Home > Quantum National Bank > Securities
Quantum National Bank, Securities
| 2022-12-31 | Rank | |
| Total securities | $10,759,000 | 4,137 |
| U.S. Government securities | $10,759,000 | 3,692 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $10,759,000 | 3,249 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $10,759,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,720,000 | 2,370 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,609,000 | 2,017 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,430,000 | 1,035 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $10,759,000 | 3,845 |
| Total debt securities | $10,759,000 | 4,115 |
| 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 | $11,153,000 | 4,148 |
| U.S. Government securities | $11,153,000 | 3,677 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $11,153,000 | 3,231 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $11,153,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,967,000 | 2,359 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,678,000 | 2,012 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,508,000 | 1,061 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $11,153,000 | 3,858 |
| Total debt securities | $11,153,000 | 4,125 |
| 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 | $11,936,000 | 4,139 |
| U.S. Government securities | $11,936,000 | 3,647 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $11,936,000 | 3,204 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $11,936,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $8,543,000 | 2,404 |
| Issued or guaranteed by U.S. | $8,543,000 | 2,341 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,828,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $1,828,000 | 2,008 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,565,000 | 1,602 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,565,000 | 1,123 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $11,936,000 | 3,856 |
| Total debt securities | $11,936,000 | 4,123 |
| 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 | $13,114,000 | 4,043 |
| U.S. Government securities | $13,114,000 | 3,515 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $13,114,000 | 3,112 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $13,114,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $9,328,000 | 2,346 |
| Issued or guaranteed by U.S. | $9,328,000 | 2,289 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,019,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $2,019,000 | 1,975 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,767,000 | 1,559 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,767,000 | 1,088 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $13,114,000 | 3,795 |
| Total debt securities | $13,114,000 | 4,028 |
| 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 | $12,153,000 | 4,045 |
| U.S. Government securities | $12,153,000 | 3,430 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $12,153,000 | 3,133 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $479,000 | 3,931 |
| Mortgage-backed securities | $12,153,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $8,032,000 | 2,461 |
| Issued or guaranteed by U.S. | $8,032,000 | 2,387 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,268,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $2,268,000 | 1,921 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,853,000 | 1,521 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,853,000 | 1,065 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $12,153,000 | 3,829 |
| Total debt securities | $12,153,000 | 4,027 |
| 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 | $5,008,000 | 4,413 |
| U.S. Government securities | $4,758,000 | 4,005 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,758,000 | 3,800 |
| Securities issued by states & political subdivisions | $250,000 | 4,065 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $538,000 | 3,942 |
| Mortgage-backed securities | $4,758,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,524,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $2,524,000 | 1,899 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,234,000 | 1,461 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,234,000 | 1,000 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $5,008,000 | 4,176 |
| Total debt securities | $5,008,000 | 4,391 |
| 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 | $6,524,000 | 4,333 |
| U.S. Government securities | $5,259,000 | 3,961 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,259,000 | 3,740 |
| Securities issued by states & political subdivisions | $1,265,000 | 3,806 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $595,000 | 3,959 |
| Mortgage-backed securities | $5,259,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,816,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $2,816,000 | 1,821 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,443,000 | 1,416 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,443,000 | 957 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,524,000 | 4,098 |
| Total debt securities | $6,524,000 | 4,311 |
| 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 | $6,856,000 | 4,285 |
| U.S. Government securities | $5,592,000 | 3,823 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,592,000 | 3,640 |
| Securities issued by states & political subdivisions | $1,264,000 | 3,813 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $567,000 | 3,988 |
| Mortgage-backed securities | $5,592,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,140,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $3,140,000 | 1,725 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,452,000 | 1,394 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,452,000 | 927 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,856,000 | 4,056 |
| Total debt securities | $6,856,000 | 4,265 |
| 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 | $7,501,000 | 4,215 |
| U.S. Government securities | $6,081,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,081,000 | 3,511 |
| Securities issued by states & political subdivisions | $1,420,000 | 3,792 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $684,000 | 3,973 |
| Mortgage-backed securities | $6,081,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,454,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $3,454,000 | 1,699 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,627,000 | 1,310 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $2,627,000 | 878 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $7,501,000 | 3,976 |
| Total debt securities | $7,501,000 | 4,190 |
| 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 | $8,053,000 | 4,149 |
| U.S. Government securities | $6,628,000 | 3,614 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,628,000 | 3,453 |
| Securities issued by states & political subdivisions | $1,425,000 | 3,761 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $722,000 | 3,989 |
| Mortgage-backed securities | $6,628,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,818,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,818,000 | 1,686 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,810,000 | 1,263 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,810,000 | 837 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,053,000 | 3,904 |
| Total debt securities | $8,053,000 | 4,121 |
| 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 | $8,432,000 | 4,129 |
| U.S. Government securities | $7,003,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,003,000 | 3,421 |
| Securities issued by states & political subdivisions | $1,429,000 | 3,751 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $747,000 | 4,031 |
| Mortgage-backed securities | $7,003,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,190,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $4,190,000 | 1,674 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,813,000 | 1,247 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,813,000 | 813 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $8,432,000 | 3,888 |
| Total debt securities | $8,432,000 | 4,101 |
| 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 | $8,845,000 | 4,127 |
| U.S. Government securities | $7,189,000 | 3,612 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,189,000 | 3,455 |
| Securities issued by states & political subdivisions | $1,656,000 | 3,654 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,954,000 | 3,527 |
| Mortgage-backed securities | $7,189,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,362,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $4,362,000 | 1,660 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,827,000 | 1,213 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,827,000 | 781 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $8,845,000 | 3,876 |
| Total debt securities | $8,845,000 | 4,101 |
| 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 | $14,533,000 | 3,710 |
| U.S. Government securities | $8,897,000 | 3,513 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,897,000 | 3,358 |
| Securities issued by states & political subdivisions | $5,636,000 | 2,891 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,980,000 | 3,596 |
| Mortgage-backed securities | $8,897,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,692,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $4,692,000 | 1,591 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,205,000 | 1,040 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $4,205,000 | 653 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $14,533,000 | 3,471 |
| Total debt securities | $14,533,000 | 3,688 |
| 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 | $15,109,000 | 3,733 |
| U.S. Government securities | $9,469,000 | 3,475 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $9,469,000 | 3,322 |
| Securities issued by states & political subdivisions | $5,640,000 | 2,916 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,075,000 | 3,632 |
| Mortgage-backed securities | $9,469,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,019,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $5,019,000 | 1,559 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,450,000 | 1,011 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $4,450,000 | 619 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $15,109,000 | 3,479 |
| Total debt securities | $15,109,000 | 3,709 |
| 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 | $15,102,000 | 3,789 |
| U.S. Government securities | $9,750,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,750,000 | 3,369 |
| Securities issued by states & political subdivisions | $5,352,000 | 3,019 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,145,000 | 3,670 |
| Mortgage-backed securities | $9,750,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,305,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $5,305,000 | 1,505 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,445,000 | 992 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $4,445,000 | 583 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $15,102,000 | 3,529 |
| Total debt securities | $15,102,000 | 3,769 |
| 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 | $15,156,000 | 3,834 |
| U.S. Government securities | $9,893,000 | 3,559 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,893,000 | 3,390 |
| Securities issued by states & political subdivisions | $5,263,000 | 3,094 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,160,000 | 3,723 |
| Mortgage-backed securities | $9,893,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,450,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $5,450,000 | 1,484 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $4,443,000 | 922 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $4,443,000 | 526 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $15,156,000 | 3,570 |
| Total debt securities | $15,156,000 | 3,812 |
| 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 | $15,663,000 | 3,835 |
| U.S. Government securities | $9,896,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,896,000 | 3,435 |
| Securities issued by states & political subdivisions | $5,767,000 | 3,056 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,291,000 | 3,723 |
| Mortgage-backed securities | $9,896,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,528,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $5,528,000 | 1,467 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $4,368,000 | 903 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $4,368,000 | 516 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $15,663,000 | 3,568 |
| Total debt securities | $15,663,000 | 3,814 |
| 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 | $16,560,000 | 3,823 |
| U.S. Government securities | $10,069,000 | 3,609 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $10,069,000 | 3,465 |
| Securities issued by states & political subdivisions | $6,491,000 | 2,972 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,302,000 | 3,756 |
| Mortgage-backed securities | $10,069,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,656,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $5,656,000 | 1,440 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $4,413,000 | 889 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $4,413,000 | 515 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $16,560,000 | 3,541 |
| Total debt securities | $16,560,000 | 3,803 |
| 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 | $16,969,000 | 3,839 |
| U.S. Government securities | $10,421,000 | 3,582 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,421,000 | 3,439 |
| Securities issued by states & political subdivisions | $6,548,000 | 3,018 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $3,416,000 | 3,776 |
| Mortgage-backed securities | $10,421,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,942,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $5,942,000 | 1,410 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $4,479,000 | 878 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $4,479,000 | 501 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $16,969,000 | 3,559 |
| Total debt securities | $16,969,000 | 3,818 |
| 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 | $16,463,000 | 3,911 |
| U.S. Government securities | $10,707,000 | 3,625 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,707,000 | 3,486 |
| Securities issued by states & political subdivisions | $5,756,000 | 3,206 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,519,000 | 3,798 |
| Mortgage-backed securities | $10,707,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,192,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $6,192,000 | 1,383 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $4,515,000 | 761 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $4,515,000 | 495 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $16,463,000 | 3,634 |
| Total debt securities | $16,463,000 | 3,889 |
| 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 | $16,607,000 | 3,979 |
| U.S. Government securities | $11,112,000 | 3,604 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,112,000 | 3,458 |
| Securities issued by states & political subdivisions | $5,495,000 | 3,303 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,791,000 | 3,806 |
| Mortgage-backed securities | $11,112,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,515,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $6,515,000 | 1,334 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $4,597,000 | 745 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $4,597,000 | 471 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $16,607,000 | 3,699 |
| Total debt securities | $16,607,000 | 3,955 |
| 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 | $15,455,000 | 4,116 |
| U.S. Government securities | $11,545,000 | 3,571 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,545,000 | 3,430 |
| Securities issued by states & political subdivisions | $3,910,000 | 3,617 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,336,000 | 3,950 |
| Mortgage-backed securities | $11,545,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,877,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $6,877,000 | 1,302 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $4,668,000 | 724 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $4,668,000 | 444 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $15,455,000 | 3,816 |
| Total debt securities | $15,455,000 | 4,089 |
| 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 | $4,671,000 | 5,112 |
| U.S. Government securities | $4,103,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,103,000 | 4,514 |
| Securities issued by states & political subdivisions | $568,000 | 4,527 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,540,000 | 3,935 |
| Mortgage-backed securities | $4,103,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,103,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $4,103,000 | 1,661 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $4,671,000 | 4,816 |
| Total debt securities | $4,671,000 | 5,088 |
| 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 | $3,670,000 | 5,277 |
| U.S. Government securities | $3,097,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,097,000 | 4,724 |
| Securities issued by states & political subdivisions | $573,000 | 4,583 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $3,097,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,097,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $3,097,000 | 1,834 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $3,670,000 | 4,971 |
| Total debt securities | $3,670,000 | 5,255 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,771,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,957,000 | 5,277 |
| U.S. Government securities | $3,271,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,271,000 | 4,719 |
| Securities issued by states & political subdivisions | $686,000 | 4,586 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $3,271,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,271,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $3,271,000 | 1,789 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,957,000 | 4,952 |
| Total debt securities | $3,957,000 | 5,255 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $5,246,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $4,303,000 | 5,293 |
| U.S. Government securities | $3,596,000 | 4,820 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,596,000 | 4,708 |
| Securities issued by states & political subdivisions | $707,000 | 4,603 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $3,596,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,596,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,596,000 | 1,750 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $4,303,000 | 4,966 |
| Total debt securities | $4,303,000 | 5,270 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $5,328,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,562,000 | 5,346 |
| U.S. Government securities | $3,860,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,860,000 | 4,755 |
| Securities issued by states & political subdivisions | $702,000 | 4,647 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $3,860,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,860,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $3,860,000 | 1,721 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $4,562,000 | 5,012 |
| Total debt securities | $4,562,000 | 5,323 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $5,323,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $5,798,000 | 5,263 |
| U.S. Government securities | $5,094,000 | 4,765 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,094,000 | 4,652 |
| Securities issued by states & political subdivisions | $704,000 | 4,688 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $690,000 | 5,001 |
| Mortgage-backed securities | $5,094,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,054,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $4,054,000 | 1,692 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,040,000 | 945 |
| Commercial mortgage pass-through securities | $1,040,000 | 603 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,798,000 | 4,924 |
| Total debt securities | $5,798,000 | 5,245 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $5,237,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,013,000 | 5,296 |
| U.S. Government securities | $5,183,000 | 4,822 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,183,000 | 4,701 |
| Securities issued by states & political subdivisions | $830,000 | 4,664 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $708,000 | 5,042 |
| Mortgage-backed securities | $5,183,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,170,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $4,170,000 | 1,697 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,013,000 | 909 |
| Commercial mortgage pass-through securities | $1,013,000 | 582 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $6,013,000 | 4,951 |
| Total debt securities | $6,013,000 | 5,277 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $5,162,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $6,307,000 | 5,359 |
| U.S. Government securities | $5,464,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,464,000 | 4,771 |
| Securities issued by states & political subdivisions | $843,000 | 4,703 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $746,000 | 5,112 |
| Mortgage-backed securities | $5,464,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,425,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $4,425,000 | 1,679 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,039,000 | 866 |
| Commercial mortgage pass-through securities | $1,039,000 | 554 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $6,307,000 | 4,995 |
| Total debt securities | $6,307,000 | 5,340 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $5,103,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $5,442,000 | 5,544 |
| U.S. Government securities | $4,598,000 | 5,123 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,598,000 | 5,013 |
| Securities issued by states & political subdivisions | $844,000 | 4,737 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $771,000 | 5,148 |
| Mortgage-backed securities | $4,598,000 | 3,703 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,598,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $4,598,000 | 1,711 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,442,000 | 5,172 |
| Total debt securities | $5,442,000 | 5,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $5,028,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,705,000 | 5,578 |
| U.S. Government securities | $4,884,000 | 5,164 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,884,000 | 5,051 |
| Securities issued by states & political subdivisions | $821,000 | 4,742 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $811,000 | 5,201 |
| Mortgage-backed securities | $4,884,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,884,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $4,884,000 | 1,710 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,705,000 | 5,200 |
| Total debt securities | $5,705,000 | 5,555 |
| 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 | $5,905,000 | 5,653 |
| U.S. Government securities | $4,965,000 | 5,241 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,965,000 | 5,122 |
| Securities issued by states & political subdivisions | $940,000 | 4,782 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $818,000 | 5,282 |
| Mortgage-backed securities | $4,965,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,965,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $4,965,000 | 1,729 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $5,905,000 | 5,273 |
| Total debt securities | $5,905,000 | 5,634 |
| 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 | $6,029,000 | 5,718 |
| U.S. Government securities | $5,084,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,084,000 | 5,177 |
| Securities issued by states & political subdivisions | $945,000 | 4,834 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,000 | 5,335 |
| Mortgage-backed securities | $5,084,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,084,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $5,084,000 | 1,734 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $6,029,000 | 5,341 |
| Total debt securities | $6,029,000 | 5,696 |
| 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 | $6,844,000 | 5,687 |
| U.S. Government securities | $5,892,000 | 5,248 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,892,000 | 5,131 |
| Securities issued by states & political subdivisions | $952,000 | 4,885 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $857,000 | 5,378 |
| Mortgage-backed securities | $5,892,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,892,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $5,892,000 | 1,651 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $6,844,000 | 5,289 |
| Total debt securities | $6,844,000 | 5,666 |
| 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 | $7,262,000 | 5,700 |
| U.S. Government securities | $6,058,000 | 5,242 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,058,000 | 5,135 |
| Securities issued by states & political subdivisions | $1,204,000 | 4,811 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $878,000 | 5,424 |
| Mortgage-backed securities | $6,058,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,058,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $6,058,000 | 1,644 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $7,262,000 | 5,297 |
| Total debt securities | $7,262,000 | 5,674 |
| 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 | $7,490,000 | 5,716 |
| U.S. Government securities | $6,189,000 | 5,226 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,189,000 | 5,124 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,808 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,461,000 | 5,230 |
| Mortgage-backed securities | $6,189,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,189,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $6,189,000 | 1,623 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $7,490,000 | 5,319 |
| Total debt securities | $7,490,000 | 5,693 |
| 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 | $8,237,000 | 5,686 |
| U.S. Government securities | $6,459,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,459,000 | 5,139 |
| Securities issued by states & political subdivisions | $1,778,000 | 4,647 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $919,000 | 5,527 |
| Mortgage-backed securities | $6,459,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,459,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $6,459,000 | 1,605 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $8,237,000 | 5,299 |
| Total debt securities | $8,237,000 | 5,658 |
| 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 | $9,013,000 | 5,619 |
| U.S. Government securities | $6,848,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,848,000 | 5,057 |
| Securities issued by states & political subdivisions | $2,165,000 | 4,516 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,000 | 5,525 |
| Mortgage-backed securities | $6,848,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,848,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $6,848,000 | 1,587 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $9,013,000 | 5,231 |
| Total debt securities | $9,013,000 | 5,579 |
| 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 | $9,910,000 | 5,566 |
| U.S. Government securities | $7,382,000 | 5,124 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,382,000 | 5,014 |
| Securities issued by states & political subdivisions | $2,528,000 | 4,388 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $862,000 | 5,612 |
| Mortgage-backed securities | $7,382,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 4,109 |
| Issued or guaranteed by U.S. | $2,686,000 | 4,105 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,696,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $4,696,000 | 1,944 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $9,910,000 | 5,193 |
| Total debt securities | $9,910,000 | 5,532 |
| 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 | $10,641,000 | 5,474 |
| U.S. Government securities | $7,984,000 | 5,016 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,984,000 | 4,918 |
| Securities issued by states & political subdivisions | $2,657,000 | 4,348 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,767,000 | 4,935 |
| Mortgage-backed securities | $7,984,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $2,806,000 | 4,081 |
| Issued or guaranteed by U.S. | $2,806,000 | 4,079 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,178,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $5,178,000 | 1,925 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $10,641,000 | 5,102 |
| Total debt securities | $10,641,000 | 5,445 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $11,596,000 | 5,444 |
| U.S. Government securities | $7,847,000 | 5,134 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,847,000 | 5,041 |
| Securities issued by states & political subdivisions | $3,749,000 | 4,042 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,026,000 | 5,252 |
| Mortgage-backed securities | $7,847,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $2,882,000 | 4,190 |
| Issued or guaranteed by U.S. | $2,882,000 | 4,188 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,965,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $4,965,000 | 2,027 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,596,000 | 5,055 |
| Total debt securities | $11,596,000 | 5,413 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,925,000 | 5,324 |
| U.S. Government securities | $10,171,000 | 4,863 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,171,000 | 4,766 |
| Securities issued by states & political subdivisions | $2,754,000 | 4,312 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,804,000 | 5,404 |
| Mortgage-backed securities | $10,171,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $541,000 | 5,067 |
| Issued or guaranteed by U.S. | $541,000 | 5,061 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,630,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $9,630,000 | 1,536 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,925,000 | 4,928 |
| Total debt securities | $12,925,000 | 5,296 |
| 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 | $17,699,000 | 4,835 |
| U.S. Government securities | $15,156,000 | 4,260 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,156,000 | 4,163 |
| Securities issued by states & political subdivisions | $2,543,000 | 4,290 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,156,000 | 3,906 |
| Mortgage-backed securities | $15,156,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $1,466,000 | 4,689 |
| Issued or guaranteed by U.S. | $1,466,000 | 4,686 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,690,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $13,690,000 | 1,289 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $17,699,000 | 4,466 |
| Total debt securities | $17,699,000 | 4,809 |
| 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 | $15,277,000 | 5,061 |
| U.S. Government securities | $13,652,000 | 4,386 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,652,000 | 4,297 |
| Securities issued by states & political subdivisions | $644,000 | 5,167 |
| Other domestic debt securities | $981,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $981,000 | 1,494 |
| 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 | $7,386,000 | 3,667 |
| Mortgage-backed securities | $13,652,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $1,531,000 | 4,610 |
| Issued or guaranteed by U.S. | $1,531,000 | 4,603 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $12,121,000 | 1,444 |
| CMOs issued by government agencies or sponsored agencies | $12,121,000 | 1,291 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $15,277,000 | 4,637 |
| Total debt securities | $15,277,000 | 5,036 |
| 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 | $18,362,000 | 4,682 |
| U.S. Government securities | $12,425,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,425,000 | 4,417 |
| Securities issued by states & political subdivisions | $4,467,000 | 3,662 |
| Other domestic debt securities | $1,470,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,470,000 | 1,239 |
| 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 | $6,146,000 | 3,892 |
| Mortgage-backed securities | $12,425,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $3,411,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,411,000 | 3,945 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,014,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $9,014,000 | 1,498 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $18,362,000 | 4,293 |
| Total debt securities | $18,361,000 | 4,645 |
| 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 | $18,463,000 | 4,735 |
| U.S. Government securities | $10,742,000 | 4,909 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,742,000 | 4,804 |
| Securities issued by states & political subdivisions | $6,205,000 | 3,207 |
| Other domestic debt securities | $1,516,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,516,000 | 1,141 |
| 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 | $7,635,000 | 3,657 |
| Mortgage-backed securities | $10,742,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $3,560,000 | 3,886 |
| Issued or guaranteed by U.S. | $3,560,000 | 3,873 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,182,000 | 1,806 |
| CMOs issued by government agencies or sponsored agencies | $7,182,000 | 1,630 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $18,463,000 | 4,343 |
| Total debt securities | $18,463,000 | 4,693 |
| 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 | $23,221,000 | 4,204 |
| U.S. Government securities | $10,946,000 | 4,859 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,946,000 | 4,737 |
| Securities issued by states & political subdivisions | $10,280,000 | 2,448 |
| Other domestic debt securities | $1,995,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,995,000 | 1,055 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,050,000 | 3,044 |
| Mortgage-backed securities | $10,946,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $3,709,000 | 3,770 |
| Issued or guaranteed by U.S. | $3,709,000 | 3,761 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,237,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $7,237,000 | 1,571 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $23,221,000 | 3,866 |
| Total debt securities | $23,221,000 | 4,167 |
| 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 | $19,675,000 | 4,433 |
| U.S. Government securities | $8,692,000 | 5,107 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,692,000 | 4,996 |
| Securities issued by states & political subdivisions | $8,997,000 | 2,625 |
| Other domestic debt securities | $1,986,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,986,000 | 1,060 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,981,000 | 3,172 |
| Mortgage-backed securities | $8,692,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $2,891,000 | 3,936 |
| Issued or guaranteed by U.S. | $2,891,000 | 3,926 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,801,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $5,801,000 | 1,673 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $19,675,000 | 4,069 |
| Total debt securities | $19,676,000 | 4,401 |
| 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 | $20,597,000 | 4,284 |
| U.S. Government securities | $20,597,000 | 3,365 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $20,597,000 | 3,273 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,498,000 | 2,978 |
| Mortgage-backed securities | $20,597,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $10,285,000 | 2,364 |
| Issued or guaranteed by U.S. | $10,285,000 | 2,361 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,312,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $10,312,000 | 1,256 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $20,597,000 | 3,925 |
| Total debt securities | $20,597,000 | 4,248 |
| 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 | $22,006,000 | 4,172 |
| U.S. Government securities | $22,006,000 | 3,296 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,006,000 | 3,209 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,726,000 | 2,848 |
| Mortgage-backed securities | $22,006,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $11,048,000 | 2,291 |
| Issued or guaranteed by U.S. | $11,048,000 | 2,285 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,958,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $10,958,000 | 1,137 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $22,006,000 | 3,805 |
| Total debt securities | $22,006,000 | 4,133 |
| 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 | $23,625,000 | 4,042 |
| U.S. Government securities | $23,625,000 | 3,197 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $23,625,000 | 3,119 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,524,000 | 2,725 |
| Mortgage-backed securities | $22,666,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $11,457,000 | 2,341 |
| Issued or guaranteed by U.S. | $11,457,000 | 2,335 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,209,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $11,209,000 | 1,090 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $23,625,000 | 3,666 |
| Total debt securities | $23,626,000 | 4,013 |
| 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 | $30,615,000 | 3,441 |
| U.S. Government securities | $28,558,000 | 2,773 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,558,000 | 2,704 |
| Securities issued by states & political subdivisions | $2,057,000 | 4,309 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,547,000 | 3,104 |
| Mortgage-backed securities | $27,602,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $12,530,000 | 2,287 |
| Issued or guaranteed by U.S. | $12,530,000 | 2,280 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,072,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $15,072,000 | 912 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $30,615,000 | 3,113 |
| Total debt securities | $30,615,000 | 3,410 |
| 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 | $29,599,000 | 3,523 |
| U.S. Government securities | $27,530,000 | 2,837 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $27,530,000 | 2,777 |
| Securities issued by states & political subdivisions | $2,069,000 | 4,334 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,463,000 | 3,118 |
| Mortgage-backed securities | $26,526,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $16,069,000 | 2,032 |
| Issued or guaranteed by U.S. | $16,069,000 | 2,022 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,457,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $10,457,000 | 1,089 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $29,599,000 | 3,178 |
| Total debt securities | $29,601,000 | 3,483 |
| 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 | $31,282,000 | 3,351 |
| U.S. Government securities | $29,039,000 | 2,697 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,039,000 | 2,634 |
| Securities issued by states & political subdivisions | $2,243,000 | 4,226 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,484,000 | 2,986 |
| Mortgage-backed securities | $28,045,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | $17,490,000 | 1,960 |
| Issued or guaranteed by U.S. | $17,490,000 | 1,949 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,555,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $10,555,000 | 1,057 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $31,282,000 | 2,997 |
| Total debt securities | $31,283,000 | 3,317 |
| 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 | $29,837,000 | 3,493 |
| U.S. Government securities | $26,456,000 | 2,929 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,456,000 | 2,865 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,134 |
| Other domestic debt securities | $1,106,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $1,106,000 | 1,192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,681,000 | 2,482 |
| Mortgage-backed securities | $27,562,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $16,865,000 | 2,051 |
| Issued or guaranteed by U.S. | $16,865,000 | 2,037 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,697,000 | 1,308 |
| CMOs issued by government agencies or sponsored agencies | $9,591,000 | 1,097 |
| Privately issued | $1,106,000 | 1,138 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $29,837,000 | 3,115 |
| Total debt securities | $29,836,000 | 3,468 |
| 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 | $37,324,000 | 2,943 |
| U.S. Government securities | $34,631,000 | 2,360 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $34,631,000 | 2,309 |
| Securities issued by states & political subdivisions | $2,693,000 | 3,898 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,917,000 | 2,014 |
| Mortgage-backed securities | $20,717,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $13,691,000 | 2,276 |
| Issued or guaranteed by U.S. | $13,691,000 | 2,266 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,026,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $7,026,000 | 1,257 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $37,324,000 | 2,610 |
| Total debt securities | $37,325,000 | 2,911 |
| 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 | $28,942,000 | 3,483 |
| U.S. Government securities | $26,731,000 | 2,827 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,731,000 | 2,774 |
| Securities issued by states & political subdivisions | $2,211,000 | 4,091 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,820,000 | 2,454 |
| Mortgage-backed securities | $15,668,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $14,044,000 | 2,164 |
| Issued or guaranteed by U.S. | $14,044,000 | 2,153 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,624,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $1,624,000 | 2,149 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $28,942,000 | 3,084 |
| Total debt securities | $28,942,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $29,877,000 | 3,462 |
| U.S. Government securities | $27,390,000 | 2,814 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,390,000 | 2,767 |
| Securities issued by states & political subdivisions | $2,487,000 | 3,998 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,696,000 | 2,187 |
| Mortgage-backed securities | $24,431,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $17,921,000 | 1,811 |
| Issued or guaranteed by U.S. | $17,921,000 | 1,800 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,510,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $6,510,000 | 1,246 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $29,877,000 | 3,072 |
| Total debt securities | $29,877,000 | 3,416 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $24,289,000 | 3,948 |
| U.S. Government securities | $21,448,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,448,000 | 3,293 |
| Securities issued by states & political subdivisions | $2,841,000 | 3,873 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,419,000 | 2,716 |
| Mortgage-backed securities | $19,444,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $12,536,000 | 2,227 |
| Issued or guaranteed by U.S. | $12,536,000 | 2,216 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,908,000 | 1,467 |
| CMOs issued by government agencies or sponsored agencies | $6,908,000 | 1,197 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $24,289,000 | 3,522 |
| Total debt securities | $24,289,000 | 3,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $22,304,000 | 4,178 |
| U.S. Government securities | $18,091,000 | 3,846 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,091,000 | 3,767 |
| Securities issued by states & political subdivisions | $4,213,000 | 3,356 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,350,000 | 2,546 |
| Mortgage-backed securities | $16,088,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $7,602,000 | 2,659 |
| Issued or guaranteed by U.S. | $7,602,000 | 2,646 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,486,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $8,486,000 | 1,016 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $22,304,000 | 3,701 |
| Total debt securities | $22,303,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $17,671,000 | 4,797 |
| U.S. Government securities | $13,479,000 | 4,679 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,479,000 | 4,581 |
| Securities issued by states & political subdivisions | $4,192,000 | 3,348 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,242,000 | 3,388 |
| Mortgage-backed securities | $11,483,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $4,823,000 | 3,121 |
| Issued or guaranteed by U.S. | $4,823,000 | 3,106 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $6,660,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $6,660,000 | 1,142 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,671,000 | 4,256 |
| Total debt securities | $17,672,000 | 4,748 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $17,870,000 | 4,759 |
| U.S. Government securities | $13,745,000 | 4,634 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,745,000 | 4,523 |
| Securities issued by states & political subdivisions | $4,125,000 | 3,356 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,675,000 | 3,308 |
| Mortgage-backed securities | $11,759,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $4,870,000 | 3,035 |
| Issued or guaranteed by U.S. | $4,870,000 | 3,020 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,889,000 | 1,333 |
| CMOs issued by government agencies or sponsored agencies | $6,889,000 | 1,098 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $17,870,000 | 4,211 |
| Total debt securities | $17,870,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $17,230,000 | 4,894 |
| U.S. Government securities | $13,008,000 | 4,791 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,008,000 | 4,666 |
| Securities issued by states & political subdivisions | $4,222,000 | 3,338 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,046,000 | 3,411 |
| Mortgage-backed securities | $8,032,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 4,668 |
| Issued or guaranteed by U.S. | $1,185,000 | 4,648 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,847,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $6,847,000 | 1,082 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $17,230,000 | 4,313 |
| Total debt securities | $17,231,000 | 4,844 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $17,618,000 | 4,882 |
| U.S. Government securities | $13,399,000 | 4,774 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,399,000 | 4,646 |
| Securities issued by states & political subdivisions | $4,219,000 | 3,359 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,997,000 | 3,411 |
| Mortgage-backed securities | $8,437,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 4,618 |
| Issued or guaranteed by U.S. | $1,262,000 | 4,603 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,175,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $7,175,000 | 1,054 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $17,618,000 | 4,306 |
| Total debt securities | $17,617,000 | 4,832 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $16,736,000 | 5,068 |
| U.S. Government securities | $12,821,000 | 4,935 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,821,000 | 4,805 |
| Securities issued by states & political subdivisions | $3,915,000 | 3,441 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,214,000 | 3,996 |
| Mortgage-backed securities | $7,876,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $1,331,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,331,000 | 4,552 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,545,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $6,545,000 | 1,081 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $16,736,000 | 4,443 |
| Total debt securities | $16,735,000 | 5,025 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $15,520,000 | 5,239 |
| U.S. Government securities | $11,284,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,284,000 | 5,146 |
| Securities issued by states & political subdivisions | $4,236,000 | 3,324 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,687,000 | 3,660 |
| Mortgage-backed securities | $5,365,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $1,396,000 | 4,556 |
| Issued or guaranteed by U.S. | $1,396,000 | 4,535 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,969,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $3,969,000 | 1,400 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $15,520,000 | 4,587 |
| Total debt securities | $15,520,000 | 5,181 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $11,845,000 | 5,904 |
| U.S. Government securities | $7,551,000 | 6,191 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,551,000 | 6,043 |
| Securities issued by states & political subdivisions | $4,294,000 | 3,315 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,605,000 | 5,528 |
| Mortgage-backed securities | $2,624,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $1,521,000 | 4,494 |
| Issued or guaranteed by U.S. | $1,521,000 | 4,477 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,103,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,141 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,845,000 | 5,234 |
| Total debt securities | $11,845,000 | 5,848 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,289 |
| Fair value | $998,000 | 2,112 |
| 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 | $11,974,000 | 5,919 |
| U.S. Government securities | $7,694,000 | 6,148 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,694,000 | 6,010 |
| Securities issued by states & political subdivisions | $4,280,000 | 3,327 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,404,000 | 5,209 |
| Mortgage-backed securities | $2,772,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $1,622,000 | 4,473 |
| Issued or guaranteed by U.S. | $1,622,000 | 4,454 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,150,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $1,150,000 | 2,136 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $11,974,000 | 5,230 |
| Total debt securities | $11,973,000 | 5,857 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,283 |
| Fair value | $992,000 | 2,151 |
| 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 | $11,238,000 | 6,078 |
| U.S. Government securities | $6,905,000 | 6,385 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,905,000 | 6,258 |
| Securities issued by states & political subdivisions | $4,333,000 | 3,287 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,566,000 | 5,116 |
| Mortgage-backed securities | $1,972,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $1,749,000 | 4,438 |
| Issued or guaranteed by U.S. | $1,749,000 | 4,422 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $223,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 2,868 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,238,000 | 5,361 |
| Total debt securities | $11,239,000 | 6,015 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $988,000 | 2,204 |
| 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 | $11,682,000 | 6,024 |
| U.S. Government securities | $7,325,000 | 6,312 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,325,000 | 6,182 |
| Securities issued by states & political subdivisions | $4,357,000 | 3,263 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,942,000 | 4,956 |
| Mortgage-backed securities | $2,382,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,897,000 | 4,427 |
| Issued or guaranteed by U.S. | $1,897,000 | 4,409 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $485,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 2,662 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,682,000 | 5,295 |
| Total debt securities | $11,681,000 | 5,960 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,228 |
| Fair value | $986,000 | 2,270 |
| 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 | $11,260,000 | 6,192 |
| U.S. Government securities | $6,932,000 | 6,488 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,932,000 | 6,340 |
| Securities issued by states & political subdivisions | $4,328,000 | 3,263 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,482,000 | 4,789 |
| Mortgage-backed securities | $2,974,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $2,022,000 | 4,431 |
| Issued or guaranteed by U.S. | $2,022,000 | 4,417 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $952,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,412 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,260,000 | 5,445 |
| Total debt securities | $11,260,000 | 6,130 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,227 |
| Fair value | $982,000 | 2,201 |
| 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 | $11,640,000 | 6,156 |
| U.S. Government securities | $7,260,000 | 6,394 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,260,000 | 6,254 |
| Securities issued by states & political subdivisions | $4,380,000 | 3,260 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,734,000 | 4,694 |
| Mortgage-backed securities | $3,263,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $2,197,000 | 4,372 |
| Issued or guaranteed by U.S. | $2,197,000 | 4,357 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,066,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,368 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,640,000 | 5,388 |
| Total debt securities | $11,640,000 | 6,086 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $986,000 | 2,205 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,833,000 | 6,329 |
| U.S. Government securities | $7,626,000 | 6,319 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,626,000 | 6,165 |
| Securities issued by states & political subdivisions | $3,207,000 | 3,729 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,029,000 | 4,600 |
| Mortgage-backed securities | $3,593,000 | 4,423 |
| Certificates of participation in pools of residential mortgages | $2,337,000 | 4,332 |
| Issued or guaranteed by U.S. | $2,337,000 | 4,320 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,256,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $1,256,000 | 2,294 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,833,000 | 5,571 |
| Total debt securities | $10,843,000 | 6,258 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $991,000 | 2,216 |
| 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 | $14,152,000 | 5,730 |
| U.S. Government securities | $8,371,000 | 6,191 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,371,000 | 6,028 |
| Securities issued by states & political subdivisions | $5,781,000 | 2,814 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,807,000 | 3,331 |
| Mortgage-backed securities | $4,385,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $2,472,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,472,000 | 4,309 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,913,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $1,913,000 | 2,037 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $14,152,000 | 5,035 |
| Total debt securities | $14,161,000 | 5,653 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,145 |
| Fair value | $984,000 | 2,100 |
| 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 | $13,875,000 | 5,769 |
| U.S. Government securities | $8,289,000 | 6,165 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,289,000 | 6,005 |
| Securities issued by states & political subdivisions | $5,586,000 | 2,897 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,084,000 | 3,897 |
| Mortgage-backed securities | $5,178,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $2,803,000 | 4,211 |
| Issued or guaranteed by U.S. | $2,803,000 | 4,199 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,375,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $2,375,000 | 1,926 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $13,875,000 | 5,068 |
| Total debt securities | $13,882,000 | 5,676 |
| 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 | $15,807,000 | 5,487 |
| U.S. Government securities | $10,299,000 | 5,696 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,299,000 | 5,539 |
| Securities issued by states & political subdivisions | $5,508,000 | 2,945 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,378,000 | 3,757 |
| Mortgage-backed securities | $6,118,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $3,004,000 | 4,100 |
| Issued or guaranteed by U.S. | $3,004,000 | 4,086 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,114,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $3,114,000 | 1,834 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,807,000 | 4,794 |
| Total debt securities | $15,808,000 | 5,386 |
| 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 | $15,472,000 | 5,457 |
| U.S. Government securities | $10,130,000 | 5,589 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,130,000 | 5,429 |
| Securities issued by states & political subdivisions | $5,342,000 | 2,982 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,138,000 | 3,735 |
| Mortgage-backed securities | $6,917,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $2,380,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,380,000 | 4,369 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,537,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $4,537,000 | 1,577 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $15,472,000 | 4,769 |
| Total debt securities | $15,472,000 | 5,369 |
| 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 | $16,659,000 | 5,194 |
| U.S. Government securities | $12,274,000 | 5,018 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,274,000 | 4,854 |
| Securities issued by states & political subdivisions | $4,385,000 | 3,249 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| 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 | $7,451,000 | 3,636 |
| Mortgage-backed securities | $11,207,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $3,078,000 | 4,117 |
| Issued or guaranteed by U.S. | $3,078,000 | 4,105 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,129,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $8,129,000 | 1,266 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $16,659,000 | 4,521 |
| Total debt securities | $16,658,000 | 5,102 |
| 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 | $20,416,000 | 4,608 |
| U.S. Government securities | $17,007,000 | 4,153 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,007,000 | 3,983 |
| Securities issued by states & political subdivisions | $3,409,000 | 3,586 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| 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 | $7,320,000 | 3,669 |
| Mortgage-backed securities | $12,950,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | $3,825,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,825,000 | 3,820 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,125,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $9,125,000 | 1,236 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $20,416,000 | 3,983 |
| Total debt securities | $20,416,000 | 4,511 |
| 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 | $26,973,000 | 3,795 |
| U.S. Government securities | $23,270,000 | 3,300 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $23,270,000 | 3,141 |
| Securities issued by states & political subdivisions | $3,703,000 | 3,440 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,502,000 | 3,881 |
| Mortgage-backed securities | $17,164,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $4,526,000 | 3,554 |
| Issued or guaranteed by U.S. | $4,526,000 | 3,541 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,638,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $12,638,000 | 1,016 |
| 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) | $26,973,000 | 3,251 |
| Total debt securities | $26,975,000 | 3,714 |
| 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 | $20,875,000 | 4,388 |
| U.S. Government securities | $18,359,000 | 3,774 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,359,000 | 3,591 |
| Securities issued by states & political subdivisions | $2,516,000 | 3,996 |
| 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 | $1,708,000 | 6,157 |
| Mortgage-backed securities | $10,280,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $3,264,000 | 3,760 |
| Issued or guaranteed by U.S. | $3,264,000 | 3,746 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,016,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $7,016,000 | 1,464 |
| 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) | $20,875,000 | 3,717 |
| Total debt securities | $20,874,000 | 4,305 |
| 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 | $18,337,000 | 4,932 |
| U.S. Government securities | $17,961,000 | 3,982 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $17,961,000 | 3,717 |
| 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 | $376,000 | 4,466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,261 |
| Mortgage-backed securities | $4,071,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | $4,071,000 | 2,951 |
| Issued or guaranteed by U.S. | $4,071,000 | 2,934 |
| 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) | $18,337,000 | 4,044 |
| Total debt securities | $17,961,000 | 4,876 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $18,285,000 | 5,142 |
| U.S. Government securities | $17,916,000 | 4,204 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $17,916,000 | 3,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $369,000 | 4,380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,727 |
| Mortgage-backed securities | $4,318,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $4,318,000 | 3,017 |
| Issued or guaranteed by U.S. | $4,318,000 | 3,007 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $18,285,000 | 4,152 |
| Total debt securities | $17,916,000 | 5,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $13,328,000 | 6,185 |
| U.S. Government securities | $12,983,000 | 5,256 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $12,983,000 | 4,502 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $345,000 | 4,337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,000 | 7,142 |
| Mortgage-backed securities | $4,940,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $4,940,000 | 2,968 |
| Issued or guaranteed by U.S. | $4,940,000 | 2,955 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $13,328,000 | 4,957 |
| Total debt securities | $12,983,000 | 6,161 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,665,000 | 8,562 |
| U.S. Government securities | $6,515,000 | 7,865 |
| U.S. Treasury securities | $1,002,000 | 6,378 |
| U.S. Government agency obligations | $5,513,000 | 7,039 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 5,854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 8,498 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 5,599 |
| Available-for-sale securities (fair market value) | $4,665,000 | 7,603 |
| Total debt securities | $6,515,000 | 8,491 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,170,000 | 10,813 |
| U.S. Government securities | $2,020,000 | 10,591 |
| U.S. Treasury securities | $1,017,000 | 7,104 |
| U.S. Government agency obligations | $1,003,000 | 10,137 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 5,749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $2,170,000 | 8,938 |
| Total debt securities | $2,020,000 | 10,764 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $150,000 | 11,843 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 5,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $150,000 | 10,594 |
| Total debt securities | $0 | 11,792 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |