Home > SunSouth Bank > Securities
SunSouth Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $62,563,000 | 2,307 |
| U.S. Government securities | $43,717,000 | 2,033 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $43,717,000 | 1,755 |
| Securities issued by states & political subdivisions | $13,256,000 | 2,204 |
| Other domestic debt securities | $5,590,000 | 1,296 |
| 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 | $5,590,000 | 918 |
| 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 | $25,737,000 | 2,122 |
| Mortgage-backed securities | $21,474,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,498,000 | 2,386 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,953,000 | 1,184 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,125,000 | 972 |
| Other commercial mortgage-backed securities | $4,898,000 | 716 |
| Held to maturity securities (book value) | $24,687,000 | 741 |
| Available-for-sale securities (fair market value) | $37,876,000 | 2,710 |
| Total debt securities | $62,563,000 | 2,290 |
| 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 | $64,631,000 | 2,243 |
| U.S. Government securities | $44,415,000 | 2,012 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $44,415,000 | 1,710 |
| Securities issued by states & political subdivisions | $12,772,000 | 2,220 |
| Other domestic debt securities | $7,444,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $7,444,000 | 768 |
| 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 | $27,311,000 | 1,988 |
| Mortgage-backed securities | $21,500,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,351,000 | 2,399 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,066,000 | 1,153 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,123,000 | 955 |
| Other commercial mortgage-backed securities | $4,960,000 | 700 |
| Held to maturity securities (book value) | $24,886,000 | 751 |
| Available-for-sale securities (fair market value) | $39,745,000 | 2,633 |
| Total debt securities | $64,631,000 | 2,225 |
| 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 | $62,777,000 | 2,350 |
| U.S. Government securities | $42,245,000 | 2,108 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $42,245,000 | 1,815 |
| Securities issued by states & political subdivisions | $13,110,000 | 2,253 |
| Other domestic debt securities | $7,422,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $7,422,000 | 783 |
| 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 | $19,750,000 | 2,347 |
| Mortgage-backed securities | $22,140,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,733,000 | 2,398 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,270,000 | 1,152 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,119,000 | 951 |
| Other commercial mortgage-backed securities | $5,018,000 | 697 |
| Held to maturity securities (book value) | $25,136,000 | 747 |
| Available-for-sale securities (fair market value) | $37,641,000 | 2,755 |
| Total debt securities | $62,777,000 | 2,335 |
| 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 | $62,989,000 | 2,433 |
| U.S. Government securities | $43,405,000 | 2,155 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $43,405,000 | 1,799 |
| Securities issued by states & political subdivisions | $13,160,000 | 2,309 |
| Other domestic debt securities | $6,424,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $6,424,000 | 892 |
| 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 | $20,444,000 | 2,238 |
| Mortgage-backed securities | $22,465,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,859,000 | 2,440 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,420,000 | 1,178 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,116,000 | 980 |
| Other commercial mortgage-backed securities | $5,070,000 | 710 |
| Held to maturity securities (book value) | $24,313,000 | 791 |
| Available-for-sale securities (fair market value) | $38,676,000 | 2,796 |
| Total debt securities | $62,989,000 | 2,413 |
| 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 | $65,083,000 | 2,429 |
| U.S. Government securities | $44,788,000 | 2,144 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $44,788,000 | 1,768 |
| Securities issued by states & political subdivisions | $12,994,000 | 2,352 |
| Other domestic debt securities | $7,301,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $7,301,000 | 840 |
| 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 | $20,183,000 | 2,134 |
| Mortgage-backed securities | $22,630,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,889,000 | 2,465 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,524,000 | 1,184 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,113,000 | 977 |
| Other commercial mortgage-backed securities | $5,104,000 | 711 |
| Held to maturity securities (book value) | $24,454,000 | 793 |
| Available-for-sale securities (fair market value) | $40,629,000 | 2,765 |
| Total debt securities | $65,083,000 | 2,411 |
| 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 | $64,223,000 | 2,444 |
| U.S. Government securities | $45,972,000 | 2,142 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $45,972,000 | 1,758 |
| Securities issued by states & political subdivisions | $12,938,000 | 2,353 |
| Other domestic debt securities | $5,313,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,313,000 | 986 |
| 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 | $20,727,000 | 2,051 |
| Mortgage-backed securities | $22,788,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,857,000 | 2,487 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,538,000 | 1,194 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,239,000 | 992 |
| Other commercial mortgage-backed securities | $5,154,000 | 736 |
| Held to maturity securities (book value) | $24,643,000 | 786 |
| Available-for-sale securities (fair market value) | $39,580,000 | 2,811 |
| Total debt securities | $64,223,000 | 2,427 |
| 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 | $60,536,000 | 2,541 |
| U.S. Government securities | $41,902,000 | 2,263 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $41,902,000 | 1,881 |
| Securities issued by states & political subdivisions | $13,488,000 | 2,377 |
| Other domestic debt securities | $5,146,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,146,000 | 1,004 |
| 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 | $14,752,000 | 2,363 |
| Mortgage-backed securities | $23,505,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $7,297,000 | 2,540 |
| Issued or guaranteed by U.S. | $7,297,000 | 2,470 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,885,000 | 1,255 |
| CMOs issued by government agencies or sponsored agencies | $8,885,000 | 1,188 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,323,000 | 1,004 |
| Commercial mortgage pass-through securities | $2,107,000 | 986 |
| Other commercial mortgage-backed securities | $5,216,000 | 793 |
| Held to maturity securities (book value) | $24,874,000 | 703 |
| Available-for-sale securities (fair market value) | $35,662,000 | 2,994 |
| Total debt securities | $60,536,000 | 2,529 |
| 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 | $63,983,000 | 2,433 |
| U.S. Government securities | $44,697,000 | 2,131 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $44,697,000 | 1,829 |
| Securities issued by states & political subdivisions | $14,217,000 | 2,345 |
| Other domestic debt securities | $5,069,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,069,000 | 1,001 |
| 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 | $15,217,000 | 2,300 |
| Mortgage-backed securities | $24,560,000 | 2,034 |
| Certificates of participation in pools of residential mortgages | $7,843,000 | 2,495 |
| Issued or guaranteed by U.S. | $7,843,000 | 2,433 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $11,101,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $11,101,000 | 1,094 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,616,000 | 1,112 |
| Commercial mortgage pass-through securities | $2,238,000 | 976 |
| Other commercial mortgage-backed securities | $3,378,000 | 906 |
| Held to maturity securities (book value) | $25,442,000 | 630 |
| Available-for-sale securities (fair market value) | $38,541,000 | 2,902 |
| Total debt securities | $63,983,000 | 2,422 |
| 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 | $61,942,000 | 2,409 |
| U.S. Government securities | $41,399,000 | 2,084 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $41,399,000 | 1,869 |
| Securities issued by states & political subdivisions | $15,177,000 | 2,334 |
| Other domestic debt securities | $5,366,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,366,000 | 932 |
| 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 | $16,827,000 | 2,188 |
| Mortgage-backed securities | $20,114,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $8,605,000 | 2,406 |
| Issued or guaranteed by U.S. | $8,605,000 | 2,337 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,269,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $7,269,000 | 1,323 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,240,000 | 1,215 |
| Commercial mortgage pass-through securities | $2,239,000 | 971 |
| Other commercial mortgage-backed securities | $2,001,000 | 1,042 |
| Held to maturity securities (book value) | $18,647,000 | 604 |
| Available-for-sale securities (fair market value) | $43,295,000 | 2,719 |
| Total debt securities | $61,942,000 | 2,394 |
| 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 | $58,727,000 | 2,423 |
| U.S. Government securities | $38,557,000 | 2,086 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $38,557,000 | 1,918 |
| Securities issued by states & political subdivisions | $15,194,000 | 2,312 |
| Other domestic debt securities | $4,976,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,976,000 | 913 |
| 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 | $17,367,000 | 2,128 |
| Mortgage-backed securities | $15,883,000 | 2,410 |
| Certificates of participation in pools of residential mortgages | $9,017,000 | 2,364 |
| Issued or guaranteed by U.S. | $9,017,000 | 2,306 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,519,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $3,519,000 | 1,725 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,347,000 | 1,304 |
| Commercial mortgage pass-through securities | $3,347,000 | 830 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,517,000 | 1,250 |
| Available-for-sale securities (fair market value) | $57,210,000 | 2,305 |
| Total debt securities | $58,727,000 | 2,407 |
| 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 | $62,994,000 | 2,247 |
| U.S. Government securities | $38,210,000 | 2,049 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $38,210,000 | 1,891 |
| Securities issued by states & political subdivisions | $18,189,000 | 2,085 |
| Other domestic debt securities | $6,595,000 | 1,072 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,595,000 | 738 |
| 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 | $18,173,000 | 2,061 |
| Mortgage-backed securities | $13,522,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $6,459,000 | 2,629 |
| Issued or guaranteed by U.S. | $6,459,000 | 2,553 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,676,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $3,676,000 | 1,660 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,387,000 | 1,290 |
| Commercial mortgage pass-through securities | $3,387,000 | 822 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $5,000 | 1,653 |
| Available-for-sale securities (fair market value) | $62,989,000 | 2,108 |
| Total debt securities | $62,994,000 | 2,230 |
| 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 | $61,201,000 | 2,160 |
| U.S. Government securities | $37,631,000 | 1,946 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $37,631,000 | 1,827 |
| Securities issued by states & political subdivisions | $15,820,000 | 2,177 |
| Other domestic debt securities | $7,750,000 | 946 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $7,750,000 | 619 |
| 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 | $16,252,000 | 2,151 |
| Mortgage-backed securities | $12,109,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $6,808,000 | 2,532 |
| Issued or guaranteed by U.S. | $6,808,000 | 2,457 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,963,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $1,963,000 | 1,964 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,338,000 | 1,269 |
| Commercial mortgage pass-through securities | $3,338,000 | 813 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $5,000 | 1,654 |
| Available-for-sale securities (fair market value) | $61,196,000 | 2,030 |
| Total debt securities | $61,201,000 | 2,138 |
| 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 | $56,279,000 | 2,152 |
| U.S. Government securities | $32,983,000 | 1,952 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $32,983,000 | 1,848 |
| Securities issued by states & political subdivisions | $12,301,000 | 2,391 |
| Other domestic debt securities | $10,995,000 | 744 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $10,995,000 | 493 |
| 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 | $17,152,000 | 2,077 |
| Mortgage-backed securities | $9,621,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $7,365,000 | 2,374 |
| Issued or guaranteed by U.S. | $7,365,000 | 2,307 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,256,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $2,256,000 | 1,918 |
| Privately issued | $0 | 474 |
| 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) | $7,000 | 1,640 |
| Available-for-sale securities (fair market value) | $56,272,000 | 2,020 |
| Total debt securities | $56,279,000 | 2,137 |
| 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 | $53,018,000 | 2,137 |
| U.S. Government securities | $31,005,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $31,005,000 | 1,864 |
| Securities issued by states & political subdivisions | $5,195,000 | 3,069 |
| Other domestic debt securities | $16,818,000 | 571 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $16,818,000 | 362 |
| 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 | $19,043,000 | 1,953 |
| Mortgage-backed securities | $7,457,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $1,519,000 | 3,356 |
| Issued or guaranteed by U.S. | $1,519,000 | 3,265 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,938,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $5,938,000 | 1,402 |
| Privately issued | $0 | 464 |
| 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) | $9,000 | 1,636 |
| Available-for-sale securities (fair market value) | $53,009,000 | 1,998 |
| Total debt securities | $53,018,000 | 2,118 |
| 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 | $47,431,000 | 2,248 |
| U.S. Government securities | $32,871,000 | 1,886 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $32,871,000 | 1,793 |
| Securities issued by states & political subdivisions | $3,429,000 | 3,332 |
| Other domestic debt securities | $11,131,000 | 675 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $11,131,000 | 450 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,727,000 | 2,537 |
| Mortgage-backed securities | $8,412,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 3,232 |
| Issued or guaranteed by U.S. | $1,960,000 | 3,140 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,452,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $6,452,000 | 1,388 |
| Privately issued | $0 | 454 |
| 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) | $10,000 | 1,649 |
| Available-for-sale securities (fair market value) | $47,421,000 | 2,091 |
| Total debt securities | $47,431,000 | 2,223 |
| 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 | $44,115,000 | 2,273 |
| U.S. Government securities | $34,720,000 | 1,843 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $34,720,000 | 1,746 |
| Securities issued by states & political subdivisions | $2,404,000 | 3,476 |
| Other domestic debt securities | $6,991,000 | 827 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $6,991,000 | 537 |
| 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 | $16,826,000 | 2,025 |
| Mortgage-backed securities | $8,778,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $2,032,000 | 3,230 |
| Issued or guaranteed by U.S. | $2,032,000 | 3,132 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,746,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $6,746,000 | 1,385 |
| Privately issued | $0 | 460 |
| 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) | $11,000 | 1,665 |
| Available-for-sale securities (fair market value) | $44,104,000 | 2,126 |
| Total debt securities | $44,115,000 | 2,255 |
| 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 | $37,522,000 | 2,533 |
| U.S. Government securities | $34,090,000 | 1,906 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $34,090,000 | 1,800 |
| Securities issued by states & political subdivisions | $886,000 | 3,909 |
| Other domestic debt securities | $2,546,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,546,000 | 831 |
| 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 | $13,005,000 | 2,302 |
| Mortgage-backed securities | $6,205,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 3,203 |
| Issued or guaranteed by U.S. | $2,025,000 | 3,109 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,180,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $4,180,000 | 1,658 |
| Privately issued | $0 | 457 |
| 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) | $12,000 | 1,706 |
| Available-for-sale securities (fair market value) | $37,510,000 | 2,351 |
| Total debt securities | $37,522,000 | 2,515 |
| 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 | $38,325,000 | 2,511 |
| U.S. Government securities | $34,915,000 | 1,880 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $34,915,000 | 1,789 |
| Securities issued by states & political subdivisions | $890,000 | 3,952 |
| Other domestic debt securities | $2,520,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,520,000 | 840 |
| 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 | $14,135,000 | 2,245 |
| Mortgage-backed securities | $4,709,000 | 3,175 |
| 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 | $4,709,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $4,709,000 | 1,595 |
| Privately issued | $0 | 463 |
| 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) | $13,000 | 1,775 |
| Available-for-sale securities (fair market value) | $38,312,000 | 2,332 |
| Total debt securities | $38,325,000 | 2,495 |
| 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 | $38,975,000 | 2,539 |
| U.S. Government securities | $34,906,000 | 1,926 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $34,906,000 | 1,813 |
| Securities issued by states & political subdivisions | $1,587,000 | 3,784 |
| Other domestic debt securities | $2,482,000 | 1,180 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,482,000 | 848 |
| 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 | $19,683,000 | 1,916 |
| Mortgage-backed securities | $5,077,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,077,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $5,077,000 | 1,534 |
| Privately issued | $0 | 476 |
| 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) | $14,000 | 1,820 |
| Available-for-sale securities (fair market value) | $38,961,000 | 2,348 |
| Total debt securities | $38,975,000 | 2,519 |
| 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 | $44,291,000 | 2,367 |
| U.S. Government securities | $40,273,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $40,273,000 | 1,662 |
| Securities issued by states & political subdivisions | $1,587,000 | 3,848 |
| Other domestic debt securities | $2,431,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,431,000 | 862 |
| 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 | $21,707,000 | 1,827 |
| Mortgage-backed securities | $6,429,000 | 2,978 |
| 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 | $6,429,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $6,429,000 | 1,398 |
| Privately issued | $0 | 499 |
| 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) | $15,000 | 1,846 |
| Available-for-sale securities (fair market value) | $44,276,000 | 2,173 |
| Total debt securities | $44,291,000 | 2,350 |
| 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 | $45,242,000 | 2,366 |
| U.S. Government securities | $42,286,000 | 1,709 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $42,286,000 | 1,619 |
| Securities issued by states & political subdivisions | $1,587,000 | 3,891 |
| Other domestic debt securities | $1,369,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,369,000 | 1,068 |
| 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 | $20,306,000 | 1,915 |
| Mortgage-backed securities | $6,603,000 | 2,965 |
| 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 | $6,603,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $6,603,000 | 1,368 |
| Privately issued | $0 | 498 |
| 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) | $17,000 | 1,895 |
| Available-for-sale securities (fair market value) | $45,225,000 | 2,184 |
| Total debt securities | $45,242,000 | 2,351 |
| 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 | $46,999,000 | 2,305 |
| U.S. Government securities | $43,965,000 | 1,652 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $43,965,000 | 1,567 |
| Securities issued by states & political subdivisions | $1,575,000 | 3,933 |
| Other domestic debt securities | $1,441,000 | 1,349 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,441,000 | 1,056 |
| Foreign debt securities | $18,000 | 327 |
| 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 | $20,429,000 | 1,898 |
| Mortgage-backed securities | $6,800,000 | 2,969 |
| 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 | $6,800,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $6,800,000 | 1,325 |
| Privately issued | $0 | 515 |
| 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) | $18,000 | 1,933 |
| Available-for-sale securities (fair market value) | $46,981,000 | 2,111 |
| Total debt securities | $46,999,000 | 2,286 |
| 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 | $47,684,000 | 2,309 |
| U.S. Government securities | $44,639,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $44,639,000 | 1,537 |
| Securities issued by states & political subdivisions | $1,577,000 | 3,987 |
| Other domestic debt securities | $1,468,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,468,000 | 1,054 |
| 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 | $18,291,000 | 2,084 |
| Mortgage-backed securities | $7,170,000 | 2,952 |
| 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 | $7,170,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $7,170,000 | 1,299 |
| Privately issued | $0 | 544 |
| 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) | $20,000 | 1,964 |
| Available-for-sale securities (fair market value) | $47,664,000 | 2,126 |
| Total debt securities | $47,684,000 | 2,292 |
| 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 | $44,177,000 | 2,474 |
| U.S. Government securities | $41,121,000 | 1,780 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $41,121,000 | 1,683 |
| Securities issued by states & political subdivisions | $1,582,000 | 4,022 |
| Other domestic debt securities | $1,474,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,474,000 | 1,070 |
| 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 | $18,516,000 | 2,077 |
| Mortgage-backed securities | $5,498,000 | 3,168 |
| 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 | $5,498,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $5,498,000 | 1,458 |
| Privately issued | $0 | 557 |
| 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) | $21,000 | 1,995 |
| Available-for-sale securities (fair market value) | $44,156,000 | 2,272 |
| Total debt securities | $44,177,000 | 2,455 |
| 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 | $44,307,000 | 2,495 |
| U.S. Government securities | $41,222,000 | 1,773 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $41,222,000 | 1,699 |
| Securities issued by states & political subdivisions | $1,587,000 | 4,102 |
| Other domestic debt securities | $1,498,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,498,000 | 1,093 |
| 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 | $20,344,000 | 1,989 |
| Mortgage-backed securities | $4,184,000 | 3,420 |
| 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 | $4,184,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $4,184,000 | 1,623 |
| Privately issued | $0 | 573 |
| 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) | $22,000 | 2,023 |
| Available-for-sale securities (fair market value) | $44,285,000 | 2,295 |
| Total debt securities | $44,307,000 | 2,477 |
| 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 | $44,895,000 | 2,518 |
| U.S. Government securities | $42,769,000 | 1,741 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $42,769,000 | 1,667 |
| Securities issued by states & political subdivisions | $1,599,000 | 4,151 |
| Other domestic debt securities | $527,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $527,000 | 1,398 |
| 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 | $35,832,000 | 1,384 |
| Mortgage-backed securities | $4,515,000 | 3,408 |
| 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 | $4,515,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $4,515,000 | 1,583 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $27,000 | 2,071 |
| Available-for-sale securities (fair market value) | $44,868,000 | 2,309 |
| Total debt securities | $44,895,000 | 2,500 |
| 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 | $47,503,000 | 2,455 |
| U.S. Government securities | $45,367,000 | 1,707 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $45,367,000 | 1,627 |
| Securities issued by states & political subdivisions | $1,607,000 | 4,169 |
| Other domestic debt securities | $529,000 | 1,719 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $529,000 | 1,424 |
| 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 | $33,272,000 | 1,481 |
| Mortgage-backed securities | $4,794,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,794,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $4,794,000 | 1,570 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $29,000 | 2,098 |
| Available-for-sale securities (fair market value) | $47,474,000 | 2,247 |
| Total debt securities | $47,503,000 | 2,434 |
| 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 | $46,724,000 | 2,506 |
| U.S. Government securities | $44,603,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $44,603,000 | 1,674 |
| Securities issued by states & political subdivisions | $1,590,000 | 4,221 |
| Other domestic debt securities | $531,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $531,000 | 1,456 |
| 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 | $37,899,000 | 1,348 |
| Mortgage-backed securities | $5,071,000 | 3,410 |
| 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 | $5,071,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $5,071,000 | 1,527 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $31,000 | 2,131 |
| Available-for-sale securities (fair market value) | $46,693,000 | 2,284 |
| Total debt securities | $46,720,000 | 2,489 |
| 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 | $47,655,000 | 2,448 |
| U.S. Government securities | $45,527,000 | 1,720 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $45,527,000 | 1,633 |
| Securities issued by states & political subdivisions | $1,588,000 | 4,268 |
| Other domestic debt securities | $540,000 | 1,784 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $540,000 | 1,457 |
| 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 | $36,478,000 | 1,384 |
| Mortgage-backed securities | $5,302,000 | 3,391 |
| 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 | $5,302,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $5,302,000 | 1,470 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $40,000 | 2,142 |
| Available-for-sale securities (fair market value) | $47,615,000 | 2,229 |
| Total debt securities | $47,655,000 | 2,424 |
| 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 | $40,910,000 | 2,706 |
| U.S. Government securities | $38,749,000 | 1,906 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $38,749,000 | 1,828 |
| Securities issued by states & political subdivisions | $1,619,000 | 4,269 |
| Other domestic debt securities | $542,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $542,000 | 1,460 |
| 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 | $36,863,000 | 1,389 |
| Mortgage-backed securities | $5,965,000 | 3,307 |
| 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 | $5,965,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $5,965,000 | 1,409 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $42,000 | 2,168 |
| Available-for-sale securities (fair market value) | $40,868,000 | 2,480 |
| Total debt securities | $40,910,000 | 2,687 |
| 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 | $49,539,000 | 2,431 |
| U.S. Government securities | $47,370,000 | 1,703 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $47,370,000 | 1,622 |
| Securities issued by states & political subdivisions | $1,622,000 | 4,293 |
| Other domestic debt securities | $547,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $547,000 | 1,465 |
| 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 | $35,008,000 | 1,464 |
| Mortgage-backed securities | $6,564,000 | 3,251 |
| 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 | $6,564,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $6,564,000 | 1,367 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $47,000 | 2,211 |
| Available-for-sale securities (fair market value) | $49,492,000 | 2,211 |
| Total debt securities | $49,539,000 | 2,404 |
| 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 | $54,025,000 | 2,297 |
| U.S. Government securities | $51,845,000 | 1,631 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $51,845,000 | 1,556 |
| Securities issued by states & political subdivisions | $1,629,000 | 4,322 |
| Other domestic debt securities | $551,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $551,000 | 1,476 |
| 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 | $39,450,000 | 1,352 |
| Mortgage-backed securities | $7,219,000 | 3,165 |
| 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 | $7,219,000 | 1,397 |
| CMOs issued by government agencies or sponsored agencies | $7,219,000 | 1,336 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $51,000 | 2,252 |
| Available-for-sale securities (fair market value) | $53,974,000 | 2,088 |
| Total debt securities | $54,025,000 | 2,271 |
| 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 | $56,691,000 | 2,246 |
| U.S. Government securities | $54,518,000 | 1,588 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $54,518,000 | 1,508 |
| Securities issued by states & political subdivisions | $1,616,000 | 4,376 |
| Other domestic debt securities | $557,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $557,000 | 1,461 |
| 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 | $36,447,000 | 1,420 |
| Mortgage-backed securities | $7,607,000 | 3,127 |
| 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 | $7,607,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $7,607,000 | 1,312 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $57,000 | 2,287 |
| Available-for-sale securities (fair market value) | $56,634,000 | 2,038 |
| Total debt securities | $56,691,000 | 2,225 |
| 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 | $52,271,000 | 2,414 |
| U.S. Government securities | $50,080,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $50,080,000 | 1,629 |
| Securities issued by states & political subdivisions | $1,629,000 | 4,423 |
| Other domestic debt securities | $562,000 | 1,835 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $562,000 | 1,465 |
| 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 | $27,399,000 | 1,773 |
| Mortgage-backed securities | $5,997,000 | 3,386 |
| 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 | $5,997,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $5,997,000 | 1,467 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $62,000 | 2,292 |
| Available-for-sale securities (fair market value) | $52,209,000 | 2,191 |
| Total debt securities | $52,271,000 | 2,392 |
| 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 | $45,388,000 | 2,697 |
| U.S. Government securities | $42,615,000 | 1,996 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $42,615,000 | 1,918 |
| Securities issued by states & political subdivisions | $2,203,000 | 4,275 |
| Other domestic debt securities | $570,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $570,000 | 1,470 |
| 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 | $24,782,000 | 1,931 |
| Mortgage-backed securities | $5,440,000 | 3,550 |
| 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 | $5,440,000 | 1,653 |
| CMOs issued by government agencies or sponsored agencies | $5,440,000 | 1,586 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $70,000 | 2,324 |
| Available-for-sale securities (fair market value) | $45,318,000 | 2,476 |
| Total debt securities | $45,389,000 | 2,677 |
| 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 | $41,111,000 | 2,894 |
| U.S. Government securities | $38,372,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $38,372,000 | 2,125 |
| Securities issued by states & political subdivisions | $2,239,000 | 4,281 |
| Other domestic debt securities | $500,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $500,000 | 1,570 |
| 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 | $16,615,000 | 2,508 |
| Mortgage-backed securities | $9,309,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,099 |
| Issued or guaranteed by U.S. | $1,000 | 5,090 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,308,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $9,308,000 | 1,283 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $41,111,000 | 2,647 |
| Total debt securities | $41,111,000 | 2,875 |
| 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 | $35,569,000 | 3,240 |
| U.S. Government securities | $32,858,000 | 2,482 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $32,858,000 | 2,396 |
| Securities issued by states & political subdivisions | $2,211,000 | 4,357 |
| Other domestic debt securities | $500,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $500,000 | 1,590 |
| 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 | $15,686,000 | 2,597 |
| Mortgage-backed securities | $12,275,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,179 |
| Issued or guaranteed by U.S. | $1,000 | 5,170 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,274,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $12,274,000 | 1,130 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $35,569,000 | 2,957 |
| Total debt securities | $35,570,000 | 3,219 |
| 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 | $29,195,000 | 3,692 |
| U.S. Government securities | $26,490,000 | 2,909 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $26,490,000 | 2,814 |
| Securities issued by states & political subdivisions | $2,205,000 | 4,401 |
| Other domestic debt securities | $500,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $500,000 | 1,638 |
| 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 | $17,041,000 | 2,475 |
| Mortgage-backed securities | $8,707,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 4,406 |
| Issued or guaranteed by U.S. | $1,265,000 | 4,403 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,442,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $7,442,000 | 1,461 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $29,195,000 | 3,376 |
| Total debt securities | $29,195,000 | 3,668 |
| 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 | $18,504,000 | 4,554 |
| U.S. Government securities | $16,514,000 | 3,826 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,514,000 | 3,720 |
| Securities issued by states & political subdivisions | $1,490,000 | 4,671 |
| Other domestic debt securities | $500,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $500,000 | 1,683 |
| 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 | $5,704,000 | 4,046 |
| Mortgage-backed securities | $4,320,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,304 |
| Issued or guaranteed by U.S. | $2,000 | 5,298 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,318,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $4,318,000 | 1,887 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $18,504,000 | 4,169 |
| Total debt securities | $18,504,000 | 4,530 |
| Structured notes | ||
| Amortized cost | $483,000 | 2,039 |
| Fair value | $483,000 | 2,019 |
| 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 | $10,307,000 | 5,378 |
| U.S. Government securities | $8,349,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,349,000 | 4,777 |
| Securities issued by states & political subdivisions | $1,458,000 | 4,715 |
| Other domestic debt securities | $500,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $500,000 | 1,703 |
| 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 | $5,539,000 | 4,104 |
| Mortgage-backed securities | $1,914,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,362 |
| Issued or guaranteed by U.S. | $2,000 | 5,354 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,912,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 2,429 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $10,307,000 | 4,978 |
| Total debt securities | $10,307,000 | 5,354 |
| Structured notes | ||
| Amortized cost | $482,000 | 2,091 |
| Fair value | $476,000 | 2,069 |
| 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 | $10,185,000 | 5,412 |
| U.S. Government securities | $8,260,000 | 4,893 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,260,000 | 4,799 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,765 |
| Other domestic debt securities | $500,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $500,000 | 1,741 |
| 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 | $5,401,000 | 4,142 |
| Mortgage-backed securities | $1,912,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,410 |
| Issued or guaranteed by U.S. | $2,000 | 5,401 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,910,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $1,910,000 | 2,412 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $10,185,000 | 5,026 |
| Total debt securities | $10,185,000 | 5,385 |
| Structured notes | ||
| Amortized cost | $481,000 | 2,087 |
| Fair value | $469,000 | 2,059 |
| 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 | $7,434,000 | 5,781 |
| U.S. Government securities | $5,488,000 | 5,395 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,488,000 | 5,296 |
| Securities issued by states & political subdivisions | $1,446,000 | 4,781 |
| Other domestic debt securities | $500,000 | 2,258 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $500,000 | 1,784 |
| 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 | $5,469,000 | 4,152 |
| Mortgage-backed securities | $4,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,468 |
| Issued or guaranteed by U.S. | $2,000 | 5,459 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,516 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,434,000 | 5,393 |
| Total debt securities | $7,435,000 | 5,754 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $7,612,000 | 5,773 |
| U.S. Government securities | $5,646,000 | 5,382 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,646,000 | 5,274 |
| Securities issued by states & political subdivisions | $1,466,000 | 4,760 |
| Other domestic debt securities | $500,000 | 2,321 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $500,000 | 1,823 |
| 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 | $5,627,000 | 4,120 |
| Mortgage-backed securities | $5,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,465 |
| Issued or guaranteed by U.S. | $3,000 | 5,455 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,000 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,535 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $7,612,000 | 5,391 |
| Total debt securities | $7,612,000 | 5,740 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $7,020,000 | 5,878 |
| U.S. Government securities | $4,989,000 | 5,538 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,989,000 | 5,426 |
| Securities issued by states & political subdivisions | $1,531,000 | 4,733 |
| Other domestic debt securities | $500,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $500,000 | 1,820 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,565,000 | 4,398 |
| Mortgage-backed securities | $570,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $568,000 | 4,878 |
| Issued or guaranteed by U.S. | $568,000 | 4,876 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,568 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,020,000 | 5,515 |
| Total debt securities | $7,019,000 | 5,844 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $7,530,000 | 5,854 |
| U.S. Government securities | $5,067,000 | 5,548 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,067,000 | 5,429 |
| Securities issued by states & political subdivisions | $1,963,000 | 4,575 |
| Other domestic debt securities | $500,000 | 2,317 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $500,000 | 1,774 |
| 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 | $4,565,000 | 4,401 |
| Mortgage-backed securities | $1,055,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $1,052,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,052,000 | 4,690 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,000 | 3,765 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,602 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $7,530,000 | 5,479 |
| Total debt securities | $7,531,000 | 5,824 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,966,000 | 5,892 |
| U.S. Government securities | $5,500,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,500,000 | 5,481 |
| Securities issued by states & political subdivisions | $1,966,000 | 4,586 |
| Other domestic debt securities | $500,000 | 2,387 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $500,000 | 1,842 |
| 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 | $4,139,000 | 4,557 |
| Mortgage-backed securities | $1,125,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $1,122,000 | 4,768 |
| Issued or guaranteed by U.S. | $1,122,000 | 4,765 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,000 | 3,847 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,675 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $7,966,000 | 5,509 |
| Total debt securities | $7,966,000 | 5,867 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $8,047,000 | 5,933 |
| U.S. Government securities | $5,591,000 | 5,655 |
| U.S. Treasury securities | $540,000 | 865 |
| U.S. Government agency obligations | $5,051,000 | 5,648 |
| Securities issued by states & political subdivisions | $1,956,000 | 4,574 |
| Other domestic debt securities | $500,000 | 2,373 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $500,000 | 1,827 |
| 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 | $4,732,000 | 4,444 |
| Mortgage-backed securities | $2,181,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $2,178,000 | 4,423 |
| Issued or guaranteed by U.S. | $2,178,000 | 4,422 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,000 | 3,858 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,681 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $540,000 | 2,152 |
| Available-for-sale securities (fair market value) | $7,507,000 | 5,605 |
| Total debt securities | $8,047,000 | 5,908 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $10,513,000 | 5,669 |
| U.S. Government securities | $8,485,000 | 5,234 |
| U.S. Treasury securities | $540,000 | 939 |
| U.S. Government agency obligations | $7,945,000 | 5,234 |
| Securities issued by states & political subdivisions | $1,528,000 | 4,694 |
| Other domestic debt securities | $500,000 | 2,339 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $500,000 | 1,809 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,633,000 | 3,825 |
| Mortgage-backed securities | $525,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $522,000 | 5,093 |
| Issued or guaranteed by U.S. | $522,000 | 5,088 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,000 | 3,883 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,701 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $540,000 | 2,192 |
| Available-for-sale securities (fair market value) | $9,973,000 | 5,353 |
| Total debt securities | $10,513,000 | 5,643 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $25,026,000 | 4,091 |
| U.S. Government securities | $24,136,000 | 3,246 |
| U.S. Treasury securities | $541,000 | 876 |
| U.S. Government agency obligations | $23,595,000 | 3,228 |
| Securities issued by states & political subdivisions | $390,000 | 5,390 |
| Other domestic debt securities | $500,000 | 2,329 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $500,000 | 1,729 |
| 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 | $20,040,000 | 2,157 |
| Mortgage-backed securities | $7,484,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $7,481,000 | 3,103 |
| Issued or guaranteed by U.S. | $7,481,000 | 3,103 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,000 | 3,835 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,558 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $541,000 | 2,288 |
| Available-for-sale securities (fair market value) | $24,485,000 | 3,791 |
| Total debt securities | $25,026,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,140 |
| Fair value | $4,000,000 | 1,184 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $17,971,000 | 4,722 |
| U.S. Government securities | $17,471,000 | 3,866 |
| U.S. Treasury securities | $541,000 | 922 |
| U.S. Government agency obligations | $16,930,000 | 3,850 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $500,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $500,000 | 1,701 |
| 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 | $16,474,000 | 2,425 |
| Mortgage-backed securities | $6,407,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $6,404,000 | 3,248 |
| Issued or guaranteed by U.S. | $6,404,000 | 3,245 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,550 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $541,000 | 2,317 |
| Available-for-sale securities (fair market value) | $17,430,000 | 4,380 |
| Total debt securities | $17,971,000 | 4,687 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,202 |
| Fair value | $3,993,000 | 1,251 |
| 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 | $16,938,000 | 4,919 |
| U.S. Government securities | $16,438,000 | 4,084 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,438,000 | 3,980 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $500,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $500,000 | 1,626 |
| 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 | $16,438,000 | 2,465 |
| Mortgage-backed securities | $6,495,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $6,491,000 | 3,203 |
| Issued or guaranteed by U.S. | $6,491,000 | 3,196 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,000 | 3,824 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,528 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $16,938,000 | 4,503 |
| Total debt securities | $16,938,000 | 4,878 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,342 |
| Fair value | $3,944,000 | 1,411 |
| 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 | $14,650,000 | 5,160 |
| U.S. Government securities | $14,150,000 | 4,360 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,150,000 | 4,235 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $500,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $500,000 | 1,671 |
| 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 | $14,150,000 | 2,667 |
| Mortgage-backed securities | $5,518,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $5,514,000 | 3,339 |
| Issued or guaranteed by U.S. | $5,514,000 | 3,332 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,502 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $14,650,000 | 4,745 |
| Total debt securities | $14,650,000 | 5,131 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,418 |
| Fair value | $3,785,000 | 1,494 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $14,982,000 | 5,037 |
| U.S. Government securities | $14,407,000 | 4,140 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,407,000 | 4,024 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $575,000 | 2,372 |
| 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 | $575,000 | 1,590 |
| 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 | $14,407,000 | 2,609 |
| Mortgage-backed securities | $5,801,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $5,797,000 | 3,179 |
| Issued or guaranteed by U.S. | $5,797,000 | 3,172 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,000 | 3,810 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,491 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $14,982,000 | 4,603 |
| Total debt securities | $14,983,000 | 5,001 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,305 |
| Fair value | $3,761,000 | 1,380 |
| 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 | $17,671,000 | 4,633 |
| U.S. Government securities | $17,096,000 | 3,762 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,096,000 | 3,660 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $575,000 | 2,458 |
| 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 | $575,000 | 1,606 |
| 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 | $17,096,000 | 2,366 |
| Mortgage-backed securities | $3,021,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $3,017,000 | 3,876 |
| Issued or guaranteed by U.S. | $3,017,000 | 3,867 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,000 | 3,806 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,479 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $17,671,000 | 4,232 |
| Total debt securities | $17,671,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $6,988,000 | 864 |
| Fair value | $7,018,000 | 862 |
| 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 | $21,514,000 | 4,224 |
| U.S. Government securities | $20,914,000 | 3,398 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,914,000 | 3,311 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $600,000 | 2,444 |
| 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 | $600,000 | 1,564 |
| 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 | $19,903,000 | 2,170 |
| Mortgage-backed securities | $13,000 | 6,088 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,826 |
| Issued or guaranteed by U.S. | $9,000 | 5,814 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,408 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $21,514,000 | 3,849 |
| Total debt securities | $21,518,000 | 4,185 |
| Structured notes | ||
| Amortized cost | $4,988,000 | 1,204 |
| Fair value | $5,053,000 | 1,151 |
| 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 | $22,361,000 | 4,181 |
| U.S. Government securities | $21,611,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,611,000 | 3,302 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $750,000 | 2,402 |
| 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 | $750,000 | 1,513 |
| 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 | $7,905,000 | 3,710 |
| Mortgage-backed securities | $13,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,929 |
| Issued or guaranteed by U.S. | $9,000 | 5,918 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,000 | 3,736 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,390 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $22,361,000 | 3,795 |
| Total debt securities | $22,361,000 | 4,142 |
| 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 | $14,561,000 | 5,091 |
| U.S. Government securities | $13,811,000 | 4,305 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,811,000 | 4,216 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $750,000 | 2,468 |
| 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 | $750,000 | 1,550 |
| 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 | $7,807,000 | 3,742 |
| Mortgage-backed securities | $15,000 | 6,229 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,982 |
| Issued or guaranteed by U.S. | $10,000 | 5,968 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,000 | 3,744 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,383 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $14,561,000 | 4,649 |
| Total debt securities | $14,561,000 | 5,051 |
| 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 | $25,897,000 | 3,831 |
| U.S. Government securities | $23,964,000 | 3,111 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,964,000 | 3,042 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,933,000 | 1,957 |
| 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 | $1,933,000 | 1,145 |
| 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 | $7,439,000 | 3,821 |
| Mortgage-backed securities | $15,000 | 6,310 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,073 |
| Issued or guaranteed by U.S. | $10,000 | 6,053 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,000 | 3,747 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,378 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $25,897,000 | 3,461 |
| Total debt securities | $25,896,000 | 3,798 |
| 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 | $15,984,000 | 4,922 |
| U.S. Government securities | $14,155,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,155,000 | 4,156 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,829,000 | 2,012 |
| 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 | $1,829,000 | 1,185 |
| 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 | $7,255,000 | 3,857 |
| Mortgage-backed securities | $15,000 | 6,364 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,124 |
| Issued or guaranteed by U.S. | $10,000 | 6,102 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,000 | 3,744 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,364 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $15,984,000 | 4,477 |
| Total debt securities | $15,983,000 | 4,877 |
| 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 | $11,470,000 | 5,625 |
| U.S. Government securities | $9,606,000 | 5,168 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,606,000 | 5,084 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,864,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,864,000 | 1,196 |
| 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 | $9,606,000 | 3,480 |
| Mortgage-backed securities | $5,594,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $5,589,000 | 3,618 |
| Issued or guaranteed by U.S. | $5,589,000 | 3,608 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,000 | 3,752 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,362 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $11,470,000 | 5,130 |
| Total debt securities | $11,470,000 | 5,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $12,203,000 | 5,551 |
| U.S. Government securities | $10,381,000 | 5,053 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,381,000 | 4,965 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,822,000 | 1,896 |
| 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 | $1,822,000 | 1,184 |
| 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 | $10,380,000 | 3,384 |
| Mortgage-backed securities | $5,803,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $5,798,000 | 3,526 |
| Issued or guaranteed by U.S. | $5,798,000 | 3,512 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,000 | 3,723 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,361 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $12,203,000 | 5,037 |
| Total debt securities | $12,202,000 | 5,506 |
| 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 | $11,797,000 | 5,570 |
| U.S. Government securities | $10,297,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,297,000 | 4,954 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,500,000 | 1,976 |
| 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 | $1,500,000 | 1,253 |
| 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 | $10,297,000 | 3,405 |
| Mortgage-backed securities | $9,295,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $9,289,000 | 2,759 |
| Issued or guaranteed by U.S. | $9,289,000 | 2,744 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,000 | 3,657 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,294 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $11,797,000 | 5,047 |
| Total debt securities | $11,797,000 | 5,530 |
| 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 | $11,398,000 | 5,689 |
| U.S. Government securities | $10,398,000 | 5,039 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,398,000 | 4,958 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,000,000 | 2,237 |
| 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 | $1,000,000 | 1,530 |
| 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 | $10,398,000 | 3,313 |
| Mortgage-backed securities | $9,150,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $9,144,000 | 2,779 |
| Issued or guaranteed by U.S. | $9,144,000 | 2,764 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,330 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $11,398,000 | 5,172 |
| Total debt securities | $11,398,000 | 5,630 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $11,110,000 | 5,734 |
| U.S. Government securities | $11,110,000 | 4,920 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,110,000 | 4,825 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,110,000 | 3,175 |
| Mortgage-backed securities | $9,844,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $9,838,000 | 2,569 |
| Issued or guaranteed by U.S. | $9,838,000 | 2,556 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,325 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,110,000 | 5,213 |
| Total debt securities | $11,110,000 | 5,667 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $11,801,000 | 5,708 |
| U.S. Government securities | $11,801,000 | 4,908 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,801,000 | 4,811 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,801,000 | 3,103 |
| Mortgage-backed securities | $10,047,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $10,040,000 | 2,272 |
| Issued or guaranteed by U.S. | $10,040,000 | 2,258 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,275 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $11,801,000 | 5,138 |
| Total debt securities | $11,801,000 | 5,647 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $11,916,000 | 5,741 |
| U.S. Government securities | $11,916,000 | 4,974 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,916,000 | 4,877 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,916,000 | 3,109 |
| Mortgage-backed securities | $3,100,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $3,093,000 | 3,705 |
| Issued or guaranteed by U.S. | $3,093,000 | 3,689 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,240 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $11,916,000 | 5,162 |
| Total debt securities | $11,909,000 | 5,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,909,000 | 5,743 |
| U.S. Government securities | $11,909,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,909,000 | 4,889 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,909,000 | 3,107 |
| Mortgage-backed securities | $3,167,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $3,160,000 | 3,651 |
| Issued or guaranteed by U.S. | $3,160,000 | 3,638 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,231 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,909,000 | 5,146 |
| Total debt securities | $11,909,000 | 5,684 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $13,342,000 | 5,527 |
| U.S. Government securities | $13,342,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,342,000 | 4,609 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,342,000 | 2,908 |
| Mortgage-backed securities | $3,329,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $3,322,000 | 3,568 |
| Issued or guaranteed by U.S. | $3,322,000 | 3,550 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,252 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $13,342,000 | 4,917 |
| Total debt securities | $13,342,000 | 5,480 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $13,661,000 | 5,504 |
| U.S. Government securities | $13,411,000 | 4,771 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,411,000 | 4,643 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $250,000 | 2,620 |
| 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 | $250,000 | 2,008 |
| 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 | $13,411,000 | 2,893 |
| Mortgage-backed securities | $3,422,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $3,414,000 | 3,546 |
| Issued or guaranteed by U.S. | $3,414,000 | 3,533 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,257 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $13,661,000 | 4,893 |
| Total debt securities | $13,661,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $14,333,000 | 5,416 |
| U.S. Government securities | $13,833,000 | 4,747 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,833,000 | 4,617 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $500,000 | 2,333 |
| 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 | $500,000 | 1,760 |
| 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 | $5,832,000 | 4,360 |
| Mortgage-backed securities | $356,000 | 5,837 |
| Certificates of participation in pools of residential mortgages | $348,000 | 5,468 |
| Issued or guaranteed by U.S. | $348,000 | 5,442 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,247 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,333,000 | 4,779 |
| Total debt securities | $14,333,000 | 5,366 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $14,643,000 | 5,377 |
| U.S. Government securities | $14,143,000 | 4,679 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,143,000 | 4,532 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $500,000 | 2,349 |
| 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 | $500,000 | 1,793 |
| 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 | $5,744,000 | 4,381 |
| Mortgage-backed securities | $357,000 | 5,864 |
| Certificates of participation in pools of residential mortgages | $348,000 | 5,504 |
| Issued or guaranteed by U.S. | $348,000 | 5,479 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,240 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,643,000 | 4,727 |
| Total debt securities | $14,643,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $10,646,000 | 6,151 |
| U.S. Government securities | $9,796,000 | 5,623 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,796,000 | 5,492 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $850,000 | 2,149 |
| 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 | $850,000 | 1,634 |
| 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 | $5,813,000 | 4,380 |
| Mortgage-backed securities | $376,000 | 5,882 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,500 |
| Issued or guaranteed by U.S. | $367,000 | 5,477 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,241 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $10,646,000 | 5,460 |
| Total debt securities | $10,646,000 | 6,095 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,357,000 | 6,050 |
| U.S. Government securities | $10,507,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,507,000 | 5,318 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $850,000 | 2,235 |
| 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 | $850,000 | 1,743 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,512,000 | 4,426 |
| Mortgage-backed securities | $391,000 | 5,931 |
| Certificates of participation in pools of residential mortgages | $381,000 | 5,523 |
| Issued or guaranteed by U.S. | $381,000 | 5,498 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $10,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,260 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $11,357,000 | 5,347 |
| Total debt securities | $11,357,000 | 5,992 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $6,413,000 | 7,144 |
| U.S. Government securities | $5,563,000 | 6,792 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,563,000 | 6,649 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $850,000 | 2,260 |
| 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 | $850,000 | 1,799 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,548,000 | 4,440 |
| Mortgage-backed securities | $410,000 | 5,953 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,545 |
| Issued or guaranteed by U.S. | $399,000 | 5,525 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,000 | 3,621 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,269 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,413,000 | 6,390 |
| Total debt securities | $6,413,000 | 7,088 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $6,492,000 | 7,173 |
| U.S. Government securities | $5,642,000 | 6,804 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,642,000 | 6,658 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $850,000 | 2,341 |
| 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 | $850,000 | 1,887 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,627,000 | 4,389 |
| Mortgage-backed securities | $439,000 | 5,987 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,571 |
| Issued or guaranteed by U.S. | $427,000 | 5,545 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $12,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,294 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,492,000 | 6,397 |
| Total debt securities | $6,492,000 | 7,108 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,666,000 | 7,184 |
| U.S. Government securities | $5,816,000 | 6,836 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,816,000 | 6,681 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $850,000 | 2,411 |
| 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 | $850,000 | 1,975 |
| 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 | $5,801,000 | 4,366 |
| Mortgage-backed securities | $440,000 | 6,053 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,643 |
| Issued or guaranteed by U.S. | $428,000 | 5,624 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,355 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,666,000 | 6,396 |
| Total debt securities | $6,666,000 | 7,126 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $7,028,000 | 7,116 |
| U.S. Government securities | $6,178,000 | 6,720 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,178,000 | 6,566 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $850,000 | 2,443 |
| 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 | $850,000 | 2,041 |
| 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 | $5,911,000 | 4,324 |
| Mortgage-backed securities | $468,000 | 6,073 |
| Certificates of participation in pools of residential mortgages | $454,000 | 5,652 |
| Issued or guaranteed by U.S. | $454,000 | 5,635 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $14,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,378 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,028,000 | 6,339 |
| Total debt securities | $7,028,000 | 7,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,077,000 | 7,157 |
| U.S. Government securities | $5,976,000 | 6,824 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,976,000 | 6,663 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,101,000 | 2,221 |
| 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 | $1,101,000 | 1,845 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,960,000 | 4,286 |
| Mortgage-backed securities | $485,000 | 6,106 |
| Certificates of participation in pools of residential mortgages | $470,000 | 5,661 |
| Issued or guaranteed by U.S. | $470,000 | 5,645 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,000 | 3,734 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,398 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,077,000 | 6,354 |
| Total debt securities | $7,077,000 | 7,088 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,984,000 | 7,273 |
| U.S. Government securities | $5,889,000 | 6,925 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,889,000 | 6,765 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,095,000 | 2,321 |
| 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 | $1,095,000 | 1,945 |
| 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 | $5,363,000 | 4,467 |
| Mortgage-backed securities | $485,000 | 6,175 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,739 |
| Issued or guaranteed by U.S. | $467,000 | 5,725 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,000 | 3,794 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,463 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,984,000 | 6,461 |
| Total debt securities | $6,984,000 | 7,201 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,290,000 | 7,189 |
| U.S. Government securities | $6,185,000 | 6,778 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,185,000 | 6,618 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,105,000 | 2,412 |
| 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 | $1,105,000 | 2,038 |
| 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 | $5,679,000 | 4,317 |
| Mortgage-backed securities | $529,000 | 6,155 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,709 |
| Issued or guaranteed by U.S. | $509,000 | 5,692 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $20,000 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,526 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $7,290,000 | 6,391 |
| Total debt securities | $7,290,000 | 7,098 |
| 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 | $9,581,000 | 6,712 |
| U.S. Government securities | $8,480,000 | 6,190 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,480,000 | 6,013 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,101,000 | 2,462 |
| 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 | $1,101,000 | 2,156 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,410,000 | 4,324 |
| Mortgage-backed securities | $1,982,000 | 5,188 |
| Certificates of participation in pools of residential mortgages | $1,950,000 | 4,639 |
| Issued or guaranteed by U.S. | $1,950,000 | 4,619 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $32,000 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,684 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,581,000 | 5,959 |
| Total debt securities | $9,581,000 | 6,634 |
| 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 | $10,093,000 | 6,533 |
| U.S. Government securities | $8,991,000 | 5,888 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,991,000 | 5,714 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,102,000 | 2,569 |
| 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 | $1,102,000 | 2,261 |
| 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 | $5,383,000 | 4,280 |
| Mortgage-backed securities | $2,066,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $1,998,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,998,000 | 4,566 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $68,000 | 3,860 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,662 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,093,000 | 5,788 |
| Total debt securities | $10,093,000 | 6,431 |
| 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 | $7,606,000 | 7,052 |
| U.S. Government securities | $6,495,000 | 6,573 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,495,000 | 6,391 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,111,000 | 2,643 |
| 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 | $1,111,000 | 2,322 |
| 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 | $6,216,000 | 3,959 |
| Mortgage-backed securities | $155,000 | 6,749 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,748 |
| Issued or guaranteed by U.S. | $34,000 | 6,729 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $121,000 | 3,926 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,739 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,606,000 | 6,275 |
| Total debt securities | $7,606,000 | 6,952 |
| 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 | $7,489,000 | 7,129 |
| U.S. Government securities | $6,387,000 | 6,653 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,387,000 | 6,463 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $252,000 | 3,600 |
| 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 | $252,000 | 3,194 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $850,000 | 1,472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,733,000 | 4,163 |
| Mortgage-backed securities | $266,000 | 6,613 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,757 |
| Issued or guaranteed by U.S. | $37,000 | 6,739 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $229,000 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 3,687 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,489,000 | 6,327 |
| Total debt securities | $6,639,000 | 7,271 |
| 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 | $7,779,000 | 7,081 |
| U.S. Government securities | $6,525,000 | 6,642 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,525,000 | 6,439 |
| Securities issued by states & political subdivisions | $155,000 | 6,486 |
| Other domestic debt securities | $249,000 | 3,675 |
| 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 | $249,000 | 3,259 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $850,000 | 1,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,843,000 | 4,115 |
| Mortgage-backed securities | $410,000 | 6,444 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,764 |
| Issued or guaranteed by U.S. | $38,000 | 6,745 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $372,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 3,583 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $7,779,000 | 6,249 |
| Total debt securities | $6,929,000 | 7,211 |
| 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 | $9,333,000 | 6,667 |
| U.S. Government securities | $6,536,000 | 6,629 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,536,000 | 6,396 |
| Securities issued by states & political subdivisions | $795,000 | 5,506 |
| Other domestic debt securities | $750,000 | 3,123 |
| 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 | $750,000 | 2,695 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,252,000 | 1,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,874,000 | 4,062 |
| Mortgage-backed securities | $1,170,000 | 5,761 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,755 |
| Issued or guaranteed by U.S. | $44,000 | 6,733 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,126,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $1,126,000 | 3,014 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $9,333,000 | 5,784 |
| Total debt securities | $8,081,000 | 6,913 |
| 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 | $15,397,000 | 5,494 |
| U.S. Government securities | $12,059,000 | 5,245 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,059,000 | 4,929 |
| Securities issued by states & political subdivisions | $2,931,000 | 3,748 |
| 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 | $407,000 | 4,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,215,000 | 4,563 |
| Mortgage-backed securities | $1,700,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $94,000 | 6,421 |
| Issued or guaranteed by U.S. | $94,000 | 6,400 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,606,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $1,606,000 | 2,335 |
| 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) | $326,000 | 5,121 |
| Available-for-sale securities (fair market value) | $15,071,000 | 4,588 |
| Total debt securities | $14,990,000 | 5,441 |
| Structured notes | ||
| Amortized cost | $299,000 | 744 |
| Fair value | $297,000 | 737 |
| 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 | $14,488,000 | 5,913 |
| U.S. Government securities | $11,365,000 | 5,695 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,365,000 | 5,182 |
| Securities issued by states & political subdivisions | $3,020,000 | 3,900 |
| 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 | $103,000 | 6,709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,926,000 | 4,658 |
| Mortgage-backed securities | $1,739,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $154,000 | 6,519 |
| Issued or guaranteed by U.S. | $154,000 | 6,501 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,585,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $1,585,000 | 2,504 |
| 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) | $448,000 | 5,416 |
| Available-for-sale securities (fair market value) | $14,040,000 | 4,928 |
| Total debt securities | $14,385,000 | 5,823 |
| Structured notes | ||
| Amortized cost | $299,000 | 1,066 |
| Fair value | $278,000 | 1,073 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $13,902,000 | 6,052 |
| U.S. Government securities | $10,417,000 | 5,967 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $10,417,000 | 5,161 |
| Securities issued by states & political subdivisions | $3,282,000 | 3,800 |
| 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 | $203,000 | 5,399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,220,000 | 4,173 |
| Mortgage-backed securities | $2,244,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $258,000 | 6,466 |
| Issued or guaranteed by U.S. | $258,000 | 6,445 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,986,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $1,986,000 | 2,516 |
| 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) | $482,000 | 5,925 |
| Available-for-sale securities (fair market value) | $13,420,000 | 4,940 |
| Total debt securities | $13,699,000 | 5,975 |
| Structured notes | ||
| Amortized cost | $299,000 | 1,321 |
| Fair value | $302,000 | 1,273 |
| 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 | $12,016,000 | 6,801 |
| U.S. Government securities | $10,361,000 | 6,349 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $10,361,000 | 5,107 |
| Securities issued by states & political subdivisions | $1,585,000 | 5,038 |
| 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 | $70,000 | 6,762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,242,000 | 3,969 |
| Mortgage-backed securities | $572,000 | 6,858 |
| Certificates of participation in pools of residential mortgages | $572,000 | 6,025 |
| Issued or guaranteed by U.S. | $572,000 | 6,005 |
| 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) | $743,000 | 6,555 |
| Available-for-sale securities (fair market value) | $11,273,000 | 5,379 |
| Total debt securities | $11,946,000 | 6,683 |
| Structured notes | ||
| Amortized cost | $550,000 | 1,750 |
| Fair value | $547,000 | 1,759 |
| 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 | $11,108,000 | 7,551 |
| U.S. Government securities | $9,662,000 | 7,139 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $9,662,000 | 5,618 |
| Securities issued by states & political subdivisions | $1,377,000 | 5,513 |
| 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 | $69,000 | 6,779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,225,000 | 4,501 |
| Mortgage-backed securities | $505,000 | 7,538 |
| Certificates of participation in pools of residential mortgages | $505,000 | 6,652 |
| Issued or guaranteed by U.S. | $505,000 | 6,633 |
| 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) | $764,000 | 7,207 |
| Available-for-sale securities (fair market value) | $10,344,000 | 5,890 |
| Total debt securities | $11,039,000 | 7,439 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $495,000 | 2,663 |
| 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 | $13,646,000 | 7,079 |
| U.S. Government securities | $12,041,000 | 6,579 |
| U.S. Treasury securities | $496,000 | 9,547 |
| U.S. Government agency obligations | $11,545,000 | 5,005 |
| Securities issued by states & political subdivisions | $1,605,000 | 5,402 |
| 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 | $6,875,000 | 3,852 |
| Mortgage-backed securities | $547,000 | 7,921 |
| Certificates of participation in pools of residential mortgages | $547,000 | 6,893 |
| Issued or guaranteed by U.S. | $547,000 | 6,862 |
| 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) | $1,217,000 | 7,245 |
| Available-for-sale securities (fair market value) | $12,429,000 | 5,451 |
| Total debt securities | $13,646,000 | 6,940 |
| Structured notes | ||
| Amortized cost | $1,693,000 | 1,949 |
| Fair value | $1,691,000 | 1,926 |
| 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 | $10,783,000 | 8,476 |
| U.S. Government securities | $8,396,000 | 8,467 |
| U.S. Treasury securities | $2,227,000 | 7,956 |
| U.S. Government agency obligations | $6,169,000 | 7,046 |
| Securities issued by states & political subdivisions | $2,387,000 | 4,743 |
| 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 | $2,720,000 | 6,323 |
| Mortgage-backed securities | $376,000 | 8,796 |
| Certificates of participation in pools of residential mortgages | $376,000 | 7,759 |
| Issued or guaranteed by U.S. | $376,000 | 7,733 |
| 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) | $4,092,000 | 8,539 |
| Available-for-sale securities (fair market value) | $6,691,000 | 6,031 |
| Total debt securities | $10,783,000 | 8,353 |
| 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 | $10,125,000 | 9,032 |
| U.S. Government securities | $8,096,000 | 8,833 |
| U.S. Treasury securities | $4,087,000 | 6,352 |
| U.S. Government agency obligations | $4,009,000 | 8,601 |
| Securities issued by states & political subdivisions | $2,029,000 | 5,275 |
| 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 | $2,725,000 | 6,229 |
| Mortgage-backed securities | $697,000 | 8,893 |
| Certificates of participation in pools of residential mortgages | $581,000 | 7,884 |
| Issued or guaranteed by U.S. | $581,000 | 7,830 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $116,000 | 6,575 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 6,235 |
| 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 | $10,125,000 | 8,898 |
| 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 | $8,116,000 | 9,969 |
| U.S. Government securities | $6,607,000 | 9,803 |
| U.S. Treasury securities | $2,291,000 | 8,364 |
| U.S. Government agency obligations | $4,316,000 | 8,468 |
| Securities issued by states & political subdivisions | $1,459,000 | 5,753 |
| Other domestic debt securities | $50,000 | 7,040 |
| Privately issued residential mortgage-backed securities | $50,000 | 3,781 |
| 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 | $2,395,000 | 6,642 |
| Mortgage-backed securities | $1,326,000 | 8,476 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 7,378 |
| Issued or guaranteed by U.S. | $1,078,000 | 7,320 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $248,000 | 6,512 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 6,170 |
| Privately issued | $50,000 | 3,250 |
| 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 | $8,116,000 | 9,828 |
| 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 |