Home > The First Trust & Savings Bank > Securities
The First Trust & Savings Bank, Securities
| 2018-06-30 | Rank | |
| Total securities | $4,000,000 | 4,947 |
| U.S. Government securities | $1,837,000 | 4,797 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,837,000 | 4,651 |
| Securities issued by states & political subdivisions | $2,163,000 | 3,835 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,542,000 | 4,204 |
| Mortgage-backed securities | $1,837,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $1,438,000 | 3,541 |
| Issued or guaranteed by U.S. | $1,438,000 | 3,376 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $399,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 2,626 |
| 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) | $30,000 | 1,949 |
| Available-for-sale securities (fair market value) | $3,970,000 | 4,671 |
| Total debt securities | $4,000,000 | 4,926 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $10,417,000 | 4,424 |
| U.S. Government securities | $4,183,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,183,000 | 4,339 |
| Securities issued by states & political subdivisions | $6,234,000 | 3,108 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,610,000 | 4,241 |
| Mortgage-backed securities | $4,183,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $3,757,000 | 3,023 |
| Issued or guaranteed by U.S. | $3,757,000 | 3,016 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $426,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,607 |
| 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) | $30,000 | 1,982 |
| Available-for-sale securities (fair market value) | $10,387,000 | 4,138 |
| Total debt securities | $10,416,000 | 4,397 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $17,235,000 | 3,912 |
| U.S. Government securities | $6,187,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,187,000 | 4,094 |
| Securities issued by states & political subdivisions | $11,048,000 | 2,541 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,420,000 | 4,114 |
| Mortgage-backed securities | $6,187,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $5,494,000 | 2,723 |
| Issued or guaranteed by U.S. | $5,494,000 | 2,721 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $693,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $693,000 | 2,488 |
| 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) | $30,000 | 2,009 |
| Available-for-sale securities (fair market value) | $17,205,000 | 3,632 |
| Total debt securities | $17,235,000 | 3,890 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $18,273,000 | 3,882 |
| U.S. Government securities | $6,543,000 | 4,231 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,543,000 | 4,087 |
| Securities issued by states & political subdivisions | $11,730,000 | 2,512 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,182,000 | 3,986 |
| Mortgage-backed securities | $6,543,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $6,055,000 | 2,664 |
| Issued or guaranteed by U.S. | $6,055,000 | 2,663 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $488,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,581 |
| 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) | $30,000 | 2,064 |
| Available-for-sale securities (fair market value) | $18,243,000 | 3,598 |
| Total debt securities | $18,274,000 | 3,853 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $16,620,000 | 4,064 |
| U.S. Government securities | $5,888,000 | 4,386 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,888,000 | 4,264 |
| Securities issued by states & political subdivisions | $10,732,000 | 2,659 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,357,000 | 3,973 |
| Mortgage-backed securities | $5,888,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $5,372,000 | 2,826 |
| Issued or guaranteed by U.S. | $5,372,000 | 2,825 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $516,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 2,592 |
| 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) | $30,000 | 2,090 |
| Available-for-sale securities (fair market value) | $16,590,000 | 3,772 |
| Total debt securities | $16,621,000 | 4,039 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $16,657,000 | 4,098 |
| U.S. Government securities | $6,733,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,733,000 | 4,175 |
| Securities issued by states & political subdivisions | $9,924,000 | 2,782 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,665,000 | 4,447 |
| Mortgage-backed securities | $6,733,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $6,189,000 | 2,727 |
| Issued or guaranteed by U.S. | $6,189,000 | 2,725 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $544,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 2,619 |
| 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) | $30,000 | 2,132 |
| Available-for-sale securities (fair market value) | $16,627,000 | 3,797 |
| Total debt securities | $16,659,000 | 4,073 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $16,265,000 | 4,136 |
| U.S. Government securities | $6,944,000 | 4,283 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,944,000 | 4,142 |
| Securities issued by states & political subdivisions | $9,321,000 | 2,881 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,713,000 | 4,480 |
| Mortgage-backed securities | $6,944,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $6,375,000 | 2,725 |
| Issued or guaranteed by U.S. | $6,375,000 | 2,721 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $569,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 2,612 |
| 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) | $30,000 | 2,161 |
| Available-for-sale securities (fair market value) | $16,235,000 | 3,823 |
| Total debt securities | $16,264,000 | 4,110 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $16,337,000 | 4,147 |
| U.S. Government securities | $6,886,000 | 4,319 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,886,000 | 4,199 |
| Securities issued by states & political subdivisions | $9,451,000 | 2,880 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,770,000 | 4,520 |
| Mortgage-backed securities | $6,886,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $6,277,000 | 2,766 |
| Issued or guaranteed by U.S. | $6,277,000 | 2,762 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $609,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 2,620 |
| 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) | $30,000 | 2,186 |
| Available-for-sale securities (fair market value) | $16,307,000 | 3,826 |
| Total debt securities | $16,338,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $17,767,000 | 4,095 |
| U.S. Government securities | $8,249,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,249,000 | 4,063 |
| Securities issued by states & political subdivisions | $9,518,000 | 2,856 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,854,000 | 4,591 |
| Mortgage-backed securities | $8,249,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $7,609,000 | 2,601 |
| Issued or guaranteed by U.S. | $7,609,000 | 2,597 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $640,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $640,000 | 2,627 |
| 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) | $30,000 | 2,237 |
| Available-for-sale securities (fair market value) | $17,737,000 | 3,766 |
| Total debt securities | $17,766,000 | 4,073 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $18,151,000 | 4,128 |
| U.S. Government securities | $7,988,000 | 4,335 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,988,000 | 4,214 |
| Securities issued by states & political subdivisions | $10,163,000 | 2,762 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 4,785 |
| Mortgage-backed securities | $7,988,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $7,323,000 | 2,657 |
| Issued or guaranteed by U.S. | $7,323,000 | 2,654 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $665,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,641 |
| 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) | $30,000 | 2,276 |
| Available-for-sale securities (fair market value) | $18,121,000 | 3,795 |
| Total debt securities | $18,153,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $19,582,000 | 4,072 |
| U.S. Government securities | $9,128,000 | 4,228 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,128,000 | 4,096 |
| Securities issued by states & political subdivisions | $10,454,000 | 2,752 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,364,000 | 4,816 |
| Mortgage-backed securities | $8,875,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $7,730,000 | 2,625 |
| Issued or guaranteed by U.S. | $7,730,000 | 2,621 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,145,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,461 |
| 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) | $30,000 | 2,321 |
| Available-for-sale securities (fair market value) | $19,552,000 | 3,728 |
| Total debt securities | $19,581,000 | 4,044 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $18,485,000 | 4,221 |
| U.S. Government securities | $9,024,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,024,000 | 4,202 |
| Securities issued by states & political subdivisions | $9,461,000 | 2,901 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,192,000 | 4,932 |
| Mortgage-backed securities | $8,519,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | $7,288,000 | 2,717 |
| Issued or guaranteed by U.S. | $7,288,000 | 2,714 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,231,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,453 |
| 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) | $30,000 | 2,335 |
| Available-for-sale securities (fair market value) | $18,455,000 | 3,866 |
| Total debt securities | $18,486,000 | 4,192 |
| Structured notes | ||
| Amortized cost | $246,000 | 1,692 |
| Fair value | $250,000 | 1,659 |
| 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 | $20,168,000 | 4,164 |
| U.S. Government securities | $10,527,000 | 4,230 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,527,000 | 4,115 |
| Securities issued by states & political subdivisions | $9,641,000 | 2,888 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 4,826 |
| Mortgage-backed securities | $10,279,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $8,310,000 | 2,648 |
| Issued or guaranteed by U.S. | $8,310,000 | 2,644 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,969,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $1,969,000 | 2,255 |
| 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) | $30,000 | 2,375 |
| Available-for-sale securities (fair market value) | $20,138,000 | 3,818 |
| Total debt securities | $20,169,000 | 4,136 |
| Structured notes | ||
| Amortized cost | $245,000 | 1,833 |
| Fair value | $248,000 | 1,820 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $22,171,000 | 4,070 |
| U.S. Government securities | $11,681,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,681,000 | 4,042 |
| Securities issued by states & political subdivisions | $10,490,000 | 2,757 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,773,000 | 4,608 |
| Mortgage-backed securities | $10,687,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $8,585,000 | 2,661 |
| Issued or guaranteed by U.S. | $8,585,000 | 2,658 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,102,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $2,102,000 | 2,244 |
| 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) | $30,000 | 2,385 |
| Available-for-sale securities (fair market value) | $22,141,000 | 3,722 |
| Total debt securities | $22,171,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $244,000 | 1,941 |
| Fair value | $248,000 | 1,940 |
| 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 | $21,842,000 | 4,145 |
| U.S. Government securities | $11,993,000 | 4,181 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,993,000 | 4,065 |
| Securities issued by states & political subdivisions | $9,849,000 | 2,853 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,460,000 | 4,749 |
| Mortgage-backed securities | $11,012,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $9,961,000 | 2,523 |
| Issued or guaranteed by U.S. | $9,961,000 | 2,518 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,051,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $1,051,000 | 2,646 |
| 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) | $30,000 | 2,417 |
| Available-for-sale securities (fair market value) | $21,812,000 | 3,801 |
| Total debt securities | $21,841,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $243,000 | 2,041 |
| Fair value | $245,000 | 2,043 |
| 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 | $20,688,000 | 4,308 |
| U.S. Government securities | $11,011,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,011,000 | 4,302 |
| Securities issued by states & political subdivisions | $9,677,000 | 2,917 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,827,000 | 4,720 |
| Mortgage-backed securities | $9,791,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $8,685,000 | 2,774 |
| Issued or guaranteed by U.S. | $8,685,000 | 2,771 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,106,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $1,106,000 | 2,667 |
| 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) | $30,000 | 2,458 |
| Available-for-sale securities (fair market value) | $20,658,000 | 3,950 |
| Total debt securities | $20,687,000 | 4,286 |
| Structured notes | ||
| Amortized cost | $243,000 | 2,144 |
| Fair value | $245,000 | 2,134 |
| 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 | $22,315,000 | 4,250 |
| U.S. Government securities | $12,677,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,677,000 | 4,163 |
| Securities issued by states & political subdivisions | $9,638,000 | 2,941 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,309,000 | 4,616 |
| Mortgage-backed securities | $10,962,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $9,801,000 | 2,655 |
| Issued or guaranteed by U.S. | $9,801,000 | 2,655 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,161,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,686 |
| 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) | $30,000 | 2,484 |
| Available-for-sale securities (fair market value) | $22,285,000 | 3,889 |
| Total debt securities | $22,316,000 | 4,228 |
| Structured notes | ||
| Amortized cost | $243,000 | 2,223 |
| Fair value | $245,000 | 2,213 |
| 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 | $24,119,000 | 4,130 |
| U.S. Government securities | $13,967,000 | 4,146 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,967,000 | 4,047 |
| Securities issued by states & political subdivisions | $10,152,000 | 2,876 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,562,000 | 4,856 |
| Mortgage-backed securities | $11,214,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $10,263,000 | 2,616 |
| Issued or guaranteed by U.S. | $10,263,000 | 2,616 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $951,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,815 |
| 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) | $380,000 | 2,226 |
| Available-for-sale securities (fair market value) | $23,739,000 | 3,794 |
| Total debt securities | $24,120,000 | 4,098 |
| Structured notes | ||
| Amortized cost | $242,000 | 2,275 |
| Fair value | $242,000 | 2,263 |
| 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 | $23,630,000 | 4,177 |
| U.S. Government securities | $13,569,000 | 4,185 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,569,000 | 4,079 |
| Securities issued by states & political subdivisions | $10,061,000 | 2,882 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,680,000 | 4,857 |
| Mortgage-backed securities | $10,848,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $10,391,000 | 2,606 |
| Issued or guaranteed by U.S. | $10,391,000 | 2,606 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $457,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 3,051 |
| 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) | $380,000 | 2,234 |
| Available-for-sale securities (fair market value) | $23,250,000 | 3,845 |
| Total debt securities | $23,629,000 | 4,145 |
| Structured notes | ||
| Amortized cost | $242,000 | 2,266 |
| Fair value | $240,000 | 2,254 |
| 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 | $22,482,000 | 4,282 |
| U.S. Government securities | $13,426,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,426,000 | 4,133 |
| Securities issued by states & political subdivisions | $9,056,000 | 3,050 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,614,000 | 4,908 |
| Mortgage-backed securities | $10,177,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $10,111,000 | 2,656 |
| Issued or guaranteed by U.S. | $10,111,000 | 2,653 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $66,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,357 |
| 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) | $380,000 | 2,227 |
| Available-for-sale securities (fair market value) | $22,102,000 | 3,961 |
| Total debt securities | $22,481,000 | 4,251 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $23,256,000 | 4,214 |
| U.S. Government securities | $13,183,000 | 4,243 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $13,183,000 | 4,145 |
| Securities issued by states & political subdivisions | $10,073,000 | 2,878 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,785,000 | 4,881 |
| Mortgage-backed securities | $10,356,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $10,276,000 | 2,607 |
| Issued or guaranteed by U.S. | $10,276,000 | 2,605 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $80,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,365 |
| 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) | $477,000 | 2,118 |
| Available-for-sale securities (fair market value) | $22,779,000 | 3,919 |
| Total debt securities | $23,255,000 | 4,185 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,286,000 | 4,306 |
| U.S. Government securities | $13,049,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,049,000 | 4,193 |
| Securities issued by states & political subdivisions | $9,237,000 | 2,992 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,094,000 | 4,818 |
| Mortgage-backed securities | $9,658,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $9,550,000 | 2,721 |
| Issued or guaranteed by U.S. | $9,550,000 | 2,720 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $108,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,372 |
| 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) | $477,000 | 2,113 |
| Available-for-sale securities (fair market value) | $21,809,000 | 4,018 |
| Total debt securities | $22,286,000 | 4,279 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $18,861,000 | 4,586 |
| U.S. Government securities | $9,911,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,911,000 | 4,614 |
| Securities issued by states & political subdivisions | $8,950,000 | 2,995 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,378,000 | 4,740 |
| Mortgage-backed securities | $6,840,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $6,709,000 | 3,168 |
| Issued or guaranteed by U.S. | $6,709,000 | 3,167 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $131,000 | 3,557 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 3,402 |
| 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) | $477,000 | 2,140 |
| Available-for-sale securities (fair market value) | $18,384,000 | 4,278 |
| Total debt securities | $18,861,000 | 4,553 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| 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 | $19,730,000 | 4,568 |
| U.S. Government securities | $11,485,000 | 4,581 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,485,000 | 4,487 |
| Securities issued by states & political subdivisions | $8,245,000 | 3,091 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,673,000 | 4,709 |
| Mortgage-backed securities | $6,668,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $6,508,000 | 3,374 |
| Issued or guaranteed by U.S. | $6,508,000 | 3,372 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $160,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 3,440 |
| 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) | $660,000 | 2,085 |
| Available-for-sale securities (fair market value) | $19,070,000 | 4,272 |
| Total debt securities | $19,730,000 | 4,538 |
| Structured notes | ||
| Amortized cost | $959,000 | 1,946 |
| Fair value | $964,000 | 1,938 |
| 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 | $19,389,000 | 4,619 |
| U.S. Government securities | $11,656,000 | 4,630 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,656,000 | 4,542 |
| Securities issued by states & political subdivisions | $7,733,000 | 3,124 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,434,000 | 4,511 |
| Mortgage-backed securities | $7,594,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $7,001,000 | 3,292 |
| Issued or guaranteed by U.S. | $7,001,000 | 3,292 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $593,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $593,000 | 3,179 |
| 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) | $660,000 | 2,096 |
| Available-for-sale securities (fair market value) | $18,729,000 | 4,324 |
| Total debt securities | $19,389,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,158 |
| Fair value | $999,000 | 2,143 |
| 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 | $19,733,000 | 4,624 |
| U.S. Government securities | $12,361,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,361,000 | 4,528 |
| Securities issued by states & political subdivisions | $7,372,000 | 3,103 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,737,000 | 4,455 |
| Mortgage-backed securities | $8,259,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $7,586,000 | 3,184 |
| Issued or guaranteed by U.S. | $7,586,000 | 3,182 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $673,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 3,169 |
| 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) | $886,000 | 2,051 |
| Available-for-sale securities (fair market value) | $18,847,000 | 4,331 |
| Total debt securities | $19,731,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $1,037,000 | 2,154 |
| Fair value | $1,036,000 | 2,161 |
| 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 | $18,993,000 | 4,647 |
| U.S. Government securities | $11,295,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,295,000 | 4,639 |
| Securities issued by states & political subdivisions | $7,698,000 | 3,006 |
| 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 | $5,336,000 | 4,100 |
| Mortgage-backed securities | $7,704,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $6,922,000 | 3,206 |
| Issued or guaranteed by U.S. | $6,922,000 | 3,206 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $782,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 2,973 |
| 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) | $886,000 | 2,151 |
| Available-for-sale securities (fair market value) | $18,107,000 | 4,354 |
| Total debt securities | $18,994,000 | 4,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $18,797,000 | 4,631 |
| U.S. Government securities | $10,790,000 | 4,772 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,790,000 | 4,674 |
| Securities issued by states & political subdivisions | $8,007,000 | 2,891 |
| 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 | $4,123,000 | 4,422 |
| Mortgage-backed securities | $8,735,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $7,510,000 | 3,041 |
| Issued or guaranteed by U.S. | $7,510,000 | 3,037 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,225,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $1,225,000 | 2,786 |
| 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) | $887,000 | 2,174 |
| Available-for-sale securities (fair market value) | $17,910,000 | 4,327 |
| Total debt securities | $18,797,000 | 4,598 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $19,972,000 | 4,569 |
| U.S. Government securities | $13,552,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,552,000 | 4,352 |
| Securities issued by states & political subdivisions | $6,420,000 | 3,152 |
| 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 | $5,844,000 | 4,041 |
| Mortgage-backed securities | $9,484,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $8,002,000 | 2,907 |
| Issued or guaranteed by U.S. | $8,002,000 | 2,901 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,482,000 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,663 |
| 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) | $887,000 | 2,193 |
| Available-for-sale securities (fair market value) | $19,085,000 | 4,278 |
| Total debt securities | $19,971,000 | 4,537 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $17,507,000 | 4,828 |
| U.S. Government securities | $11,792,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,792,000 | 4,618 |
| Securities issued by states & political subdivisions | $5,715,000 | 3,292 |
| 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 | $4,965,000 | 4,235 |
| Mortgage-backed securities | $4,904,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $3,830,000 | 3,742 |
| Issued or guaranteed by U.S. | $3,830,000 | 3,733 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,074,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $1,074,000 | 2,713 |
| 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) | $998,000 | 2,165 |
| Available-for-sale securities (fair market value) | $16,509,000 | 4,534 |
| Total debt securities | $17,505,000 | 4,791 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $14,232,000 | 5,120 |
| U.S. Government securities | $8,584,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,584,000 | 5,021 |
| Securities issued by states & political subdivisions | $5,648,000 | 3,279 |
| 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 | $5,041,000 | 4,191 |
| Mortgage-backed securities | $4,702,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $3,530,000 | 3,736 |
| Issued or guaranteed by U.S. | $3,530,000 | 3,725 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,172,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $1,172,000 | 2,637 |
| 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) | $999,000 | 2,181 |
| Available-for-sale securities (fair market value) | $13,233,000 | 4,830 |
| Total debt securities | $14,232,000 | 5,084 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $11,334,000 | 5,465 |
| U.S. Government securities | $6,745,000 | 5,478 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,745,000 | 5,355 |
| Securities issued by states & political subdivisions | $4,589,000 | 3,476 |
| 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 | $3,726,000 | 4,646 |
| Mortgage-backed securities | $2,310,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 4,700 |
| Issued or guaranteed by U.S. | $1,010,000 | 4,692 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,300,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,564 |
| 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) | $999,000 | 2,222 |
| Available-for-sale securities (fair market value) | $10,335,000 | 5,165 |
| Total debt securities | $11,334,000 | 5,434 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $11,540,000 | 5,486 |
| U.S. Government securities | $8,426,000 | 5,244 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,426,000 | 5,130 |
| Securities issued by states & political subdivisions | $3,114,000 | 3,851 |
| 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 | $3,703,000 | 4,717 |
| Mortgage-backed securities | $1,407,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,407,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $1,407,000 | 2,427 |
| 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) | $1,084,000 | 2,252 |
| Available-for-sale securities (fair market value) | $10,456,000 | 5,191 |
| Total debt securities | $11,541,000 | 5,450 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $11,982,000 | 5,459 |
| U.S. Government securities | $8,996,000 | 5,222 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,996,000 | 5,114 |
| Securities issued by states & political subdivisions | $2,986,000 | 3,890 |
| 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 | $3,190,000 | 4,954 |
| Mortgage-backed securities | $1,477,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,477,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $1,477,000 | 2,351 |
| 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) | $1,166,000 | 2,258 |
| Available-for-sale securities (fair market value) | $10,816,000 | 5,179 |
| Total debt securities | $11,982,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $10,232,000 | 5,760 |
| U.S. Government securities | $7,671,000 | 5,455 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,671,000 | 5,358 |
| Securities issued by states & political subdivisions | $2,561,000 | 4,062 |
| 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 | $3,303,000 | 4,952 |
| Mortgage-backed securities | $1,558,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,558,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $1,558,000 | 2,305 |
| 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) | $1,245,000 | 2,264 |
| Available-for-sale securities (fair market value) | $8,987,000 | 5,495 |
| Total debt securities | $10,233,000 | 5,723 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,346,000 | 5,591 |
| U.S. Government securities | $8,682,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,682,000 | 5,160 |
| Securities issued by states & political subdivisions | $2,664,000 | 4,049 |
| 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 | $2,702,000 | 5,212 |
| Mortgage-backed securities | $1,112,000 | 5,412 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,112,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,462 |
| 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) | $1,345,000 | 2,307 |
| Available-for-sale securities (fair market value) | $10,001,000 | 5,347 |
| Total debt securities | $11,346,000 | 5,545 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $11,433,000 | 5,576 |
| U.S. Government securities | $9,273,000 | 5,122 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,273,000 | 5,023 |
| Securities issued by states & political subdivisions | $2,160,000 | 4,269 |
| 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 | $2,273,000 | 5,378 |
| Mortgage-backed securities | $1,166,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,166,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $1,166,000 | 2,432 |
| 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) | $1,346,000 | 2,344 |
| Available-for-sale securities (fair market value) | $10,087,000 | 5,305 |
| Total debt securities | $11,432,000 | 5,537 |
| 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 | $8,337,000 | 6,199 |
| U.S. Government securities | $6,837,000 | 5,819 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,837,000 | 5,738 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,535 |
| 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 | $1,775,000 | 5,646 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,440,000 | 2,350 |
| Available-for-sale securities (fair market value) | $6,897,000 | 5,940 |
| Total debt securities | $8,338,000 | 6,148 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $7,827,000 | 6,334 |
| U.S. Government securities | $6,327,000 | 6,043 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,327,000 | 5,958 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,485 |
| 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 | $2,797,000 | 5,315 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,440,000 | 2,366 |
| Available-for-sale securities (fair market value) | $6,387,000 | 6,077 |
| Total debt securities | $7,827,000 | 6,297 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,723,000 | 6,333 |
| U.S. Government securities | $6,223,000 | 6,032 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,223,000 | 5,945 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,474 |
| 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 | $2,759,000 | 5,341 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,440,000 | 2,381 |
| Available-for-sale securities (fair market value) | $6,283,000 | 6,062 |
| Total debt securities | $7,723,000 | 6,291 |
| 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 | $7,738,000 | 6,380 |
| U.S. Government securities | $6,239,000 | 6,070 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,239,000 | 5,982 |
| Securities issued by states & political subdivisions | $1,499,000 | 4,515 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,566,000 | 5,385 |
| Mortgage-backed securities | $3,000 | 6,604 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,355 |
| 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) | $1,440,000 | 2,390 |
| Available-for-sale securities (fair market value) | $6,298,000 | 6,095 |
| Total debt securities | $7,738,000 | 6,319 |
| 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 | $7,730,000 | 6,403 |
| U.S. Government securities | $5,841,000 | 6,206 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,841,000 | 6,111 |
| Securities issued by states & political subdivisions | $1,389,000 | 4,593 |
| Other domestic debt securities | $500,000 | 2,569 |
| 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 | $500,000 | 1,853 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,137,000 | 5,125 |
| Mortgage-backed securities | $5,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,000 | 3,697 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,336 |
| 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) | $1,329,000 | 2,468 |
| Available-for-sale securities (fair market value) | $6,401,000 | 6,114 |
| Total debt securities | $7,730,000 | 6,336 |
| 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 | $8,587,000 | 6,307 |
| U.S. Government securities | $6,701,000 | 6,085 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,701,000 | 5,971 |
| Securities issued by states & political subdivisions | $1,388,000 | 4,609 |
| Other domestic debt securities | $498,000 | 2,430 |
| 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 | $498,000 | 1,768 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,281,000 | 4,429 |
| Mortgage-backed securities | $8,000 | 6,496 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,359 |
| Issued or guaranteed by U.S. | $1,000 | 6,338 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,275 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,329,000 | 2,530 |
| Available-for-sale securities (fair market value) | $7,258,000 | 5,976 |
| Total debt securities | $8,587,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,000,000 | 1,579 |
| 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 | $7,528,000 | 6,589 |
| U.S. Government securities | $5,646,000 | 6,496 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,646,000 | 6,387 |
| Securities issued by states & political subdivisions | $1,387,000 | 4,610 |
| Other domestic debt securities | $495,000 | 2,370 |
| 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 | $495,000 | 1,736 |
| 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 | $5,235,000 | 4,465 |
| Mortgage-backed securities | $13,000 | 6,434 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,304 |
| Issued or guaranteed by U.S. | $2,000 | 6,281 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,215 |
| 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) | $1,329,000 | 2,582 |
| Available-for-sale securities (fair market value) | $6,199,000 | 6,247 |
| Total debt securities | $7,528,000 | 6,537 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $1,000,000 | 1,732 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,642,000 | 6,587 |
| U.S. Government securities | $6,163,000 | 6,384 |
| U.S. Treasury securities | $100,000 | 1,305 |
| U.S. Government agency obligations | $6,063,000 | 6,291 |
| Securities issued by states & political subdivisions | $986,000 | 4,925 |
| Other domestic debt securities | $493,000 | 2,336 |
| 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 | $493,000 | 1,724 |
| 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 | $6,162,000 | 4,204 |
| Mortgage-backed securities | $17,000 | 6,428 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,313 |
| Issued or guaranteed by U.S. | $3,000 | 6,293 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,193 |
| 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) | $929,000 | 2,812 |
| Available-for-sale securities (fair market value) | $6,713,000 | 6,147 |
| Total debt securities | $7,642,000 | 6,531 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $996,000 | 1,822 |
| 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 | $7,519,000 | 6,655 |
| U.S. Government securities | $5,698,000 | 6,566 |
| U.S. Treasury securities | $100,000 | 1,395 |
| U.S. Government agency obligations | $5,598,000 | 6,462 |
| Securities issued by states & political subdivisions | $1,330,000 | 4,682 |
| Other domestic debt securities | $491,000 | 2,354 |
| 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 | $491,000 | 1,768 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,816,000 | 4,650 |
| Mortgage-backed securities | $23,000 | 6,414 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,302 |
| Issued or guaranteed by U.S. | $5,000 | 6,278 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $18,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,190 |
| 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) | $1,273,000 | 2,662 |
| Available-for-sale securities (fair market value) | $6,246,000 | 6,268 |
| Total debt securities | $7,520,000 | 6,595 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $997,000 | 1,895 |
| 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 | $7,606,000 | 6,680 |
| U.S. Government securities | $5,687,000 | 6,606 |
| U.S. Treasury securities | $101,000 | 1,437 |
| U.S. Government agency obligations | $5,586,000 | 6,506 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,640 |
| Other domestic debt securities | $489,000 | 2,383 |
| 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 | $489,000 | 1,815 |
| 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 | $5,901,000 | 4,300 |
| Mortgage-backed securities | $28,000 | 6,410 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,309 |
| Issued or guaranteed by U.S. | $6,000 | 6,285 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $22,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,192 |
| 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) | $1,373,000 | 2,692 |
| Available-for-sale securities (fair market value) | $6,233,000 | 6,297 |
| Total debt securities | $7,607,000 | 6,622 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $994,000 | 2,005 |
| 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 | $7,807,000 | 6,694 |
| U.S. Government securities | $5,674,000 | 6,669 |
| U.S. Treasury securities | $101,000 | 1,515 |
| U.S. Government agency obligations | $5,573,000 | 6,553 |
| Securities issued by states & political subdivisions | $1,645,000 | 4,525 |
| Other domestic debt securities | $488,000 | 2,415 |
| 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 | $488,000 | 1,847 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,384,000 | 4,487 |
| Mortgage-backed securities | $34,000 | 6,435 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,332 |
| Issued or guaranteed by U.S. | $8,000 | 6,305 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $26,000 | 3,486 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,170 |
| 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) | $1,588,000 | 2,673 |
| Available-for-sale securities (fair market value) | $6,219,000 | 6,331 |
| Total debt securities | $7,806,000 | 6,634 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $991,000 | 2,126 |
| 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 | $7,730,000 | 6,723 |
| U.S. Government securities | $5,604,000 | 6,707 |
| U.S. Treasury securities | $101,000 | 1,565 |
| U.S. Government agency obligations | $5,503,000 | 6,602 |
| Securities issued by states & political subdivisions | $1,645,000 | 4,521 |
| Other domestic debt securities | $481,000 | 2,439 |
| 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 | $481,000 | 1,889 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,913,000 | 4,342 |
| Mortgage-backed securities | $41,000 | 6,454 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,365 |
| Issued or guaranteed by U.S. | $10,000 | 6,343 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $31,000 | 3,483 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,150 |
| 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) | $1,589,000 | 2,701 |
| Available-for-sale securities (fair market value) | $6,141,000 | 6,349 |
| Total debt securities | $7,731,000 | 6,667 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $978,000 | 2,235 |
| 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 | $8,066,000 | 6,716 |
| U.S. Government securities | $5,134,000 | 6,883 |
| U.S. Treasury securities | $102,000 | 1,647 |
| U.S. Government agency obligations | $5,032,000 | 6,767 |
| Securities issued by states & political subdivisions | $2,448,000 | 4,074 |
| Other domestic debt securities | $484,000 | 2,515 |
| 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 | $484,000 | 1,986 |
| 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 | $6,856,000 | 4,066 |
| Mortgage-backed securities | $48,000 | 6,465 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,368 |
| Issued or guaranteed by U.S. | $12,000 | 6,347 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $36,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,145 |
| 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) | $2,391,000 | 2,469 |
| Available-for-sale securities (fair market value) | $5,675,000 | 6,509 |
| Total debt securities | $8,066,000 | 6,665 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $985,000 | 2,205 |
| 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 | $7,985,000 | 6,765 |
| U.S. Government securities | $5,049,000 | 6,932 |
| U.S. Treasury securities | $103,000 | 1,666 |
| U.S. Government agency obligations | $4,946,000 | 6,824 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,097 |
| Other domestic debt securities | $486,000 | 2,595 |
| 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 | $486,000 | 2,100 |
| 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 | $6,288,000 | 4,214 |
| Mortgage-backed securities | $56,000 | 6,507 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,411 |
| Issued or guaranteed by U.S. | $14,000 | 6,393 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $42,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,146 |
| 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) | $2,392,000 | 2,510 |
| Available-for-sale securities (fair market value) | $5,593,000 | 6,571 |
| Total debt securities | $7,984,000 | 6,709 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $989,000 | 2,180 |
| 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 | $7,988,000 | 6,777 |
| U.S. Government securities | $5,071,000 | 6,929 |
| U.S. Treasury securities | $104,000 | 1,707 |
| U.S. Government agency obligations | $4,967,000 | 6,820 |
| Securities issued by states & political subdivisions | $2,428,000 | 4,106 |
| Other domestic debt securities | $489,000 | 2,650 |
| 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 | $489,000 | 2,178 |
| 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 | $5,440,000 | 4,476 |
| Mortgage-backed securities | $65,000 | 6,511 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,431 |
| Issued or guaranteed by U.S. | $16,000 | 6,414 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $49,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,148 |
| 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) | $2,370,000 | 2,538 |
| Available-for-sale securities (fair market value) | $5,618,000 | 6,569 |
| Total debt securities | $7,987,000 | 6,717 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $994,000 | 2,103 |
| 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 | $8,035,000 | 6,810 |
| U.S. Government securities | $5,112,000 | 6,956 |
| U.S. Treasury securities | $105,000 | 1,764 |
| U.S. Government agency obligations | $5,007,000 | 6,843 |
| Securities issued by states & political subdivisions | $2,430,000 | 4,094 |
| Other domestic debt securities | $493,000 | 2,724 |
| 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 | $493,000 | 2,257 |
| 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 | $4,883,000 | 4,640 |
| Mortgage-backed securities | $75,000 | 6,527 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,454 |
| Issued or guaranteed by U.S. | $19,000 | 6,435 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $56,000 | 3,488 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,170 |
| 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) | $2,371,000 | 2,583 |
| Available-for-sale securities (fair market value) | $5,664,000 | 6,581 |
| Total debt securities | $8,035,000 | 6,754 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $1,000,000 | 2,045 |
| 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 | $7,924,000 | 6,902 |
| U.S. Government securities | $5,083,000 | 7,036 |
| U.S. Treasury securities | $105,000 | 1,885 |
| U.S. Government agency obligations | $4,978,000 | 6,920 |
| Securities issued by states & political subdivisions | $2,255,000 | 4,196 |
| Other domestic debt securities | $586,000 | 2,593 |
| 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 | $586,000 | 2,140 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,109,000 | 4,258 |
| Mortgage-backed securities | $85,000 | 6,582 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,518 |
| Issued or guaranteed by U.S. | $22,000 | 6,500 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $63,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,202 |
| 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) | $2,197,000 | 2,686 |
| Available-for-sale securities (fair market value) | $5,727,000 | 6,644 |
| Total debt securities | $7,925,000 | 6,845 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $994,000 | 2,066 |
| 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 | $8,294,000 | 6,810 |
| U.S. Government securities | $5,345,000 | 6,992 |
| U.S. Treasury securities | $107,000 | 1,882 |
| U.S. Government agency obligations | $5,238,000 | 6,869 |
| Securities issued by states & political subdivisions | $2,352,000 | 4,138 |
| Other domestic debt securities | $597,000 | 2,623 |
| 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 | $597,000 | 2,193 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,819,000 | 4,348 |
| Mortgage-backed securities | $97,000 | 6,601 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,543 |
| Issued or guaranteed by U.S. | $25,000 | 6,531 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $72,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,217 |
| 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) | $2,293,000 | 2,678 |
| Available-for-sale securities (fair market value) | $6,001,000 | 6,595 |
| Total debt securities | $8,288,000 | 6,757 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,001,000 | 1,990 |
| 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 | $9,336,000 | 6,649 |
| U.S. Government securities | $6,218,000 | 6,731 |
| U.S. Treasury securities | $109,000 | 1,902 |
| U.S. Government agency obligations | $6,109,000 | 6,615 |
| Securities issued by states & political subdivisions | $2,413,000 | 4,104 |
| Other domestic debt securities | $705,000 | 2,575 |
| 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 | $705,000 | 2,190 |
| 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 | $7,363,000 | 3,901 |
| Mortgage-backed securities | $108,000 | 6,617 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,566 |
| Issued or guaranteed by U.S. | $28,000 | 6,552 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $80,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,223 |
| 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) | $2,354,000 | 2,695 |
| Available-for-sale securities (fair market value) | $6,982,000 | 6,385 |
| Total debt securities | $9,335,000 | 6,586 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| 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 | $9,948,000 | 6,595 |
| U.S. Government securities | $6,838,000 | 6,631 |
| U.S. Treasury securities | $108,000 | 2,017 |
| U.S. Government agency obligations | $6,730,000 | 6,508 |
| Securities issued by states & political subdivisions | $2,412,000 | 4,113 |
| Other domestic debt securities | $698,000 | 2,685 |
| 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 | $698,000 | 2,300 |
| 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 | $2,777,000 | 5,519 |
| Mortgage-backed securities | $124,000 | 6,657 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,614 |
| Issued or guaranteed by U.S. | $32,000 | 6,602 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $92,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,272 |
| 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) | $2,355,000 | 2,711 |
| Available-for-sale securities (fair market value) | $7,593,000 | 6,343 |
| Total debt securities | $9,949,000 | 6,518 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $986,000 | 2,080 |
| 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 | $10,943,000 | 6,377 |
| U.S. Government securities | $7,200,000 | 6,454 |
| U.S. Treasury securities | $113,000 | 1,995 |
| U.S. Government agency obligations | $7,087,000 | 6,337 |
| Securities issued by states & political subdivisions | $2,818,000 | 3,915 |
| Other domestic debt securities | $925,000 | 2,628 |
| 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 | $925,000 | 2,244 |
| 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 | $1,011,000 | 6,520 |
| Mortgage-backed securities | $1,138,000 | 5,659 |
| Certificates of participation in pools of residential mortgages | $1,035,000 | 5,226 |
| Issued or guaranteed by U.S. | $1,035,000 | 5,209 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $103,000 | 3,626 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,308 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,758,000 | 2,556 |
| Available-for-sale securities (fair market value) | $8,185,000 | 6,197 |
| Total debt securities | $10,941,000 | 6,290 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,000,000 | 1,940 |
| 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 | $11,981,000 | 6,219 |
| U.S. Government securities | $8,155,000 | 6,262 |
| U.S. Treasury securities | $865,000 | 1,591 |
| U.S. Government agency obligations | $7,290,000 | 6,334 |
| Securities issued by states & political subdivisions | $2,807,000 | 3,950 |
| Other domestic debt securities | $1,019,000 | 2,560 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,019,000 | 2,254 |
| 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 | $4,082,000 | 4,822 |
| Mortgage-backed securities | $150,000 | 6,662 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,625 |
| Issued or guaranteed by U.S. | $42,000 | 6,604 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $108,000 | 3,676 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,500 |
| 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) | $2,749,000 | 2,596 |
| Available-for-sale securities (fair market value) | $9,232,000 | 6,034 |
| Total debt securities | $11,981,000 | 6,130 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $993,000 | 1,792 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,330,000 | 6,484 |
| U.S. Government securities | $5,688,000 | 6,912 |
| U.S. Treasury securities | $869,000 | 1,640 |
| U.S. Government agency obligations | $4,819,000 | 7,027 |
| Securities issued by states & political subdivisions | $3,108,000 | 3,813 |
| Other domestic debt securities | $1,534,000 | 2,340 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,534,000 | 2,053 |
| 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 | $3,105,000 | 5,233 |
| Mortgage-backed securities | $171,000 | 6,677 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,647 |
| Issued or guaranteed by U.S. | $48,000 | 6,624 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $123,000 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 3,560 |
| 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) | $3,050,000 | 2,509 |
| Available-for-sale securities (fair market value) | $7,280,000 | 6,387 |
| Total debt securities | $10,329,000 | 6,386 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,537 |
| Fair value | $991,000 | 1,527 |
| 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 | $10,382,000 | 6,405 |
| U.S. Government securities | $5,800,000 | 6,803 |
| U.S. Treasury securities | $878,000 | 1,648 |
| U.S. Government agency obligations | $4,922,000 | 6,939 |
| Securities issued by states & political subdivisions | $3,021,000 | 3,814 |
| Other domestic debt securities | $1,561,000 | 2,388 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,561,000 | 2,093 |
| 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 | $3,137,000 | 5,191 |
| Mortgage-backed securities | $216,000 | 6,660 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,619 |
| Issued or guaranteed by U.S. | $59,000 | 6,600 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $157,000 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 3,677 |
| 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) | $3,021,000 | 2,554 |
| Available-for-sale securities (fair market value) | $7,361,000 | 6,330 |
| Total debt securities | $10,382,000 | 6,303 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,362 |
| Fair value | $1,001,000 | 1,331 |
| 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 | $8,099,000 | 6,940 |
| U.S. Government securities | $3,838,000 | 7,583 |
| U.S. Treasury securities | $876,000 | 1,673 |
| U.S. Government agency obligations | $2,962,000 | 7,729 |
| Securities issued by states & political subdivisions | $3,018,000 | 3,760 |
| Other domestic debt securities | $1,243,000 | 2,609 |
| 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 | $1,243,000 | 2,276 |
| 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 | $3,144,000 | 5,226 |
| Mortgage-backed securities | $262,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $71,000 | 6,588 |
| Issued or guaranteed by U.S. | $71,000 | 6,569 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $191,000 | 3,922 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,739 |
| 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) | $3,018,000 | 2,583 |
| Available-for-sale securities (fair market value) | $5,081,000 | 6,937 |
| Total debt securities | $8,100,000 | 6,844 |
| 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 | $8,435,000 | 6,898 |
| U.S. Government securities | $4,072,000 | 7,510 |
| U.S. Treasury securities | $879,000 | 1,764 |
| U.S. Government agency obligations | $3,193,000 | 7,637 |
| Securities issued by states & political subdivisions | $3,019,000 | 3,747 |
| Other domestic debt securities | $1,344,000 | 2,578 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,344,000 | 2,257 |
| 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 | $3,711,000 | 4,954 |
| Mortgage-backed securities | $310,000 | 6,560 |
| Certificates of participation in pools of residential mortgages | $93,000 | 6,504 |
| Issued or guaranteed by U.S. | $93,000 | 6,484 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $217,000 | 3,929 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 3,760 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,019,000 | 2,636 |
| Available-for-sale securities (fair market value) | $5,416,000 | 6,840 |
| Total debt securities | $8,436,000 | 6,797 |
| 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 | $8,430,000 | 6,911 |
| U.S. Government securities | $3,626,000 | 7,809 |
| U.S. Treasury securities | $107,000 | 3,047 |
| U.S. Government agency obligations | $3,519,000 | 7,606 |
| Securities issued by states & political subdivisions | $3,209,000 | 3,631 |
| Other domestic debt securities | $1,595,000 | 2,470 |
| 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 | $1,595,000 | 2,107 |
| 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 | $2,656,000 | 5,540 |
| Mortgage-backed securities | $413,000 | 6,443 |
| Certificates of participation in pools of residential mortgages | $171,000 | 6,313 |
| Issued or guaranteed by U.S. | $171,000 | 6,288 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $242,000 | 4,066 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 3,886 |
| 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) | $3,209,000 | 2,715 |
| Available-for-sale securities (fair market value) | $5,221,000 | 6,912 |
| Total debt securities | $8,378,000 | 6,816 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $11,007,000 | 6,495 |
| U.S. Government securities | $6,566,000 | 7,095 |
| U.S. Treasury securities | $205,000 | 3,895 |
| U.S. Government agency obligations | $6,361,000 | 6,819 |
| Securities issued by states & political subdivisions | $3,104,000 | 3,650 |
| Other domestic debt securities | $1,213,000 | 2,323 |
| 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 | $1,213,000 | 2,008 |
| Foreign debt securities | NA | NA |
| Equity securities | $124,000 | 6,548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,973,000 | 4,676 |
| Mortgage-backed securities | $487,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,951 |
| Issued or guaranteed by U.S. | $245,000 | 5,931 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $242,000 | 3,694 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 3,519 |
| 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) | $3,104,000 | 3,373 |
| Available-for-sale securities (fair market value) | $7,903,000 | 6,283 |
| Total debt securities | $10,883,000 | 6,410 |
| 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 | $9,593,000 | 7,195 |
| U.S. Government securities | $5,686,000 | 7,744 |
| U.S. Treasury securities | $1,100,000 | 3,430 |
| U.S. Government agency obligations | $4,586,000 | 7,718 |
| Securities issued by states & political subdivisions | $3,261,000 | 3,744 |
| Other domestic debt securities | $520,000 | 2,771 |
| 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 | $520,000 | 2,344 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 6,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,914,000 | 5,178 |
| Mortgage-backed securities | $526,000 | 6,413 |
| Certificates of participation in pools of residential mortgages | $292,000 | 6,137 |
| Issued or guaranteed by U.S. | $292,000 | 6,120 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $234,000 | 3,933 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 3,759 |
| 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) | $3,261,000 | 3,667 |
| Available-for-sale securities (fair market value) | $6,332,000 | 6,988 |
| Total debt securities | $9,467,000 | 7,119 |
| 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 | $8,476,000 | 7,559 |
| U.S. Government securities | $5,454,000 | 7,826 |
| U.S. Treasury securities | $1,640,000 | 4,226 |
| U.S. Government agency obligations | $3,814,000 | 7,798 |
| Securities issued by states & political subdivisions | $2,557,000 | 4,307 |
| Other domestic debt securities | $339,000 | 2,955 |
| 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 | $339,000 | 2,458 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 6,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,633,000 | 5,651 |
| Mortgage-backed securities | $439,000 | 6,782 |
| Certificates of participation in pools of residential mortgages | $135,000 | 6,848 |
| Issued or guaranteed by U.S. | $135,000 | 6,830 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $304,000 | 4,072 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 3,906 |
| 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) | $2,557,000 | 4,416 |
| Available-for-sale securities (fair market value) | $5,919,000 | 7,021 |
| Total debt securities | $8,350,000 | 7,457 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,050,000 | 7,724 |
| U.S. Government securities | $6,805,000 | 7,752 |
| U.S. Treasury securities | $2,181,000 | 4,942 |
| U.S. Government agency obligations | $4,624,000 | 7,493 |
| Securities issued by states & political subdivisions | $1,775,000 | 4,824 |
| Other domestic debt securities | $438,000 | 2,473 |
| 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 | $438,000 | 1,980 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,537,000 | 5,288 |
| Mortgage-backed securities | $743,000 | 6,640 |
| Certificates of participation in pools of residential mortgages | $511,000 | 6,139 |
| Issued or guaranteed by U.S. | $511,000 | 6,119 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $232,000 | 4,476 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 4,311 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,775,000 | 5,770 |
| Available-for-sale securities (fair market value) | $7,275,000 | 6,607 |
| Total debt securities | $9,018,000 | 7,609 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,816,000 | 7,649 |
| U.S. Government securities | $8,030,000 | 7,804 |
| U.S. Treasury securities | $3,090,000 | 4,944 |
| U.S. Government agency obligations | $4,940,000 | 7,690 |
| Securities issued by states & political subdivisions | $2,017,000 | 4,765 |
| Other domestic debt securities | $737,000 | 2,352 |
| 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 | $737,000 | 1,791 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,843,000 | 5,995 |
| Mortgage-backed securities | $1,193,000 | 6,606 |
| Certificates of participation in pools of residential mortgages | $959,000 | 5,886 |
| Issued or guaranteed by U.S. | $959,000 | 5,872 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $234,000 | 4,946 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 4,762 |
| 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) | $2,017,000 | 6,280 |
| Available-for-sale securities (fair market value) | $8,799,000 | 6,364 |
| Total debt securities | $10,784,000 | 7,531 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,531 |
| Fair value | $100,000 | 3,538 |
| 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 | $7,008,000 | 9,396 |
| U.S. Government securities | $6,048,000 | 9,039 |
| U.S. Treasury securities | $3,487,000 | 5,667 |
| U.S. Government agency obligations | $2,561,000 | 9,317 |
| Securities issued by states & political subdivisions | $725,000 | 6,850 |
| Other domestic debt securities | $205,000 | 3,977 |
| 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 | $205,000 | 3,106 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,216,000 | 6,654 |
| Mortgage-backed securities | $889,000 | 7,440 |
| Certificates of participation in pools of residential mortgages | $889,000 | 6,248 |
| Issued or guaranteed by U.S. | $889,000 | 6,216 |
| 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) | $725,000 | 7,613 |
| Available-for-sale securities (fair market value) | $6,283,000 | 7,427 |
| Total debt securities | $6,978,000 | 9,293 |
| Structured notes | ||
| Amortized cost | $250,000 | 4,119 |
| Fair value | $250,000 | 4,128 |
| 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 | $6,198,000 | 10,283 |
| U.S. Government securities | $5,104,000 | 10,102 |
| U.S. Treasury securities | $2,827,000 | 7,365 |
| U.S. Government agency obligations | $2,277,000 | 9,671 |
| Securities issued by states & political subdivisions | $415,000 | 7,939 |
| Other domestic debt securities | $649,000 | 3,234 |
| 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 | $649,000 | 2,596 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,543,000 | 7,589 |
| Mortgage-backed securities | $1,225,000 | 7,469 |
| Certificates of participation in pools of residential mortgages | $1,225,000 | 6,084 |
| Issued or guaranteed by U.S. | $1,225,000 | 6,061 |
| 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) | $3,715,000 | 8,813 |
| Available-for-sale securities (fair market value) | $2,483,000 | 8,490 |
| Total debt securities | $6,168,000 | 10,198 |
| 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 | $6,683,000 | 10,457 |
| U.S. Government securities | $4,972,000 | 10,550 |
| U.S. Treasury securities | $2,946,000 | 7,466 |
| U.S. Government agency obligations | $2,026,000 | 10,199 |
| Securities issued by states & political subdivisions | $480,000 | 7,963 |
| Other domestic debt securities | $1,205,000 | 3,057 |
| 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 | $1,205,000 | 2,335 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $707,000 | 9,097 |
| Mortgage-backed securities | $1,517,000 | 7,774 |
| Certificates of participation in pools of residential mortgages | $1,517,000 | 6,287 |
| Issued or guaranteed by U.S. | $1,517,000 | 6,242 |
| 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 | $6,657,000 | 10,336 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,041,000 | 11,034 |
| U.S. Government securities | $4,393,000 | 11,188 |
| U.S. Treasury securities | $1,799,000 | 9,087 |
| U.S. Government agency obligations | $2,594,000 | 9,916 |
| Securities issued by states & political subdivisions | $310,000 | 8,294 |
| Other domestic debt securities | $1,312,000 | 3,643 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,312,000 | 2,572 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,782,000 | 7,420 |
| Mortgage-backed securities | $1,989,000 | 7,664 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 6,138 |
| Issued or guaranteed by U.S. | $1,989,000 | 6,065 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,015,000 | 10,906 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |