |
| Certificates of participation in pools of residential mortgages | $1,075,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,075,000 | 4,734 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,005,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $1,015,000 | 2,745 |
| Privately issued | $990,000 | 822 |
| 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) | $4,699,000 | 1,456 |
| Available-for-sale securities (fair market value) | $14,776,000 | 4,730 |
| Total debt securities | $17,536,000 | 4,789 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $13,470,000 | 5,237 |
| U.S. Government securities | $4,829,000 | 5,954 |
| U.S. Treasury securities | $2,513,000 | 687 |
| U.S. Government agency obligations | $2,316,000 | 6,465 |
| Securities issued by states & political subdivisions | $5,150,000 | 3,414 |
| Other domestic debt securities | $3,491,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $998,000 | 905 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $2,277,000 | 119 |
| Other domestic debt securities - All other | $216,000 | 1,928 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,799,000 | 5,312 |
| Mortgage-backed securities | $1,749,000 | 4,870 |
| Certificates of participation in pools of residential mortgages | $72,000 | 5,505 |
| Issued or guaranteed by U.S. | $72,000 | 5,494 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,677,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $679,000 | 2,899 |
| Privately issued | $998,000 | 864 |
| 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) | $4,371,000 | 1,492 |
| Available-for-sale securities (fair market value) | $9,099,000 | 5,391 |
| Total debt securities | $11,357,000 | 5,485 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,972,000 | 6,010 |
| U.S. Government securities | $1,427,000 | 6,870 |
| U.S. Treasury securities | $501,000 | 1,013 |
| U.S. Government agency obligations | $926,000 | 6,919 |
| Securities issued by states & political subdivisions | $3,433,000 | 3,812 |
| Other domestic debt securities | $3,112,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $527,000 | 1,136 |
| Commercial mortgage-backed securities - Total | $139,000 | 330 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,215,000 | 122 |
| Other domestic debt securities - All other | $231,000 | 1,948 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,331,000 | 5,152 |
| Mortgage-backed securities | $1,592,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,538 |
| Issued or guaranteed by U.S. | $73,000 | 5,524 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,380,000 | 2,820 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,779 |
| Privately issued | $527,000 | 1,081 |
| Commercial mortgage-backed securities | $139,000 | 330 |
| Commercial mortgage pass-through securities | $139,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,899,000 | 1,747 |
| Available-for-sale securities (fair market value) | $5,073,000 | 6,029 |
| Total debt securities | $5,946,000 | 6,341 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $10,246,000 | 5,688 |
| U.S. Government securities | $2,114,000 | 6,809 |
| U.S. Treasury securities | $502,000 | 937 |
| U.S. Government agency obligations | $1,612,000 | 6,833 |
| Securities issued by states & political subdivisions | $3,563,000 | 3,694 |
| Other domestic debt securities | $4,569,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $547,000 | 1,171 |
| Commercial mortgage-backed securities - Total | $173,000 | 316 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $2,596,000 | 123 |
| Other domestic debt securities - All other | $1,253,000 | 1,214 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,358,000 | 5,184 |
| Mortgage-backed securities | $1,828,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $78,000 | 5,589 |
| Issued or guaranteed by U.S. | $78,000 | 5,576 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,577,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,587 |
| Privately issued | $547,000 | 1,121 |
| Commercial mortgage-backed securities | $173,000 | 316 |
| Commercial mortgage pass-through securities | $173,000 | 236 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,908,000 | 1,812 |
| Available-for-sale securities (fair market value) | $7,338,000 | 5,715 |
| Total debt securities | $7,838,000 | 6,089 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,689,000 | 5,674 |
| U.S. Government securities | $2,303,000 | 6,848 |
| U.S. Treasury securities | $502,000 | 951 |
| U.S. Government agency obligations | $1,801,000 | 6,888 |
| Securities issued by states & political subdivisions | $3,551,000 | 3,692 |
| Other domestic debt securities | $4,835,000 | 1,203 |
| Privately issued residential mortgage-backed securities | $556,000 | 1,208 |
| Commercial mortgage-backed securities - Total | $257,000 | 321 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $2,679,000 | 122 |
| Other domestic debt securities - All other | $1,343,000 | 1,207 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,380,000 | 5,263 |
| Mortgage-backed securities | $2,104,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $77,000 | 5,696 |
| Issued or guaranteed by U.S. | $77,000 | 5,684 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,770,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $1,214,000 | 2,460 |
| Privately issued | $556,000 | 1,157 |
| Commercial mortgage-backed securities | $257,000 | 321 |
| Commercial mortgage pass-through securities | $257,000 | 237 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,917,000 | 1,825 |
| Available-for-sale securities (fair market value) | $7,772,000 | 5,700 |
| Total debt securities | $8,394,000 | 6,032 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,218,000 | 5,574 |
| U.S. Government securities | $2,648,000 | 6,760 |
| U.S. Treasury securities | $502,000 | 895 |
| U.S. Government agency obligations | $2,146,000 | 6,824 |
| Securities issued by states & political subdivisions | $3,604,000 | 3,702 |
| Other domestic debt securities | $4,966,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $575,000 | 1,238 |
| Commercial mortgage-backed securities - Total | $294,000 | 301 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,706,000 | 126 |
| Other domestic debt securities - All other | $1,391,000 | 1,220 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,429,000 | 5,286 |
| Mortgage-backed securities | $2,500,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $85,000 | 5,746 |
| Issued or guaranteed by U.S. | $85,000 | 5,731 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,121,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,309 |
| Privately issued | $575,000 | 1,185 |
| Commercial mortgage-backed securities | $294,000 | 301 |
| Commercial mortgage pass-through securities | $294,000 | 221 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,074,000 | 1,818 |
| Available-for-sale securities (fair market value) | $8,144,000 | 5,627 |
| Total debt securities | $10,479,000 | 5,670 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,978,000 | 5,342 |
| U.S. Government securities | $3,811,000 | 6,496 |
| U.S. Treasury securities | $1,502,000 | 628 |
| U.S. Government agency obligations | $2,309,000 | 6,837 |
| Securities issued by states & political subdivisions | $3,988,000 | 3,572 |
| Other domestic debt securities | $5,179,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $637,000 | 1,277 |
| Commercial mortgage-backed securities - Total | $299,000 | 318 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $2,890,000 | 144 |
| Other domestic debt securities - All other | $1,353,000 | 1,326 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $786,000 | 6,024 |
| Mortgage-backed securities | $2,724,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $86,000 | 5,830 |
| Issued or guaranteed by U.S. | $86,000 | 5,812 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,339,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $1,702,000 | 2,225 |
| Privately issued | $637,000 | 1,222 |
| Commercial mortgage-backed securities | $299,000 | 318 |
| Commercial mortgage pass-through securities | $299,000 | 222 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,452,000 | 1,825 |
| Available-for-sale securities (fair market value) | $9,526,000 | 5,408 |
| Total debt securities | $12,103,000 | 5,422 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $14,992,000 | 5,053 |
| U.S. Government securities | $5,735,000 | 5,976 |
| U.S. Treasury securities | $1,498,000 | 603 |
| U.S. Government agency obligations | $4,237,000 | 6,282 |
| Securities issued by states & political subdivisions | $3,989,000 | 3,535 |
| Other domestic debt securities | $5,268,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $445,000 | 1,370 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $2,924,000 | 151 |
| Other domestic debt securities - All other | $1,899,000 | 1,168 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,979,000 | 3,913 |
| Mortgage-backed securities | $3,149,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,358 |
| Issued or guaranteed by U.S. | $609,000 | 5,338 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,540,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $2,095,000 | 2,095 |
| Privately issued | $445,000 | 1,305 |
| 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) | $3,475,000 | 1,835 |
| Available-for-sale securities (fair market value) | $11,517,000 | 5,088 |
| Total debt securities | $14,993,000 | 5,001 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $17,073,000 | 4,799 |
| U.S. Government securities | $7,131,000 | 5,732 |
| U.S. Treasury securities | $500,000 | 792 |
| U.S. Government agency obligations | $6,631,000 | 5,784 |
| Securities issued by states & political subdivisions | $3,748,000 | 3,546 |
| Other domestic debt securities | $6,194,000 | 1,119 |
| Privately issued residential mortgage-backed securities | $444,000 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,750,000 | 595 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,522,000 | 3,670 |
| Mortgage-backed securities | $3,522,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $700,000 | 5,375 |
| Issued or guaranteed by U.S. | $700,000 | 5,357 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,822,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $2,378,000 | 2,017 |
| Privately issued | $444,000 | 1,330 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,486,000 | 1,852 |
| Available-for-sale securities (fair market value) | $13,587,000 | 4,810 |
| Total debt securities | $17,073,000 | 4,757 |
| 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 | $16,614,000 | 4,869 |
| U.S. Government securities | $6,576,000 | 5,960 |
| U.S. Treasury securities | $501,000 | 752 |
| U.S. Government agency obligations | $6,075,000 | 6,019 |
| Securities issued by states & political subdivisions | $3,399,000 | 3,610 |
| Other domestic debt securities | $6,639,000 | 1,055 |
| Privately issued residential mortgage-backed securities | $426,000 | 1,344 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,213,000 | 556 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,753,000 | 4,948 |
| Mortgage-backed securities | $3,943,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $967,000 | 5,209 |
| Issued or guaranteed by U.S. | $967,000 | 5,195 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,976,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $2,550,000 | 1,937 |
| Privately issued | $426,000 | 1,285 |
| 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) | $16,614,000 | 4,391 |
| Total debt securities | $16,616,000 | 4,829 |
| 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 | $16,337,000 | 4,881 |
| U.S. Government securities | $5,805,000 | 6,148 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,805,000 | 6,059 |
| Securities issued by states & political subdivisions | $3,497,000 | 3,555 |
| Other domestic debt securities | $6,995,000 | 998 |
| Privately issued residential mortgage-backed securities | $785,000 | 1,205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,210,000 | 540 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $40,000 | 1,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,824,000 | 4,924 |
| Mortgage-backed securities | $3,044,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $588,000 | 5,424 |
| Issued or guaranteed by U.S. | $588,000 | 5,409 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,456,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $1,671,000 | 2,126 |
| Privately issued | $785,000 | 1,152 |
| 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) | $16,337,000 | 4,388 |
| Total debt securities | $16,296,000 | 4,848 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $514,000 | 1,305 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $18,088,000 | 4,684 |
| U.S. Government securities | $6,180,000 | 6,089 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,180,000 | 6,002 |
| Securities issued by states & political subdivisions | $3,441,000 | 3,596 |
| Other domestic debt securities | $8,467,000 | 942 |
| Privately issued residential mortgage-backed securities | $1,076,000 | 1,106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,391,000 | 534 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,878,000 | 4,904 |
| Mortgage-backed securities | $3,713,000 | 4,575 |
| Certificates of participation in pools of residential mortgages | $906,000 | 5,252 |
| Issued or guaranteed by U.S. | $906,000 | 5,230 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,807,000 | 2,134 |
| CMOs issued by government agencies or sponsored agencies | $1,731,000 | 2,116 |
| Privately issued | $1,076,000 | 1,049 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $18,088,000 | 4,213 |
| Total debt securities | $18,088,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $512,000 | 1,363 |
| 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 | $15,999,000 | 4,965 |
| U.S. Government securities | $5,452,000 | 6,332 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,452,000 | 6,236 |
| Securities issued by states & political subdivisions | $3,480,000 | 3,600 |
| Other domestic debt securities | $7,067,000 | 1,021 |
| Privately issued residential mortgage-backed securities | $1,139,000 | 1,073 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,928,000 | 626 |
| 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 | $3,969,000 | 4,834 |
| Mortgage-backed securities | $2,993,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 5,086 |
| Issued or guaranteed by U.S. | $1,057,000 | 5,062 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,936,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 2,574 |
| Privately issued | $1,139,000 | 1,017 |
| 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) | $15,999,000 | 4,470 |
| Total debt securities | $15,999,000 | 4,908 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $526,000 | 1,486 |
| 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 | $18,039,000 | 4,715 |
| U.S. Government securities | $8,653,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,653,000 | 5,451 |
| Securities issued by states & political subdivisions | $3,229,000 | 3,692 |
| Other domestic debt securities | $6,157,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $2,142,000 | 820 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,015,000 | 757 |
| 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 | $2,911,000 | 5,281 |
| Mortgage-backed securities | $4,263,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 4,823 |
| Issued or guaranteed by U.S. | $1,156,000 | 4,804 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,107,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,375 |
| Privately issued | $2,142,000 | 780 |
| 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) | $18,039,000 | 4,183 |
| Total debt securities | $18,039,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $513,000 | 1,946 |
| 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 | $17,857,000 | 4,769 |
| U.S. Government securities | $9,248,000 | 5,520 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,248,000 | 5,415 |
| Securities issued by states & political subdivisions | $2,426,000 | 4,061 |
| Other domestic debt securities | $6,183,000 | 972 |
| Privately issued residential mortgage-backed securities | $2,156,000 | 797 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,027,000 | 732 |
| 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 | $2,446,000 | 5,497 |
| Mortgage-backed securities | $4,422,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $1,219,000 | 4,643 |
| Issued or guaranteed by U.S. | $1,219,000 | 4,630 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,203,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 2,252 |
| Privately issued | $2,156,000 | 757 |
| 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) | $17,857,000 | 4,229 |
| Total debt securities | $17,856,000 | 4,719 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $504,000 | 2,167 |
| 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 | $15,969,000 | 5,047 |
| U.S. Government securities | $9,815,000 | 5,438 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,815,000 | 5,330 |
| Securities issued by states & political subdivisions | $1,908,000 | 4,315 |
| Other domestic debt securities | $4,246,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $1,187,000 | 889 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,059,000 | 799 |
| 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 | $2,478,000 | 5,516 |
| Mortgage-backed securities | $3,111,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $1,292,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,292,000 | 4,573 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,819,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 2,501 |
| Privately issued | $1,187,000 | 839 |
| 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) | $15,969,000 | 4,470 |
| Total debt securities | $15,969,000 | 5,008 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,392 |
| Fair value | $495,000 | 2,348 |
| 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 | $16,976,000 | 4,933 |
| U.S. Government securities | $10,167,000 | 5,389 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,167,000 | 5,275 |
| Securities issued by states & political subdivisions | $1,969,000 | 4,294 |
| Other domestic debt securities | $4,840,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $1,230,000 | 857 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,610,000 | 750 |
| 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 | $2,553,000 | 5,492 |
| Mortgage-backed securities | $3,439,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $1,441,000 | 4,500 |
| Issued or guaranteed by U.S. | $1,441,000 | 4,483 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,998,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $768,000 | 2,409 |
| Privately issued | $1,230,000 | 804 |
| 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) | $16,976,000 | 4,345 |
| Total debt securities | $16,975,000 | 4,885 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,461 |
| Fair value | $504,000 | 2,314 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $16,132,000 | 5,117 |
| U.S. Government securities | $10,307,000 | 5,405 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,307,000 | 5,281 |
| Securities issued by states & political subdivisions | $1,967,000 | 4,320 |
| Other domestic debt securities | $3,858,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $1,250,000 | 839 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,608,000 | 922 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,798,000 | 3,852 |
| Mortgage-backed securities | $3,648,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $1,557,000 | 4,430 |
| Issued or guaranteed by U.S. | $1,557,000 | 4,415 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,091,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 2,360 |
| Privately issued | $1,250,000 | 789 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $16,132,000 | 4,517 |
| Total debt securities | $16,132,000 | 5,077 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,568 |
| Fair value | $498,000 | 2,460 |
| 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 | $17,962,000 | 4,872 |
| U.S. Government securities | $12,387,000 | 5,025 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,387,000 | 4,905 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,655 |
| Other domestic debt securities | $4,116,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $1,270,000 | 819 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,846,000 | 890 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,281,000 | 3,552 |
| Mortgage-backed securities | $4,309,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 4,136 |
| Issued or guaranteed by U.S. | $2,076,000 | 4,117 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,233,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $963,000 | 2,252 |
| Privately issued | $1,270,000 | 760 |
| 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) | $17,962,000 | 4,266 |
| Total debt securities | $17,962,000 | 4,821 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,699 |
| Fair value | $494,000 | 2,643 |
| 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 | $16,673,000 | 5,066 |
| U.S. Government securities | $11,586,000 | 5,217 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,586,000 | 5,079 |
| Securities issued by states & political subdivisions | $1,434,000 | 4,687 |
| Other domestic debt securities | $3,653,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $1,296,000 | 802 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,357,000 | 992 |
| 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 | $7,785,000 | 3,860 |
| Mortgage-backed securities | $4,609,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 4,044 |
| Issued or guaranteed by U.S. | $2,229,000 | 4,029 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,380,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $1,084,000 | 2,149 |
| Privately issued | $1,296,000 | 746 |
| 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) | $16,673,000 | 4,419 |
| Total debt securities | $16,671,000 | 5,013 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,759 |
| Fair value | $487,000 | 2,732 |
| 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 | $20,602,000 | 4,541 |
| U.S. Government securities | $14,449,000 | 4,656 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,449,000 | 4,518 |
| Securities issued by states & political subdivisions | $1,448,000 | 4,703 |
| Other domestic debt securities | $4,191,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $1,336,000 | 788 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,855,000 | 920 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $514,000 | 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 | $9,301,000 | 3,541 |
| Mortgage-backed securities | $5,005,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $2,439,000 | 3,976 |
| Issued or guaranteed by U.S. | $2,439,000 | 3,961 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,566,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $1,230,000 | 2,086 |
| Privately issued | $1,336,000 | 734 |
| 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) | $20,602,000 | 3,930 |
| Total debt securities | $20,090,000 | 4,552 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,746 |
| Fair value | $490,000 | 2,725 |
| 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 | $19,237,000 | 4,733 |
| U.S. Government securities | $14,915,000 | 4,539 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,915,000 | 4,406 |
| Securities issued by states & political subdivisions | $551,000 | 5,518 |
| Other domestic debt securities | $3,771,000 | 1,218 |
| Privately issued residential mortgage-backed securities | $1,382,000 | 750 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,389,000 | 1,080 |
| 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 | $5,401,000 | 4,476 |
| Mortgage-backed securities | $5,302,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $2,567,000 | 3,935 |
| Issued or guaranteed by U.S. | $2,567,000 | 3,919 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,735,000 | 1,883 |
| CMOs issued by government agencies or sponsored agencies | $1,353,000 | 2,046 |
| Privately issued | $1,382,000 | 699 |
| 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) | $19,237,000 | 4,086 |
| Total debt securities | $19,237,000 | 4,674 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,748 |
| Fair value | $493,000 | 2,679 |
| 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 | $21,860,000 | 4,368 |
| U.S. Government securities | $15,530,000 | 4,403 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,530,000 | 4,272 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $6,330,000 | 959 |
| Privately issued residential mortgage-backed securities | $1,441,000 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,889,000 | 755 |
| 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 | $3,484,000 | 5,159 |
| Mortgage-backed securities | $5,879,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $2,824,000 | 3,877 |
| Issued or guaranteed by U.S. | $2,824,000 | 3,863 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,055,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $1,614,000 | 1,965 |
| Privately issued | $1,441,000 | 688 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $738,000 | 3,278 |
| Available-for-sale securities (fair market value) | $21,122,000 | 3,856 |
| Total debt securities | $21,861,000 | 4,313 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,703 |
| Fair value | $498,000 | 2,567 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $25,672,000 | 3,984 |
| U.S. Government securities | $18,127,000 | 4,054 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,127,000 | 3,928 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $7,545,000 | 881 |
| Privately issued residential mortgage-backed securities | $1,500,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,045,000 | 676 |
| 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 | $3,034,000 | 5,325 |
| Mortgage-backed securities | $6,523,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $3,194,000 | 3,814 |
| Issued or guaranteed by U.S. | $3,194,000 | 3,799 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,329,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $1,829,000 | 1,943 |
| Privately issued | $1,500,000 | 667 |
| 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) | $25,672,000 | 3,447 |
| Total debt securities | $25,674,000 | 3,913 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,689 |
| Fair value | $499,000 | 2,554 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $25,419,000 | 4,060 |
| U.S. Government securities | $18,554,000 | 4,083 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,554,000 | 3,936 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $6,865,000 | 964 |
| Privately issued residential mortgage-backed securities | $1,533,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,332,000 | 775 |
| 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 | $3,026,000 | 5,382 |
| Mortgage-backed securities | $7,032,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $3,480,000 | 3,798 |
| Issued or guaranteed by U.S. | $3,480,000 | 3,789 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,552,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $2,019,000 | 1,913 |
| Privately issued | $1,533,000 | 634 |
| 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) | $25,419,000 | 3,518 |
| Total debt securities | $25,416,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,667 |
| Fair value | $496,000 | 2,549 |
| 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 | $15,978,000 | 5,334 |
| U.S. Government securities | $13,375,000 | 4,943 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,375,000 | 4,789 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,603,000 | 1,595 |
| Privately issued residential mortgage-backed securities | $101,000 | 1,060 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,502,000 | 1,251 |
| 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 | $3,085,000 | 5,368 |
| Mortgage-backed securities | $5,262,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $3,761,000 | 3,731 |
| Issued or guaranteed by U.S. | $3,761,000 | 3,723 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,501,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $1,400,000 | 2,215 |
| Privately issued | $101,000 | 978 |
| 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) | $15,978,000 | 4,663 |
| Total debt securities | $15,979,000 | 5,265 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $16,450,000 | 5,267 |
| U.S. Government securities | $13,293,000 | 4,968 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,293,000 | 4,816 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,157,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $134,000 | 993 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,023,000 | 1,176 |
| 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 | $1,602,000 | 6,134 |
| Mortgage-backed securities | $4,169,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $4,035,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,035,000 | 3,637 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $134,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $134,000 | 911 |
| 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) | $16,450,000 | 4,580 |
| Total debt securities | $16,449,000 | 5,191 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $14,095,000 | 5,743 |
| U.S. Government securities | $11,409,000 | 5,456 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,409,000 | 5,296 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,686,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $164,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,522,000 | 1,355 |
| 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 | $1,583,000 | 6,168 |
| Mortgage-backed securities | $3,980,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $3,816,000 | 3,799 |
| Issued or guaranteed by U.S. | $3,816,000 | 3,790 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $164,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $164,000 | 893 |
| 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) | $14,095,000 | 5,048 |
| Total debt securities | $14,095,000 | 5,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,317,000 | 5,878 |
| U.S. Government securities | $10,525,000 | 5,611 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,525,000 | 5,466 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,282,000 | 1,866 |
| Privately issued residential mortgage-backed securities | $227,000 | 986 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,055,000 | 1,623 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $510,000 | 1,549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,612,000 | 6,111 |
| Mortgage-backed securities | $3,406,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $3,179,000 | 4,066 |
| Issued or guaranteed by U.S. | $3,179,000 | 4,057 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $227,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $227,000 | 907 |
| 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) | $13,317,000 | 5,158 |
| Total debt securities | $12,807,000 | 5,889 |
| 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 | $14,539,000 | 5,707 |
| U.S. Government securities | $11,110,000 | 5,499 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,110,000 | 5,334 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,425,000 | 1,864 |
| Privately issued residential mortgage-backed securities | $854,000 | 642 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,571,000 | 1,912 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,004,000 | 1,310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,622,000 | 6,079 |
| Mortgage-backed securities | $3,179,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $2,325,000 | 4,424 |
| Issued or guaranteed by U.S. | $2,325,000 | 4,403 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $854,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $854,000 | 560 |
| 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) | $14,539,000 | 4,975 |
| Total debt securities | $13,534,000 | 5,791 |
| 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 | $13,921,000 | 5,733 |
| U.S. Government securities | $9,380,000 | 5,780 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,380,000 | 5,606 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,544,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $961,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,583,000 | 2,029 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,997,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,664,000 | 6,054 |
| Mortgage-backed securities | $2,580,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $1,588,000 | 4,869 |
| Issued or guaranteed by U.S. | $1,588,000 | 4,849 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $992,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,780 |
| Privately issued | $961,000 | 587 |
| 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) | $13,921,000 | 5,023 |
| Total debt securities | $11,922,000 | 6,049 |
| 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 | $11,635,000 | 6,122 |
| U.S. Government securities | $9,395,000 | 5,709 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,395,000 | 5,533 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,240,000 | 2,069 |
| Privately issued residential mortgage-backed securities | $652,000 | 764 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,588,000 | 2,085 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 6,033 |
| Mortgage-backed securities | $3,264,000 | 4,711 |
| Certificates of participation in pools of residential mortgages | $2,116,000 | 4,601 |
| Issued or guaranteed by U.S. | $2,116,000 | 4,584 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,148,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 3,302 |
| Privately issued | $652,000 | 678 |
| 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) | $11,635,000 | 5,388 |
| Total debt securities | $11,635,000 | 6,029 |
| 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 | $14,256,000 | 5,623 |
| U.S. Government securities | $11,884,000 | 5,131 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,884,000 | 4,948 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,372,000 | 2,038 |
| Privately issued residential mortgage-backed securities | $883,000 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,489,000 | 2,158 |
| 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 | $2,377,000 | 5,655 |
| Mortgage-backed securities | $5,472,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $2,727,000 | 4,306 |
| Issued or guaranteed by U.S. | $2,727,000 | 4,290 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,745,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $1,862,000 | 2,544 |
| Privately issued | $883,000 | 654 |
| 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) | $14,256,000 | 4,907 |
| Total debt securities | $14,257,000 | 5,527 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,613,000 | 5,722 |
| U.S. Government securities | $10,120,000 | 5,558 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,120,000 | 5,364 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,493,000 | 2,501 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,493,000 | 2,190 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,856,000 | 5,988 |
| Mortgage-backed securities | $6,343,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $2,857,000 | 4,235 |
| Issued or guaranteed by U.S. | $2,857,000 | 4,221 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,486,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $3,486,000 | 2,027 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $13,613,000 | 4,965 |
| Total debt securities | $11,613,000 | 6,055 |
| 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 | $8,082,000 | 7,015 |
| U.S. Government securities | $8,082,000 | 6,087 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,082,000 | 5,853 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $3,377,000 | 4,546 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,864,000 | 4,562 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,513,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $1,513,000 | 2,805 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,082,000 | 6,121 |
| Total debt securities | $8,082,000 | 6,912 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,979,000 | 9,281 |
| U.S. Government securities | $1,979,000 | 9,008 |
| U.S. Treasury securities | $978,000 | 2,896 |
| U.S. Government agency obligations | $1,001,000 | 9,071 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,979,000 | 8,189 |
| Total debt securities | $1,979,000 | 9,183 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |