Home > Southern Bank of Tennessee > Securities
Southern Bank of Tennessee, Securities
| 2023-12-31 | Rank | |
| Total securities | $56,815,000 | 2,440 |
| U.S. Government securities | $44,391,000 | 2,015 |
| U.S. Treasury securities | $41,117,000 | 545 |
| U.S. Government agency obligations | $3,274,000 | 3,845 |
| Securities issued by states & political subdivisions | $2,737,000 | 3,218 |
| Other domestic debt securities | $9,687,000 | 1,044 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,518,000 | 371 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $6,169,000 | 868 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,717,000 | 2,347 |
| Mortgage-backed securities | $2,014,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $538,000 | 3,339 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 2,523 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,319,000 | 1,143 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $56,815,000 | 2,218 |
| Total debt securities | $56,815,000 | 2,422 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $55,855,000 | 2,438 |
| U.S. Government securities | $43,443,000 | 2,038 |
| U.S. Treasury securities | $40,154,000 | 577 |
| U.S. Government agency obligations | $3,289,000 | 3,856 |
| Securities issued by states & political subdivisions | $2,690,000 | 3,232 |
| Other domestic debt securities | $9,722,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,664,000 | 349 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $6,058,000 | 873 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,750,000 | 2,550 |
| Mortgage-backed securities | $2,015,000 | 3,352 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $545,000 | 3,355 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 2,516 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,306,000 | 1,123 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $55,855,000 | 2,214 |
| Total debt securities | $55,855,000 | 2,422 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $57,180,000 | 2,475 |
| U.S. Government securities | $43,657,000 | 2,073 |
| U.S. Treasury securities | $40,278,000 | 590 |
| U.S. Government agency obligations | $3,379,000 | 3,882 |
| Securities issued by states & political subdivisions | $2,666,000 | 3,280 |
| Other domestic debt securities | $10,857,000 | 983 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,767,000 | 348 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $7,090,000 | 806 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,964,000 | 2,520 |
| Mortgage-backed securities | $2,064,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $575,000 | 3,362 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 2,509 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,313,000 | 1,119 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $57,180,000 | 2,246 |
| Total debt securities | $57,180,000 | 2,459 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $65,322,000 | 2,382 |
| U.S. Government securities | $51,240,000 | 1,962 |
| U.S. Treasury securities | $47,783,000 | 539 |
| U.S. Government agency obligations | $3,457,000 | 3,893 |
| Securities issued by states & political subdivisions | $2,829,000 | 3,309 |
| Other domestic debt securities | $11,253,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,885,000 | 350 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $7,368,000 | 826 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,985,000 | 2,430 |
| Mortgage-backed securities | $2,121,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $607,000 | 3,397 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 2,546 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,330,000 | 1,142 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $65,322,000 | 2,146 |
| Total debt securities | $65,322,000 | 2,365 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $65,427,000 | 2,423 |
| U.S. Government securities | $50,498,000 | 2,000 |
| U.S. Treasury securities | $46,955,000 | 586 |
| U.S. Government agency obligations | $3,543,000 | 3,888 |
| Securities issued by states & political subdivisions | $2,840,000 | 3,357 |
| Other domestic debt securities | $12,089,000 | 981 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,178,000 | 342 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $7,911,000 | 795 |
| 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 | $12,758,000 | 2,515 |
| Mortgage-backed securities | $2,128,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $614,000 | 3,431 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 2,562 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,322,000 | 1,137 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $65,427,000 | 2,180 |
| Total debt securities | $65,427,000 | 2,406 |
| 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 | $65,729,000 | 2,408 |
| U.S. Government securities | $50,519,000 | 2,017 |
| U.S. Treasury securities | $46,803,000 | 592 |
| U.S. Government agency obligations | $3,716,000 | 3,886 |
| Securities issued by states & political subdivisions | $2,838,000 | 3,390 |
| Other domestic debt securities | $12,372,000 | 938 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,441,000 | 329 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $7,931,000 | 792 |
| 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 | $12,959,000 | 2,468 |
| Mortgage-backed securities | $2,184,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $640,000 | 3,443 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 2,556 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,328,000 | 1,155 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $65,729,000 | 2,165 |
| Total debt securities | $65,729,000 | 2,389 |
| 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 | $69,002,000 | 2,356 |
| U.S. Government securities | $51,749,000 | 2,000 |
| U.S. Treasury securities | $47,843,000 | 567 |
| U.S. Government agency obligations | $3,906,000 | 3,895 |
| Securities issued by states & political subdivisions | $3,213,000 | 3,359 |
| Other domestic debt securities | $14,040,000 | 830 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,650,000 | 333 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $9,390,000 | 727 |
| 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 | $10,478,000 | 2,631 |
| Mortgage-backed securities | $2,295,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $694,000 | 3,544 |
| Issued or guaranteed by U.S. | $694,000 | 3,454 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $229,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 2,575 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,372,000 | 1,635 |
| Commercial mortgage pass-through securities | $1,372,000 | 1,136 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $69,002,000 | 2,161 |
| Total debt securities | $69,002,000 | 2,343 |
| 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 | $54,236,000 | 2,656 |
| U.S. Government securities | $37,305,000 | 2,344 |
| U.S. Treasury securities | $33,160,000 | 668 |
| U.S. Government agency obligations | $4,145,000 | 3,854 |
| Securities issued by states & political subdivisions | $3,456,000 | 3,333 |
| Other domestic debt securities | $13,475,000 | 843 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,908,000 | 337 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $8,567,000 | 756 |
| 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 | $10,850,000 | 2,563 |
| Mortgage-backed securities | $2,452,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $788,000 | 3,532 |
| Issued or guaranteed by U.S. | $788,000 | 3,441 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $258,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 2,555 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,406,000 | 1,610 |
| Commercial mortgage pass-through securities | $1,406,000 | 1,125 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $54,236,000 | 2,470 |
| Total debt securities | $54,236,000 | 2,640 |
| 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 | $46,598,000 | 2,780 |
| U.S. Government securities | $29,246,000 | 2,498 |
| U.S. Treasury securities | $24,781,000 | 597 |
| U.S. Government agency obligations | $4,465,000 | 3,792 |
| Securities issued by states & political subdivisions | $3,544,000 | 3,370 |
| Other domestic debt securities | $13,808,000 | 796 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,140,000 | 340 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $8,668,000 | 717 |
| 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 | $11,348,000 | 2,555 |
| Mortgage-backed securities | $2,622,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $875,000 | 3,521 |
| Issued or guaranteed by U.S. | $875,000 | 3,423 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $280,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 2,547 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,467,000 | 1,573 |
| Commercial mortgage pass-through securities | $1,467,000 | 1,108 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $46,598,000 | 2,614 |
| Total debt securities | $46,598,000 | 2,761 |
| 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 | $43,502,000 | 2,812 |
| U.S. Government securities | $25,648,000 | 2,582 |
| U.S. Treasury securities | $20,944,000 | 542 |
| U.S. Government agency obligations | $4,704,000 | 3,805 |
| Securities issued by states & political subdivisions | $3,600,000 | 3,388 |
| Other domestic debt securities | $14,254,000 | 744 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,299,000 | 335 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $8,955,000 | 652 |
| 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 | $11,598,000 | 2,531 |
| Mortgage-backed securities | $2,788,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $985,000 | 3,529 |
| Issued or guaranteed by U.S. | $985,000 | 3,439 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $303,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 2,573 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,500,000 | 1,586 |
| Commercial mortgage pass-through securities | $1,500,000 | 1,104 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $43,502,000 | 2,651 |
| Total debt securities | $43,502,000 | 2,797 |
| 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 | $37,123,000 | 2,947 |
| U.S. Government securities | $19,948,000 | 2,840 |
| U.S. Treasury securities | $14,981,000 | 601 |
| U.S. Government agency obligations | $4,967,000 | 3,780 |
| Securities issued by states & political subdivisions | $3,659,000 | 3,390 |
| Other domestic debt securities | $13,516,000 | 730 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,371,000 | 343 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $8,145,000 | 646 |
| 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 | $11,737,000 | 2,485 |
| Mortgage-backed securities | $2,976,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 3,507 |
| Issued or guaranteed by U.S. | $1,115,000 | 3,407 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $344,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,546 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,517,000 | 1,576 |
| Commercial mortgage pass-through securities | $1,517,000 | 1,103 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $37,123,000 | 2,780 |
| Total debt securities | $37,124,000 | 2,927 |
| 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 | $26,456,000 | 3,246 |
| U.S. Government securities | $8,245,000 | 3,554 |
| U.S. Treasury securities | $2,977,000 | 1,015 |
| U.S. Government agency obligations | $5,268,000 | 3,674 |
| Securities issued by states & political subdivisions | $4,671,000 | 3,245 |
| Other domestic debt securities | $13,540,000 | 714 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,495,000 | 339 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $8,045,000 | 598 |
| 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 | $10,413,000 | 2,585 |
| Mortgage-backed securities | $3,193,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $1,276,000 | 3,448 |
| Issued or guaranteed by U.S. | $1,276,000 | 3,352 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $391,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,503 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,526,000 | 1,554 |
| Commercial mortgage pass-through securities | $1,526,000 | 1,082 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $26,456,000 | 3,055 |
| Total debt securities | $26,456,000 | 3,225 |
| 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 | $24,272,000 | 3,217 |
| U.S. Government securities | $5,534,000 | 3,729 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,534,000 | 3,583 |
| Securities issued by states & political subdivisions | $4,744,000 | 3,229 |
| Other domestic debt securities | $13,994,000 | 649 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,526,000 | 323 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $8,468,000 | 571 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,577,000 | 2,542 |
| Mortgage-backed securities | $3,400,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $1,435,000 | 3,391 |
| Issued or guaranteed by U.S. | $1,435,000 | 3,303 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $416,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $416,000 | 2,503 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,549,000 | 1,504 |
| Commercial mortgage pass-through securities | $1,549,000 | 1,034 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $24,272,000 | 3,028 |
| Total debt securities | $24,272,000 | 3,198 |
| 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 | $26,347,000 | 3,060 |
| U.S. Government securities | $5,848,000 | 3,709 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,848,000 | 3,552 |
| Securities issued by states & political subdivisions | $5,788,000 | 2,991 |
| Other domestic debt securities | $14,711,000 | 616 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,530,000 | 313 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $9,181,000 | 524 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,692,000 | 2,526 |
| Mortgage-backed securities | $3,653,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $1,624,000 | 3,324 |
| Issued or guaranteed by U.S. | $1,624,000 | 3,234 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $474,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 2,501 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,555,000 | 1,491 |
| Commercial mortgage pass-through securities | $1,555,000 | 1,012 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $26,347,000 | 2,870 |
| Total debt securities | $26,347,000 | 3,040 |
| 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 | $25,087,000 | 3,097 |
| U.S. Government securities | $6,220,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,220,000 | 3,516 |
| Securities issued by states & political subdivisions | $6,111,000 | 2,900 |
| Other domestic debt securities | $12,756,000 | 622 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,439,000 | 283 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $7,317,000 | 562 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,825,000 | 2,524 |
| Mortgage-backed securities | $3,957,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $1,880,000 | 3,262 |
| Issued or guaranteed by U.S. | $1,880,000 | 3,169 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $521,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 2,496 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,556,000 | 1,479 |
| Commercial mortgage pass-through securities | $1,556,000 | 1,013 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $25,087,000 | 2,902 |
| Total debt securities | $25,087,000 | 3,076 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $26,459,000 | 2,988 |
| U.S. Government securities | $6,528,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,528,000 | 3,524 |
| Securities issued by states & political subdivisions | $6,480,000 | 2,769 |
| Other domestic debt securities | $13,451,000 | 588 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,647,000 | 252 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $7,804,000 | 506 |
| 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 | $10,855,000 | 2,474 |
| Mortgage-backed securities | $4,142,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $2,070,000 | 3,215 |
| Issued or guaranteed by U.S. | $2,070,000 | 3,117 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $552,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $552,000 | 2,484 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,520,000 | 1,461 |
| Commercial mortgage pass-through securities | $1,520,000 | 990 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $26,459,000 | 2,797 |
| Total debt securities | $26,459,000 | 2,967 |
| 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 | $26,708,000 | 3,018 |
| U.S. Government securities | $7,017,000 | 3,720 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,017,000 | 3,565 |
| Securities issued by states & political subdivisions | $6,680,000 | 2,734 |
| Other domestic debt securities | $13,011,000 | 566 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $5,816,000 | 229 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $7,195,000 | 501 |
| 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 | $11,638,000 | 2,443 |
| Mortgage-backed securities | $4,303,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $2,193,000 | 3,161 |
| Issued or guaranteed by U.S. | $2,193,000 | 3,067 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $604,000 | 2,524 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 2,478 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,506,000 | 1,433 |
| Commercial mortgage pass-through securities | $1,506,000 | 984 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $26,708,000 | 2,829 |
| Total debt securities | $26,708,000 | 3,000 |
| 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 | $28,655,000 | 2,927 |
| U.S. Government securities | $7,364,000 | 3,743 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,364,000 | 3,580 |
| Securities issued by states & political subdivisions | $7,284,000 | 2,651 |
| Other domestic debt securities | $14,007,000 | 534 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $5,813,000 | 226 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,194,000 | 470 |
| 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 | $11,754,000 | 2,468 |
| Mortgage-backed securities | $4,515,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $2,335,000 | 3,131 |
| Issued or guaranteed by U.S. | $2,335,000 | 3,032 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $644,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 2,485 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,536,000 | 1,414 |
| Commercial mortgage pass-through securities | $1,536,000 | 980 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $28,655,000 | 2,722 |
| Total debt securities | $28,655,000 | 2,905 |
| 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 | $29,312,000 | 2,937 |
| U.S. Government securities | $7,776,000 | 3,765 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,776,000 | 3,596 |
| Securities issued by states & political subdivisions | $7,808,000 | 2,637 |
| Other domestic debt securities | $13,728,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $5,831,000 | 207 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $7,897,000 | 486 |
| 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 | $13,776,000 | 2,333 |
| Mortgage-backed securities | $4,777,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $2,557,000 | 3,089 |
| Issued or guaranteed by U.S. | $2,557,000 | 3,001 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $692,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $692,000 | 2,455 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,528,000 | 1,400 |
| Commercial mortgage pass-through securities | $1,528,000 | 972 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $29,312,000 | 2,733 |
| Total debt securities | $29,312,000 | 2,921 |
| 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 | $27,875,000 | 3,064 |
| U.S. Government securities | $8,048,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,048,000 | 3,617 |
| Securities issued by states & political subdivisions | $7,809,000 | 2,690 |
| Other domestic debt securities | $11,521,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $5,873,000 | 194 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,648,000 | 578 |
| Foreign debt securities | $497,000 | 255 |
| 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 | $13,907,000 | 2,363 |
| Mortgage-backed securities | $4,926,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $2,723,000 | 3,081 |
| Issued or guaranteed by U.S. | $2,723,000 | 2,989 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $720,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 2,455 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,483,000 | 1,341 |
| Commercial mortgage pass-through securities | $1,483,000 | 965 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $27,875,000 | 2,835 |
| Total debt securities | $27,875,000 | 3,047 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $497,000 | 769 |
| 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 | $22,612,000 | 3,384 |
| U.S. Government securities | $8,303,000 | 3,782 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,303,000 | 3,610 |
| Securities issued by states & political subdivisions | $8,042,000 | 2,735 |
| Other domestic debt securities | $5,771,000 | 796 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $3,502,000 | 230 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,269,000 | 875 |
| Foreign debt securities | $496,000 | 260 |
| 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 | $12,889,000 | 2,474 |
| Mortgage-backed securities | $5,101,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $2,881,000 | 3,059 |
| Issued or guaranteed by U.S. | $2,881,000 | 2,994 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $746,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $746,000 | 2,450 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,474,000 | 1,321 |
| Commercial mortgage pass-through securities | $1,474,000 | 960 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $22,612,000 | 3,137 |
| Total debt securities | $22,612,000 | 3,363 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $495,000 | 796 |
| 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 | $23,305,000 | 3,373 |
| U.S. Government securities | $8,706,000 | 3,786 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,706,000 | 3,629 |
| Securities issued by states & political subdivisions | $8,097,000 | 2,758 |
| Other domestic debt securities | $6,010,000 | 749 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $3,498,000 | 230 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,512,000 | 844 |
| Foreign debt securities | $492,000 | 257 |
| 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 | $7,842,000 | 3,023 |
| Mortgage-backed securities | $5,316,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $3,083,000 | 3,057 |
| Issued or guaranteed by U.S. | $3,083,000 | 3,032 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $794,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $794,000 | 2,431 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,439,000 | 1,304 |
| Commercial mortgage pass-through securities | $1,439,000 | 947 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $23,305,000 | 3,115 |
| Total debt securities | $23,305,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $500,000 | 750 |
| Fair value | $492,000 | 768 |
| 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 | $24,235,000 | 3,359 |
| U.S. Government securities | $9,241,000 | 3,718 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $9,241,000 | 3,562 |
| Securities issued by states & political subdivisions | $8,521,000 | 2,754 |
| Other domestic debt securities | $5,986,000 | 857 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $3,479,000 | 222 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,507,000 | 847 |
| Foreign debt securities | $487,000 | 258 |
| 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 | $8,105,000 | 3,028 |
| Mortgage-backed securities | $5,657,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $3,365,000 | 3,043 |
| Issued or guaranteed by U.S. | $3,365,000 | 2,888 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $836,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,435 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,456,000 | 1,273 |
| Commercial mortgage pass-through securities | $1,456,000 | 918 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $24,235,000 | 3,096 |
| Total debt securities | $24,235,000 | 3,332 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $487,000 | 790 |
| 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 | $25,162,000 | 3,336 |
| U.S. Government securities | $9,794,000 | 3,733 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,794,000 | 3,580 |
| Securities issued by states & political subdivisions | $8,666,000 | 2,778 |
| Other domestic debt securities | $6,215,000 | 737 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $3,461,000 | 202 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,754,000 | 831 |
| Foreign debt securities | $487,000 | 253 |
| 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 | $6,878,000 | 3,225 |
| Mortgage-backed securities | $6,026,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $3,664,000 | 3,040 |
| Issued or guaranteed by U.S. | $3,664,000 | 3,033 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $892,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $892,000 | 2,401 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,470,000 | 1,136 |
| Commercial mortgage pass-through securities | $1,470,000 | 740 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $25,162,000 | 3,072 |
| Total debt securities | $25,162,000 | 3,311 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $487,000 | 759 |
| 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 | $33,328,000 | 2,950 |
| U.S. Government securities | $11,318,000 | 3,568 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,318,000 | 3,430 |
| Securities issued by states & political subdivisions | $10,740,000 | 2,582 |
| Other domestic debt securities | $10,782,000 | 561 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $7,028,000 | 150 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $3,754,000 | 716 |
| Foreign debt securities | $488,000 | 251 |
| 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 | $7,136,000 | 3,239 |
| Mortgage-backed securities | $7,390,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $4,908,000 | 2,820 |
| Issued or guaranteed by U.S. | $4,908,000 | 2,816 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $967,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $967,000 | 2,352 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,515,000 | 1,107 |
| Commercial mortgage pass-through securities | $1,515,000 | 735 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $33,328,000 | 2,722 |
| Total debt securities | $33,328,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $488,000 | 779 |
| 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 | $24,035,000 | 3,496 |
| U.S. Government securities | $10,600,000 | 3,679 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,600,000 | 3,534 |
| Securities issued by states & political subdivisions | $9,163,000 | 2,816 |
| Other domestic debt securities | $3,781,000 | 959 |
| 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 | $3,781,000 | 743 |
| Foreign debt securities | $491,000 | 266 |
| 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 | $6,330,000 | 3,412 |
| Mortgage-backed securities | $6,354,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $5,299,000 | 2,794 |
| Issued or guaranteed by U.S. | $5,299,000 | 2,791 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,055,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,055,000 | 2,330 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $24,035,000 | 3,216 |
| Total debt securities | $24,035,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $491,000 | 807 |
| 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 | $25,102,000 | 3,490 |
| U.S. Government securities | $11,420,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,420,000 | 3,513 |
| Securities issued by states & political subdivisions | $9,202,000 | 2,823 |
| Other domestic debt securities | $3,989,000 | 950 |
| 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 | $3,989,000 | 739 |
| Foreign debt securities | $491,000 | 275 |
| 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 | $6,620,000 | 3,377 |
| Mortgage-backed securities | $7,014,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $5,811,000 | 2,751 |
| Issued or guaranteed by U.S. | $5,811,000 | 2,749 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,203,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $1,203,000 | 2,301 |
| 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) | $25,102,000 | 3,202 |
| Total debt securities | $25,102,000 | 3,466 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $491,000 | 870 |
| 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 | $24,504,000 | 3,553 |
| U.S. Government securities | $12,074,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $12,074,000 | 3,483 |
| Securities issued by states & political subdivisions | $7,970,000 | 3,047 |
| Other domestic debt securities | $3,971,000 | 979 |
| 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 | $3,971,000 | 760 |
| Foreign debt securities | $489,000 | 275 |
| 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 | $6,813,000 | 3,389 |
| Mortgage-backed securities | $7,554,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $6,287,000 | 2,709 |
| Issued or guaranteed by U.S. | $6,287,000 | 2,707 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,267,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,267,000 | 2,316 |
| 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) | $24,504,000 | 3,268 |
| Total debt securities | $24,504,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $981,000 | 728 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $25,211,000 | 3,513 |
| U.S. Government securities | $12,795,000 | 3,523 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,795,000 | 3,390 |
| Securities issued by states & political subdivisions | $7,971,000 | 3,070 |
| Other domestic debt securities | $3,957,000 | 973 |
| 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 | $3,957,000 | 742 |
| Foreign debt securities | $488,000 | 272 |
| 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 | $7,077,000 | 3,348 |
| Mortgage-backed securities | $8,159,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $6,823,000 | 2,650 |
| Issued or guaranteed by U.S. | $6,823,000 | 2,646 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,336,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $1,336,000 | 2,298 |
| 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) | $25,211,000 | 3,228 |
| Total debt securities | $25,211,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $978,000 | 705 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $24,367,000 | 3,565 |
| U.S. Government securities | $11,689,000 | 3,646 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,689,000 | 3,522 |
| Securities issued by states & political subdivisions | $8,231,000 | 3,030 |
| Other domestic debt securities | $3,949,000 | 979 |
| 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 | $3,949,000 | 749 |
| Foreign debt securities | $498,000 | 261 |
| 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 | $5,340,000 | 3,712 |
| Mortgage-backed securities | $7,860,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $7,449,000 | 2,581 |
| Issued or guaranteed by U.S. | $7,449,000 | 2,580 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $411,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $411,000 | 2,712 |
| 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) | $24,367,000 | 3,283 |
| Total debt securities | $24,367,000 | 3,539 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $987,000 | 743 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $25,329,000 | 3,562 |
| U.S. Government securities | $12,574,000 | 3,637 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,574,000 | 3,517 |
| Securities issued by states & political subdivisions | $8,318,000 | 3,015 |
| Other domestic debt securities | $3,938,000 | 990 |
| 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 | $3,938,000 | 749 |
| Foreign debt securities | $499,000 | 261 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,563,000 | 3,711 |
| Mortgage-backed securities | $8,533,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $8,083,000 | 2,541 |
| Issued or guaranteed by U.S. | $8,083,000 | 2,537 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $450,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 2,720 |
| 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) | $25,329,000 | 3,274 |
| Total debt securities | $25,329,000 | 3,538 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $989,000 | 866 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $26,782,000 | 3,532 |
| U.S. Government securities | $13,721,000 | 3,614 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,721,000 | 3,485 |
| Securities issued by states & political subdivisions | $8,644,000 | 2,971 |
| Other domestic debt securities | $3,916,000 | 1,002 |
| 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 | $3,916,000 | 756 |
| Foreign debt securities | $501,000 | 246 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,156,000 | 3,668 |
| Mortgage-backed securities | $9,168,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $8,687,000 | 2,486 |
| Issued or guaranteed by U.S. | $8,687,000 | 2,484 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $481,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 2,729 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $26,782,000 | 3,240 |
| Total debt securities | $26,782,000 | 3,507 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $994,000 | 998 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $27,492,000 | 3,529 |
| U.S. Government securities | $14,468,000 | 3,589 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,468,000 | 3,460 |
| Securities issued by states & political subdivisions | $8,610,000 | 2,989 |
| Other domestic debt securities | $3,919,000 | 986 |
| 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 | $3,919,000 | 754 |
| Foreign debt securities | $495,000 | 251 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,100,000 | 3,702 |
| Mortgage-backed securities | $9,751,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $9,237,000 | 2,426 |
| Issued or guaranteed by U.S. | $9,237,000 | 2,423 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $514,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,737 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $27,492,000 | 3,238 |
| Total debt securities | $27,492,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $989,000 | 1,090 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $31,777,000 | 3,309 |
| U.S. Government securities | $17,980,000 | 3,315 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $17,980,000 | 3,213 |
| Securities issued by states & political subdivisions | $9,344,000 | 2,916 |
| Other domestic debt securities | $3,958,000 | 994 |
| 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 | $3,958,000 | 755 |
| Foreign debt securities | $495,000 | 252 |
| 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 | $7,660,000 | 3,487 |
| Mortgage-backed securities | $13,009,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $12,455,000 | 2,114 |
| Issued or guaranteed by U.S. | $12,455,000 | 2,111 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $554,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 2,766 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $31,777,000 | 3,022 |
| Total debt securities | $31,777,000 | 3,283 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $990,000 | 1,248 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $33,085,000 | 3,302 |
| U.S. Government securities | $19,195,000 | 3,296 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $19,195,000 | 3,191 |
| Securities issued by states & political subdivisions | $9,416,000 | 2,914 |
| Other domestic debt securities | $3,981,000 | 996 |
| 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 | $3,981,000 | 757 |
| Foreign debt securities | $493,000 | 259 |
| 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 | $8,174,000 | 3,433 |
| Mortgage-backed securities | $14,040,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $13,444,000 | 2,070 |
| Issued or guaranteed by U.S. | $13,444,000 | 2,067 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $596,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $596,000 | 2,790 |
| 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) | $33,085,000 | 3,011 |
| Total debt securities | $32,734,000 | 3,288 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $988,000 | 1,363 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $33,356,000 | 3,334 |
| U.S. Government securities | $20,669,000 | 3,225 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $20,669,000 | 3,124 |
| Securities issued by states & political subdivisions | $9,881,000 | 2,849 |
| Other domestic debt securities | $2,806,000 | 1,158 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,806,000 | 890 |
| 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 | $8,870,000 | 3,374 |
| Mortgage-backed securities | $15,217,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $14,582,000 | 1,998 |
| Issued or guaranteed by U.S. | $14,582,000 | 1,997 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $635,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $635,000 | 2,805 |
| 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) | $33,356,000 | 3,044 |
| Total debt securities | $33,005,000 | 3,322 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $492,000 | 1,798 |
| 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 | $34,555,000 | 3,294 |
| U.S. Government securities | $21,900,000 | 3,193 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,900,000 | 3,091 |
| Securities issued by states & political subdivisions | $9,836,000 | 2,857 |
| Other domestic debt securities | $2,819,000 | 1,156 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,819,000 | 885 |
| 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 | $9,397,000 | 3,307 |
| Mortgage-backed securities | $16,200,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $15,520,000 | 1,985 |
| Issued or guaranteed by U.S. | $15,520,000 | 1,982 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $680,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 2,836 |
| 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) | $34,555,000 | 3,004 |
| Total debt securities | $34,204,000 | 3,283 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $500,000 | 1,771 |
| 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 | $35,662,000 | 3,313 |
| U.S. Government securities | $23,133,000 | 3,186 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $23,133,000 | 3,084 |
| Securities issued by states & political subdivisions | $9,723,000 | 2,910 |
| Other domestic debt securities | $2,806,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,806,000 | 910 |
| 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 | $9,952,000 | 3,267 |
| Mortgage-backed securities | $17,225,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $16,514,000 | 1,975 |
| Issued or guaranteed by U.S. | $16,514,000 | 1,973 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $711,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $711,000 | 2,861 |
| 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) | $35,662,000 | 3,020 |
| Total debt securities | $35,311,000 | 3,310 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $492,000 | 1,948 |
| 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 | $36,863,000 | 3,288 |
| U.S. Government securities | $24,511,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $24,511,000 | 3,015 |
| Securities issued by states & political subdivisions | $9,556,000 | 2,959 |
| Other domestic debt securities | $2,796,000 | 1,238 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,796,000 | 940 |
| 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 | $10,573,000 | 3,179 |
| Mortgage-backed securities | $18,356,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $17,596,000 | 1,915 |
| Issued or guaranteed by U.S. | $17,596,000 | 1,915 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $760,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $760,000 | 2,885 |
| 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) | $36,863,000 | 2,996 |
| Total debt securities | $36,513,000 | 3,276 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $488,000 | 2,001 |
| 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 | $38,111,000 | 3,219 |
| U.S. Government securities | $25,952,000 | 3,017 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,952,000 | 2,940 |
| Securities issued by states & political subdivisions | $9,380,000 | 3,002 |
| Other domestic debt securities | $2,779,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,779,000 | 969 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,248,000 | 3,110 |
| Mortgage-backed securities | $19,626,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $18,808,000 | 1,830 |
| Issued or guaranteed by U.S. | $18,808,000 | 1,829 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $818,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 2,885 |
| 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) | $38,111,000 | 2,940 |
| Total debt securities | $37,761,000 | 3,207 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $481,000 | 2,052 |
| 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 | $38,989,000 | 3,177 |
| U.S. Government securities | $27,152,000 | 2,912 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,152,000 | 2,837 |
| Securities issued by states & political subdivisions | $9,061,000 | 3,041 |
| Other domestic debt securities | $2,776,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $9,000 | 290 |
| Other domestic debt securities - All other | $2,767,000 | 987 |
| 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 | $11,243,000 | 3,117 |
| Mortgage-backed securities | $20,627,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $19,760,000 | 1,772 |
| Issued or guaranteed by U.S. | $19,760,000 | 1,771 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $867,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,832 |
| 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) | $38,989,000 | 2,890 |
| Total debt securities | $38,627,000 | 3,169 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $474,000 | 2,043 |
| 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 | $40,111,000 | 3,139 |
| U.S. Government securities | $28,228,000 | 2,885 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,228,000 | 2,812 |
| Securities issued by states & political subdivisions | $9,099,000 | 3,042 |
| Other domestic debt securities | $2,784,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $9,000 | 316 |
| Other domestic debt securities - All other | $2,775,000 | 1,024 |
| 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 | $4,045,000 | 4,488 |
| Mortgage-backed securities | $21,491,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $20,582,000 | 1,745 |
| Issued or guaranteed by U.S. | $20,582,000 | 1,742 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $909,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,832 |
| 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) | $40,111,000 | 2,869 |
| Total debt securities | $39,751,000 | 3,127 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $478,000 | 2,042 |
| 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 | $37,970,000 | 3,238 |
| U.S. Government securities | $25,398,000 | 3,066 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $25,398,000 | 2,988 |
| Securities issued by states & political subdivisions | $9,544,000 | 2,952 |
| Other domestic debt securities | $3,028,000 | 1,320 |
| 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 | $8,000 | 316 |
| Other domestic debt securities - All other | $3,020,000 | 989 |
| 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 | $4,229,000 | 4,456 |
| Mortgage-backed securities | $20,771,000 | 2,327 |
| Certificates of participation in pools of residential mortgages | $19,802,000 | 1,793 |
| Issued or guaranteed by U.S. | $19,802,000 | 1,791 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $969,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,839 |
| 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) | $37,970,000 | 2,972 |
| Total debt securities | $37,611,000 | 3,223 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $483,000 | 2,031 |
| 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 | $27,106,000 | 3,906 |
| U.S. Government securities | $14,871,000 | 4,078 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,871,000 | 3,979 |
| Securities issued by states & political subdivisions | $10,169,000 | 2,830 |
| Other domestic debt securities | $2,066,000 | 1,569 |
| 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 | $8,000 | 321 |
| Other domestic debt securities - All other | $2,058,000 | 1,174 |
| 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 | $4,337,000 | 4,463 |
| Mortgage-backed securities | $10,162,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $10,162,000 | 2,638 |
| Issued or guaranteed by U.S. | $10,162,000 | 2,637 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $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) | $27,106,000 | 3,613 |
| Total debt securities | $26,747,000 | 3,913 |
| 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 | $13,162,000 | 5,182 |
| U.S. Government securities | $8,115,000 | 4,995 |
| U.S. Treasury securities | $4,002,000 | 516 |
| U.S. Government agency obligations | $4,113,000 | 5,623 |
| Securities issued by states & political subdivisions | $3,967,000 | 4,009 |
| Other domestic debt securities | $1,080,000 | 1,900 |
| 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 | $17,000 | 324 |
| Other domestic debt securities - All other | $1,063,000 | 1,431 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,897,000 | 4,575 |
| Mortgage-backed securities | $1,009,000 | 5,057 |
| Certificates of participation in pools of residential mortgages | $1,009,000 | 4,714 |
| Issued or guaranteed by U.S. | $1,009,000 | 4,713 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $13,162,000 | 4,800 |
| Total debt securities | $12,794,000 | 5,197 |
| 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 | $6,762,000 | 6,044 |
| U.S. Government securities | $4,527,000 | 5,772 |
| U.S. Treasury securities | $3,999,000 | 467 |
| U.S. Government agency obligations | $528,000 | 6,550 |
| Securities issued by states & political subdivisions | $934,000 | 5,024 |
| Other domestic debt securities | $1,301,000 | 1,866 |
| 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 | $11,000 | 336 |
| Other domestic debt securities - All other | $1,290,000 | 1,409 |
| 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 | $3,769,000 | 4,686 |
| Mortgage-backed securities | $528,000 | 5,340 |
| Certificates of participation in pools of residential mortgages | $528,000 | 5,050 |
| Issued or guaranteed by U.S. | $528,000 | 5,044 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $6,762,000 | 5,653 |
| Total debt securities | $6,400,000 | 6,066 |
| 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 | $6,491,000 | 6,131 |
| U.S. Government securities | $3,996,000 | 5,969 |
| U.S. Treasury securities | $3,996,000 | 461 |
| U.S. Government agency obligations | $0 | 6,856 |
| Securities issued by states & political subdivisions | $933,000 | 5,010 |
| Other domestic debt securities | $1,562,000 | 1,771 |
| 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 | $806,000 | 193 |
| Other domestic debt securities - All other | $756,000 | 1,687 |
| 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 | $3,766,000 | 4,721 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $6,491,000 | 5,720 |
| Total debt securities | $6,491,000 | 6,102 |
| 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 | $10,348,000 | 5,687 |
| U.S. Government securities | $7,709,000 | 5,381 |
| U.S. Treasury securities | $5,138,000 | 420 |
| U.S. Government agency obligations | $2,571,000 | 6,234 |
| Securities issued by states & political subdivisions | $931,000 | 4,977 |
| Other domestic debt securities | $1,708,000 | 1,713 |
| 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 | $952,000 | 176 |
| Other domestic debt securities - All other | $756,000 | 1,682 |
| 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 | $3,880,000 | 4,705 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $10,348,000 | 5,293 |
| Total debt securities | $9,657,000 | 5,756 |
| 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 | $11,466,000 | 5,556 |
| U.S. Government securities | $8,229,000 | 5,249 |
| U.S. Treasury securities | $5,159,000 | 386 |
| U.S. Government agency obligations | $3,070,000 | 6,158 |
| Securities issued by states & political subdivisions | $1,528,000 | 4,697 |
| Other domestic debt securities | $1,709,000 | 1,697 |
| 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 | $952,000 | 166 |
| Other domestic debt securities - All other | $757,000 | 1,591 |
| 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 | $3,871,000 | 4,515 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $11,466,000 | 5,135 |
| Total debt securities | $10,774,000 | 5,615 |
| 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 | $11,501,000 | 5,512 |
| U.S. Government securities | $8,237,000 | 5,234 |
| U.S. Treasury securities | $5,171,000 | 399 |
| U.S. Government agency obligations | $3,066,000 | 6,204 |
| Securities issued by states & political subdivisions | $1,529,000 | 4,654 |
| Other domestic debt securities | $1,735,000 | 1,690 |
| 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 | $977,000 | 169 |
| Other domestic debt securities - All other | $758,000 | 1,554 |
| 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 | $3,596,000 | 4,598 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $11,501,000 | 5,082 |
| Total debt securities | $10,785,000 | 5,586 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $12,364,000 | 5,480 |
| U.S. Government securities | $9,108,000 | 5,201 |
| U.S. Treasury securities | $5,080,000 | 460 |
| U.S. Government agency obligations | $4,028,000 | 6,112 |
| Securities issued by states & political subdivisions | $1,517,000 | 4,631 |
| Other domestic debt securities | $1,739,000 | 1,629 |
| 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 | $980,000 | 180 |
| Other domestic debt securities - All other | $759,000 | 1,471 |
| 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 | $5,517,000 | 4,112 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $12,364,000 | 5,035 |
| Total debt securities | $11,648,000 | 5,554 |
| 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 | $12,227,000 | 5,496 |
| U.S. Government securities | $8,817,000 | 5,239 |
| U.S. Treasury securities | $4,904,000 | 515 |
| U.S. Government agency obligations | $3,913,000 | 6,143 |
| Securities issued by states & political subdivisions | $1,720,000 | 4,525 |
| Other domestic debt securities | $1,690,000 | 1,679 |
| 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 | $930,000 | 183 |
| Other domestic debt securities - All other | $760,000 | 1,513 |
| 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 | $5,226,000 | 4,161 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $12,227,000 | 5,056 |
| Total debt securities | $11,212,000 | 5,582 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,104 |
| Fair value | $269,000 | 3,099 |
| 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 | $14,140,000 | 5,138 |
| U.S. Government securities | $10,705,000 | 4,745 |
| U.S. Treasury securities | $5,920,000 | 463 |
| U.S. Government agency obligations | $4,785,000 | 5,838 |
| Securities issued by states & political subdivisions | $1,710,000 | 4,541 |
| Other domestic debt securities | $1,725,000 | 1,777 |
| 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 | $964,000 | 178 |
| Other domestic debt securities - All other | $761,000 | 1,524 |
| 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 | $5,254,000 | 4,120 |
| Mortgage-backed securities | $844,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $844,000 | 4,797 |
| Issued or guaranteed by U.S. | $844,000 | 4,789 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $14,140,000 | 4,710 |
| Total debt securities | $13,817,000 | 5,151 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,989 |
| Fair value | $270,000 | 2,982 |
| 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 | $11,047,000 | 5,515 |
| U.S. Government securities | $7,514,000 | 5,301 |
| U.S. Treasury securities | $3,078,000 | 575 |
| U.S. Government agency obligations | $4,436,000 | 5,919 |
| Securities issued by states & political subdivisions | $1,748,000 | 4,456 |
| Other domestic debt securities | $1,785,000 | 1,818 |
| 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 | $1,039,000 | 182 |
| Other domestic debt securities - All other | $746,000 | 1,547 |
| 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 | $5,085,000 | 4,217 |
| Mortgage-backed securities | $886,000 | 5,265 |
| Certificates of participation in pools of residential mortgages | $886,000 | 4,788 |
| Issued or guaranteed by U.S. | $886,000 | 4,780 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $11,047,000 | 5,068 |
| Total debt securities | $10,885,000 | 5,506 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,018 |
| Fair value | $256,000 | 3,019 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $13,134,000 | 5,229 |
| U.S. Government securities | $9,617,000 | 4,997 |
| U.S. Treasury securities | $2,547,000 | 602 |
| U.S. Government agency obligations | $7,070,000 | 5,436 |
| Securities issued by states & political subdivisions | $1,720,000 | 4,432 |
| Other domestic debt securities | $1,797,000 | 1,798 |
| 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 | $1,051,000 | 189 |
| Other domestic debt securities - All other | $746,000 | 1,501 |
| 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 | $7,070,000 | 3,785 |
| Mortgage-backed securities | $995,000 | 5,225 |
| Certificates of participation in pools of residential mortgages | $995,000 | 4,761 |
| Issued or guaranteed by U.S. | $995,000 | 4,754 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $13,134,000 | 4,792 |
| Total debt securities | $12,973,000 | 5,223 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,106 |
| Fair value | $256,000 | 3,104 |
| 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 | $17,184,000 | 4,763 |
| U.S. Government securities | $13,515,000 | 4,372 |
| U.S. Treasury securities | $2,492,000 | 611 |
| U.S. Government agency obligations | $11,023,000 | 4,677 |
| Securities issued by states & political subdivisions | $1,873,000 | 4,369 |
| Other domestic debt securities | $1,796,000 | 1,843 |
| 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 | $1,050,000 | 198 |
| Other domestic debt securities - All other | $746,000 | 1,519 |
| 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 | $6,829,000 | 3,907 |
| Mortgage-backed securities | $1,061,000 | 5,291 |
| Certificates of participation in pools of residential mortgages | $1,061,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,061,000 | 4,836 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $17,184,000 | 4,339 |
| Total debt securities | $17,024,000 | 4,744 |
| 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 | $16,424,000 | 4,823 |
| U.S. Government securities | $12,564,000 | 4,508 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,564,000 | 4,415 |
| Securities issued by states & political subdivisions | $2,070,000 | 4,301 |
| Other domestic debt securities | $1,790,000 | 1,899 |
| 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 | $1,050,000 | 206 |
| Other domestic debt securities - All other | $740,000 | 1,559 |
| 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 | $6,862,000 | 3,936 |
| Mortgage-backed securities | $1,106,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $1,106,000 | 4,901 |
| Issued or guaranteed by U.S. | $1,106,000 | 4,891 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $16,424,000 | 4,401 |
| Total debt securities | $16,424,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,669 |
| Fair value | $253,000 | 2,671 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $13,325,000 | 5,293 |
| U.S. Government securities | $9,302,000 | 5,138 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,302,000 | 5,040 |
| Securities issued by states & political subdivisions | $2,087,000 | 4,325 |
| Other domestic debt securities | $1,936,000 | 1,955 |
| 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 | $1,246,000 | 219 |
| Other domestic debt securities - All other | $690,000 | 1,672 |
| 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 | $4,351,000 | 4,594 |
| Mortgage-backed securities | $1,167,000 | 5,385 |
| Certificates of participation in pools of residential mortgages | $1,167,000 | 4,968 |
| Issued or guaranteed by U.S. | $1,167,000 | 4,956 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,325,000 | 4,850 |
| Total debt securities | $13,325,000 | 5,247 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,308 |
| Fair value | $250,000 | 2,331 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $14,991,000 | 5,055 |
| U.S. Government securities | $11,023,000 | 4,810 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,023,000 | 4,720 |
| Securities issued by states & political subdivisions | $2,035,000 | 4,327 |
| Other domestic debt securities | $1,933,000 | 1,975 |
| 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 | $1,243,000 | 232 |
| Other domestic debt securities - All other | $690,000 | 1,711 |
| 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 | $4,514,000 | 4,540 |
| Mortgage-backed securities | $1,261,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $1,261,000 | 4,969 |
| Issued or guaranteed by U.S. | $1,261,000 | 4,956 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $14,991,000 | 4,609 |
| Total debt securities | $14,988,000 | 5,004 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $250,000 | 1,839 |
| 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 | $13,721,000 | 5,273 |
| U.S. Government securities | $9,949,000 | 5,079 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,949,000 | 4,996 |
| Securities issued by states & political subdivisions | $2,038,000 | 4,247 |
| Other domestic debt securities | $1,734,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,734,000 | 1,230 |
| 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 | $4,342,000 | 4,698 |
| Mortgage-backed securities | $1,345,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $1,345,000 | 5,007 |
| Issued or guaranteed by U.S. | $1,345,000 | 4,991 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $13,721,000 | 4,789 |
| Total debt securities | $13,721,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,570 |
| Fair value | $227,000 | 1,618 |
| 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 | $11,494,000 | 5,663 |
| U.S. Government securities | $6,265,000 | 6,059 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,265,000 | 5,973 |
| Securities issued by states & political subdivisions | $3,064,000 | 3,737 |
| Other domestic debt securities | $2,165,000 | 1,769 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,165,000 | 1,070 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,005,000 | 5,227 |
| Mortgage-backed securities | $2,655,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $2,655,000 | 4,483 |
| Issued or guaranteed by U.S. | $2,655,000 | 4,471 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $11,494,000 | 5,150 |
| Total debt securities | $11,493,000 | 5,624 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,598 |
| Fair value | $245,000 | 1,638 |
| 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 | $11,766,000 | 5,578 |
| U.S. Government securities | $6,371,000 | 6,001 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,371,000 | 5,913 |
| Securities issued by states & political subdivisions | $3,231,000 | 3,660 |
| Other domestic debt securities | $2,164,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,164,000 | 1,055 |
| 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 | $3,047,000 | 5,201 |
| Mortgage-backed securities | $2,786,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $2,786,000 | 4,358 |
| Issued or guaranteed by U.S. | $2,786,000 | 4,346 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $11,766,000 | 5,055 |
| Total debt securities | $11,765,000 | 5,538 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,599 |
| Fair value | $245,000 | 1,635 |
| 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 | $13,048,000 | 5,397 |
| U.S. Government securities | $6,971,000 | 5,876 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,971,000 | 5,792 |
| Securities issued by states & political subdivisions | $3,471,000 | 3,585 |
| Other domestic debt securities | $2,606,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,606,000 | 1,034 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,108,000 | 5,176 |
| Mortgage-backed securities | $2,907,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 4,311 |
| Issued or guaranteed by U.S. | $2,907,000 | 4,295 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $13,048,000 | 4,914 |
| Total debt securities | $13,046,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,641 |
| Fair value | $252,000 | 1,641 |
| 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 | $18,615,000 | 4,601 |
| U.S. Government securities | $8,821,000 | 5,379 |
| U.S. Treasury securities | $501,000 | 833 |
| U.S. Government agency obligations | $8,320,000 | 5,412 |
| Securities issued by states & political subdivisions | $7,185,000 | 2,606 |
| Other domestic debt securities | $2,609,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,609,000 | 1,001 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,213,000 | 5,093 |
| Mortgage-backed securities | $3,154,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $3,154,000 | 4,121 |
| Issued or guaranteed by U.S. | $3,154,000 | 4,107 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $18,615,000 | 4,124 |
| Total debt securities | $18,615,000 | 4,538 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,797 |
| Fair value | $253,000 | 1,799 |
| 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 | $27,388,000 | 3,658 |
| U.S. Government securities | $17,323,000 | 3,959 |
| U.S. Treasury securities | $499,000 | 931 |
| U.S. Government agency obligations | $16,824,000 | 3,947 |
| Securities issued by states & political subdivisions | $7,198,000 | 2,570 |
| Other domestic debt securities | $2,867,000 | 1,428 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,867,000 | 905 |
| 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 | $3,782,000 | 4,928 |
| Mortgage-backed securities | $3,414,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $3,414,000 | 3,743 |
| Issued or guaranteed by U.S. | $3,414,000 | 3,728 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $27,388,000 | 3,242 |
| Total debt securities | $27,388,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,284 |
| Fair value | $253,000 | 2,285 |
| 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 | $27,787,000 | 3,616 |
| U.S. Government securities | $18,407,000 | 3,849 |
| U.S. Treasury securities | $494,000 | 1,018 |
| U.S. Government agency obligations | $17,913,000 | 3,841 |
| Securities issued by states & political subdivisions | $7,193,000 | 2,529 |
| Other domestic debt securities | $2,187,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,187,000 | 995 |
| 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 | $4,762,000 | 4,621 |
| Mortgage-backed securities | $3,617,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $3,617,000 | 3,507 |
| Issued or guaranteed by U.S. | $3,617,000 | 3,492 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $27,787,000 | 3,196 |
| Total debt securities | $27,787,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,510 |
| Fair value | $250,000 | 2,513 |
| 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 | $27,679,000 | 3,630 |
| U.S. Government securities | $18,403,000 | 3,871 |
| U.S. Treasury securities | $489,000 | 1,132 |
| U.S. Government agency obligations | $17,914,000 | 3,845 |
| Securities issued by states & political subdivisions | $7,077,000 | 2,566 |
| Other domestic debt securities | $2,199,000 | 1,462 |
| 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 | $2,199,000 | 952 |
| 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 | $4,826,000 | 4,629 |
| Mortgage-backed securities | $3,873,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $3,873,000 | 3,362 |
| Issued or guaranteed by U.S. | $3,873,000 | 3,348 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $27,679,000 | 3,185 |
| Total debt securities | $27,678,000 | 3,591 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,585 |
| Fair value | $252,000 | 2,585 |
| 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 | $27,727,000 | 3,637 |
| U.S. Government securities | $17,807,000 | 3,978 |
| U.S. Treasury securities | $488,000 | 1,221 |
| U.S. Government agency obligations | $17,319,000 | 3,945 |
| Securities issued by states & political subdivisions | $7,467,000 | 2,486 |
| Other domestic debt securities | $2,453,000 | 1,406 |
| 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 | $2,453,000 | 927 |
| 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 | $4,976,000 | 4,590 |
| Mortgage-backed securities | $3,064,000 | 4,266 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 3,676 |
| Issued or guaranteed by U.S. | $3,064,000 | 3,661 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $27,727,000 | 3,188 |
| Total debt securities | $27,727,000 | 3,593 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,653 |
| Fair value | $250,000 | 2,655 |
| 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 | $31,386,000 | 3,353 |
| U.S. Government securities | $19,411,000 | 3,796 |
| U.S. Treasury securities | $485,000 | 1,275 |
| U.S. Government agency obligations | $18,926,000 | 3,774 |
| Securities issued by states & political subdivisions | $8,879,000 | 2,218 |
| Other domestic debt securities | $3,096,000 | 1,269 |
| 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 | $3,096,000 | 832 |
| 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 | $4,648,000 | 4,693 |
| Mortgage-backed securities | $3,715,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $3,715,000 | 3,418 |
| Issued or guaranteed by U.S. | $3,715,000 | 3,404 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $31,386,000 | 2,916 |
| Total debt securities | $31,386,000 | 3,308 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,745 |
| Fair value | $250,000 | 2,748 |
| 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 | $29,834,000 | 3,512 |
| U.S. Government securities | $17,580,000 | 4,108 |
| U.S. Treasury securities | $482,000 | 1,346 |
| U.S. Government agency obligations | $17,098,000 | 4,069 |
| Securities issued by states & political subdivisions | $9,163,000 | 2,149 |
| Other domestic debt securities | $3,091,000 | 1,266 |
| 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 | $3,091,000 | 835 |
| 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 | $4,701,000 | 4,699 |
| Mortgage-backed securities | $3,947,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $3,947,000 | 3,348 |
| Issued or guaranteed by U.S. | $3,947,000 | 3,331 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $29,834,000 | 3,052 |
| Total debt securities | $29,834,000 | 3,460 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,869 |
| Fair value | $243,000 | 2,911 |
| 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 | $25,480,000 | 3,906 |
| U.S. Government securities | $14,551,000 | 4,601 |
| U.S. Treasury securities | $477,000 | 1,378 |
| U.S. Government agency obligations | $14,074,000 | 4,550 |
| Securities issued by states & political subdivisions | $7,829,000 | 2,372 |
| Other domestic debt securities | $3,100,000 | 1,255 |
| 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 | $3,100,000 | 839 |
| 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 | $4,747,000 | 4,730 |
| Mortgage-backed securities | $4,221,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $4,221,000 | 3,266 |
| Issued or guaranteed by U.S. | $4,221,000 | 3,253 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $25,480,000 | 3,408 |
| Total debt securities | $25,476,000 | 3,849 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,925 |
| Fair value | $245,000 | 2,946 |
| 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 | $23,250,000 | 4,221 |
| U.S. Government securities | $12,123,000 | 5,104 |
| U.S. Treasury securities | $479,000 | 1,465 |
| U.S. Government agency obligations | $11,644,000 | 5,084 |
| Securities issued by states & political subdivisions | $7,764,000 | 2,392 |
| Other domestic debt securities | $3,363,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,363,000 | 844 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,854,000 | 4,668 |
| Mortgage-backed securities | $4,017,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $4,017,000 | 3,357 |
| Issued or guaranteed by U.S. | $4,017,000 | 3,343 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $23,250,000 | 3,657 |
| Total debt securities | $23,248,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $245,000 | 2,950 |
| 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 | $23,322,000 | 4,220 |
| U.S. Government securities | $12,473,000 | 5,035 |
| U.S. Treasury securities | $480,000 | 1,484 |
| U.S. Government agency obligations | $11,993,000 | 4,969 |
| Securities issued by states & political subdivisions | $7,711,000 | 2,385 |
| Other domestic debt securities | $3,138,000 | 1,315 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,135,000 | 914 |
| 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 | $4,917,000 | 4,624 |
| Mortgage-backed securities | $4,300,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $4,300,000 | 3,286 |
| Issued or guaranteed by U.S. | $4,297,000 | 3,275 |
| Privately issued | $3,000 | 213 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $23,322,000 | 3,638 |
| Total debt securities | $23,321,000 | 4,158 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,899 |
| Fair value | $250,000 | 2,897 |
| 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 | $20,883,000 | 4,497 |
| U.S. Government securities | $11,007,000 | 5,318 |
| U.S. Treasury securities | $484,000 | 1,515 |
| U.S. Government agency obligations | $10,523,000 | 5,309 |
| Securities issued by states & political subdivisions | $6,726,000 | 2,586 |
| Other domestic debt securities | $3,150,000 | 1,339 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,138,000 | 950 |
| 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 | $5,497,000 | 4,458 |
| Mortgage-backed securities | $4,251,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $4,251,000 | 3,338 |
| Issued or guaranteed by U.S. | $4,239,000 | 3,331 |
| Privately issued | $12,000 | 214 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $20,883,000 | 3,883 |
| Total debt securities | $20,881,000 | 4,435 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,409 |
| Fair value | $750,000 | 2,406 |
| 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 | $22,956,000 | 4,255 |
| U.S. Government securities | $12,776,000 | 4,981 |
| U.S. Treasury securities | $484,000 | 1,573 |
| U.S. Government agency obligations | $12,292,000 | 4,942 |
| Securities issued by states & political subdivisions | $7,026,000 | 2,487 |
| Other domestic debt securities | $3,154,000 | 1,361 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,138,000 | 985 |
| 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 | $5,514,000 | 4,421 |
| Mortgage-backed securities | $5,505,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $5,505,000 | 3,082 |
| Issued or guaranteed by U.S. | $5,489,000 | 3,072 |
| Privately issued | $16,000 | 215 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $22,956,000 | 3,695 |
| Total debt securities | $22,955,000 | 4,201 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $23,893,000 | 4,227 |
| U.S. Government securities | $14,014,000 | 4,804 |
| U.S. Treasury securities | $480,000 | 1,675 |
| U.S. Government agency obligations | $13,534,000 | 4,750 |
| Securities issued by states & political subdivisions | $6,734,000 | 2,555 |
| Other domestic debt securities | $3,145,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,139,000 | 1,042 |
| 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 | $6,241,000 | 4,216 |
| Mortgage-backed securities | $6,028,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $6,028,000 | 3,036 |
| Issued or guaranteed by U.S. | $6,022,000 | 3,026 |
| Privately issued | $6,000 | 202 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $23,893,000 | 3,670 |
| Total debt securities | $23,892,000 | 4,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $23,107,000 | 4,347 |
| U.S. Government securities | $13,252,000 | 4,961 |
| U.S. Treasury securities | $490,000 | 1,685 |
| U.S. Government agency obligations | $12,762,000 | 4,917 |
| Securities issued by states & political subdivisions | $6,701,000 | 2,574 |
| Other domestic debt securities | $3,154,000 | 1,442 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,147,000 | 1,085 |
| 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 | $6,316,000 | 4,194 |
| Mortgage-backed securities | $6,526,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $6,526,000 | 2,947 |
| Issued or guaranteed by U.S. | $6,519,000 | 2,938 |
| Privately issued | $7,000 | 198 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $23,107,000 | 3,763 |
| Total debt securities | $23,108,000 | 4,277 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $21,724,000 | 4,486 |
| U.S. Government securities | $11,993,000 | 5,264 |
| U.S. Treasury securities | $494,000 | 1,685 |
| U.S. Government agency obligations | $11,499,000 | 5,203 |
| Securities issued by states & political subdivisions | $6,332,000 | 2,693 |
| Other domestic debt securities | $3,399,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,395,000 | 1,077 |
| 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 | $6,340,000 | 4,163 |
| Mortgage-backed securities | $6,933,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $6,933,000 | 2,899 |
| Issued or guaranteed by U.S. | $6,929,000 | 2,893 |
| Privately issued | $4,000 | 218 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $21,724,000 | 3,883 |
| Total debt securities | $21,724,000 | 4,424 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $21,603,000 | 4,586 |
| U.S. Government securities | $12,334,000 | 5,224 |
| U.S. Treasury securities | $479,000 | 1,795 |
| U.S. Government agency obligations | $11,855,000 | 5,188 |
| Securities issued by states & political subdivisions | $5,877,000 | 2,789 |
| Other domestic debt securities | $3,392,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,389,000 | 1,136 |
| 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 | $6,727,000 | 4,055 |
| Mortgage-backed securities | $7,341,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $7,341,000 | 2,854 |
| Issued or guaranteed by U.S. | $7,338,000 | 2,847 |
| Privately issued | $3,000 | 217 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $21,603,000 | 3,979 |
| Total debt securities | $21,603,000 | 4,514 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $22,690,000 | 4,416 |
| U.S. Government securities | $13,048,000 | 5,007 |
| U.S. Treasury securities | $756,000 | 1,507 |
| U.S. Government agency obligations | $12,292,000 | 5,031 |
| Securities issued by states & political subdivisions | $6,243,000 | 2,708 |
| Other domestic debt securities | $3,399,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,387,000 | 1,221 |
| 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 | $6,189,000 | 4,137 |
| Mortgage-backed securities | $7,806,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $6,316,000 | 3,081 |
| Issued or guaranteed by U.S. | $6,304,000 | 3,072 |
| Privately issued | $12,000 | 219 |
| Collaterized mortgage obligations | $1,490,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,291 |
| 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) | $22,690,000 | 3,841 |
| Total debt securities | $22,689,000 | 4,342 |
| 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 | $26,403,000 | 4,055 |
| U.S. Government securities | $16,298,000 | 4,451 |
| U.S. Treasury securities | $747,000 | 1,628 |
| U.S. Government agency obligations | $15,551,000 | 4,433 |
| Securities issued by states & political subdivisions | $6,458,000 | 2,681 |
| Other domestic debt securities | $3,647,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,081 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,631,000 | 1,264 |
| 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 | $5,151,000 | 4,413 |
| Mortgage-backed securities | $8,272,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $6,769,000 | 2,999 |
| Issued or guaranteed by U.S. | $6,753,000 | 2,988 |
| Privately issued | $16,000 | 233 |
| Collaterized mortgage obligations | $1,503,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $1,503,000 | 2,377 |
| 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) | $26,403,000 | 3,510 |
| Total debt securities | $26,402,000 | 3,975 |
| 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 | $25,734,000 | 4,067 |
| U.S. Government securities | $16,372,000 | 4,328 |
| U.S. Treasury securities | $748,000 | 1,678 |
| U.S. Government agency obligations | $15,624,000 | 4,286 |
| Securities issued by states & political subdivisions | $6,153,000 | 2,739 |
| Other domestic debt securities | $3,209,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,172,000 | 1,449 |
| 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 | $4,173,000 | 4,757 |
| Mortgage-backed securities | $8,655,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $7,653,000 | 2,800 |
| Issued or guaranteed by U.S. | $7,616,000 | 2,797 |
| Privately issued | $37,000 | 226 |
| Collaterized mortgage obligations | $1,002,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 2,676 |
| 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) | $25,734,000 | 3,510 |
| Total debt securities | $25,734,000 | 3,975 |
| 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 | $20,531,000 | 4,616 |
| U.S. Government securities | $11,811,000 | 5,123 |
| U.S. Treasury securities | $260,000 | 2,084 |
| U.S. Government agency obligations | $11,551,000 | 5,021 |
| Securities issued by states & political subdivisions | $5,548,000 | 2,878 |
| Other domestic debt securities | $3,172,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,172,000 | 1,523 |
| 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 | $4,230,000 | 4,704 |
| Mortgage-backed securities | $7,479,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $7,479,000 | 2,829 |
| Issued or guaranteed by U.S. | $7,479,000 | 2,817 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $20,531,000 | 4,020 |
| Total debt securities | $20,530,000 | 4,524 |
| 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 | $21,439,000 | 4,447 |
| U.S. Government securities | $13,747,000 | 4,742 |
| U.S. Treasury securities | $262,000 | 2,129 |
| U.S. Government agency obligations | $13,485,000 | 4,627 |
| Securities issued by states & political subdivisions | $4,769,000 | 3,043 |
| Other domestic debt securities | $2,923,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,923,000 | 1,605 |
| 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 | $4,216,000 | 4,728 |
| Mortgage-backed securities | $8,622,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $8,622,000 | 2,593 |
| Issued or guaranteed by U.S. | $8,622,000 | 2,578 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $21,439,000 | 3,844 |
| Total debt securities | $21,443,000 | 4,355 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $500,000 | 1,450 |
| 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 | $16,969,000 | 5,123 |
| U.S. Government securities | $12,849,000 | 4,903 |
| U.S. Treasury securities | $263,000 | 2,270 |
| U.S. Government agency obligations | $12,586,000 | 4,771 |
| Securities issued by states & political subdivisions | $2,218,000 | 4,161 |
| Other domestic debt securities | $1,652,000 | 2,363 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,652,000 | 2,068 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $250,000 | 1,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,319,000 | 5,141 |
| Mortgage-backed securities | $8,324,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $8,066,000 | 2,642 |
| Issued or guaranteed by U.S. | $8,066,000 | 2,631 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $258,000 | 3,864 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,696 |
| 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) | $16,969,000 | 4,419 |
| Total debt securities | $16,720,000 | 5,081 |
| 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 | $19,969,000 | 4,533 |
| U.S. Government securities | $18,920,000 | 3,690 |
| U.S. Treasury securities | $499,000 | 2,614 |
| U.S. Government agency obligations | $18,421,000 | 3,579 |
| Securities issued by states & political subdivisions | $102,000 | 6,763 |
| Other domestic debt securities | $947,000 | 3,005 |
| 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 | $947,000 | 2,588 |
| 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 | $1,270,000 | 6,499 |
| Mortgage-backed securities | $11,947,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $11,302,000 | 1,941 |
| Issued or guaranteed by U.S. | $11,302,000 | 1,929 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $645,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $645,000 | 3,430 |
| 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) | $19,969,000 | 3,842 |
| Total debt securities | $19,969,000 | 4,445 |
| 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 | $19,896,000 | 4,656 |
| U.S. Government securities | $19,740,000 | 3,707 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $19,740,000 | 3,436 |
| 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 | $156,000 | 6,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 7,134 |
| Mortgage-backed securities | $5,691,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $5,035,000 | 2,609 |
| Issued or guaranteed by U.S. | $5,035,000 | 2,592 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $656,000 | 3,166 |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 3,005 |
| 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) | $19,896,000 | 3,806 |
| Total debt securities | $19,740,000 | 4,538 |
| 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 | $18,796,000 | 5,059 |
| U.S. Government securities | $18,746,000 | 4,059 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,746,000 | 3,662 |
| 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 | $50,000 | 7,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,000 | 7,964 |
| Mortgage-backed securities | $5,518,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $4,661,000 | 2,913 |
| Issued or guaranteed by U.S. | $4,661,000 | 2,903 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $857,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $857,000 | 3,032 |
| 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) | $18,796,000 | 4,076 |
| Total debt securities | $18,746,000 | 4,949 |
| 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 |