Home > State Bank of Schaller > Securities
State Bank of Schaller, Securities
| 2023-12-31 | Rank | |
| Total securities | $23,908,000 | 3,430 |
| U.S. Government securities | $4,541,000 | 3,999 |
| U.S. Treasury securities | $4,310,000 | 1,940 |
| U.S. Government agency obligations | $231,000 | 4,177 |
| Securities issued by states & political subdivisions | $15,112,000 | 2,074 |
| Other domestic debt securities | $4,255,000 | 1,431 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $4,255,000 | 1,032 |
| 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 | $11,882,000 | 2,803 |
| Mortgage-backed securities | $231,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,477 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $9,720,000 | 1,000 |
| Available-for-sale securities (fair market value) | $14,188,000 | 3,564 |
| Total debt securities | $23,908,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $26,294,000 | 3,338 |
| U.S. Government securities | $5,244,000 | 3,965 |
| U.S. Treasury securities | $5,244,000 | 1,838 |
| U.S. Government agency obligations | $0 | 4,280 |
| Securities issued by states & political subdivisions | $16,547,000 | 1,969 |
| Other domestic debt securities | $4,503,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $248,000 | 558 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $4,255,000 | 1,026 |
| 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 | $10,699,000 | 2,857 |
| Mortgage-backed securities | $248,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $248,000 | 421 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $11,118,000 | 977 |
| Available-for-sale securities (fair market value) | $15,176,000 | 3,526 |
| Total debt securities | $26,294,000 | 3,316 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $26,194,000 | 3,396 |
| U.S. Government securities | $5,260,000 | 4,011 |
| U.S. Treasury securities | $5,260,000 | 1,874 |
| U.S. Government agency obligations | $0 | 4,313 |
| Securities issued by states & political subdivisions | $16,415,000 | 2,034 |
| Other domestic debt securities | $4,519,000 | 1,393 |
| Privately issued residential mortgage-backed securities | $257,000 | 563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $4,262,000 | 1,041 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,978,000 | 2,817 |
| Mortgage-backed securities | $257,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $257,000 | 418 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $10,923,000 | 989 |
| Available-for-sale securities (fair market value) | $15,271,000 | 3,545 |
| Total debt securities | $26,194,000 | 3,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $26,001,000 | 3,484 |
| U.S. Government securities | $5,204,000 | 4,093 |
| U.S. Treasury securities | $5,204,000 | 1,948 |
| U.S. Government agency obligations | $0 | 4,337 |
| Securities issued by states & political subdivisions | $16,365,000 | 2,086 |
| Other domestic debt securities | $4,432,000 | 1,463 |
| Privately issued residential mortgage-backed securities | $259,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $4,173,000 | 1,090 |
| 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 | $12,023,000 | 2,671 |
| Mortgage-backed securities | $259,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $259,000 | 432 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $10,729,000 | 1,026 |
| Available-for-sale securities (fair market value) | $15,272,000 | 3,631 |
| Total debt securities | $25,987,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $24,292,000 | 3,566 |
| U.S. Government securities | $5,240,000 | 4,109 |
| U.S. Treasury securities | $5,240,000 | 1,986 |
| U.S. Government agency obligations | $0 | 4,362 |
| Securities issued by states & political subdivisions | $14,392,000 | 2,259 |
| Other domestic debt securities | $4,660,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $281,000 | 599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $4,379,000 | 1,080 |
| 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 | $12,399,000 | 2,543 |
| Mortgage-backed securities | $281,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $281,000 | 429 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $9,376,000 | 1,075 |
| Available-for-sale securities (fair market value) | $14,916,000 | 3,675 |
| Total debt securities | $24,292,000 | 3,544 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $25,860,000 | 3,526 |
| U.S. Government securities | $5,351,000 | 4,123 |
| U.S. Treasury securities | $5,351,000 | 2,007 |
| U.S. Government agency obligations | $0 | 4,405 |
| Securities issued by states & political subdivisions | $15,831,000 | 2,169 |
| Other domestic debt securities | $4,678,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $293,000 | 590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $4,385,000 | 1,079 |
| 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 | $12,653,000 | 2,485 |
| Mortgage-backed securities | $293,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $293,000 | 437 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $8,820,000 | 1,081 |
| Available-for-sale securities (fair market value) | $17,040,000 | 3,606 |
| Total debt securities | $25,860,000 | 3,503 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $27,057,000 | 3,516 |
| U.S. Government securities | $5,464,000 | 4,126 |
| U.S. Treasury securities | $5,464,000 | 1,972 |
| U.S. Government agency obligations | $0 | 4,450 |
| Securities issued by states & political subdivisions | $16,694,000 | 2,174 |
| Other domestic debt securities | $4,899,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $299,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,600,000 | 1,071 |
| 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 | $13,492,000 | 2,444 |
| Mortgage-backed securities | $299,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $299,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $299,000 | 436 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $9,241,000 | 991 |
| Available-for-sale securities (fair market value) | $17,816,000 | 3,612 |
| Total debt securities | $27,057,000 | 3,498 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $23,675,000 | 3,590 |
| U.S. Government securities | $6,988,000 | 3,935 |
| U.S. Treasury securities | $6,988,000 | 1,610 |
| U.S. Government agency obligations | $0 | 4,457 |
| Securities issued by states & political subdivisions | $11,153,000 | 2,567 |
| Other domestic debt securities | $5,534,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $365,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,169,000 | 991 |
| 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 | $10,062,000 | 2,631 |
| Mortgage-backed securities | $365,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $365,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $365,000 | 409 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $8,961,000 | 912 |
| Available-for-sale securities (fair market value) | $14,714,000 | 3,713 |
| Total debt securities | $23,675,000 | 3,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $18,749,000 | 3,729 |
| U.S. Government securities | $3,200,000 | 4,169 |
| U.S. Treasury securities | $3,200,000 | 1,589 |
| U.S. Government agency obligations | $0 | 4,476 |
| Securities issued by states & political subdivisions | $10,626,000 | 2,651 |
| Other domestic debt securities | $4,923,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $433,000 | 522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,490,000 | 1,008 |
| 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 | $9,364,000 | 2,697 |
| Mortgage-backed securities | $433,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $433,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $433,000 | 355 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $7,814,000 | 843 |
| Available-for-sale securities (fair market value) | $10,935,000 | 3,874 |
| Total debt securities | $18,749,000 | 3,709 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $19,422,000 | 3,673 |
| U.S. Government securities | $3,230,000 | 4,173 |
| U.S. Treasury securities | $3,230,000 | 1,354 |
| U.S. Government agency obligations | $0 | 4,540 |
| Securities issued by states & political subdivisions | $11,472,000 | 2,557 |
| Other domestic debt securities | $4,720,000 | 1,258 |
| Privately issued residential mortgage-backed securities | $457,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,263,000 | 968 |
| 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 | $6,556,000 | 2,974 |
| Mortgage-backed securities | $457,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $457,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $457,000 | 339 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $7,633,000 | 820 |
| Available-for-sale securities (fair market value) | $11,789,000 | 3,834 |
| Total debt securities | $19,422,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $24,984,000 | 3,399 |
| U.S. Government securities | $8,526,000 | 3,628 |
| U.S. Treasury securities | $8,526,000 | 846 |
| U.S. Government agency obligations | $0 | 4,577 |
| Securities issued by states & political subdivisions | $11,587,000 | 2,519 |
| Other domestic debt securities | $4,871,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $500,000 | 497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $4,371,000 | 915 |
| 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 | $10,556,000 | 2,582 |
| Mortgage-backed securities | $500,000 | 3,892 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $500,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $500,000 | 326 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $7,853,000 | 788 |
| Available-for-sale securities (fair market value) | $17,131,000 | 3,520 |
| Total debt securities | $24,987,000 | 3,376 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $23,343,000 | 3,362 |
| U.S. Government securities | $3,980,000 | 4,024 |
| U.S. Treasury securities | $3,980,000 | 916 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | $14,503,000 | 2,259 |
| Other domestic debt securities | $4,860,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $534,000 | 493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $4,326,000 | 853 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,794,000 | 2,843 |
| Mortgage-backed securities | $534,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $534,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $534,000 | 316 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $8,623,000 | 728 |
| Available-for-sale securities (fair market value) | $14,720,000 | 3,590 |
| Total debt securities | $23,343,000 | 3,339 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $19,099,000 | 3,475 |
| U.S. Government securities | $0 | 4,661 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | $14,959,000 | 2,205 |
| Other domestic debt securities | $4,140,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $625,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,515,000 | 892 |
| 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 | $9,822,000 | 2,618 |
| Mortgage-backed securities | $625,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $625,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $625,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $8,110,000 | 732 |
| Available-for-sale securities (fair market value) | $10,989,000 | 3,734 |
| Total debt securities | $19,099,000 | 3,453 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $19,996,000 | 3,359 |
| U.S. Government securities | $0 | 4,694 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | $16,171,000 | 2,009 |
| Other domestic debt securities | $3,825,000 | 1,168 |
| Privately issued residential mortgage-backed securities | $664,000 | 446 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,161,000 | 883 |
| 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 | $10,440,000 | 2,553 |
| Mortgage-backed securities | $664,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $664,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $664,000 | 277 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $8,580,000 | 709 |
| Available-for-sale securities (fair market value) | $11,416,000 | 3,666 |
| Total debt securities | $19,996,000 | 3,336 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $19,476,000 | 3,338 |
| U.S. Government securities | $0 | 4,728 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | $15,981,000 | 1,949 |
| Other domestic debt securities | $3,495,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $751,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,744,000 | 908 |
| 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 | $9,612,000 | 2,634 |
| Mortgage-backed securities | $751,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $751,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $751,000 | 256 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $8,439,000 | 721 |
| Available-for-sale securities (fair market value) | $11,037,000 | 3,681 |
| Total debt securities | $19,486,000 | 3,312 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $19,159,000 | 3,351 |
| U.S. Government securities | $0 | 4,796 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | $15,557,000 | 1,845 |
| Other domestic debt securities | $3,602,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $753,000 | 435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,849,000 | 821 |
| 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 | $10,468,000 | 2,510 |
| Mortgage-backed securities | $753,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $753,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $753,000 | 263 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $9,700,000 | 687 |
| Available-for-sale securities (fair market value) | $9,459,000 | 3,829 |
| Total debt securities | $19,159,000 | 3,328 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $14,480,000 | 3,717 |
| U.S. Government securities | $0 | 4,877 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $0 | 4,779 |
| Securities issued by states & political subdivisions | $11,833,000 | 2,115 |
| Other domestic debt securities | $2,647,000 | 1,163 |
| Privately issued residential mortgage-backed securities | $730,000 | 410 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,917,000 | 944 |
| 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 | $10,918,000 | 2,502 |
| Mortgage-backed securities | $730,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $730,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $730,000 | 255 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $8,063,000 | 788 |
| Available-for-sale securities (fair market value) | $6,417,000 | 4,140 |
| Total debt securities | $14,478,000 | 3,695 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $15,839,000 | 3,678 |
| U.S. Government securities | $998,000 | 4,712 |
| U.S. Treasury securities | $998,000 | 1,174 |
| U.S. Government agency obligations | $0 | 4,859 |
| Securities issued by states & political subdivisions | $12,044,000 | 2,123 |
| Other domestic debt securities | $2,797,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $747,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,050,000 | 887 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,565,000 | 3,537 |
| Mortgage-backed securities | $747,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $747,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $747,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $8,332,000 | 826 |
| Available-for-sale securities (fair market value) | $7,507,000 | 4,103 |
| Total debt securities | $15,839,000 | 3,657 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,344,000 | 3,629 |
| U.S. Government securities | $1,990,000 | 4,577 |
| U.S. Treasury securities | $1,990,000 | 1,016 |
| U.S. Government agency obligations | $0 | 4,911 |
| Securities issued by states & political subdivisions | $12,565,000 | 2,113 |
| Other domestic debt securities | $2,789,000 | 1,138 |
| Privately issued residential mortgage-backed securities | $759,000 | 393 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,030,000 | 903 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,576,000 | 3,581 |
| Mortgage-backed securities | $759,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $759,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $759,000 | 255 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $8,476,000 | 842 |
| Available-for-sale securities (fair market value) | $8,868,000 | 4,037 |
| Total debt securities | $17,344,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $17,088,000 | 3,715 |
| U.S. Government securities | $2,999,000 | 4,473 |
| U.S. Treasury securities | $2,999,000 | 850 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | $12,268,000 | 2,201 |
| Other domestic debt securities | $1,821,000 | 1,311 |
| Privately issued residential mortgage-backed securities | $348,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,473,000 | 1,043 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,587,000 | 3,634 |
| Mortgage-backed securities | $348,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $348,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $348,000 | 320 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $7,949,000 | 875 |
| Available-for-sale securities (fair market value) | $9,139,000 | 4,050 |
| Total debt securities | $17,087,000 | 3,693 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $18,807,000 | 3,627 |
| U.S. Government securities | $4,289,000 | 4,305 |
| U.S. Treasury securities | $4,289,000 | 750 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | $12,979,000 | 2,190 |
| Other domestic debt securities | $1,539,000 | 1,352 |
| Privately issued residential mortgage-backed securities | $326,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,213,000 | 1,098 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,562,000 | 3,664 |
| Mortgage-backed securities | $326,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $326,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $326,000 | 321 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $8,396,000 | 898 |
| Available-for-sale securities (fair market value) | $10,411,000 | 3,984 |
| Total debt securities | $18,807,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $21,441,000 | 3,490 |
| U.S. Government securities | $5,678,000 | 4,170 |
| U.S. Treasury securities | $5,678,000 | 614 |
| U.S. Government agency obligations | $0 | 5,083 |
| Securities issued by states & political subdivisions | $14,166,000 | 2,100 |
| Other domestic debt securities | $1,597,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $383,000 | 387 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,214,000 | 1,104 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,673,000 | 3,689 |
| Mortgage-backed securities | $383,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $383,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $383,000 | 311 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $8,481,000 | 914 |
| Available-for-sale securities (fair market value) | $12,960,000 | 3,813 |
| Total debt securities | $21,441,000 | 3,468 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $20,924,000 | 3,574 |
| U.S. Government securities | $6,173,000 | 4,122 |
| U.S. Treasury securities | $6,173,000 | 557 |
| U.S. Government agency obligations | $0 | 5,142 |
| Securities issued by states & political subdivisions | $13,073,000 | 2,245 |
| Other domestic debt securities | $1,678,000 | 1,437 |
| Privately issued residential mortgage-backed securities | $396,000 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,282,000 | 1,085 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,685,000 | 3,716 |
| Mortgage-backed securities | $396,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $396,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $396,000 | 322 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $8,188,000 | 941 |
| Available-for-sale securities (fair market value) | $12,736,000 | 3,896 |
| Total debt securities | $20,924,000 | 3,550 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $19,749,000 | 3,694 |
| U.S. Government securities | $4,186,000 | 4,480 |
| U.S. Treasury securities | $4,186,000 | 665 |
| U.S. Government agency obligations | $0 | 5,225 |
| Securities issued by states & political subdivisions | $13,873,000 | 2,205 |
| Other domestic debt securities | $1,690,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $408,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,282,000 | 1,100 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,727,000 | 3,756 |
| Mortgage-backed securities | $408,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $408,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $408,000 | 335 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $8,188,000 | 954 |
| Available-for-sale securities (fair market value) | $11,561,000 | 4,043 |
| Total debt securities | $19,749,000 | 3,669 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $20,029,000 | 3,722 |
| U.S. Government securities | $3,902,000 | 4,573 |
| U.S. Treasury securities | $3,902,000 | 684 |
| U.S. Government agency obligations | $0 | 5,284 |
| Securities issued by states & political subdivisions | $14,409,000 | 2,230 |
| Other domestic debt securities | $1,718,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $436,000 | 357 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,282,000 | 1,130 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,689,000 | 4,285 |
| Mortgage-backed securities | $436,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $436,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $436,000 | 335 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $8,834,000 | 946 |
| Available-for-sale securities (fair market value) | $11,195,000 | 4,115 |
| Total debt securities | $20,029,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $21,106,000 | 3,696 |
| U.S. Government securities | $4,722,000 | 4,509 |
| U.S. Treasury securities | $4,218,000 | 601 |
| U.S. Government agency obligations | $504,000 | 5,138 |
| Securities issued by states & political subdivisions | $14,078,000 | 2,300 |
| Other domestic debt securities | $2,306,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $454,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,852,000 | 1,035 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,400,000 | 3,935 |
| Mortgage-backed securities | $454,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $454,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $454,000 | 338 |
| 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) | $8,880,000 | 983 |
| Available-for-sale securities (fair market value) | $12,226,000 | 4,066 |
| Total debt securities | $21,105,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $19,082,000 | 3,879 |
| U.S. Government securities | $1,730,000 | 5,048 |
| U.S. Treasury securities | $1,222,000 | 999 |
| U.S. Government agency obligations | $508,000 | 5,193 |
| Securities issued by states & political subdivisions | $15,611,000 | 2,172 |
| Other domestic debt securities | $1,741,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $632,000 | 342 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,109,000 | 1,213 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,549,000 | 3,932 |
| Mortgage-backed securities | $632,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $632,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $632,000 | 322 |
| 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) | $8,812,000 | 1,000 |
| Available-for-sale securities (fair market value) | $10,270,000 | 4,297 |
| Total debt securities | $19,082,000 | 3,853 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $20,915,000 | 3,784 |
| U.S. Government securities | $2,245,000 | 5,011 |
| U.S. Treasury securities | $1,731,000 | 964 |
| U.S. Government agency obligations | $514,000 | 5,266 |
| Securities issued by states & political subdivisions | $16,963,000 | 2,087 |
| Other domestic debt securities | $1,707,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $633,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,074,000 | 1,231 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,978,000 | 3,899 |
| Mortgage-backed securities | $633,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $633,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $633,000 | 346 |
| 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) | $9,697,000 | 985 |
| Available-for-sale securities (fair market value) | $11,218,000 | 4,231 |
| Total debt securities | $20,915,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $21,063,000 | 3,797 |
| U.S. Government securities | $1,546,000 | 5,193 |
| U.S. Treasury securities | $1,027,000 | 1,023 |
| U.S. Government agency obligations | $519,000 | 5,313 |
| Securities issued by states & political subdivisions | $17,732,000 | 2,037 |
| Other domestic debt securities | $1,785,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $643,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,142,000 | 1,224 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,955,000 | 3,918 |
| Mortgage-backed securities | $643,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $643,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $643,000 | 356 |
| 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) | $10,110,000 | 973 |
| Available-for-sale securities (fair market value) | $10,953,000 | 4,258 |
| Total debt securities | $21,063,000 | 3,767 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $21,372,000 | 3,770 |
| U.S. Government securities | $1,565,000 | 5,240 |
| U.S. Treasury securities | $1,040,000 | 903 |
| U.S. Government agency obligations | $525,000 | 5,372 |
| Securities issued by states & political subdivisions | $17,928,000 | 2,029 |
| Other domestic debt securities | $1,879,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $733,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,146,000 | 1,220 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,653,000 | 4,039 |
| Mortgage-backed securities | $733,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $733,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $733,000 | 354 |
| 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) | $10,118,000 | 974 |
| Available-for-sale securities (fair market value) | $11,254,000 | 4,245 |
| Total debt securities | $21,372,000 | 3,739 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $22,485,000 | 3,758 |
| U.S. Government securities | $2,077,000 | 5,206 |
| U.S. Treasury securities | $1,046,000 | 931 |
| U.S. Government agency obligations | $1,031,000 | 5,333 |
| Securities issued by states & political subdivisions | $17,873,000 | 2,038 |
| Other domestic debt securities | $2,535,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $1,290,000 | 314 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,245,000 | 1,202 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,653,000 | 4,119 |
| Mortgage-backed securities | $1,290,000 | 4,260 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,290,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $1,290,000 | 296 |
| 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) | $10,443,000 | 987 |
| Available-for-sale securities (fair market value) | $12,042,000 | 4,244 |
| Total debt securities | $22,485,000 | 3,728 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $23,340,000 | 3,758 |
| U.S. Government securities | $2,062,000 | 5,300 |
| U.S. Treasury securities | $1,041,000 | 961 |
| U.S. Government agency obligations | $1,021,000 | 5,422 |
| Securities issued by states & political subdivisions | $18,417,000 | 1,970 |
| Other domestic debt securities | $2,861,000 | 1,147 |
| Privately issued residential mortgage-backed securities | $1,204,000 | 327 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,657,000 | 1,105 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,230,000 | 4,257 |
| Mortgage-backed securities | $1,204,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,204,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $1,204,000 | 311 |
| 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) | $11,519,000 | 972 |
| Available-for-sale securities (fair market value) | $11,821,000 | 4,321 |
| Total debt securities | $23,340,000 | 3,734 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $21,656,000 | 3,898 |
| U.S. Government securities | $2,082,000 | 5,367 |
| U.S. Treasury securities | $1,052,000 | 1,008 |
| U.S. Government agency obligations | $1,030,000 | 5,485 |
| Securities issued by states & political subdivisions | $16,686,000 | 2,126 |
| Other domestic debt securities | $2,888,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $1,236,000 | 321 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,652,000 | 1,091 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,740,000 | 4,714 |
| Mortgage-backed securities | $1,236,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,236,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $1,236,000 | 306 |
| 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) | $11,123,000 | 1,003 |
| Available-for-sale securities (fair market value) | $10,533,000 | 4,479 |
| Total debt securities | $21,657,000 | 3,873 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $22,591,000 | 3,910 |
| U.S. Government securities | $2,097,000 | 5,476 |
| U.S. Treasury securities | $1,059,000 | 950 |
| U.S. Government agency obligations | $1,038,000 | 5,583 |
| Securities issued by states & political subdivisions | $17,597,000 | 2,041 |
| Other domestic debt securities | $2,897,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $1,241,000 | 322 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,656,000 | 1,086 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,740,000 | 4,779 |
| Mortgage-backed securities | $1,241,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,241,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $1,241,000 | 306 |
| 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) | $11,834,000 | 987 |
| Available-for-sale securities (fair market value) | $10,757,000 | 4,548 |
| Total debt securities | $22,591,000 | 3,884 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $22,535,000 | 4,005 |
| U.S. Government securities | $2,107,000 | 5,558 |
| U.S. Treasury securities | $1,063,000 | 977 |
| U.S. Government agency obligations | $1,044,000 | 5,664 |
| Securities issued by states & political subdivisions | $17,406,000 | 2,022 |
| Other domestic debt securities | $3,022,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $1,262,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,760,000 | 1,091 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,740,000 | 4,814 |
| Mortgage-backed securities | $1,262,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,262,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $1,262,000 | 317 |
| 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) | $11,989,000 | 994 |
| Available-for-sale securities (fair market value) | $10,546,000 | 4,652 |
| Total debt securities | $22,535,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $22,602,000 | 4,027 |
| U.S. Government securities | $2,115,000 | 5,626 |
| U.S. Treasury securities | $1,066,000 | 961 |
| U.S. Government agency obligations | $1,049,000 | 5,742 |
| Securities issued by states & political subdivisions | $17,457,000 | 2,019 |
| Other domestic debt securities | $3,030,000 | 1,119 |
| Privately issued residential mortgage-backed securities | $1,317,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,713,000 | 1,112 |
| 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 | $1,755,000 | 4,877 |
| Mortgage-backed securities | $1,317,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,317,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $1,317,000 | 338 |
| 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) | $12,891,000 | 976 |
| Available-for-sale securities (fair market value) | $9,711,000 | 4,798 |
| Total debt securities | $22,602,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $22,374,000 | 4,105 |
| U.S. Government securities | $2,107,000 | 5,721 |
| U.S. Treasury securities | $1,063,000 | 982 |
| U.S. Government agency obligations | $1,044,000 | 5,834 |
| Securities issued by states & political subdivisions | $17,217,000 | 2,047 |
| Other domestic debt securities | $3,050,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $1,334,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,716,000 | 1,118 |
| 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 | $1,930,000 | 4,899 |
| Mortgage-backed securities | $1,334,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,334,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,334,000 | 336 |
| 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) | $13,201,000 | 971 |
| Available-for-sale securities (fair market value) | $9,173,000 | 4,901 |
| Total debt securities | $22,374,000 | 4,081 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $22,887,000 | 4,156 |
| U.S. Government securities | $2,095,000 | 5,813 |
| U.S. Treasury securities | $1,065,000 | 980 |
| U.S. Government agency obligations | $1,030,000 | 5,931 |
| Securities issued by states & political subdivisions | $17,583,000 | 2,035 |
| Other domestic debt securities | $3,209,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $1,389,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,820,000 | 1,118 |
| 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 | $1,970,000 | 4,940 |
| Mortgage-backed securities | $1,389,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,389,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $1,389,000 | 357 |
| 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) | $13,763,000 | 967 |
| Available-for-sale securities (fair market value) | $9,124,000 | 5,015 |
| Total debt securities | $22,887,000 | 4,131 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $23,338,000 | 4,155 |
| U.S. Government securities | $2,739,000 | 5,763 |
| U.S. Treasury securities | $1,079,000 | 928 |
| U.S. Government agency obligations | $1,660,000 | 5,885 |
| Securities issued by states & political subdivisions | $17,616,000 | 2,052 |
| Other domestic debt securities | $2,983,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $900,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,083,000 | 1,073 |
| 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 | $1,970,000 | 4,985 |
| Mortgage-backed securities | $900,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $900,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $900,000 | 426 |
| 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) | $13,865,000 | 969 |
| Available-for-sale securities (fair market value) | $9,473,000 | 5,022 |
| Total debt securities | $23,338,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $609,000 | 1,866 |
| Fair value | $600,000 | 1,869 |
| 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 | $23,789,000 | 4,157 |
| U.S. Government securities | $3,015,000 | 5,742 |
| U.S. Treasury securities | $1,374,000 | 803 |
| U.S. Government agency obligations | $1,641,000 | 5,939 |
| Securities issued by states & political subdivisions | $17,907,000 | 2,023 |
| Other domestic debt securities | $2,867,000 | 1,263 |
| Privately issued residential mortgage-backed securities | $1,047,000 | 442 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,820,000 | 1,194 |
| 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 | $1,985,000 | 5,023 |
| Mortgage-backed securities | $1,047,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,047,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $1,047,000 | 423 |
| 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) | $13,991,000 | 952 |
| Available-for-sale securities (fair market value) | $9,798,000 | 5,033 |
| Total debt securities | $23,789,000 | 4,128 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,909 |
| Fair value | $593,000 | 1,913 |
| 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 | $22,588,000 | 4,233 |
| U.S. Government securities | $1,360,000 | 6,150 |
| U.S. Treasury securities | $306,000 | 1,040 |
| U.S. Government agency obligations | $1,054,000 | 6,102 |
| Securities issued by states & political subdivisions | $17,167,000 | 2,078 |
| Other domestic debt securities | $4,061,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $1,468,000 | 414 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,593,000 | 1,011 |
| 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 | $2,110,000 | 5,010 |
| Mortgage-backed securities | $1,468,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,468,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $1,468,000 | 397 |
| 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) | $14,043,000 | 933 |
| Available-for-sale securities (fair market value) | $8,545,000 | 5,206 |
| Total debt securities | $22,588,000 | 4,209 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,901 |
| Fair value | $584,000 | 1,908 |
| 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 | $25,119,000 | 4,085 |
| U.S. Government securities | $2,357,000 | 5,990 |
| U.S. Treasury securities | $309,000 | 1,028 |
| U.S. Government agency obligations | $2,048,000 | 5,965 |
| Securities issued by states & political subdivisions | $18,616,000 | 1,965 |
| Other domestic debt securities | $4,146,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $1,545,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,601,000 | 1,047 |
| 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 | $2,110,000 | 5,051 |
| Mortgage-backed securities | $1,545,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,545,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $1,545,000 | 417 |
| 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) | $14,615,000 | 889 |
| Available-for-sale securities (fair market value) | $10,504,000 | 5,047 |
| Total debt securities | $25,119,000 | 4,056 |
| Structured notes | ||
| Amortized cost | $1,314,000 | 1,473 |
| Fair value | $1,268,000 | 1,478 |
| 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 | $24,284,000 | 4,139 |
| U.S. Government securities | $2,400,000 | 6,001 |
| U.S. Treasury securities | $300,000 | 1,053 |
| U.S. Government agency obligations | $2,100,000 | 5,951 |
| Securities issued by states & political subdivisions | $18,999,000 | 1,935 |
| Other domestic debt securities | $2,885,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $1,395,000 | 471 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,490,000 | 1,356 |
| 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 | $1,655,000 | 5,238 |
| Mortgage-backed securities | $1,395,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,395,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $1,395,000 | 450 |
| 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) | $14,000,000 | 857 |
| Available-for-sale securities (fair market value) | $10,284,000 | 5,095 |
| Total debt securities | $24,284,000 | 4,110 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,461 |
| Fair value | $1,290,000 | 1,466 |
| 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 | $23,344,000 | 4,222 |
| U.S. Government securities | $3,021,000 | 5,914 |
| U.S. Treasury securities | $316,000 | 1,058 |
| U.S. Government agency obligations | $2,705,000 | 5,868 |
| Securities issued by states & political subdivisions | $15,478,000 | 2,216 |
| Other domestic debt securities | $4,845,000 | 1,081 |
| Privately issued residential mortgage-backed securities | $2,202,000 | 412 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,643,000 | 1,038 |
| 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 | $1,900,000 | 5,232 |
| Mortgage-backed securities | $2,202,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,202,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $2,202,000 | 398 |
| 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) | $13,111,000 | 855 |
| Available-for-sale securities (fair market value) | $10,233,000 | 5,161 |
| Total debt securities | $23,344,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $1,678,000 | 1,359 |
| Fair value | $1,684,000 | 1,358 |
| 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 | $20,626,000 | 4,425 |
| U.S. Government securities | $1,818,000 | 6,217 |
| U.S. Treasury securities | $317,000 | 1,030 |
| U.S. Government agency obligations | $1,501,000 | 6,177 |
| Securities issued by states & political subdivisions | $15,263,000 | 2,192 |
| Other domestic debt securities | $3,545,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $1,168,000 | 538 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,377,000 | 1,068 |
| 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 | $1,935,000 | 5,244 |
| Mortgage-backed securities | $1,168,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,168,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $1,168,000 | 519 |
| 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) | $12,833,000 | 857 |
| Available-for-sale securities (fair market value) | $7,793,000 | 5,450 |
| Total debt securities | $20,626,000 | 4,397 |
| Structured notes | ||
| Amortized cost | $1,147,000 | 1,568 |
| Fair value | $1,153,000 | 1,570 |
| 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 | $20,799,000 | 4,468 |
| U.S. Government securities | $1,829,000 | 6,337 |
| U.S. Treasury securities | $324,000 | 974 |
| U.S. Government agency obligations | $1,505,000 | 6,304 |
| Securities issued by states & political subdivisions | $15,437,000 | 2,154 |
| Other domestic debt securities | $3,533,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $1,150,000 | 581 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,383,000 | 1,115 |
| 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 | $1,935,000 | 5,306 |
| Mortgage-backed securities | $1,150,000 | 5,101 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,150,000 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,150,000 | 558 |
| 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) | $12,594,000 | 880 |
| Available-for-sale securities (fair market value) | $8,205,000 | 5,471 |
| Total debt securities | $20,799,000 | 4,430 |
| Structured notes | ||
| Amortized cost | $578,000 | 2,135 |
| Fair value | $600,000 | 2,128 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $18,922,000 | 4,669 |
| U.S. Government securities | $1,475,000 | 6,495 |
| U.S. Treasury securities | $322,000 | 955 |
| U.S. Government agency obligations | $1,153,000 | 6,453 |
| Securities issued by states & political subdivisions | $14,337,000 | 2,209 |
| Other domestic debt securities | $3,110,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $1,198,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,912,000 | 1,253 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,935,000 | 5,355 |
| Mortgage-backed securities | $1,198,000 | 5,133 |
| 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 | $1,198,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,198,000 | 608 |
| 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) | $11,361,000 | 926 |
| Available-for-sale securities (fair market value) | $7,561,000 | 5,599 |
| Total debt securities | $18,922,000 | 4,639 |
| Structured notes | ||
| Amortized cost | $1,123,000 | 1,913 |
| Fair value | $1,211,000 | 1,885 |
| 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 | $18,315,000 | 4,765 |
| U.S. Government securities | $2,103,000 | 6,434 |
| U.S. Treasury securities | $292,000 | 1,043 |
| U.S. Government agency obligations | $1,811,000 | 6,407 |
| Securities issued by states & political subdivisions | $13,696,000 | 2,219 |
| Other domestic debt securities | $2,516,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $610,000 | 803 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,906,000 | 1,230 |
| 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 | $1,935,000 | 5,395 |
| Mortgage-backed securities | $610,000 | 5,362 |
| 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 | $610,000 | 3,355 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $610,000 | 776 |
| 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) | $12,173,000 | 898 |
| Available-for-sale securities (fair market value) | $6,142,000 | 5,798 |
| Total debt securities | $18,315,000 | 4,735 |
| Structured notes | ||
| Amortized cost | $878,000 | 2,482 |
| Fair value | $865,000 | 2,478 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $16,288,000 | 4,946 |
| U.S. Government securities | $1,870,000 | 6,521 |
| U.S. Treasury securities | $670,000 | 862 |
| U.S. Government agency obligations | $1,200,000 | 6,560 |
| Securities issued by states & political subdivisions | $12,055,000 | 2,372 |
| Other domestic debt securities | $2,363,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $607,000 | 883 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,756,000 | 1,197 |
| 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 | $1,935,000 | 5,155 |
| Mortgage-backed securities | $607,000 | 5,359 |
| 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 | $607,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $607,000 | 839 |
| 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) | $12,498,000 | 899 |
| Available-for-sale securities (fair market value) | $3,790,000 | 6,116 |
| Total debt securities | $16,288,000 | 4,921 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,414 |
| Fair value | $799,000 | 2,422 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $16,735,000 | 4,866 |
| U.S. Government securities | $3,876,000 | 6,136 |
| U.S. Treasury securities | $979,000 | 873 |
| U.S. Government agency obligations | $2,897,000 | 6,245 |
| Securities issued by states & political subdivisions | $11,879,000 | 2,316 |
| Other domestic debt securities | $980,000 | 2,038 |
| Privately issued residential mortgage-backed securities | $580,000 | 917 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $400,000 | 1,811 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,935,000 | 5,172 |
| Mortgage-backed securities | $580,000 | 5,372 |
| 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 | $580,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $580,000 | 868 |
| 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) | $11,594,000 | 927 |
| Available-for-sale securities (fair market value) | $5,141,000 | 5,980 |
| Total debt securities | $16,735,000 | 4,836 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,848 |
| Fair value | $2,002,000 | 1,810 |
| 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 | $17,543,000 | 4,824 |
| U.S. Government securities | $6,181,000 | 5,780 |
| U.S. Treasury securities | $975,000 | 946 |
| U.S. Government agency obligations | $5,206,000 | 5,854 |
| Securities issued by states & political subdivisions | $10,380,000 | 2,458 |
| Other domestic debt securities | $982,000 | 1,981 |
| Privately issued residential mortgage-backed securities | $682,000 | 906 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $300,000 | 1,796 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,362 |
| Mortgage-backed securities | $699,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,664 |
| Issued or guaranteed by U.S. | $17,000 | 5,658 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $682,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $682,000 | 859 |
| 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) | $10,680,000 | 988 |
| Available-for-sale securities (fair market value) | $6,863,000 | 5,802 |
| Total debt securities | $17,543,000 | 4,787 |
| Structured notes | ||
| Amortized cost | $4,308,000 | 1,288 |
| Fair value | $4,289,000 | 1,295 |
| 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 | $15,775,000 | 5,041 |
| U.S. Government securities | $4,554,000 | 6,128 |
| U.S. Treasury securities | $1,266,000 | 863 |
| U.S. Government agency obligations | $3,288,000 | 6,290 |
| Securities issued by states & political subdivisions | $10,723,000 | 2,381 |
| Other domestic debt securities | $498,000 | 2,356 |
| Privately issued residential mortgage-backed securities | $98,000 | 1,220 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $400,000 | 1,782 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,406 |
| Mortgage-backed securities | $211,000 | 5,624 |
| Certificates of participation in pools of residential mortgages | $211,000 | 5,311 |
| Issued or guaranteed by U.S. | $113,000 | 5,427 |
| Privately issued | $98,000 | 115 |
| 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) | $11,123,000 | 969 |
| Available-for-sale securities (fair market value) | $4,652,000 | 6,141 |
| Total debt securities | $15,775,000 | 5,014 |
| Structured notes | ||
| Amortized cost | $2,580,000 | 1,809 |
| Fair value | $2,587,000 | 1,803 |
| 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 | $12,876,000 | 5,320 |
| U.S. Government securities | $2,255,000 | 6,604 |
| U.S. Treasury securities | $1,277,000 | 862 |
| U.S. Government agency obligations | $978,000 | 6,833 |
| Securities issued by states & political subdivisions | $10,221,000 | 2,426 |
| Other domestic debt securities | $400,000 | 2,589 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $400,000 | 1,795 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,448 |
| Mortgage-backed securities | $278,000 | 5,582 |
| Certificates of participation in pools of residential mortgages | $278,000 | 5,219 |
| Issued or guaranteed by U.S. | $278,000 | 5,206 |
| 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) | $10,621,000 | 986 |
| Available-for-sale securities (fair market value) | $2,255,000 | 6,530 |
| Total debt securities | $12,876,000 | 5,281 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,657 |
| Fair value | $704,000 | 2,656 |
| 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 | $14,704,000 | 5,009 |
| U.S. Government securities | $4,864,000 | 5,941 |
| U.S. Treasury securities | $1,731,000 | 737 |
| U.S. Government agency obligations | $3,133,000 | 6,272 |
| Securities issued by states & political subdivisions | $9,440,000 | 2,465 |
| Other domestic debt securities | $400,000 | 2,676 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $400,000 | 1,816 |
| 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 | $1,420,000 | 5,529 |
| Mortgage-backed securities | $97,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,483 |
| Issued or guaranteed by U.S. | $97,000 | 5,471 |
| 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) | $9,840,000 | 1,047 |
| Available-for-sale securities (fair market value) | $4,864,000 | 6,060 |
| Total debt securities | $14,704,000 | 4,973 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,801 |
| Fair value | $2,209,000 | 1,803 |
| 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 | $13,700,000 | 5,153 |
| U.S. Government securities | $5,258,000 | 5,962 |
| U.S. Treasury securities | $1,716,000 | 702 |
| U.S. Government agency obligations | $3,542,000 | 6,305 |
| Securities issued by states & political subdivisions | $8,342,000 | 2,535 |
| Other domestic debt securities | $100,000 | 2,948 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $100,000 | 2,007 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,576 |
| Mortgage-backed securities | $101,000 | 5,868 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,535 |
| Issued or guaranteed by U.S. | $101,000 | 5,523 |
| 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) | $8,442,000 | 1,181 |
| Available-for-sale securities (fair market value) | $5,258,000 | 6,070 |
| Total debt securities | $13,700,000 | 5,119 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,908 |
| Fair value | $2,204,000 | 1,911 |
| 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 | $12,281,000 | 5,417 |
| U.S. Government securities | $4,133,000 | 6,345 |
| U.S. Treasury securities | $2,089,000 | 644 |
| U.S. Government agency obligations | $2,044,000 | 6,808 |
| Securities issued by states & political subdivisions | $7,761,000 | 2,607 |
| Other domestic debt securities | $387,000 | 2,737 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $387,000 | 1,794 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,656 |
| Mortgage-backed securities | $103,000 | 5,959 |
| Certificates of participation in pools of residential mortgages | $103,000 | 5,637 |
| Issued or guaranteed by U.S. | $103,000 | 5,625 |
| 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) | $8,148,000 | 1,208 |
| Available-for-sale securities (fair market value) | $4,133,000 | 6,352 |
| Total debt securities | $12,280,000 | 5,374 |
| 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 | $9,594,000 | 5,873 |
| U.S. Government securities | $1,467,000 | 7,121 |
| U.S. Treasury securities | $1,293,000 | 700 |
| U.S. Government agency obligations | $174,000 | 7,394 |
| Securities issued by states & political subdivisions | $7,739,000 | 2,632 |
| Other domestic debt securities | $388,000 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $388,000 | 1,829 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,713 |
| Mortgage-backed securities | $174,000 | 5,930 |
| Certificates of participation in pools of residential mortgages | $174,000 | 5,593 |
| Issued or guaranteed by U.S. | $174,000 | 5,577 |
| 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) | $8,127,000 | 1,198 |
| Available-for-sale securities (fair market value) | $1,467,000 | 6,889 |
| Total debt securities | $9,594,000 | 5,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $9,336,000 | 5,947 |
| U.S. Government securities | $1,488,000 | 7,175 |
| U.S. Treasury securities | $1,307,000 | 652 |
| U.S. Government agency obligations | $181,000 | 7,479 |
| Securities issued by states & political subdivisions | $7,616,000 | 2,657 |
| Other domestic debt securities | $232,000 | 3,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $232,000 | 2,071 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,735 |
| Mortgage-backed securities | $181,000 | 5,990 |
| Certificates of participation in pools of residential mortgages | $181,000 | 5,665 |
| Issued or guaranteed by U.S. | $181,000 | 5,645 |
| 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) | $7,848,000 | 1,293 |
| Available-for-sale securities (fair market value) | $1,488,000 | 6,946 |
| Total debt securities | $9,336,000 | 5,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,826,000 | 6,035 |
| U.S. Government securities | $1,893,000 | 7,096 |
| U.S. Treasury securities | $1,306,000 | 623 |
| U.S. Government agency obligations | $587,000 | 7,384 |
| Securities issued by states & political subdivisions | $6,700,000 | 2,797 |
| Other domestic debt securities | $233,000 | 3,120 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $233,000 | 2,149 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,755 |
| Mortgage-backed securities | $187,000 | 6,041 |
| Certificates of participation in pools of residential mortgages | $187,000 | 5,717 |
| Issued or guaranteed by U.S. | $187,000 | 5,698 |
| 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) | $7,333,000 | 1,339 |
| Available-for-sale securities (fair market value) | $1,493,000 | 6,997 |
| Total debt securities | $8,826,000 | 5,982 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $7,873,000 | 6,282 |
| U.S. Government securities | $1,367,000 | 7,350 |
| U.S. Treasury securities | $1,334,000 | 581 |
| U.S. Government agency obligations | $33,000 | 7,706 |
| Securities issued by states & political subdivisions | $6,173,000 | 2,856 |
| Other domestic debt securities | $333,000 | 2,923 |
| 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 | $333,000 | 2,127 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,802 |
| Mortgage-backed securities | $33,000 | 6,341 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,063 |
| Issued or guaranteed by U.S. | $33,000 | 6,045 |
| 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) | $6,506,000 | 1,457 |
| Available-for-sale securities (fair market value) | $1,367,000 | 7,065 |
| Total debt securities | $7,873,000 | 6,231 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $7,625,000 | 6,385 |
| U.S. Government securities | $1,423,000 | 7,416 |
| U.S. Treasury securities | $1,338,000 | 543 |
| U.S. Government agency obligations | $85,000 | 7,752 |
| Securities issued by states & political subdivisions | $5,868,000 | 2,905 |
| Other domestic debt securities | $334,000 | 2,859 |
| 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 | $334,000 | 2,084 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,857 |
| Mortgage-backed securities | $35,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,086 |
| Issued or guaranteed by U.S. | $35,000 | 6,064 |
| 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) | $6,252,000 | 1,480 |
| Available-for-sale securities (fair market value) | $1,373,000 | 7,101 |
| Total debt securities | $7,625,000 | 6,345 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,915,000 | 6,282 |
| U.S. Government securities | $1,704,000 | 7,402 |
| U.S. Treasury securities | $1,618,000 | 530 |
| U.S. Government agency obligations | $86,000 | 7,795 |
| Securities issued by states & political subdivisions | $5,876,000 | 2,861 |
| Other domestic debt securities | $335,000 | 2,823 |
| 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 | $335,000 | 2,056 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,888 |
| Mortgage-backed securities | $36,000 | 6,378 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,103 |
| Issued or guaranteed by U.S. | $36,000 | 6,081 |
| 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) | $6,261,000 | 1,484 |
| Available-for-sale securities (fair market value) | $1,654,000 | 7,074 |
| Total debt securities | $7,915,000 | 6,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,651,000 | 6,191 |
| U.S. Government securities | $2,591,000 | 7,186 |
| U.S. Treasury securities | $1,904,000 | 508 |
| U.S. Government agency obligations | $687,000 | 7,661 |
| Securities issued by states & political subdivisions | $5,725,000 | 2,917 |
| Other domestic debt securities | $335,000 | 2,794 |
| 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 | $335,000 | 2,068 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,904 |
| Mortgage-backed securities | $37,000 | 6,400 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,118 |
| Issued or guaranteed by U.S. | $37,000 | 6,092 |
| 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) | $6,710,000 | 1,425 |
| Available-for-sale securities (fair market value) | $1,941,000 | 7,071 |
| Total debt securities | $8,651,000 | 6,128 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,692 |
| Fair value | $205,000 | 1,691 |
| 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 | $8,245,000 | 6,286 |
| U.S. Government securities | $2,942,000 | 7,104 |
| U.S. Treasury securities | $2,253,000 | 469 |
| U.S. Government agency obligations | $689,000 | 7,705 |
| Securities issued by states & political subdivisions | $5,103,000 | 3,099 |
| Other domestic debt securities | $200,000 | 2,901 |
| 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 | $200,000 | 2,163 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,896 |
| Mortgage-backed securities | $39,000 | 6,391 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,107 |
| Issued or guaranteed by U.S. | $39,000 | 6,077 |
| 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) | $5,953,000 | 1,531 |
| Available-for-sale securities (fair market value) | $2,292,000 | 7,010 |
| Total debt securities | $8,245,000 | 6,217 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,843 |
| Fair value | $207,000 | 1,846 |
| 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 | $7,631,000 | 6,512 |
| U.S. Government securities | $3,080,000 | 7,169 |
| U.S. Treasury securities | $2,189,000 | 532 |
| U.S. Government agency obligations | $891,000 | 7,742 |
| Securities issued by states & political subdivisions | $4,242,000 | 3,341 |
| Other domestic debt securities | $309,000 | 2,592 |
| 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 | $309,000 | 1,906 |
| 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 | $850,000 | 6,257 |
| Mortgage-backed securities | $41,000 | 6,322 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,030 |
| Issued or guaranteed by U.S. | $41,000 | 6,009 |
| 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) | $5,401,000 | 1,652 |
| Available-for-sale securities (fair market value) | $2,230,000 | 7,063 |
| Total debt securities | $7,641,000 | 6,448 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,746 |
| Fair value | $860,000 | 1,741 |
| 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 | $8,120,000 | 6,454 |
| U.S. Government securities | $3,339,000 | 7,157 |
| U.S. Treasury securities | $2,146,000 | 559 |
| U.S. Government agency obligations | $1,193,000 | 7,687 |
| Securities issued by states & political subdivisions | $4,371,000 | 3,290 |
| Other domestic debt securities | $410,000 | 2,460 |
| 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 | $410,000 | 1,824 |
| 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 | $1,052,000 | 6,151 |
| Mortgage-backed securities | $43,000 | 6,283 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,983 |
| Issued or guaranteed by U.S. | $43,000 | 5,959 |
| 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) | $5,931,000 | 1,628 |
| Available-for-sale securities (fair market value) | $2,189,000 | 7,101 |
| Total debt securities | $8,120,000 | 6,394 |
| Structured notes | ||
| Amortized cost | $1,152,000 | 1,644 |
| Fair value | $1,150,000 | 1,644 |
| 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 | $7,637,000 | 6,589 |
| U.S. Government securities | $3,092,000 | 7,280 |
| U.S. Treasury securities | $1,792,000 | 713 |
| U.S. Government agency obligations | $1,300,000 | 7,708 |
| Securities issued by states & political subdivisions | $4,134,000 | 3,352 |
| Other domestic debt securities | $411,000 | 2,412 |
| 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 | $411,000 | 1,789 |
| 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 | $1,255,000 | 6,100 |
| Mortgage-backed securities | $45,000 | 6,301 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,993 |
| Issued or guaranteed by U.S. | $45,000 | 5,971 |
| 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) | $5,800,000 | 1,662 |
| Available-for-sale securities (fair market value) | $1,837,000 | 7,222 |
| Total debt securities | $7,637,000 | 6,533 |
| Structured notes | ||
| Amortized cost | $1,255,000 | 1,671 |
| Fair value | $1,240,000 | 1,679 |
| 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 | $6,564,000 | 6,876 |
| U.S. Government securities | $2,319,000 | 7,555 |
| U.S. Treasury securities | $1,216,000 | 859 |
| U.S. Government agency obligations | $1,103,000 | 7,803 |
| Securities issued by states & political subdivisions | $3,833,000 | 3,471 |
| Other domestic debt securities | $412,000 | 2,441 |
| 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 | $412,000 | 1,833 |
| 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 | $1,055,000 | 6,204 |
| Mortgage-backed securities | $48,000 | 6,312 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,003 |
| Issued or guaranteed by U.S. | $48,000 | 5,979 |
| 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) | $5,300,000 | 1,746 |
| Available-for-sale securities (fair market value) | $1,264,000 | 7,371 |
| Total debt securities | $6,564,000 | 6,829 |
| Structured notes | ||
| Amortized cost | $1,055,000 | 1,830 |
| Fair value | $1,047,000 | 1,831 |
| 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 | $5,893,000 | 7,056 |
| U.S. Government securities | $2,323,000 | 7,595 |
| U.S. Treasury securities | $1,219,000 | 901 |
| U.S. Government agency obligations | $1,104,000 | 7,856 |
| Securities issued by states & political subdivisions | $3,156,000 | 3,755 |
| Other domestic debt securities | $414,000 | 2,465 |
| 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 | $414,000 | 1,882 |
| 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 | $1,055,000 | 6,228 |
| Mortgage-backed securities | $50,000 | 6,328 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,015 |
| Issued or guaranteed by U.S. | $50,000 | 5,990 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,624,000 | 1,880 |
| Available-for-sale securities (fair market value) | $1,269,000 | 7,421 |
| Total debt securities | $5,893,000 | 7,007 |
| Structured notes | ||
| Amortized cost | $1,055,000 | 1,933 |
| Fair value | $1,039,000 | 1,939 |
| 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 | $5,597,000 | 7,201 |
| U.S. Government securities | $2,330,000 | 7,674 |
| U.S. Treasury securities | $1,222,000 | 951 |
| U.S. Government agency obligations | $1,108,000 | 7,924 |
| Securities issued by states & political subdivisions | $2,913,000 | 3,822 |
| Other domestic debt securities | $354,000 | 2,555 |
| 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 | $354,000 | 1,959 |
| 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 | $1,054,000 | 6,283 |
| Mortgage-backed securities | $54,000 | 6,357 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,040 |
| Issued or guaranteed by U.S. | $54,000 | 6,009 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,321,000 | 1,984 |
| Available-for-sale securities (fair market value) | $1,276,000 | 7,465 |
| Total debt securities | $5,597,000 | 7,145 |
| Structured notes | ||
| Amortized cost | $1,054,000 | 2,041 |
| Fair value | $1,034,000 | 2,044 |
| 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 | $5,899,000 | 7,162 |
| U.S. Government securities | $2,626,000 | 7,626 |
| U.S. Treasury securities | $1,514,000 | 920 |
| U.S. Government agency obligations | $1,112,000 | 7,974 |
| Securities issued by states & political subdivisions | $2,868,000 | 3,832 |
| Other domestic debt securities | $405,000 | 2,532 |
| 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 | $405,000 | 1,968 |
| 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 | $1,054,000 | 6,328 |
| Mortgage-backed securities | $58,000 | 6,389 |
| Certificates of participation in pools of residential mortgages | $58,000 | 6,068 |
| Issued or guaranteed by U.S. | $58,000 | 6,040 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,327,000 | 2,014 |
| Available-for-sale securities (fair market value) | $1,572,000 | 7,423 |
| Total debt securities | $5,899,000 | 7,109 |
| Structured notes | ||
| Amortized cost | $1,054,000 | 2,094 |
| Fair value | $1,034,000 | 2,092 |
| 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 | $6,052,000 | 7,163 |
| U.S. Government securities | $2,237,000 | 7,813 |
| U.S. Treasury securities | $919,000 | 1,265 |
| U.S. Government agency obligations | $1,318,000 | 7,961 |
| Securities issued by states & political subdivisions | $3,233,000 | 3,700 |
| Other domestic debt securities | $582,000 | 2,329 |
| 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 | $582,000 | 1,789 |
| 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 | $1,254,000 | 6,227 |
| Mortgage-backed securities | $64,000 | 6,406 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,072 |
| Issued or guaranteed by U.S. | $64,000 | 6,048 |
| 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) | $5,069,000 | 1,921 |
| Available-for-sale securities (fair market value) | $983,000 | 7,627 |
| Total debt securities | $6,052,000 | 7,111 |
| Structured notes | ||
| Amortized cost | $1,254,000 | 2,003 |
| Fair value | $1,229,000 | 2,019 |
| 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 | $5,771,000 | 7,280 |
| U.S. Government securities | $2,248,000 | 7,826 |
| U.S. Treasury securities | $925,000 | 1,281 |
| U.S. Government agency obligations | $1,323,000 | 8,002 |
| Securities issued by states & political subdivisions | $2,938,000 | 3,856 |
| Other domestic debt securities | $585,000 | 2,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 1,896 |
| 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 | $1,254,000 | 6,249 |
| Mortgage-backed securities | $69,000 | 6,462 |
| Certificates of participation in pools of residential mortgages | $69,000 | 6,112 |
| Issued or guaranteed by U.S. | $69,000 | 6,088 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,777,000 | 2,004 |
| Available-for-sale securities (fair market value) | $994,000 | 7,653 |
| Total debt securities | $5,771,000 | 7,225 |
| Structured notes | ||
| Amortized cost | $1,254,000 | 1,995 |
| Fair value | $1,232,000 | 2,008 |
| 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 | $6,224,000 | 7,180 |
| U.S. Government securities | $2,714,000 | 7,702 |
| U.S. Treasury securities | $1,234,000 | 1,069 |
| U.S. Government agency obligations | $1,480,000 | 7,986 |
| Securities issued by states & political subdivisions | $2,923,000 | 3,861 |
| Other domestic debt securities | $587,000 | 2,441 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $587,000 | 1,961 |
| 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 | $1,404,000 | 6,192 |
| Mortgage-backed securities | $76,000 | 6,480 |
| Certificates of participation in pools of residential mortgages | $76,000 | 6,134 |
| Issued or guaranteed by U.S. | $76,000 | 6,115 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,914,000 | 1,984 |
| Available-for-sale securities (fair market value) | $1,310,000 | 7,611 |
| Total debt securities | $6,224,000 | 7,122 |
| Structured notes | ||
| Amortized cost | $1,404,000 | 1,901 |
| Fair value | $1,386,000 | 1,907 |
| 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 | $6,558,000 | 7,160 |
| U.S. Government securities | $3,040,000 | 7,641 |
| U.S. Treasury securities | $1,550,000 | 1,012 |
| U.S. Government agency obligations | $1,490,000 | 8,007 |
| Securities issued by states & political subdivisions | $2,928,000 | 3,828 |
| Other domestic debt securities | $590,000 | 2,513 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $590,000 | 2,042 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $87,000 | 6,497 |
| Certificates of participation in pools of residential mortgages | $87,000 | 6,157 |
| Issued or guaranteed by U.S. | $87,000 | 6,134 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,921,000 | 2,003 |
| Available-for-sale securities (fair market value) | $1,637,000 | 7,554 |
| Total debt securities | $6,558,000 | 7,093 |
| Structured notes | ||
| Amortized cost | $1,403,000 | 1,890 |
| Fair value | $1,385,000 | 1,897 |
| 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 | $6,735,000 | 7,167 |
| U.S. Government securities | $3,650,000 | 7,516 |
| U.S. Treasury securities | $2,152,000 | 944 |
| U.S. Government agency obligations | $1,498,000 | 8,061 |
| Securities issued by states & political subdivisions | $2,590,000 | 4,011 |
| Other domestic debt securities | $495,000 | 2,774 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $495,000 | 2,340 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $95,000 | 6,555 |
| Certificates of participation in pools of residential mortgages | $95,000 | 6,217 |
| Issued or guaranteed by U.S. | $95,000 | 6,195 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,488,000 | 2,110 |
| Available-for-sale securities (fair market value) | $2,247,000 | 7,465 |
| Total debt securities | $6,735,000 | 7,111 |
| Structured notes | ||
| Amortized cost | $1,403,000 | 1,871 |
| Fair value | $1,399,000 | 1,871 |
| 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 | $6,404,000 | 7,284 |
| U.S. Government securities | $3,562,000 | 7,554 |
| U.S. Treasury securities | $1,854,000 | 1,088 |
| U.S. Government agency obligations | $1,708,000 | 8,016 |
| Securities issued by states & political subdivisions | $2,345,000 | 4,142 |
| Other domestic debt securities | $497,000 | 2,812 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,000 | 2,393 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $104,000 | 6,581 |
| Certificates of participation in pools of residential mortgages | $104,000 | 6,233 |
| Issued or guaranteed by U.S. | $104,000 | 6,216 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,446,000 | 2,130 |
| Available-for-sale securities (fair market value) | $1,958,000 | 7,587 |
| Total debt securities | $6,404,000 | 7,213 |
| Structured notes | ||
| Amortized cost | $1,404,000 | 1,831 |
| Fair value | $1,398,000 | 1,833 |
| 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 | $6,587,000 | 7,294 |
| U.S. Government securities | $4,202,000 | 7,384 |
| U.S. Treasury securities | $2,796,000 | 875 |
| U.S. Government agency obligations | $1,406,000 | 8,174 |
| Securities issued by states & political subdivisions | $1,886,000 | 4,433 |
| Other domestic debt securities | $499,000 | 2,852 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 2,452 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $7,000 | 7,063 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,773 |
| Issued or guaranteed by U.S. | $7,000 | 6,761 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,784,000 | 2,286 |
| Available-for-sale securities (fair market value) | $2,803,000 | 7,415 |
| Total debt securities | $6,594,000 | 7,216 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 1,911 |
| Fair value | $1,199,000 | 1,907 |
| 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 | $7,345,000 | 7,178 |
| U.S. Government securities | $5,219,000 | 7,133 |
| U.S. Treasury securities | $3,712,000 | 785 |
| U.S. Government agency obligations | $1,507,000 | 8,201 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,637 |
| Other domestic debt securities | $502,000 | 2,901 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,506 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $8,000 | 7,126 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,832 |
| Issued or guaranteed by U.S. | $8,000 | 6,820 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,625,000 | 2,319 |
| Available-for-sale securities (fair market value) | $3,720,000 | 7,266 |
| Total debt securities | $7,353,000 | 7,110 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 1,892 |
| Fair value | $1,194,000 | 1,883 |
| 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 | $6,826,000 | 7,305 |
| U.S. Government securities | $5,331,000 | 7,069 |
| U.S. Treasury securities | $4,120,000 | 707 |
| U.S. Government agency obligations | $1,211,000 | 8,275 |
| Securities issued by states & political subdivisions | $991,000 | 5,177 |
| Other domestic debt securities | $504,000 | 3,005 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,588 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $11,000 | 7,115 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,810 |
| Issued or guaranteed by U.S. | $11,000 | 6,795 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,695,000 | 2,567 |
| Available-for-sale securities (fair market value) | $4,131,000 | 7,172 |
| Total debt securities | $6,826,000 | 7,216 |
| 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 | $6,437,000 | 7,456 |
| U.S. Government securities | $5,046,000 | 7,215 |
| U.S. Treasury securities | $4,433,000 | 732 |
| U.S. Government agency obligations | $613,000 | 8,542 |
| Securities issued by states & political subdivisions | $884,000 | 5,346 |
| Other domestic debt securities | $507,000 | 3,052 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $507,000 | 2,716 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $13,000 | 7,148 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,864 |
| Issued or guaranteed by U.S. | $13,000 | 6,840 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,991,000 | 2,878 |
| Available-for-sale securities (fair market value) | $4,446,000 | 7,122 |
| Total debt securities | $6,437,000 | 7,376 |
| 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 | $6,088,000 | 7,501 |
| U.S. Government securities | $4,896,000 | 7,187 |
| U.S. Treasury securities | $4,480,000 | 716 |
| U.S. Government agency obligations | $416,000 | 8,626 |
| Securities issued by states & political subdivisions | $684,000 | 5,601 |
| Other domestic debt securities | $508,000 | 3,162 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,825 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $16,000 | 7,167 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,877 |
| Issued or guaranteed by U.S. | $16,000 | 6,854 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,592,000 | 3,074 |
| Available-for-sale securities (fair market value) | $4,496,000 | 7,072 |
| Total debt securities | $6,088,000 | 7,418 |
| 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 | $6,689,000 | 7,305 |
| U.S. Government securities | $5,494,000 | 6,926 |
| U.S. Treasury securities | $5,175,000 | 640 |
| U.S. Government agency obligations | $319,000 | 8,682 |
| Securities issued by states & political subdivisions | $685,000 | 5,582 |
| Other domestic debt securities | $510,000 | 3,244 |
| 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 | $510,000 | 2,891 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $19,000 | 7,195 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,873 |
| Issued or guaranteed by U.S. | $19,000 | 6,853 |
| 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) | $1,495,000 | 3,143 |
| Available-for-sale securities (fair market value) | $5,194,000 | 6,895 |
| Total debt securities | $6,689,000 | 7,215 |
| 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 | $6,649,000 | 7,366 |
| U.S. Government securities | $5,602,000 | 6,938 |
| U.S. Treasury securities | $5,481,000 | 626 |
| U.S. Government agency obligations | $121,000 | 8,808 |
| Securities issued by states & political subdivisions | $642,000 | 5,591 |
| Other domestic debt securities | $405,000 | 3,426 |
| 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 | $405,000 | 3,037 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $21,000 | 7,222 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,883 |
| Issued or guaranteed by U.S. | $21,000 | 6,864 |
| 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) | $1,047,000 | 3,475 |
| Available-for-sale securities (fair market value) | $5,602,000 | 6,793 |
| Total debt securities | $6,649,000 | 7,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,562,000 | 7,382 |
| U.S. Government securities | $5,630,000 | 6,936 |
| U.S. Treasury securities | $5,506,000 | 645 |
| U.S. Government agency obligations | $124,000 | 8,855 |
| Securities issued by states & political subdivisions | $642,000 | 5,596 |
| Other domestic debt securities | $290,000 | 3,599 |
| 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 | $290,000 | 3,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $24,000 | 7,225 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,863 |
| Issued or guaranteed by U.S. | $24,000 | 6,842 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $932,000 | 3,640 |
| Available-for-sale securities (fair market value) | $5,630,000 | 6,776 |
| Total debt securities | $6,562,000 | 7,296 |
| 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 | $5,200,000 | 7,871 |
| U.S. Government securities | $4,331,000 | 7,511 |
| U.S. Treasury securities | $4,294,000 | 863 |
| U.S. Government agency obligations | $37,000 | 9,141 |
| Securities issued by states & political subdivisions | $869,000 | 5,398 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $516,000 | 7,140 |
| Mortgage-backed securities | $37,000 | 7,211 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,797 |
| Issued or guaranteed by U.S. | $37,000 | 6,774 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $869,000 | 3,938 |
| Available-for-sale securities (fair market value) | $4,331,000 | 7,181 |
| Total debt securities | $5,194,000 | 7,768 |
| 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 | $4,039,000 | 8,683 |
| U.S. Government securities | $3,333,000 | 8,459 |
| U.S. Treasury securities | $3,284,000 | 1,419 |
| U.S. Government agency obligations | $49,000 | 9,432 |
| Securities issued by states & political subdivisions | $704,000 | 5,759 |
| 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 | $2,000 | 8,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 7,457 |
| Mortgage-backed securities | $49,000 | 7,114 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,669 |
| Issued or guaranteed by U.S. | $49,000 | 6,647 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $704,000 | 4,715 |
| Available-for-sale securities (fair market value) | $3,335,000 | 7,767 |
| Total debt securities | $4,037,000 | 8,576 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,569,000 | 9,161 |
| U.S. Government securities | $2,340,000 | 9,199 |
| U.S. Treasury securities | $2,279,000 | 2,528 |
| U.S. Government agency obligations | $61,000 | 9,736 |
| Securities issued by states & political subdivisions | $1,227,000 | 5,340 |
| 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 | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,649 |
| Mortgage-backed securities | $61,000 | 7,436 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,939 |
| Issued or guaranteed by U.S. | $61,000 | 6,921 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,227,000 | 4,709 |
| Available-for-sale securities (fair market value) | $2,342,000 | 8,302 |
| Total debt securities | $3,567,000 | 9,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,650,000 | 9,241 |
| U.S. Government securities | $2,429,000 | 9,248 |
| U.S. Treasury securities | $2,352,000 | 3,577 |
| U.S. Government agency obligations | $77,000 | 9,844 |
| Securities issued by states & political subdivisions | $1,219,000 | 5,485 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,008 |
| Mortgage-backed securities | $77,000 | 7,604 |
| Certificates of participation in pools of residential mortgages | $77,000 | 7,100 |
| Issued or guaranteed by U.S. | $77,000 | 7,082 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,219,000 | 5,263 |
| Available-for-sale securities (fair market value) | $2,431,000 | 8,329 |
| Total debt securities | $3,648,000 | 9,118 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,673,000 | 8,558 |
| U.S. Government securities | $5,656,000 | 8,235 |
| U.S. Treasury securities | $5,542,000 | 2,937 |
| U.S. Government agency obligations | $114,000 | 10,209 |
| Securities issued by states & political subdivisions | $1,015,000 | 5,785 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,433 |
| Mortgage-backed securities | $114,000 | 7,840 |
| Certificates of participation in pools of residential mortgages | $114,000 | 7,224 |
| Issued or guaranteed by U.S. | $114,000 | 7,197 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,015,000 | 6,278 |
| Available-for-sale securities (fair market value) | $5,658,000 | 7,200 |
| Total debt securities | $6,671,000 | 8,424 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,201,000 | 8,899 |
| U.S. Government securities | $6,129,000 | 8,620 |
| U.S. Treasury securities | $5,993,000 | 3,357 |
| U.S. Government agency obligations | $136,000 | 10,703 |
| Securities issued by states & political subdivisions | $1,072,000 | 5,977 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,832 |
| Mortgage-backed securities | $134,000 | 8,364 |
| Certificates of participation in pools of residential mortgages | $134,000 | 7,714 |
| Issued or guaranteed by U.S. | $134,000 | 7,695 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,074,000 | 6,933 |
| Available-for-sale securities (fair market value) | $6,127,000 | 7,301 |
| Total debt securities | $7,201,000 | 8,802 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,209,000 | 8,555 |
| U.S. Government securities | $8,278,000 | 8,049 |
| U.S. Treasury securities | $8,111,000 | 3,191 |
| U.S. Government agency obligations | $167,000 | 11,087 |
| Securities issued by states & political subdivisions | $931,000 | 6,462 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,000 | 9,163 |
| Mortgage-backed securities | $167,000 | 8,781 |
| Certificates of participation in pools of residential mortgages | $167,000 | 7,980 |
| Issued or guaranteed by U.S. | $167,000 | 7,948 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $931,000 | 7,446 |
| Available-for-sale securities (fair market value) | $8,278,000 | 6,698 |
| Total debt securities | $9,209,000 | 8,435 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,970,000 | 9,134 |
| U.S. Government securities | $8,549,000 | 8,403 |
| U.S. Treasury securities | $8,375,000 | 3,898 |
| U.S. Government agency obligations | $174,000 | 11,595 |
| Securities issued by states & political subdivisions | $421,000 | 7,921 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,000 | 9,697 |
| Mortgage-backed securities | $174,000 | 9,327 |
| Certificates of participation in pools of residential mortgages | $174,000 | 8,459 |
| Issued or guaranteed by U.S. | $174,000 | 8,430 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $421,000 | 11,153 |
| Available-for-sale securities (fair market value) | $8,549,000 | 5,248 |
| Total debt securities | $8,970,000 | 9,033 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,773,000 | 9,171 |
| U.S. Government securities | $9,141,000 | 8,400 |
| U.S. Treasury securities | $8,933,000 | 3,865 |
| U.S. Government agency obligations | $208,000 | 11,980 |
| Securities issued by states & political subdivisions | $632,000 | 7,544 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $333,000 | 9,926 |
| Mortgage-backed securities | $208,000 | 9,919 |
| Certificates of participation in pools of residential mortgages | $208,000 | 8,977 |
| Issued or guaranteed by U.S. | $208,000 | 8,920 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,773,000 | 9,038 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $9,726,000 | 9,270 |
| U.S. Government securities | $8,685,000 | 8,657 |
| U.S. Treasury securities | $8,452,000 | 4,012 |
| U.S. Government agency obligations | $233,000 | 12,408 |
| Securities issued by states & political subdivisions | $1,041,000 | 6,491 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,000 | 10,182 |
| Mortgage-backed securities | $233,000 | 10,395 |
| Certificates of participation in pools of residential mortgages | $233,000 | 9,353 |
| Issued or guaranteed by U.S. | $233,000 | 9,283 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,726,000 | 9,135 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |