Home > The Bank of Milan > Securities
The Bank of Milan, Securities
| 2023-12-31 | Rank | |
| Total securities | $30,094,000 | 3,191 |
| U.S. Government securities | $13,502,000 | 3,345 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $13,502,000 | 2,990 |
| Securities issued by states & political subdivisions | $14,902,000 | 2,084 |
| Other domestic debt securities | $1,690,000 | 1,840 |
| 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 | $1,690,000 | 1,411 |
| 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 | $7,626,000 | 3,121 |
| Mortgage-backed securities | $7,948,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,948,000 | 2,225 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,482,000 | 1,348 |
| Available-for-sale securities (fair market value) | $27,612,000 | 3,024 |
| Total debt securities | $30,093,000 | 3,170 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,655,000 | 627 |
| 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 | $28,946,000 | 3,232 |
| U.S. Government securities | $13,255,000 | 3,390 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $13,255,000 | 2,993 |
| Securities issued by states & political subdivisions | $14,067,000 | 2,124 |
| Other domestic debt securities | $1,624,000 | 1,844 |
| 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 | $1,624,000 | 1,415 |
| 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 | $7,020,000 | 3,142 |
| Mortgage-backed securities | $7,874,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,874,000 | 2,227 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,486,000 | 1,370 |
| Available-for-sale securities (fair market value) | $26,460,000 | 3,072 |
| Total debt securities | $28,947,000 | 3,208 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 558 |
| Fair value | $1,576,000 | 652 |
| 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 | $30,123,000 | 3,248 |
| U.S. Government securities | $13,852,000 | 3,399 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $13,852,000 | 3,002 |
| Securities issued by states & political subdivisions | $14,629,000 | 2,148 |
| Other domestic debt securities | $1,642,000 | 1,849 |
| 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 | $1,642,000 | 1,425 |
| 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 | $7,232,000 | 3,099 |
| Mortgage-backed securities | $8,399,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,399,000 | 2,218 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,491,000 | 1,384 |
| Available-for-sale securities (fair market value) | $27,632,000 | 3,085 |
| Total debt securities | $30,124,000 | 3,226 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 597 |
| Fair value | $1,599,000 | 694 |
| 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 | $32,490,000 | 3,245 |
| U.S. Government securities | $14,342,000 | 3,441 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $14,342,000 | 2,979 |
| Securities issued by states & political subdivisions | $15,980,000 | 2,108 |
| Other domestic debt securities | $2,168,000 | 1,768 |
| 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 | $2,168,000 | 1,350 |
| 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 | $7,392,000 | 3,022 |
| Mortgage-backed securities | $8,851,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,851,000 | 2,225 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,995,000 | 1,379 |
| Available-for-sale securities (fair market value) | $29,495,000 | 3,096 |
| Total debt securities | $32,490,000 | 3,219 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,629,000 | 721 |
| 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 | $32,877,000 | 3,268 |
| U.S. Government securities | $14,443,000 | 3,452 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $14,443,000 | 2,968 |
| Securities issued by states & political subdivisions | $16,305,000 | 2,134 |
| Other domestic debt securities | $2,129,000 | 1,803 |
| 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 | $2,129,000 | 1,373 |
| 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 | $6,960,000 | 2,979 |
| Mortgage-backed securities | $8,993,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,993,000 | 2,241 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,001,000 | 1,390 |
| Available-for-sale securities (fair market value) | $29,876,000 | 3,112 |
| Total debt securities | $32,877,000 | 3,243 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,590,000 | 755 |
| 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 | $32,790,000 | 3,284 |
| U.S. Government securities | $14,533,000 | 3,467 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $14,533,000 | 2,987 |
| Securities issued by states & political subdivisions | $16,130,000 | 2,148 |
| Other domestic debt securities | $2,127,000 | 1,775 |
| 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 | $2,127,000 | 1,378 |
| 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 | $6,110,000 | 3,019 |
| Mortgage-backed securities | $9,094,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,094,000 | 2,244 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $3,006,000 | 1,370 |
| Available-for-sale securities (fair market value) | $29,784,000 | 3,132 |
| Total debt securities | $32,792,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,590,000 | 741 |
| 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 | $34,295,000 | 3,275 |
| U.S. Government securities | $15,433,000 | 3,437 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $15,433,000 | 2,961 |
| Securities issued by states & political subdivisions | $16,641,000 | 2,179 |
| Other domestic debt securities | $2,221,000 | 1,661 |
| 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 | $2,221,000 | 1,358 |
| 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 | $6,359,000 | 3,004 |
| Mortgage-backed securities | $9,833,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $9,833,000 | 2,273 |
| Issued or guaranteed by U.S. | $9,833,000 | 2,213 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $3,012,000 | 1,299 |
| Available-for-sale securities (fair market value) | $31,283,000 | 3,118 |
| Total debt securities | $34,295,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,700,000 | 720 |
| 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 | $34,616,000 | 3,216 |
| U.S. Government securities | $15,950,000 | 3,317 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $15,950,000 | 2,922 |
| Securities issued by states & political subdivisions | $16,327,000 | 2,217 |
| Other domestic debt securities | $2,339,000 | 1,632 |
| 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 | $2,339,000 | 1,328 |
| 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 | $6,709,000 | 2,935 |
| Mortgage-backed securities | $10,108,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $10,108,000 | 2,269 |
| Issued or guaranteed by U.S. | $10,108,000 | 2,213 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,593,000 | 1,241 |
| Available-for-sale securities (fair market value) | $32,023,000 | 3,095 |
| Total debt securities | $34,615,000 | 3,198 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 544 |
| Fair value | $1,821,000 | 622 |
| 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 | $31,807,000 | 3,242 |
| U.S. Government securities | $12,063,000 | 3,442 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $12,063,000 | 3,142 |
| Securities issued by states & political subdivisions | $17,267,000 | 2,205 |
| Other domestic debt securities | $2,477,000 | 1,564 |
| 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 | $2,477,000 | 1,246 |
| 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 | $7,103,000 | 2,919 |
| Mortgage-backed securities | $7,156,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $7,156,000 | 2,554 |
| Issued or guaranteed by U.S. | $7,156,000 | 2,475 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,603,000 | 1,134 |
| Available-for-sale securities (fair market value) | $29,204,000 | 3,130 |
| Total debt securities | $31,806,000 | 3,218 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 573 |
| Fair value | $1,459,000 | 607 |
| 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 | $27,330,000 | 3,345 |
| U.S. Government securities | $8,913,000 | 3,637 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $8,913,000 | 3,392 |
| Securities issued by states & political subdivisions | $15,902,000 | 2,262 |
| Other domestic debt securities | $2,515,000 | 1,485 |
| 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 | $2,515,000 | 1,163 |
| 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 | $2,466,000 | 3,538 |
| Mortgage-backed securities | $5,466,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $5,466,000 | 2,760 |
| Issued or guaranteed by U.S. | $5,466,000 | 2,687 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,614,000 | 1,235 |
| Available-for-sale securities (fair market value) | $25,716,000 | 3,207 |
| Total debt securities | $27,330,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 509 |
| Fair value | $1,488,000 | 537 |
| 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 | $27,332,000 | 3,309 |
| U.S. Government securities | $9,090,000 | 3,583 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $9,090,000 | 3,359 |
| Securities issued by states & political subdivisions | $15,733,000 | 2,240 |
| Other domestic debt securities | $2,509,000 | 1,447 |
| 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 | $2,509,000 | 1,109 |
| 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 | $2,501,000 | 3,541 |
| Mortgage-backed securities | $2,160,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $2,160,000 | 3,274 |
| Issued or guaranteed by U.S. | $2,160,000 | 3,174 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,624,000 | 1,218 |
| Available-for-sale securities (fair market value) | $25,708,000 | 3,180 |
| Total debt securities | $27,332,000 | 3,285 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 456 |
| Fair value | $1,479,000 | 473 |
| 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 | $26,174,000 | 3,260 |
| U.S. Government securities | $8,321,000 | 3,545 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $8,321,000 | 3,371 |
| Securities issued by states & political subdivisions | $15,857,000 | 2,175 |
| Other domestic debt securities | $1,996,000 | 1,501 |
| 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 | $1,996,000 | 1,139 |
| 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 | $2,502,000 | 3,545 |
| Mortgage-backed securities | $2,420,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $2,420,000 | 3,173 |
| Issued or guaranteed by U.S. | $2,420,000 | 3,081 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,634,000 | 1,192 |
| Available-for-sale securities (fair market value) | $24,540,000 | 3,127 |
| Total debt securities | $26,173,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 361 |
| Fair value | $970,000 | 426 |
| 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 | $24,684,000 | 3,198 |
| U.S. Government securities | $7,788,000 | 3,487 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,788,000 | 3,335 |
| Securities issued by states & political subdivisions | $15,356,000 | 2,174 |
| Other domestic debt securities | $1,540,000 | 1,545 |
| 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 | $1,540,000 | 1,171 |
| 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 | $3,526,000 | 3,356 |
| Mortgage-backed securities | $2,773,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $2,773,000 | 3,056 |
| Issued or guaranteed by U.S. | $2,773,000 | 2,980 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| 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) | $1,642,000 | 1,186 |
| Available-for-sale securities (fair market value) | $23,042,000 | 3,074 |
| Total debt securities | $24,685,000 | 3,177 |
| Structured notes | ||
| Amortized cost | $500,000 | 256 |
| Fair value | $499,000 | 282 |
| 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 | $22,427,000 | 3,229 |
| U.S. Government securities | $7,715,000 | 3,492 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,715,000 | 3,337 |
| Securities issued by states & political subdivisions | $13,164,000 | 2,228 |
| Other domestic debt securities | $1,548,000 | 1,512 |
| 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 | $1,548,000 | 1,140 |
| 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 | $3,539,000 | 3,383 |
| Mortgage-backed securities | $3,177,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $3,177,000 | 2,969 |
| Issued or guaranteed by U.S. | $3,177,000 | 2,883 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $1,652,000 | 1,182 |
| Available-for-sale securities (fair market value) | $20,775,000 | 3,102 |
| Total debt securities | $22,427,000 | 3,209 |
| Structured notes | ||
| Amortized cost | $500,000 | 251 |
| Fair value | $509,000 | 254 |
| 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 | $20,929,000 | 3,264 |
| U.S. Government securities | $7,607,000 | 3,514 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,607,000 | 3,361 |
| Securities issued by states & political subdivisions | $11,785,000 | 2,260 |
| Other domestic debt securities | $1,537,000 | 1,455 |
| 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 | $1,537,000 | 1,095 |
| 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 | $2,551,000 | 3,594 |
| Mortgage-backed securities | $3,552,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $3,552,000 | 2,900 |
| Issued or guaranteed by U.S. | $3,552,000 | 2,820 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| 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) | $1,664,000 | 1,182 |
| Available-for-sale securities (fair market value) | $19,265,000 | 3,144 |
| Total debt securities | $20,929,000 | 3,242 |
| Structured notes | ||
| Amortized cost | $500,000 | 285 |
| Fair value | $500,000 | 296 |
| 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 | $21,171,000 | 3,235 |
| U.S. Government securities | $8,076,000 | 3,520 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,076,000 | 3,364 |
| Securities issued by states & political subdivisions | $11,659,000 | 2,147 |
| Other domestic debt securities | $1,436,000 | 1,432 |
| 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 | $1,436,000 | 1,059 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,000 | 3,604 |
| Mortgage-backed securities | $3,027,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $3,027,000 | 3,015 |
| Issued or guaranteed by U.S. | $3,027,000 | 2,923 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $2,173,000 | 1,118 |
| Available-for-sale securities (fair market value) | $18,998,000 | 3,144 |
| Total debt securities | $21,171,000 | 3,211 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $427,000 | 481 |
| 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 | $20,277,000 | 3,342 |
| U.S. Government securities | $7,515,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,515,000 | 3,513 |
| Securities issued by states & political subdivisions | $11,270,000 | 2,167 |
| Other domestic debt securities | $1,492,000 | 1,386 |
| 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 | $1,492,000 | 1,023 |
| 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 | $4,264,000 | 3,337 |
| Mortgage-backed securities | $3,067,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $3,067,000 | 2,970 |
| Issued or guaranteed by U.S. | $3,067,000 | 2,887 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $1,184,000 | 1,315 |
| Available-for-sale securities (fair market value) | $19,093,000 | 3,188 |
| Total debt securities | $20,276,000 | 3,318 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 187 |
| Fair value | $3,469,000 | 189 |
| 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 | $19,736,000 | 3,423 |
| U.S. Government securities | $7,741,000 | 3,706 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,741,000 | 3,539 |
| Securities issued by states & political subdivisions | $10,513,000 | 2,264 |
| Other domestic debt securities | $1,482,000 | 1,398 |
| 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 | $1,482,000 | 1,024 |
| 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 | $4,328,000 | 3,394 |
| Mortgage-backed securities | $3,246,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $3,246,000 | 2,928 |
| Issued or guaranteed by U.S. | $3,246,000 | 2,840 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $1,194,000 | 1,367 |
| Available-for-sale securities (fair market value) | $18,542,000 | 3,246 |
| Total debt securities | $19,736,000 | 3,400 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 257 |
| Fair value | $3,473,000 | 264 |
| 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 | $20,176,000 | 3,457 |
| U.S. Government securities | $8,334,000 | 3,701 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,334,000 | 3,532 |
| Securities issued by states & political subdivisions | $10,377,000 | 2,320 |
| Other domestic debt securities | $1,465,000 | 1,389 |
| 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 | $1,465,000 | 1,044 |
| 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 | $4,268,000 | 3,449 |
| Mortgage-backed securities | $3,389,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $3,389,000 | 2,915 |
| Issued or guaranteed by U.S. | $3,389,000 | 2,834 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| 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) | $1,705,000 | 1,338 |
| Available-for-sale securities (fair market value) | $18,471,000 | 3,317 |
| Total debt securities | $20,176,000 | 3,435 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 257 |
| Fair value | $3,936,000 | 269 |
| 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 | $19,956,000 | 3,512 |
| U.S. Government securities | $8,344,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,344,000 | 3,577 |
| Securities issued by states & political subdivisions | $10,182,000 | 2,403 |
| Other domestic debt securities | $1,430,000 | 1,401 |
| 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 | $1,430,000 | 1,054 |
| 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 | $4,178,000 | 3,521 |
| Mortgage-backed securities | $3,492,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $3,492,000 | 2,920 |
| Issued or guaranteed by U.S. | $3,492,000 | 2,833 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $1,717,000 | 1,348 |
| Available-for-sale securities (fair market value) | $18,239,000 | 3,368 |
| Total debt securities | $19,956,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 262 |
| Fair value | $3,857,000 | 273 |
| 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 | $19,200,000 | 3,602 |
| U.S. Government securities | $8,327,000 | 3,778 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,327,000 | 3,607 |
| Securities issued by states & political subdivisions | $9,425,000 | 2,568 |
| Other domestic debt securities | $1,448,000 | 1,380 |
| 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 | $1,448,000 | 1,049 |
| 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 | $5,420,000 | 3,349 |
| Mortgage-backed securities | $3,566,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $3,565,000 | 2,920 |
| Issued or guaranteed by U.S. | $3,565,000 | 2,862 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,907 |
| 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) | $1,726,000 | 1,375 |
| Available-for-sale securities (fair market value) | $17,474,000 | 3,451 |
| Total debt securities | $19,200,000 | 3,579 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 277 |
| Fair value | $3,835,000 | 288 |
| 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 | $18,805,000 | 3,662 |
| U.S. Government securities | $8,313,000 | 3,827 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,313,000 | 3,671 |
| Securities issued by states & political subdivisions | $9,055,000 | 2,634 |
| Other domestic debt securities | $1,437,000 | 1,353 |
| 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 | $1,437,000 | 1,060 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,448,000 | 3,378 |
| Mortgage-backed securities | $3,636,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $3,635,000 | 2,946 |
| Issued or guaranteed by U.S. | $3,635,000 | 2,924 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,916 |
| 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) | $1,736,000 | 1,401 |
| Available-for-sale securities (fair market value) | $17,069,000 | 3,501 |
| Total debt securities | $18,806,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 273 |
| Fair value | $3,766,000 | 287 |
| 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 | $19,754,000 | 3,643 |
| U.S. Government securities | $8,510,000 | 3,803 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,510,000 | 3,646 |
| Securities issued by states & political subdivisions | $9,801,000 | 2,587 |
| Other domestic debt securities | $1,443,000 | 1,503 |
| 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 | $1,443,000 | 1,060 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,870,000 | 3,903 |
| Mortgage-backed securities | $3,794,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $3,793,000 | 2,948 |
| Issued or guaranteed by U.S. | $3,793,000 | 2,801 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,943 |
| 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) | $1,749,000 | 1,431 |
| Available-for-sale securities (fair market value) | $18,005,000 | 3,491 |
| Total debt securities | $19,754,000 | 3,622 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 277 |
| Fair value | $3,793,000 | 293 |
| 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 | $21,516,000 | 3,570 |
| U.S. Government securities | $8,673,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,673,000 | 3,707 |
| Securities issued by states & political subdivisions | $10,880,000 | 2,502 |
| Other domestic debt securities | $1,963,000 | 1,219 |
| 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 | $1,963,000 | 962 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,873,000 | 3,952 |
| Mortgage-backed securities | $3,946,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $3,945,000 | 2,972 |
| Issued or guaranteed by U.S. | $3,945,000 | 2,967 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,947 |
| 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) | $1,760,000 | 1,450 |
| Available-for-sale securities (fair market value) | $19,756,000 | 3,403 |
| Total debt securities | $21,517,000 | 3,548 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 266 |
| Fair value | $3,806,000 | 285 |
| 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 | $24,194,000 | 3,447 |
| U.S. Government securities | $8,947,000 | 3,855 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,947,000 | 3,709 |
| Securities issued by states & political subdivisions | $12,732,000 | 2,396 |
| Other domestic debt securities | $2,515,000 | 1,095 |
| 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 | $2,515,000 | 860 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,900,000 | 4,003 |
| Mortgage-backed securities | $4,148,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $4,147,000 | 2,973 |
| Issued or guaranteed by U.S. | $4,147,000 | 2,970 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,956 |
| 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) | $1,774,000 | 1,485 |
| Available-for-sale securities (fair market value) | $22,420,000 | 3,291 |
| Total debt securities | $24,194,000 | 3,422 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 262 |
| Fair value | $3,858,000 | 280 |
| 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 | $23,674,000 | 3,522 |
| U.S. Government securities | $9,201,000 | 3,844 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,201,000 | 3,700 |
| Securities issued by states & political subdivisions | $12,430,000 | 2,447 |
| Other domestic debt securities | $2,043,000 | 1,203 |
| 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 | $2,043,000 | 961 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,435,000 | 4,168 |
| Mortgage-backed securities | $4,335,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $4,334,000 | 2,999 |
| Issued or guaranteed by U.S. | $4,334,000 | 2,997 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,988 |
| 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) | $1,788,000 | 1,531 |
| Available-for-sale securities (fair market value) | $21,886,000 | 3,356 |
| Total debt securities | $23,674,000 | 3,498 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 310 |
| Fair value | $3,410,000 | 319 |
| 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 | $24,151,000 | 3,546 |
| U.S. Government securities | $9,403,000 | 3,869 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,403,000 | 3,736 |
| Securities issued by states & political subdivisions | $12,199,000 | 2,498 |
| Other domestic debt securities | $2,549,000 | 1,139 |
| 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 | $2,549,000 | 909 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,922,000 | 3,868 |
| Mortgage-backed securities | $4,501,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $4,500,000 | 2,999 |
| Issued or guaranteed by U.S. | $4,500,000 | 2,997 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,011 |
| 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) | $1,803,000 | 1,551 |
| Available-for-sale securities (fair market value) | $22,348,000 | 3,372 |
| Total debt securities | $24,151,000 | 3,519 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 293 |
| Fair value | $3,929,000 | 310 |
| 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 | $23,659,000 | 3,619 |
| U.S. Government securities | $9,399,000 | 3,912 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,399,000 | 3,774 |
| Securities issued by states & political subdivisions | $11,736,000 | 2,571 |
| Other domestic debt securities | $2,524,000 | 1,181 |
| 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 | $2,524,000 | 936 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,901,000 | 4,138 |
| Mortgage-backed securities | $4,591,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $4,590,000 | 3,039 |
| Issued or guaranteed by U.S. | $4,590,000 | 3,035 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,058 |
| 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) | $1,817,000 | 1,573 |
| Available-for-sale securities (fair market value) | $21,842,000 | 3,428 |
| Total debt securities | $23,659,000 | 3,595 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 314 |
| Fair value | $3,864,000 | 331 |
| 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 | $22,681,000 | 3,682 |
| U.S. Government securities | $8,993,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,993,000 | 3,831 |
| Securities issued by states & political subdivisions | $11,174,000 | 2,639 |
| Other domestic debt securities | $2,514,000 | 1,171 |
| 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 | $2,514,000 | 925 |
| 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 | $1,919,000 | 4,429 |
| Mortgage-backed securities | $4,207,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $4,205,000 | 3,123 |
| Issued or guaranteed by U.S. | $4,205,000 | 3,119 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,000 | 3,159 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,050 |
| 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) | $1,831,000 | 1,587 |
| Available-for-sale securities (fair market value) | $20,850,000 | 3,494 |
| Total debt securities | $22,681,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 297 |
| Fair value | $3,826,000 | 312 |
| 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 | $22,407,000 | 3,694 |
| U.S. Government securities | $8,219,000 | 4,096 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,219,000 | 3,973 |
| Securities issued by states & political subdivisions | $11,594,000 | 2,594 |
| Other domestic debt securities | $2,594,000 | 1,162 |
| 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 | $2,594,000 | 916 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 4,464 |
| Mortgage-backed securities | $3,726,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $3,724,000 | 3,247 |
| Issued or guaranteed by U.S. | $3,724,000 | 3,246 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,082 |
| 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) | $1,843,000 | 1,603 |
| Available-for-sale securities (fair market value) | $20,564,000 | 3,515 |
| Total debt securities | $22,407,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 271 |
| Fair value | $3,990,000 | 290 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $22,570,000 | 3,755 |
| U.S. Government securities | $8,351,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,351,000 | 4,051 |
| Securities issued by states & political subdivisions | $11,644,000 | 2,603 |
| Other domestic debt securities | $2,575,000 | 1,181 |
| 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 | $2,575,000 | 928 |
| 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 | $1,996,000 | 4,565 |
| Mortgage-backed securities | $3,861,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $3,859,000 | 3,261 |
| Issued or guaranteed by U.S. | $3,859,000 | 3,257 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,112 |
| 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) | $1,863,000 | 1,653 |
| Available-for-sale securities (fair market value) | $20,707,000 | 3,572 |
| Total debt securities | $22,570,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 332 |
| Fair value | $3,999,000 | 345 |
| 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 | $22,112,000 | 3,838 |
| U.S. Government securities | $8,497,000 | 4,260 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,497,000 | 4,148 |
| Securities issued by states & political subdivisions | $11,019,000 | 2,665 |
| Other domestic debt securities | $2,596,000 | 1,184 |
| 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 | $2,596,000 | 926 |
| 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 | $1,999,000 | 4,591 |
| Mortgage-backed securities | $4,000,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $3,998,000 | 3,252 |
| Issued or guaranteed by U.S. | $3,998,000 | 3,251 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,140 |
| 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) | $2,877,000 | 1,537 |
| Available-for-sale securities (fair market value) | $19,235,000 | 3,707 |
| Total debt securities | $22,112,000 | 3,814 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 329 |
| Fair value | $4,995,000 | 344 |
| 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 | $24,529,000 | 3,695 |
| U.S. Government securities | $9,511,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,511,000 | 4,038 |
| Securities issued by states & political subdivisions | $12,437,000 | 2,526 |
| Other domestic debt securities | $2,581,000 | 1,163 |
| 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 | $2,581,000 | 903 |
| 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 | $2,465,000 | 4,498 |
| Mortgage-backed securities | $4,074,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $4,071,000 | 3,242 |
| Issued or guaranteed by U.S. | $4,071,000 | 3,240 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,172 |
| 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) | $2,392,000 | 1,639 |
| Available-for-sale securities (fair market value) | $22,137,000 | 3,541 |
| Total debt securities | $24,529,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 326 |
| Fair value | $5,929,000 | 341 |
| 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 | $24,367,000 | 3,766 |
| U.S. Government securities | $10,125,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,125,000 | 4,040 |
| Securities issued by states & political subdivisions | $11,665,000 | 2,619 |
| Other domestic debt securities | $2,577,000 | 1,176 |
| 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 | $2,577,000 | 920 |
| 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 | $2,465,000 | 4,574 |
| Mortgage-backed securities | $4,687,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $4,684,000 | 3,133 |
| Issued or guaranteed by U.S. | $4,684,000 | 3,130 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,218 |
| 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) | $2,416,000 | 1,644 |
| Available-for-sale securities (fair market value) | $21,951,000 | 3,621 |
| Total debt securities | $24,367,000 | 3,742 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 381 |
| Fair value | $5,931,000 | 398 |
| 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 | $24,345,000 | 3,848 |
| U.S. Government securities | $10,218,000 | 4,280 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,218,000 | 4,165 |
| Securities issued by states & political subdivisions | $11,560,000 | 2,646 |
| Other domestic debt securities | $2,567,000 | 1,190 |
| 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 | $2,567,000 | 923 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,946,000 | 4,759 |
| Mortgage-backed securities | $4,843,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $4,840,000 | 3,179 |
| Issued or guaranteed by U.S. | $4,840,000 | 3,177 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,268 |
| 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) | $2,436,000 | 1,666 |
| Available-for-sale securities (fair market value) | $21,909,000 | 3,706 |
| Total debt securities | $24,345,000 | 3,828 |
| Structured notes | ||
| Amortized cost | $6,000 | 1,968 |
| Fair value | $6,000 | 1,969 |
| 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 | $25,260,000 | 3,837 |
| U.S. Government securities | $11,077,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,077,000 | 4,110 |
| Securities issued by states & political subdivisions | $11,567,000 | 2,624 |
| Other domestic debt securities | $2,616,000 | 1,191 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,616,000 | 913 |
| 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 | $2,484,000 | 4,683 |
| Mortgage-backed securities | $5,103,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $5,100,000 | 3,192 |
| Issued or guaranteed by U.S. | $5,100,000 | 3,190 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,290 |
| 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) | $2,953,000 | 1,603 |
| Available-for-sale securities (fair market value) | $22,307,000 | 3,702 |
| Total debt securities | $25,260,000 | 3,812 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 502 |
| Fair value | $5,981,000 | 521 |
| 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 | $25,572,000 | 3,856 |
| U.S. Government securities | $11,567,000 | 4,231 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,567,000 | 4,117 |
| Securities issued by states & political subdivisions | $11,424,000 | 2,651 |
| Other domestic debt securities | $2,581,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,581,000 | 921 |
| 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 | $2,443,000 | 4,753 |
| Mortgage-backed securities | $5,653,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $5,649,000 | 3,156 |
| Issued or guaranteed by U.S. | $5,649,000 | 3,154 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,324 |
| 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) | $3,167,000 | 1,584 |
| Available-for-sale securities (fair market value) | $22,405,000 | 3,742 |
| Total debt securities | $25,572,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 547 |
| Fair value | $5,888,000 | 563 |
| 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 | $24,742,000 | 4,010 |
| U.S. Government securities | $11,638,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,638,000 | 4,225 |
| Securities issued by states & political subdivisions | $10,557,000 | 2,795 |
| Other domestic debt securities | $2,547,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,547,000 | 959 |
| 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 | $2,398,000 | 4,817 |
| Mortgage-backed securities | $5,788,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $5,784,000 | 3,213 |
| Issued or guaranteed by U.S. | $5,784,000 | 3,210 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,377 |
| 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) | $3,195,000 | 1,614 |
| Available-for-sale securities (fair market value) | $21,547,000 | 3,892 |
| Total debt securities | $24,742,000 | 3,974 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 607 |
| Fair value | $5,762,000 | 621 |
| 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 | $25,040,000 | 4,026 |
| U.S. Government securities | $11,840,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,840,000 | 4,275 |
| Securities issued by states & political subdivisions | $10,652,000 | 2,802 |
| Other domestic debt securities | $2,548,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,548,000 | 984 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,896,000 | 5,016 |
| Mortgage-backed securities | $6,029,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $6,025,000 | 3,231 |
| Issued or guaranteed by U.S. | $6,025,000 | 3,230 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,000 | 3,557 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,420 |
| 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) | $3,226,000 | 1,627 |
| Available-for-sale securities (fair market value) | $21,814,000 | 3,918 |
| Total debt securities | $25,040,000 | 3,994 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 631 |
| Fair value | $5,709,000 | 648 |
| 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 | $25,287,000 | 4,040 |
| U.S. Government securities | $11,922,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,922,000 | 4,305 |
| Securities issued by states & political subdivisions | $10,388,000 | 2,844 |
| Other domestic debt securities | $2,977,000 | 1,242 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,977,000 | 942 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,855,000 | 5,068 |
| Mortgage-backed securities | $6,190,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $6,185,000 | 3,225 |
| Issued or guaranteed by U.S. | $6,185,000 | 3,224 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,451 |
| 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) | $2,257,000 | 1,743 |
| Available-for-sale securities (fair market value) | $23,030,000 | 3,844 |
| Total debt securities | $25,287,000 | 4,013 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 604 |
| Fair value | $6,040,000 | 624 |
| 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 | $24,408,000 | 4,111 |
| U.S. Government securities | $12,070,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,070,000 | 4,268 |
| Securities issued by states & political subdivisions | $9,393,000 | 2,989 |
| Other domestic debt securities | $2,945,000 | 1,285 |
| 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 | $2,945,000 | 964 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,913,000 | 5,084 |
| Mortgage-backed securities | $6,410,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $6,404,000 | 3,197 |
| Issued or guaranteed by U.S. | $6,404,000 | 3,194 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,452 |
| 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) | $2,274,000 | 1,728 |
| Available-for-sale securities (fair market value) | $22,134,000 | 3,917 |
| Total debt securities | $24,408,000 | 4,077 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 592 |
| Fair value | $5,924,000 | 614 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $25,680,000 | 4,040 |
| U.S. Government securities | $12,394,000 | 4,359 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,394,000 | 4,257 |
| Securities issued by states & political subdivisions | $10,333,000 | 2,856 |
| Other domestic debt securities | $2,953,000 | 1,318 |
| 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 | $2,953,000 | 997 |
| 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 | $1,922,000 | 5,125 |
| Mortgage-backed securities | $6,689,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $6,683,000 | 3,160 |
| Issued or guaranteed by U.S. | $6,683,000 | 3,157 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,490 |
| 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) | $2,296,000 | 1,700 |
| Available-for-sale securities (fair market value) | $23,384,000 | 3,849 |
| Total debt securities | $25,680,000 | 4,010 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 583 |
| Fair value | $6,009,000 | 596 |
| 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 | $25,893,000 | 4,008 |
| U.S. Government securities | $12,795,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,795,000 | 4,201 |
| Securities issued by states & political subdivisions | $10,136,000 | 2,868 |
| Other domestic debt securities | $2,962,000 | 1,337 |
| 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 | $2,962,000 | 1,005 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,939,000 | 5,159 |
| Mortgage-backed securities | $7,027,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $7,020,000 | 3,091 |
| Issued or guaranteed by U.S. | $7,020,000 | 3,088 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,503 |
| 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) | $2,324,000 | 1,633 |
| Available-for-sale securities (fair market value) | $23,569,000 | 3,850 |
| Total debt securities | $25,893,000 | 3,974 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 569 |
| Fair value | $6,129,000 | 588 |
| 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 | $25,529,000 | 4,044 |
| U.S. Government securities | $12,270,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,270,000 | 4,304 |
| Securities issued by states & political subdivisions | $10,662,000 | 2,770 |
| Other domestic debt securities | $2,597,000 | 1,414 |
| 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 | $2,597,000 | 1,045 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,000 | 5,345 |
| Mortgage-backed securities | $7,778,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $7,770,000 | 2,996 |
| Issued or guaranteed by U.S. | $7,770,000 | 2,995 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,529 |
| 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) | $1,359,000 | 1,797 |
| Available-for-sale securities (fair market value) | $24,170,000 | 3,843 |
| Total debt securities | $25,529,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 702 |
| Fair value | $4,989,000 | 720 |
| 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 | $24,343,000 | 4,094 |
| U.S. Government securities | $11,584,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,584,000 | 4,361 |
| Securities issued by states & political subdivisions | $10,147,000 | 2,813 |
| Other domestic debt securities | $2,612,000 | 1,397 |
| 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 | $2,612,000 | 1,018 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,754,000 | 4,943 |
| Mortgage-backed securities | $5,083,000 | 4,061 |
| Certificates of participation in pools of residential mortgages | $5,075,000 | 3,510 |
| Issued or guaranteed by U.S. | $5,075,000 | 3,509 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,000 | 3,738 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,576 |
| 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) | $2,399,000 | 1,604 |
| Available-for-sale securities (fair market value) | $21,944,000 | 3,959 |
| Total debt securities | $24,343,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 565 |
| Fair value | $6,989,000 | 585 |
| 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 | $23,884,000 | 4,174 |
| U.S. Government securities | $11,871,000 | 4,532 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,871,000 | 4,437 |
| Securities issued by states & political subdivisions | $9,407,000 | 2,903 |
| Other domestic debt securities | $2,606,000 | 1,438 |
| 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 | $2,606,000 | 1,062 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,259,000 | 4,825 |
| Mortgage-backed securities | $3,373,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $3,364,000 | 4,065 |
| Issued or guaranteed by U.S. | $3,364,000 | 4,063 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,000 | 3,811 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,637 |
| 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) | $2,442,000 | 1,631 |
| Available-for-sale securities (fair market value) | $21,442,000 | 4,053 |
| Total debt securities | $23,884,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 479 |
| Fair value | $8,990,000 | 485 |
| 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 | $22,574,000 | 4,343 |
| U.S. Government securities | $13,233,000 | 4,397 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,233,000 | 4,303 |
| Securities issued by states & political subdivisions | $7,314,000 | 3,211 |
| Other domestic debt securities | $2,027,000 | 1,621 |
| 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 | $2,027,000 | 1,200 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,265,000 | 4,867 |
| Mortgage-backed securities | $3,706,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $3,696,000 | 4,013 |
| Issued or guaranteed by U.S. | $3,696,000 | 4,010 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,000 | 3,825 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,647 |
| 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) | $1,481,000 | 1,817 |
| Available-for-sale securities (fair market value) | $21,093,000 | 4,136 |
| Total debt securities | $22,574,000 | 4,309 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 495 |
| Fair value | $10,024,000 | 499 |
| 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 | $27,233,000 | 3,949 |
| U.S. Government securities | $18,917,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,917,000 | 3,747 |
| Securities issued by states & political subdivisions | $7,816,000 | 3,019 |
| 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 | $2,716,000 | 5,100 |
| Mortgage-backed securities | $5,524,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $5,513,000 | 3,586 |
| Issued or guaranteed by U.S. | $5,513,000 | 3,581 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,000 | 3,846 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,663 |
| 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) | $1,517,000 | 1,851 |
| Available-for-sale securities (fair market value) | $25,716,000 | 3,754 |
| Total debt securities | $27,233,000 | 3,919 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 427 |
| Fair value | $13,882,000 | 433 |
| 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 | $23,484,000 | 4,239 |
| U.S. Government securities | $15,704,000 | 4,126 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,704,000 | 4,038 |
| Securities issued by states & political subdivisions | $7,780,000 | 2,987 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,754,000 | 4,850 |
| Mortgage-backed securities | $5,949,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $5,937,000 | 3,419 |
| Issued or guaranteed by U.S. | $5,937,000 | 3,418 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $12,000 | 3,793 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,518 |
| 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) | $1,302,000 | 1,993 |
| Available-for-sale securities (fair market value) | $22,182,000 | 4,011 |
| Total debt securities | $23,484,000 | 4,212 |
| Structured notes | ||
| Amortized cost | $9,748,000 | 578 |
| Fair value | $9,751,000 | 579 |
| 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 | $22,152,000 | 4,294 |
| U.S. Government securities | $15,247,000 | 4,138 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,247,000 | 4,044 |
| Securities issued by states & political subdivisions | $6,905,000 | 3,089 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| 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 | $2,759,000 | 4,867 |
| Mortgage-backed securities | $5,482,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $5,470,000 | 3,448 |
| Issued or guaranteed by U.S. | $5,470,000 | 3,443 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $12,000 | 3,788 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,507 |
| 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) | $2,340,000 | 1,737 |
| Available-for-sale securities (fair market value) | $19,812,000 | 4,152 |
| Total debt securities | $22,151,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $9,747,000 | 602 |
| Fair value | $9,762,000 | 605 |
| 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 | $21,746,000 | 4,377 |
| U.S. Government securities | $15,528,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,528,000 | 4,094 |
| Securities issued by states & political subdivisions | $6,218,000 | 3,204 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| 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 | $2,006,000 | 5,175 |
| Mortgage-backed securities | $5,064,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $5,051,000 | 3,520 |
| Issued or guaranteed by U.S. | $5,051,000 | 3,508 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $13,000 | 3,786 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,489 |
| 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) | $2,124,000 | 1,821 |
| Available-for-sale securities (fair market value) | $19,622,000 | 4,221 |
| Total debt securities | $21,746,000 | 4,344 |
| Structured notes | ||
| Amortized cost | $9,973,000 | 710 |
| Fair value | $9,958,000 | 707 |
| 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 | $21,752,000 | 4,344 |
| U.S. Government securities | $16,072,000 | 4,097 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,072,000 | 3,974 |
| Securities issued by states & political subdivisions | $5,680,000 | 3,305 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| 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 | $2,962,000 | 4,867 |
| Mortgage-backed securities | $4,366,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $4,352,000 | 3,607 |
| Issued or guaranteed by U.S. | $4,352,000 | 3,599 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $14,000 | 3,757 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,459 |
| 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) | $2,156,000 | 1,836 |
| Available-for-sale securities (fair market value) | $19,596,000 | 4,200 |
| Total debt securities | $21,752,000 | 4,308 |
| Structured notes | ||
| Amortized cost | $11,471,000 | 632 |
| Fair value | $11,168,000 | 643 |
| 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 | $20,816,000 | 4,305 |
| U.S. Government securities | $15,571,000 | 3,988 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,571,000 | 3,871 |
| Securities issued by states & political subdivisions | $5,245,000 | 3,386 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,000 | 5,251 |
| Mortgage-backed securities | $4,816,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $4,801,000 | 3,395 |
| Issued or guaranteed by U.S. | $4,801,000 | 3,389 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,000 | 3,765 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,446 |
| 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) | $2,207,000 | 1,841 |
| Available-for-sale securities (fair market value) | $18,609,000 | 4,190 |
| Total debt securities | $20,816,000 | 4,274 |
| Structured notes | ||
| Amortized cost | $10,497,000 | 636 |
| Fair value | $10,216,000 | 639 |
| 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 | $17,027,000 | 4,706 |
| U.S. Government securities | $14,738,000 | 4,079 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,738,000 | 3,965 |
| Securities issued by states & political subdivisions | $2,289,000 | 4,228 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,017,000 | 5,285 |
| Mortgage-backed securities | $5,496,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $5,480,000 | 3,205 |
| Issued or guaranteed by U.S. | $5,480,000 | 3,198 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,000 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,433 |
| 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) | $1,267,000 | 2,109 |
| Available-for-sale securities (fair market value) | $15,760,000 | 4,457 |
| Total debt securities | $17,025,000 | 4,662 |
| Structured notes | ||
| Amortized cost | $6,497,000 | 909 |
| Fair value | $6,527,000 | 908 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $22,375,000 | 4,132 |
| U.S. Government securities | $20,686,000 | 3,420 |
| U.S. Treasury securities | $151,000 | 1,066 |
| U.S. Government agency obligations | $20,535,000 | 3,351 |
| Securities issued by states & political subdivisions | $1,689,000 | 4,445 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,023,000 | 5,331 |
| Mortgage-backed securities | $6,807,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $6,790,000 | 2,956 |
| Issued or guaranteed by U.S. | $6,790,000 | 2,947 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,000 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,357 |
| 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) | $1,326,000 | 2,168 |
| Available-for-sale securities (fair market value) | $21,049,000 | 3,887 |
| Total debt securities | $22,376,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $6,200,000 | 995 |
| Fair value | $6,215,000 | 999 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $23,753,000 | 4,026 |
| U.S. Government securities | $22,087,000 | 3,332 |
| U.S. Treasury securities | $151,000 | 1,078 |
| U.S. Government agency obligations | $21,936,000 | 3,266 |
| Securities issued by states & political subdivisions | $1,666,000 | 4,452 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,003,000 | 5,419 |
| Mortgage-backed securities | $12,071,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $12,054,000 | 2,267 |
| Issued or guaranteed by U.S. | $12,054,000 | 2,262 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,000 | 3,681 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,337 |
| 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) | $1,894,000 | 2,054 |
| Available-for-sale securities (fair market value) | $21,859,000 | 3,841 |
| Total debt securities | $23,753,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,692 |
| Fair value | $2,169,000 | 1,700 |
| 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 | $23,803,000 | 3,998 |
| U.S. Government securities | $23,147,000 | 3,205 |
| U.S. Treasury securities | $152,000 | 1,025 |
| U.S. Government agency obligations | $22,995,000 | 3,152 |
| Securities issued by states & political subdivisions | $656,000 | 5,130 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,138,000 | 5,385 |
| Mortgage-backed securities | $11,706,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $11,687,000 | 2,380 |
| Issued or guaranteed by U.S. | $11,687,000 | 2,373 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $19,000 | 3,694 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,337 |
| 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) | $2,001,000 | 2,046 |
| Available-for-sale securities (fair market value) | $21,802,000 | 3,827 |
| Total debt securities | $23,803,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,443 |
| Fair value | $2,133,000 | 1,453 |
| 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 | $24,041,000 | 4,005 |
| U.S. Government securities | $23,826,000 | 3,119 |
| U.S. Treasury securities | $153,000 | 990 |
| U.S. Government agency obligations | $23,673,000 | 3,066 |
| Securities issued by states & political subdivisions | $215,000 | 5,635 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,151,000 | 5,417 |
| Mortgage-backed securities | $15,474,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $15,453,000 | 2,080 |
| Issued or guaranteed by U.S. | $15,453,000 | 2,070 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,000 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,320 |
| 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) | $2,147,000 | 2,099 |
| Available-for-sale securities (fair market value) | $21,894,000 | 3,824 |
| Total debt securities | $24,042,000 | 3,967 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $499,000 | 2,125 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $14,730,000 | 5,082 |
| U.S. Government securities | $14,530,000 | 4,172 |
| U.S. Treasury securities | $153,000 | 978 |
| U.S. Government agency obligations | $14,377,000 | 4,117 |
| Securities issued by states & political subdivisions | $200,000 | 5,698 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,658,000 | 5,229 |
| Mortgage-backed securities | $7,840,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $7,818,000 | 3,068 |
| Issued or guaranteed by U.S. | $7,818,000 | 3,056 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $22,000 | 3,688 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,312 |
| 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) | $2,785,000 | 1,964 |
| Available-for-sale securities (fair market value) | $11,945,000 | 5,011 |
| Total debt securities | $14,731,000 | 5,033 |
| 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 | $23,813,000 | 4,001 |
| U.S. Government securities | $23,360,000 | 3,172 |
| U.S. Treasury securities | $153,000 | 919 |
| U.S. Government agency obligations | $23,207,000 | 3,125 |
| Securities issued by states & political subdivisions | $453,000 | 5,326 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,003,000 | 4,811 |
| Mortgage-backed securities | $17,152,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $17,129,000 | 2,032 |
| Issued or guaranteed by U.S. | $17,129,000 | 2,018 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,000 | 3,693 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,306 |
| 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) | $2,462,000 | 2,057 |
| Available-for-sale securities (fair market value) | $21,351,000 | 3,843 |
| Total debt securities | $23,812,000 | 3,970 |
| 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 | $23,536,000 | 4,039 |
| U.S. Government securities | $23,081,000 | 3,199 |
| U.S. Treasury securities | $155,000 | 905 |
| U.S. Government agency obligations | $22,926,000 | 3,149 |
| Securities issued by states & political subdivisions | $455,000 | 5,295 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,298,000 | 4,757 |
| Mortgage-backed securities | $15,786,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $15,763,000 | 2,077 |
| Issued or guaranteed by U.S. | $15,763,000 | 2,062 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,303 |
| 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) | $2,003,000 | 2,183 |
| Available-for-sale securities (fair market value) | $21,533,000 | 3,811 |
| Total debt securities | $23,536,000 | 4,001 |
| 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 | $24,532,000 | 3,853 |
| U.S. Government securities | $24,275,000 | 3,023 |
| U.S. Treasury securities | $151,000 | 958 |
| U.S. Government agency obligations | $24,124,000 | 2,978 |
| Securities issued by states & political subdivisions | $257,000 | 5,518 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,356,000 | 4,728 |
| Mortgage-backed securities | $15,126,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $15,102,000 | 2,067 |
| Issued or guaranteed by U.S. | $15,102,000 | 2,054 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $24,000 | 3,592 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,232 |
| 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) | $1,491,000 | 2,360 |
| Available-for-sale securities (fair market value) | $23,041,000 | 3,578 |
| Total debt securities | $24,531,000 | 3,826 |
| 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 | $25,187,000 | 3,859 |
| U.S. Government securities | $24,282,000 | 3,082 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $24,282,000 | 3,025 |
| Securities issued by states & political subdivisions | $257,000 | 5,576 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $648,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,349,000 | 4,718 |
| Mortgage-backed securities | $14,786,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $14,760,000 | 2,080 |
| Issued or guaranteed by U.S. | $14,760,000 | 2,069 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $26,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,261 |
| 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) | $1,491,000 | 2,374 |
| Available-for-sale securities (fair market value) | $23,696,000 | 3,569 |
| Total debt securities | $24,538,000 | 3,876 |
| 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 | $22,928,000 | 4,078 |
| U.S. Government securities | $21,598,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,598,000 | 3,281 |
| Securities issued by states & political subdivisions | $711,000 | 5,095 |
| 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 | $619,000 | 1,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,415,000 | 4,676 |
| Mortgage-backed securities | $15,495,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $15,468,000 | 1,961 |
| Issued or guaranteed by U.S. | $15,468,000 | 1,950 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,000 | 3,592 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,241 |
| 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) | $490,000 | 2,913 |
| Available-for-sale securities (fair market value) | $22,438,000 | 3,701 |
| Total debt securities | $22,310,000 | 4,093 |
| 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 | $25,907,000 | 3,796 |
| U.S. Government securities | $24,875,000 | 3,071 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $24,875,000 | 3,006 |
| Securities issued by states & political subdivisions | $712,000 | 5,116 |
| 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 | $320,000 | 1,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,774,000 | 4,931 |
| Mortgage-backed securities | $12,530,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $12,502,000 | 2,003 |
| Issued or guaranteed by U.S. | $12,502,000 | 1,993 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $28,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,193 |
| 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) | $1,353,000 | 2,522 |
| Available-for-sale securities (fair market value) | $24,554,000 | 3,495 |
| Total debt securities | $25,587,000 | 3,767 |
| Structured notes | ||
| Amortized cost | $491,000 | 2,122 |
| Fair value | $500,000 | 1,997 |
| 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 | $25,555,000 | 3,830 |
| U.S. Government securities | $24,696,000 | 3,137 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $24,696,000 | 3,070 |
| Securities issued by states & political subdivisions | $859,000 | 5,016 |
| 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 | $2,971,000 | 5,272 |
| Mortgage-backed securities | $10,978,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $10,948,000 | 2,010 |
| Issued or guaranteed by U.S. | $10,948,000 | 2,000 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $30,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,154 |
| 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) | $1,351,000 | 2,579 |
| Available-for-sale securities (fair market value) | $24,204,000 | 3,518 |
| Total debt securities | $25,555,000 | 3,776 |
| Structured notes | ||
| Amortized cost | $740,000 | 2,051 |
| Fair value | $747,000 | 2,033 |
| 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 | $25,492,000 | 3,829 |
| U.S. Government securities | $24,634,000 | 3,144 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $24,634,000 | 3,066 |
| Securities issued by states & political subdivisions | $858,000 | 5,033 |
| 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 | $3,400,000 | 5,117 |
| Mortgage-backed securities | $10,277,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $10,244,000 | 2,038 |
| Issued or guaranteed by U.S. | $10,244,000 | 2,031 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,133 |
| 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) | $1,350,000 | 2,619 |
| Available-for-sale securities (fair market value) | $24,142,000 | 3,487 |
| Total debt securities | $25,493,000 | 3,779 |
| Structured notes | ||
| Amortized cost | $1,239,000 | 1,697 |
| Fair value | $1,235,000 | 1,684 |
| 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 | $25,654,000 | 3,833 |
| U.S. Government securities | $24,788,000 | 3,139 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,788,000 | 3,050 |
| Securities issued by states & political subdivisions | $866,000 | 5,069 |
| 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 | $3,476,000 | 5,101 |
| Mortgage-backed securities | $8,945,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $8,910,000 | 2,223 |
| Issued or guaranteed by U.S. | $8,910,000 | 2,213 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $35,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,139 |
| 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) | $1,349,000 | 2,641 |
| Available-for-sale securities (fair market value) | $24,305,000 | 3,484 |
| Total debt securities | $25,654,000 | 3,786 |
| Structured notes | ||
| Amortized cost | $1,488,000 | 1,675 |
| Fair value | $1,490,000 | 1,630 |
| 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 | $21,227,000 | 4,372 |
| U.S. Government securities | $19,195,000 | 3,828 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,195,000 | 3,725 |
| Securities issued by states & political subdivisions | $866,000 | 5,095 |
| Other domestic debt securities | $1,166,000 | 1,828 |
| 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 | $1,166,000 | 1,290 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,976,000 | 5,780 |
| Mortgage-backed securities | $7,012,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $6,975,000 | 2,553 |
| Issued or guaranteed by U.S. | $6,975,000 | 2,539 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $37,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,145 |
| 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) | $1,348,000 | 2,697 |
| Available-for-sale securities (fair market value) | $19,879,000 | 4,007 |
| Total debt securities | $21,226,000 | 4,317 |
| Structured notes | ||
| Amortized cost | $1,241,000 | 1,871 |
| Fair value | $1,238,000 | 1,855 |
| 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 | $15,906,000 | 5,196 |
| U.S. Government securities | $13,613,000 | 4,788 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,613,000 | 4,660 |
| Securities issued by states & political subdivisions | $1,127,000 | 4,899 |
| Other domestic debt securities | $1,166,000 | 1,842 |
| 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 | $1,166,000 | 1,315 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,976,000 | 5,836 |
| Mortgage-backed securities | $4,659,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $4,620,000 | 3,133 |
| Issued or guaranteed by U.S. | $4,620,000 | 3,118 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $39,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,127 |
| 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) | $1,347,000 | 2,770 |
| Available-for-sale securities (fair market value) | $14,559,000 | 4,756 |
| Total debt securities | $15,906,000 | 5,157 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,227 |
| Fair value | $988,000 | 2,158 |
| 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 | $17,773,000 | 4,881 |
| U.S. Government securities | $15,033,000 | 4,509 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,033,000 | 4,377 |
| Securities issued by states & political subdivisions | $1,127,000 | 4,922 |
| Other domestic debt securities | $1,613,000 | 1,668 |
| 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 | $1,613,000 | 1,188 |
| 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 | $6,175,000 | 4,266 |
| Mortgage-backed securities | $4,894,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $4,854,000 | 3,070 |
| Issued or guaranteed by U.S. | $4,854,000 | 3,058 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $40,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,120 |
| 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) | $1,845,000 | 2,618 |
| Available-for-sale securities (fair market value) | $15,928,000 | 4,519 |
| Total debt securities | $17,772,000 | 4,832 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,649 |
| Fair value | $1,974,000 | 1,557 |
| 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 | $18,366,000 | 4,844 |
| U.S. Government securities | $14,896,000 | 4,570 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,896,000 | 4,432 |
| Securities issued by states & political subdivisions | $1,594,000 | 4,588 |
| Other domestic debt securities | $1,876,000 | 1,645 |
| 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 | $1,876,000 | 1,184 |
| 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 | $6,224,000 | 4,249 |
| Mortgage-backed securities | $4,974,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $4,931,000 | 3,082 |
| Issued or guaranteed by U.S. | $4,931,000 | 3,069 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $43,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,122 |
| 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) | $1,346,000 | 2,851 |
| Available-for-sale securities (fair market value) | $17,020,000 | 4,401 |
| Total debt securities | $18,366,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,648 |
| Fair value | $1,975,000 | 1,578 |
| 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 | $18,693,000 | 4,818 |
| U.S. Government securities | $15,199,000 | 4,497 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,199,000 | 4,364 |
| Securities issued by states & political subdivisions | $1,606,000 | 4,611 |
| Other domestic debt securities | $1,888,000 | 1,683 |
| 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 | $1,888,000 | 1,243 |
| 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 | $5,762,000 | 4,355 |
| Mortgage-backed securities | $5,248,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $5,203,000 | 3,054 |
| Issued or guaranteed by U.S. | $5,203,000 | 3,042 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $45,000 | 3,465 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,137 |
| 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) | $1,345,000 | 2,917 |
| Available-for-sale securities (fair market value) | $17,348,000 | 4,335 |
| Total debt securities | $18,694,000 | 4,763 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,646 |
| Fair value | $1,976,000 | 1,583 |
| 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 | $17,403,000 | 5,001 |
| U.S. Government securities | $13,868,000 | 4,722 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,868,000 | 4,590 |
| Securities issued by states & political subdivisions | $1,623,000 | 4,606 |
| Other domestic debt securities | $1,912,000 | 1,702 |
| 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 | $1,912,000 | 1,276 |
| 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 | $5,633,000 | 4,417 |
| Mortgage-backed securities | $4,602,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $4,554,000 | 3,258 |
| Issued or guaranteed by U.S. | $4,554,000 | 3,247 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $48,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,150 |
| 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) | $1,345,000 | 2,942 |
| Available-for-sale securities (fair market value) | $16,058,000 | 4,537 |
| Total debt securities | $17,405,000 | 4,952 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,618 |
| Fair value | $1,988,000 | 1,545 |
| 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 | $17,594,000 | 5,005 |
| U.S. Government securities | $13,780,000 | 4,783 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,780,000 | 4,646 |
| Securities issued by states & political subdivisions | $1,892,000 | 4,417 |
| Other domestic debt securities | $1,922,000 | 1,722 |
| 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 | $1,922,000 | 1,317 |
| 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 | $5,682,000 | 4,373 |
| Mortgage-backed securities | $4,487,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $4,434,000 | 3,360 |
| Issued or guaranteed by U.S. | $4,434,000 | 3,346 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $53,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,175 |
| 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) | $1,344,000 | 2,995 |
| Available-for-sale securities (fair market value) | $16,250,000 | 4,542 |
| Total debt securities | $17,594,000 | 4,952 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,622 |
| Fair value | $1,993,000 | 1,548 |
| 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 | $18,300,000 | 4,950 |
| U.S. Government securities | $13,803,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,803,000 | 4,700 |
| Securities issued by states & political subdivisions | $2,570,000 | 4,024 |
| Other domestic debt securities | $1,927,000 | 1,783 |
| 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 | $1,927,000 | 1,391 |
| 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 | $7,183,000 | 3,981 |
| Mortgage-backed securities | $4,543,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $4,484,000 | 3,415 |
| Issued or guaranteed by U.S. | $4,484,000 | 3,406 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $59,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,210 |
| 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) | $1,343,000 | 3,031 |
| Available-for-sale securities (fair market value) | $16,957,000 | 4,500 |
| Total debt securities | $18,300,000 | 4,901 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,602 |
| Fair value | $1,980,000 | 1,533 |
| 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 | $18,822,000 | 4,903 |
| U.S. Government securities | $14,255,000 | 4,794 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,255,000 | 4,642 |
| Securities issued by states & political subdivisions | $2,598,000 | 4,009 |
| Other domestic debt securities | $1,969,000 | 1,829 |
| 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 | $1,969,000 | 1,452 |
| 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 | $7,349,000 | 3,928 |
| Mortgage-backed securities | $4,903,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $4,840,000 | 3,349 |
| Issued or guaranteed by U.S. | $4,840,000 | 3,337 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $63,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,237 |
| 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) | $1,342,000 | 3,049 |
| Available-for-sale securities (fair market value) | $17,480,000 | 4,448 |
| Total debt securities | $18,820,000 | 4,843 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,568 |
| Fair value | $1,997,000 | 1,505 |
| 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 | $19,691,000 | 4,744 |
| U.S. Government securities | $15,080,000 | 4,608 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,080,000 | 4,460 |
| Securities issued by states & political subdivisions | $2,620,000 | 3,998 |
| Other domestic debt securities | $1,991,000 | 1,826 |
| 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 | $1,991,000 | 1,489 |
| 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 | $13,096,000 | 2,791 |
| Mortgage-backed securities | $5,252,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $5,182,000 | 3,267 |
| Issued or guaranteed by U.S. | $5,182,000 | 3,261 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $70,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,240 |
| 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) | $1,341,000 | 3,099 |
| Available-for-sale securities (fair market value) | $18,350,000 | 4,300 |
| Total debt securities | $19,692,000 | 4,682 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,657 |
| Fair value | $1,754,000 | 1,658 |
| 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 | $19,595,000 | 4,849 |
| U.S. Government securities | $15,035,000 | 4,689 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,035,000 | 4,527 |
| Securities issued by states & political subdivisions | $2,608,000 | 4,010 |
| Other domestic debt securities | $1,952,000 | 1,916 |
| 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 | $1,952,000 | 1,583 |
| 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 | $13,269,000 | 2,733 |
| Mortgage-backed securities | $5,588,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | $5,513,000 | 3,258 |
| Issued or guaranteed by U.S. | $5,513,000 | 3,250 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $75,000 | 3,616 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,307 |
| 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) | $1,341,000 | 3,119 |
| Available-for-sale securities (fair market value) | $18,254,000 | 4,415 |
| Total debt securities | $19,594,000 | 4,783 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,635 |
| Fair value | $1,694,000 | 1,651 |
| 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 | $20,594,000 | 4,702 |
| U.S. Government securities | $15,855,000 | 4,494 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,855,000 | 4,344 |
| Securities issued by states & political subdivisions | $2,691,000 | 3,977 |
| Other domestic debt securities | $2,048,000 | 1,971 |
| 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 | $2,048,000 | 1,626 |
| 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 | $13,562,000 | 2,675 |
| Mortgage-backed securities | $6,376,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $6,291,000 | 3,087 |
| Issued or guaranteed by U.S. | $6,291,000 | 3,076 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $85,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,343 |
| 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) | $1,340,000 | 3,123 |
| Available-for-sale securities (fair market value) | $19,254,000 | 4,270 |
| Total debt securities | $20,594,000 | 4,621 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,526,000 | 1,503 |
| 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 | $20,780,000 | 4,708 |
| U.S. Government securities | $15,916,000 | 4,522 |
| U.S. Treasury securities | $1,075,000 | 1,363 |
| U.S. Government agency obligations | $14,841,000 | 4,580 |
| Securities issued by states & political subdivisions | $2,838,000 | 3,936 |
| Other domestic debt securities | $2,026,000 | 2,011 |
| 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 | $2,026,000 | 1,741 |
| 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 | $12,503,000 | 2,744 |
| Mortgage-backed securities | $5,123,000 | 4,016 |
| Certificates of participation in pools of residential mortgages | $5,033,000 | 3,403 |
| Issued or guaranteed by U.S. | $5,033,000 | 3,392 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $90,000 | 3,710 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,533 |
| 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) | $975,000 | 3,413 |
| Available-for-sale securities (fair market value) | $19,805,000 | 4,225 |
| Total debt securities | $20,780,000 | 4,632 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,822 |
| Fair value | $1,000,000 | 1,733 |
| 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 | $20,776,000 | 4,627 |
| U.S. Government securities | $14,172,000 | 4,687 |
| U.S. Treasury securities | $1,085,000 | 1,389 |
| U.S. Government agency obligations | $13,087,000 | 4,748 |
| Securities issued by states & political subdivisions | $2,869,000 | 3,938 |
| Other domestic debt securities | $3,735,000 | 1,591 |
| 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 | $3,735,000 | 1,323 |
| 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 | $10,390,000 | 3,006 |
| Mortgage-backed securities | $4,099,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $3,999,000 | 3,741 |
| Issued or guaranteed by U.S. | $3,999,000 | 3,729 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $100,000 | 3,788 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,593 |
| 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) | $975,000 | 3,442 |
| Available-for-sale securities (fair market value) | $19,801,000 | 4,151 |
| Total debt securities | $20,767,000 | 4,555 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,941 |
| Fair value | $500,000 | 1,866 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $20,761,000 | 4,589 |
| U.S. Government securities | $13,478,000 | 4,800 |
| U.S. Treasury securities | $1,108,000 | 1,404 |
| U.S. Government agency obligations | $12,370,000 | 4,841 |
| Securities issued by states & political subdivisions | $3,187,000 | 3,744 |
| Other domestic debt securities | $4,096,000 | 1,555 |
| 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 | $4,096,000 | 1,286 |
| 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 | $10,883,000 | 2,875 |
| Mortgage-backed securities | $4,224,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $4,097,000 | 3,734 |
| Issued or guaranteed by U.S. | $4,097,000 | 3,725 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $127,000 | 3,915 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,730 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $20,761,000 | 3,989 |
| Total debt securities | $20,760,000 | 4,497 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $20,526,000 | 4,586 |
| U.S. Government securities | $13,439,000 | 4,804 |
| U.S. Treasury securities | $1,102,000 | 1,423 |
| U.S. Government agency obligations | $12,337,000 | 4,845 |
| Securities issued by states & political subdivisions | $3,159,000 | 3,695 |
| Other domestic debt securities | $3,928,000 | 1,615 |
| 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 | $3,928,000 | 1,347 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,465,000 | 2,796 |
| Mortgage-backed securities | $5,243,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $5,081,000 | 3,389 |
| Issued or guaranteed by U.S. | $5,081,000 | 3,377 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $162,000 | 3,963 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,780 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $20,526,000 | 3,959 |
| Total debt securities | $20,527,000 | 4,486 |
| 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 | $19,839,000 | 4,669 |
| U.S. Government securities | $12,390,000 | 4,997 |
| U.S. Treasury securities | $1,097,000 | 1,506 |
| U.S. Government agency obligations | $11,293,000 | 5,094 |
| Securities issued by states & political subdivisions | $3,138,000 | 3,681 |
| Other domestic debt securities | $4,311,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $418,000 | 922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,893,000 | 1,360 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,552,000 | 5,576 |
| Mortgage-backed securities | $6,912,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $5,287,000 | 3,276 |
| Issued or guaranteed by U.S. | $5,287,000 | 3,262 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,625,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $1,207,000 | 2,865 |
| Privately issued | $418,000 | 824 |
| 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) | $19,839,000 | 4,037 |
| Total debt securities | $19,838,000 | 4,580 |
| 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 | $25,127,000 | 3,844 |
| U.S. Government securities | $13,799,000 | 4,598 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,799,000 | 4,389 |
| Securities issued by states & political subdivisions | $5,059,000 | 2,834 |
| Other domestic debt securities | $6,269,000 | 1,239 |
| 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 | $6,269,000 | 988 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,580,000 | 6,261 |
| Mortgage-backed securities | $5,289,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $2,988,000 | 3,891 |
| Issued or guaranteed by U.S. | $2,988,000 | 3,876 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,301,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $2,301,000 | 2,447 |
| 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) | $25,127,000 | 3,243 |
| Total debt securities | $25,127,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 271 |
| Fair value | $1,325,000 | 270 |
| 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 | $15,263,000 | 5,519 |
| U.S. Government securities | $13,422,000 | 4,903 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $13,422,000 | 4,593 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,041,000 | 2,413 |
| 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 | $1,041,000 | 2,095 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 2,902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,166,000 | 5,012 |
| Mortgage-backed securities | $94,000 | 6,918 |
| 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 | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $15,263,000 | 4,550 |
| Total debt securities | $14,463,000 | 5,555 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,850,000 | 6,821 |
| U.S. Government securities | $10,402,000 | 5,981 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,402,000 | 5,460 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $448,000 | 3,960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $569,000 | 7,602 |
| Mortgage-backed securities | $1,029,000 | 5,823 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 5,003 |
| Issued or guaranteed by U.S. | $1,029,000 | 4,990 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,850,000 | 5,633 |
| Total debt securities | $10,402,000 | 6,826 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,461,000 | 6,429 |
| U.S. Government securities | $11,837,000 | 5,564 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $11,837,000 | 4,779 |
| Securities issued by states & political subdivisions | $245,000 | 7,138 |
| 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 | $379,000 | 4,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $708,000 | 7,497 |
| Mortgage-backed securities | $1,588,000 | 5,610 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 5,007 |
| Issued or guaranteed by U.S. | $1,243,000 | 4,991 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $345,000 | 4,013 |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 3,854 |
| 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) | $595,000 | 5,776 |
| Available-for-sale securities (fair market value) | $11,866,000 | 5,285 |
| Total debt securities | $12,082,000 | 6,396 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 519 |
| Fair value | $1,350,000 | 517 |
| 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 | $15,769,000 | 5,804 |
| U.S. Government securities | $13,855,000 | 5,313 |
| U.S. Treasury securities | $250,000 | 7,625 |
| U.S. Government agency obligations | $13,605,000 | 4,299 |
| Securities issued by states & political subdivisions | $1,562,000 | 5,056 |
| 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 | $352,000 | 4,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $839,000 | 7,749 |
| Mortgage-backed securities | $3,696,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $1,705,000 | 4,626 |
| Issued or guaranteed by U.S. | $1,705,000 | 4,609 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,991,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 2,611 |
| 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) | $596,000 | 6,675 |
| Available-for-sale securities (fair market value) | $15,173,000 | 4,456 |
| Total debt securities | $15,417,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $1,699,000 | 869 |
| Fair value | $1,699,000 | 859 |
| 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 | $11,822,000 | 7,331 |
| U.S. Government securities | $10,151,000 | 6,962 |
| U.S. Treasury securities | $248,000 | 8,518 |
| U.S. Government agency obligations | $9,903,000 | 5,541 |
| Securities issued by states & political subdivisions | $1,549,000 | 5,295 |
| 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 | $122,000 | 6,076 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $598,000 | 7,348 |
| Available-for-sale securities (fair market value) | $11,224,000 | 5,623 |
| Total debt securities | $11,700,000 | 7,241 |
| Structured notes | ||
| Amortized cost | $1,698,000 | 1,266 |
| Fair value | $1,680,000 | 1,254 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,341,000 | 8,503 |
| U.S. Government securities | $7,749,000 | 8,296 |
| U.S. Treasury securities | $249,000 | 9,894 |
| U.S. Government agency obligations | $7,500,000 | 6,471 |
| Securities issued by states & political subdivisions | $1,552,000 | 5,482 |
| 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 | $40,000 | 7,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,448,000 | 7,090 |
| Available-for-sale securities (fair market value) | $7,893,000 | 6,820 |
| Total debt securities | $9,301,000 | 8,405 |
| Structured notes | ||
| Amortized cost | $350,000 | 3,937 |
| Fair value | $341,000 | 3,955 |
| 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 | $4,087,000 | 11,228 |
| U.S. Government securities | $4,087,000 | 10,643 |
| U.S. Treasury securities | $857,000 | 9,956 |
| U.S. Government agency obligations | $3,230,000 | 8,919 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $10,000 | 10,119 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $3,607,000 | 8,893 |
| Available-for-sale securities (fair market value) | $480,000 | 10,167 |
| Total debt securities | $4,087,000 | 11,126 |
| 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 | $1,000,000 | 12,900 |
| U.S. Government securities | $1,000,000 | 12,694 |
| U.S. Treasury securities | $1,000,000 | 10,019 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $650,000 | 9,206 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,000,000 | 12,780 |
| 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 |