Home > The Missouri Bank II > Securities
The Missouri Bank II, Securities
| 2020-03-31 | Rank | |
| Total securities | $12,268,000 | 3,831 |
| U.S. Government securities | $5,277,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,277,000 | 3,676 |
| Securities issued by states & political subdivisions | $6,988,000 | 2,681 |
| Other domestic debt securities | $3,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $3,000 | 662 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,989,000 | 2,459 |
| Mortgage-backed securities | $4,877,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $4,679,000 | 2,728 |
| Issued or guaranteed by U.S. | $4,679,000 | 2,640 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $198,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 2,661 |
| Privately issued | $3,000 | 446 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $12,268,000 | 3,597 |
| Total debt securities | $12,268,000 | 3,808 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $14,336,000 | 3,729 |
| U.S. Government securities | $5,464,000 | 3,913 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,464,000 | 3,743 |
| Securities issued by states & political subdivisions | $8,872,000 | 2,425 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,624,000 | 2,350 |
| Mortgage-backed securities | $5,064,000 | 3,135 |
| Certificates of participation in pools of residential mortgages | $4,850,000 | 2,639 |
| Issued or guaranteed by U.S. | $4,850,000 | 2,559 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $214,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,666 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $14,336,000 | 3,487 |
| Total debt securities | $14,336,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $14,953,000 | 3,743 |
| U.S. Government securities | $5,768,000 | 3,939 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,768,000 | 3,778 |
| Securities issued by states & political subdivisions | $9,185,000 | 2,395 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,191,000 | 2,339 |
| Mortgage-backed securities | $5,367,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $5,138,000 | 2,579 |
| Issued or guaranteed by U.S. | $5,138,000 | 2,501 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $229,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 2,672 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $14,953,000 | 3,486 |
| Total debt securities | $14,953,000 | 3,720 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $15,216,000 | 3,779 |
| U.S. Government securities | $6,033,000 | 3,980 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,033,000 | 3,823 |
| Securities issued by states & political subdivisions | $9,183,000 | 2,445 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,339,000 | 2,371 |
| Mortgage-backed securities | $5,633,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $5,391,000 | 2,533 |
| Issued or guaranteed by U.S. | $5,391,000 | 2,474 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $242,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,667 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $15,216,000 | 3,521 |
| Total debt securities | $15,216,000 | 3,759 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $15,402,000 | 3,819 |
| U.S. Government securities | $6,265,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,265,000 | 3,839 |
| Securities issued by states & political subdivisions | $9,137,000 | 2,533 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,493,000 | 2,402 |
| Mortgage-backed securities | $5,867,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $5,616,000 | 2,519 |
| Issued or guaranteed by U.S. | $5,616,000 | 2,461 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $251,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,674 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $15,402,000 | 3,551 |
| Total debt securities | $15,402,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $17,489,000 | 3,725 |
| U.S. Government securities | $6,001,000 | 4,070 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,001,000 | 3,921 |
| Securities issued by states & political subdivisions | $11,488,000 | 2,330 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,999,000 | 2,200 |
| Mortgage-backed securities | $5,506,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | $5,245,000 | 2,580 |
| Issued or guaranteed by U.S. | $5,245,000 | 2,537 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $261,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 2,678 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $17,489,000 | 3,449 |
| Total debt securities | $17,489,000 | 3,701 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $17,741,000 | 3,742 |
| U.S. Government securities | $6,197,000 | 4,091 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,197,000 | 3,948 |
| Securities issued by states & political subdivisions | $11,544,000 | 2,354 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,237,000 | 2,191 |
| Mortgage-backed securities | $5,705,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | $5,433,000 | 2,592 |
| Issued or guaranteed by U.S. | $5,433,000 | 2,576 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $272,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,680 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $17,741,000 | 3,458 |
| Total debt securities | $17,741,000 | 3,721 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $18,162,000 | 3,762 |
| U.S. Government securities | $6,548,000 | 4,057 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,548,000 | 3,915 |
| Securities issued by states & political subdivisions | $11,614,000 | 2,393 |
| 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 | $14,990,000 | 2,339 |
| Mortgage-backed securities | $6,054,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $5,767,000 | 2,590 |
| Issued or guaranteed by U.S. | $5,767,000 | 2,467 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $287,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,690 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $18,162,000 | 3,476 |
| Total debt securities | $18,162,000 | 3,742 |
| 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 | $18,654,000 | 3,765 |
| U.S. Government securities | $6,864,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,864,000 | 3,937 |
| Securities issued by states & political subdivisions | $11,790,000 | 2,413 |
| 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 | $14,510,000 | 2,405 |
| Mortgage-backed securities | $6,369,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $6,067,000 | 2,581 |
| Issued or guaranteed by U.S. | $6,067,000 | 2,579 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $302,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 2,676 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $18,654,000 | 3,484 |
| Total debt securities | $18,654,000 | 3,744 |
| 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 | $21,082,000 | 3,659 |
| U.S. Government securities | $7,288,000 | 4,058 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,288,000 | 3,919 |
| Securities issued by states & political subdivisions | $13,794,000 | 2,287 |
| 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 | $15,467,000 | 2,354 |
| Mortgage-backed securities | $6,790,000 | 3,034 |
| Certificates of participation in pools of residential mortgages | $6,472,000 | 2,559 |
| Issued or guaranteed by U.S. | $6,472,000 | 2,557 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $318,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,659 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $21,082,000 | 3,373 |
| Total debt securities | $21,082,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $21,595,000 | 3,667 |
| U.S. Government securities | $7,729,000 | 4,048 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,729,000 | 3,908 |
| Securities issued by states & political subdivisions | $13,866,000 | 2,317 |
| 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 | $12,615,000 | 2,629 |
| Mortgage-backed securities | $7,225,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $6,889,000 | 2,554 |
| Issued or guaranteed by U.S. | $6,889,000 | 2,553 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $336,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $336,000 | 2,667 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $21,595,000 | 3,377 |
| Total debt securities | $21,595,000 | 3,642 |
| 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 | $21,919,000 | 3,702 |
| U.S. Government securities | $8,127,000 | 4,051 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,127,000 | 3,918 |
| Securities issued by states & political subdivisions | $13,792,000 | 2,341 |
| 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 | $12,852,000 | 2,622 |
| Mortgage-backed securities | $7,623,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $7,272,000 | 2,535 |
| Issued or guaranteed by U.S. | $7,272,000 | 2,534 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $351,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 2,683 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $21,919,000 | 3,401 |
| Total debt securities | $21,919,000 | 3,678 |
| 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 | $19,888,000 | 3,869 |
| U.S. Government securities | $7,387,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,387,000 | 4,067 |
| Securities issued by states & political subdivisions | $12,501,000 | 2,499 |
| 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 | $12,733,000 | 2,671 |
| Mortgage-backed securities | $6,884,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $6,518,000 | 2,678 |
| Issued or guaranteed by U.S. | $6,518,000 | 2,677 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $366,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 2,712 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $19,888,000 | 3,563 |
| Total debt securities | $19,888,000 | 3,842 |
| 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 | $20,065,000 | 3,860 |
| U.S. Government securities | $7,546,000 | 4,175 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,546,000 | 4,035 |
| Securities issued by states & political subdivisions | $12,519,000 | 2,503 |
| 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 | $13,798,000 | 2,566 |
| Mortgage-backed securities | $6,795,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $6,416,000 | 2,717 |
| Issued or guaranteed by U.S. | $6,416,000 | 2,713 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $379,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 2,693 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $20,065,000 | 3,551 |
| Total debt securities | $20,065,000 | 3,832 |
| 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 | $19,793,000 | 3,879 |
| U.S. Government securities | $7,610,000 | 4,189 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,610,000 | 4,069 |
| Securities issued by states & political subdivisions | $12,183,000 | 2,534 |
| 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 | $12,586,000 | 2,672 |
| Mortgage-backed securities | $6,844,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $6,443,000 | 2,726 |
| Issued or guaranteed by U.S. | $6,443,000 | 2,723 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $401,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 2,721 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $19,793,000 | 3,566 |
| Total debt securities | $19,793,000 | 3,854 |
| 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 | $20,002,000 | 3,929 |
| U.S. Government securities | $8,509,000 | 4,145 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,509,000 | 4,025 |
| Securities issued by states & political subdivisions | $11,493,000 | 2,614 |
| 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 | $13,201,000 | 2,665 |
| Mortgage-backed securities | $7,239,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $6,820,000 | 2,730 |
| Issued or guaranteed by U.S. | $6,820,000 | 2,724 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $419,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $419,000 | 2,734 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $20,002,000 | 3,613 |
| Total debt securities | $20,002,000 | 3,901 |
| 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 | $19,209,000 | 4,047 |
| U.S. Government securities | $8,221,000 | 4,300 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,221,000 | 4,184 |
| Securities issued by states & political subdivisions | $10,988,000 | 2,670 |
| 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 | $13,614,000 | 2,679 |
| Mortgage-backed securities | $6,958,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $6,463,000 | 2,787 |
| Issued or guaranteed by U.S. | $6,463,000 | 2,784 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $495,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,722 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,209,000 | 3,711 |
| Total debt securities | $19,209,000 | 4,024 |
| 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 | $20,606,000 | 3,985 |
| U.S. Government securities | $8,472,000 | 4,310 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,472,000 | 4,185 |
| Securities issued by states & political subdivisions | $12,134,000 | 2,555 |
| 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 | $13,576,000 | 2,702 |
| Mortgage-backed securities | $7,229,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $6,714,000 | 2,753 |
| Issued or guaranteed by U.S. | $6,714,000 | 2,749 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $515,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 2,735 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $20,606,000 | 3,647 |
| Total debt securities | $20,606,000 | 3,959 |
| 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 | $20,881,000 | 4,041 |
| U.S. Government securities | $8,745,000 | 4,350 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,745,000 | 4,237 |
| Securities issued by states & political subdivisions | $12,136,000 | 2,566 |
| 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 | $11,721,000 | 2,916 |
| Mortgage-backed securities | $7,491,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $6,947,000 | 2,757 |
| Issued or guaranteed by U.S. | $6,947,000 | 2,755 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $544,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 2,770 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $20,881,000 | 3,697 |
| Total debt securities | $20,880,000 | 4,016 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $21,988,000 | 4,041 |
| U.S. Government securities | $9,415,000 | 4,393 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,415,000 | 4,282 |
| Securities issued by states & political subdivisions | $12,573,000 | 2,534 |
| 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 | $11,038,000 | 3,023 |
| Mortgage-backed securities | $7,857,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $7,287,000 | 2,788 |
| Issued or guaranteed by U.S. | $7,287,000 | 2,786 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $570,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 2,805 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,988,000 | 3,703 |
| Total debt securities | $21,988,000 | 4,019 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $20,998,000 | 4,159 |
| U.S. Government securities | $9,202,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,202,000 | 4,384 |
| Securities issued by states & political subdivisions | $11,796,000 | 2,595 |
| 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 | $9,702,000 | 3,244 |
| Mortgage-backed securities | $7,372,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $6,771,000 | 2,922 |
| Issued or guaranteed by U.S. | $6,771,000 | 2,921 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $601,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,825 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $20,998,000 | 3,804 |
| Total debt securities | $20,998,000 | 4,130 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $21,184,000 | 4,194 |
| U.S. Government securities | $8,755,000 | 4,604 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,755,000 | 4,486 |
| Securities issued by states & political subdivisions | $12,429,000 | 2,543 |
| 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 | $7,701,000 | 3,580 |
| Mortgage-backed securities | $7,050,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $6,422,000 | 3,032 |
| Issued or guaranteed by U.S. | $6,422,000 | 3,030 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $628,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,865 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $21,184,000 | 3,839 |
| Total debt securities | $21,184,000 | 4,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $19,702,000 | 4,390 |
| U.S. Government securities | $8,599,000 | 4,736 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,599,000 | 4,619 |
| Securities issued by states & political subdivisions | $11,103,000 | 2,725 |
| 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 | $8,026,000 | 3,562 |
| Mortgage-backed securities | $6,404,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $5,740,000 | 3,228 |
| Issued or guaranteed by U.S. | $5,740,000 | 3,225 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $664,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,891 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $19,702,000 | 4,030 |
| Total debt securities | $19,702,000 | 4,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $19,606,000 | 4,453 |
| U.S. Government securities | $8,960,000 | 4,748 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,960,000 | 4,634 |
| Securities issued by states & political subdivisions | $10,646,000 | 2,804 |
| 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 | $8,215,000 | 3,556 |
| Mortgage-backed securities | $6,765,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $6,046,000 | 3,228 |
| Issued or guaranteed by U.S. | $6,046,000 | 3,226 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $719,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $719,000 | 2,910 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $19,606,000 | 4,079 |
| Total debt securities | $19,606,000 | 4,432 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $17,796,000 | 4,662 |
| U.S. Government securities | $8,690,000 | 4,832 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,690,000 | 4,729 |
| Securities issued by states & political subdivisions | $9,106,000 | 3,047 |
| 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 | $8,451,000 | 3,528 |
| Mortgage-backed securities | $6,071,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $5,286,000 | 3,413 |
| Issued or guaranteed by U.S. | $5,286,000 | 3,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $785,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 2,898 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $17,796,000 | 4,275 |
| Total debt securities | $17,796,000 | 4,641 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $16,596,000 | 4,778 |
| U.S. Government securities | $7,203,000 | 5,058 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,203,000 | 4,954 |
| Securities issued by states & political subdivisions | $9,393,000 | 2,989 |
| 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 | $7,609,000 | 3,691 |
| Mortgage-backed securities | $3,866,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $2,989,000 | 3,970 |
| Issued or guaranteed by U.S. | $2,989,000 | 3,964 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $877,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $877,000 | 2,825 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $16,596,000 | 4,389 |
| Total debt securities | $16,596,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $16,130,000 | 4,888 |
| U.S. Government securities | $7,017,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,017,000 | 5,033 |
| Securities issued by states & political subdivisions | $9,102,000 | 3,041 |
| Other domestic debt securities | $11,000 | 2,698 |
| Privately issued residential mortgage-backed securities | $11,000 | 933 |
| 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 | $7,372,000 | 3,744 |
| Mortgage-backed securities | $3,657,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $2,968,000 | 3,992 |
| Issued or guaranteed by U.S. | $2,968,000 | 3,985 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $689,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $678,000 | 2,962 |
| Privately issued | $11,000 | 892 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,130,000 | 4,493 |
| Total debt securities | $16,130,000 | 4,854 |
| 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 | $14,937,000 | 4,997 |
| U.S. Government securities | $6,126,000 | 5,287 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,126,000 | 5,176 |
| Securities issued by states & political subdivisions | $8,799,000 | 3,093 |
| Other domestic debt securities | $12,000 | 2,757 |
| Privately issued residential mortgage-backed securities | $12,000 | 952 |
| 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 | $6,968,000 | 3,832 |
| Mortgage-backed securities | $3,740,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $2,872,000 | 4,032 |
| Issued or guaranteed by U.S. | $2,872,000 | 4,026 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $868,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 2,898 |
| Privately issued | $12,000 | 911 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $14,937,000 | 4,609 |
| Total debt securities | $14,937,000 | 4,968 |
| 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 | $13,576,000 | 5,164 |
| U.S. Government securities | $5,277,000 | 5,483 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,277,000 | 5,375 |
| Securities issued by states & political subdivisions | $8,162,000 | 3,156 |
| Other domestic debt securities | $137,000 | 2,646 |
| Privately issued residential mortgage-backed securities | $137,000 | 860 |
| 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 | $8,372,000 | 3,599 |
| Mortgage-backed securities | $3,683,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $2,710,000 | 4,104 |
| Issued or guaranteed by U.S. | $2,710,000 | 4,100 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $973,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,948 |
| Privately issued | $137,000 | 825 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $13,576,000 | 4,791 |
| Total debt securities | $13,576,000 | 5,124 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,332 |
| Fair value | $200,000 | 2,337 |
| 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 | $14,626,000 | 5,002 |
| U.S. Government securities | $6,408,000 | 5,292 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,408,000 | 5,180 |
| Securities issued by states & political subdivisions | $7,994,000 | 3,154 |
| Other domestic debt securities | $224,000 | 2,564 |
| Privately issued residential mortgage-backed securities | $224,000 | 829 |
| 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 | $6,665,000 | 3,925 |
| Mortgage-backed securities | $4,492,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $3,072,000 | 4,009 |
| Issued or guaranteed by U.S. | $3,072,000 | 4,006 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,420,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $1,196,000 | 2,836 |
| Privately issued | $224,000 | 797 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,626,000 | 4,627 |
| Total debt securities | $14,626,000 | 4,970 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,196 |
| Fair value | $400,000 | 2,200 |
| 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 | $14,276,000 | 5,117 |
| U.S. Government securities | $6,872,000 | 5,321 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,872,000 | 5,224 |
| Securities issued by states & political subdivisions | $7,165,000 | 3,282 |
| Other domestic debt securities | $239,000 | 2,638 |
| Privately issued residential mortgage-backed securities | $239,000 | 868 |
| 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 | $6,401,000 | 4,018 |
| Mortgage-backed securities | $4,794,000 | 4,260 |
| Certificates of participation in pools of residential mortgages | $3,053,000 | 4,142 |
| Issued or guaranteed by U.S. | $3,053,000 | 4,140 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,741,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $1,502,000 | 2,812 |
| Privately issued | $239,000 | 835 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,276,000 | 4,736 |
| Total debt securities | $14,275,000 | 5,090 |
| Structured notes | ||
| Amortized cost | $467,000 | 2,366 |
| Fair value | $468,000 | 2,367 |
| 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 | $13,274,000 | 5,277 |
| U.S. Government securities | $6,937,000 | 5,419 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,937,000 | 5,314 |
| Securities issued by states & political subdivisions | $6,084,000 | 3,446 |
| Other domestic debt securities | $253,000 | 2,598 |
| Privately issued residential mortgage-backed securities | $253,000 | 915 |
| 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 | $6,859,000 | 3,947 |
| Mortgage-backed securities | $5,116,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $3,366,000 | 4,100 |
| Issued or guaranteed by U.S. | $3,366,000 | 4,098 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,750,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $1,497,000 | 2,817 |
| Privately issued | $253,000 | 882 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $13,274,000 | 4,885 |
| Total debt securities | $13,274,000 | 5,243 |
| Structured notes | ||
| Amortized cost | $524,000 | 2,424 |
| Fair value | $526,000 | 2,422 |
| 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 | $12,199,000 | 5,472 |
| U.S. Government securities | $6,658,000 | 5,570 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,658,000 | 5,459 |
| Securities issued by states & political subdivisions | $5,275,000 | 3,562 |
| Other domestic debt securities | $266,000 | 2,568 |
| Privately issued residential mortgage-backed securities | $266,000 | 942 |
| 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 | $6,179,000 | 4,090 |
| Mortgage-backed securities | $5,446,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $3,449,000 | 4,088 |
| Issued or guaranteed by U.S. | $3,449,000 | 4,084 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,997,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $1,731,000 | 2,771 |
| Privately issued | $266,000 | 907 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $12,199,000 | 5,069 |
| Total debt securities | $12,199,000 | 5,443 |
| Structured notes | ||
| Amortized cost | $532,000 | 2,661 |
| Fair value | $534,000 | 2,659 |
| 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 | $12,019,000 | 5,484 |
| U.S. Government securities | $6,697,000 | 5,548 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,697,000 | 5,444 |
| Securities issued by states & political subdivisions | $5,044,000 | 3,584 |
| Other domestic debt securities | $278,000 | 2,549 |
| Privately issued residential mortgage-backed securities | $278,000 | 1,027 |
| 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 | $7,436,000 | 3,658 |
| Mortgage-backed securities | $5,429,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $3,359,000 | 4,018 |
| Issued or guaranteed by U.S. | $3,359,000 | 4,013 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,070,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $1,792,000 | 2,635 |
| Privately issued | $278,000 | 974 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,019,000 | 5,065 |
| Total debt securities | $12,019,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $590,000 | 2,533 |
| Fair value | $596,000 | 2,533 |
| 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 | $10,263,000 | 5,684 |
| U.S. Government securities | $6,164,000 | 5,640 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,164,000 | 5,526 |
| Securities issued by states & political subdivisions | $3,801,000 | 3,848 |
| Other domestic debt securities | $298,000 | 2,523 |
| Privately issued residential mortgage-backed securities | $298,000 | 1,048 |
| 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 | $7,029,000 | 3,712 |
| Mortgage-backed securities | $5,150,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $2,884,000 | 4,125 |
| Issued or guaranteed by U.S. | $2,884,000 | 4,110 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,266,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $1,968,000 | 2,554 |
| Privately issued | $298,000 | 994 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $10,263,000 | 5,259 |
| Total debt securities | $10,263,000 | 5,646 |
| Structured notes | ||
| Amortized cost | $347,000 | 2,861 |
| Fair value | $357,000 | 2,854 |
| 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 | $9,681,000 | 5,853 |
| U.S. Government securities | $6,237,000 | 5,766 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,237,000 | 5,644 |
| Securities issued by states & political subdivisions | $3,421,000 | 3,919 |
| Other domestic debt securities | $23,000 | 2,758 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,258 |
| 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 | $6,386,000 | 3,900 |
| Mortgage-backed securities | $4,935,000 | 4,168 |
| Certificates of participation in pools of residential mortgages | $3,166,000 | 3,994 |
| Issued or guaranteed by U.S. | $3,166,000 | 3,980 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,769,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $1,746,000 | 2,569 |
| Privately issued | $23,000 | 1,199 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,681,000 | 5,410 |
| Total debt securities | $9,681,000 | 5,821 |
| Structured notes | ||
| Amortized cost | $354,000 | 3,003 |
| Fair value | $367,000 | 2,997 |
| 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 | $8,777,000 | 5,986 |
| U.S. Government securities | $5,620,000 | 5,894 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,620,000 | 5,764 |
| Securities issued by states & political subdivisions | $3,126,000 | 3,973 |
| Other domestic debt securities | $31,000 | 2,807 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,278 |
| 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 | $6,805,000 | 3,798 |
| Mortgage-backed securities | $4,580,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $3,281,000 | 3,897 |
| Issued or guaranteed by U.S. | $3,281,000 | 3,886 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,299,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $1,268,000 | 2,653 |
| Privately issued | $31,000 | 1,217 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $8,777,000 | 5,534 |
| Total debt securities | $8,777,000 | 5,949 |
| Structured notes | ||
| Amortized cost | $361,000 | 3,046 |
| Fair value | $375,000 | 3,040 |
| 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 | $9,157,000 | 5,838 |
| U.S. Government securities | $5,474,000 | 5,809 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,474,000 | 5,680 |
| Securities issued by states & political subdivisions | $3,644,000 | 3,818 |
| Other domestic debt securities | $39,000 | 2,954 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,325 |
| 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 | $7,534,000 | 3,620 |
| Mortgage-backed securities | $4,428,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $3,421,000 | 3,776 |
| Issued or guaranteed by U.S. | $3,421,000 | 3,767 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,007,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,750 |
| Privately issued | $39,000 | 1,262 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $9,157,000 | 5,383 |
| Total debt securities | $9,157,000 | 5,798 |
| Structured notes | ||
| Amortized cost | $374,000 | 2,937 |
| Fair value | $388,000 | 2,931 |
| 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 | $9,372,000 | 5,769 |
| U.S. Government securities | $5,845,000 | 5,711 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,845,000 | 5,594 |
| Securities issued by states & political subdivisions | $3,477,000 | 3,796 |
| Other domestic debt securities | $50,000 | 3,019 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,390 |
| 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 | $5,928,000 | 4,000 |
| Mortgage-backed securities | $4,683,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $3,841,000 | 3,638 |
| Issued or guaranteed by U.S. | $3,841,000 | 3,630 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $842,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 2,806 |
| Privately issued | $50,000 | 1,323 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,372,000 | 5,313 |
| Total debt securities | $9,372,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $490,000 | 2,919 |
| Fair value | $509,000 | 2,797 |
| 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 | $10,216,000 | 5,693 |
| U.S. Government securities | $6,939,000 | 5,582 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,939,000 | 5,463 |
| Securities issued by states & political subdivisions | $3,219,000 | 3,811 |
| Other domestic debt securities | $58,000 | 3,003 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,407 |
| 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 | $6,200,000 | 3,989 |
| Mortgage-backed securities | $5,272,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $4,206,000 | 3,552 |
| Issued or guaranteed by U.S. | $4,206,000 | 3,544 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,066,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $1,008,000 | 2,605 |
| Privately issued | $58,000 | 1,343 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $10,216,000 | 5,228 |
| Total debt securities | $10,216,000 | 5,653 |
| Structured notes | ||
| Amortized cost | $757,000 | 2,747 |
| Fair value | $774,000 | 2,744 |
| 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 | $10,027,000 | 5,795 |
| U.S. Government securities | $6,852,000 | 5,668 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,852,000 | 5,557 |
| Securities issued by states & political subdivisions | $3,118,000 | 3,847 |
| Other domestic debt securities | $57,000 | 3,062 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,444 |
| 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 | $6,786,000 | 3,918 |
| Mortgage-backed securities | $5,176,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $3,992,000 | 3,735 |
| Issued or guaranteed by U.S. | $3,992,000 | 3,730 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,184,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $1,127,000 | 2,491 |
| Privately issued | $57,000 | 1,381 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $10,027,000 | 5,305 |
| Total debt securities | $10,026,000 | 5,753 |
| Structured notes | ||
| Amortized cost | $776,000 | 2,535 |
| Fair value | $783,000 | 2,529 |
| 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 | $10,512,000 | 5,697 |
| U.S. Government securities | $6,996,000 | 5,601 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,996,000 | 5,500 |
| Securities issued by states & political subdivisions | $3,437,000 | 3,749 |
| Other domestic debt securities | $79,000 | 3,107 |
| Privately issued residential mortgage-backed securities | $79,000 | 1,472 |
| 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 | $6,944,000 | 3,920 |
| Mortgage-backed securities | $5,328,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $3,948,000 | 3,828 |
| Issued or guaranteed by U.S. | $3,948,000 | 3,821 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,380,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $1,301,000 | 2,406 |
| Privately issued | $79,000 | 1,399 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $10,512,000 | 5,221 |
| Total debt securities | $10,512,000 | 5,659 |
| Structured notes | ||
| Amortized cost | $795,000 | 2,280 |
| Fair value | $791,000 | 2,273 |
| 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 | $11,005,000 | 5,654 |
| U.S. Government securities | $7,552,000 | 5,512 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,552,000 | 5,424 |
| Securities issued by states & political subdivisions | $3,363,000 | 3,790 |
| Other domestic debt securities | $90,000 | 3,193 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,515 |
| 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 | $7,251,000 | 3,864 |
| Mortgage-backed securities | $5,611,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $4,068,000 | 3,876 |
| Issued or guaranteed by U.S. | $4,068,000 | 3,866 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,543,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $1,453,000 | 2,329 |
| Privately issued | $90,000 | 1,442 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $11,005,000 | 5,178 |
| Total debt securities | $11,005,000 | 5,613 |
| Structured notes | ||
| Amortized cost | $810,000 | 1,827 |
| Fair value | $810,000 | 1,826 |
| 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 | $10,410,000 | 5,745 |
| U.S. Government securities | $6,911,000 | 5,661 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,911,000 | 5,575 |
| Securities issued by states & political subdivisions | $3,414,000 | 3,735 |
| Other domestic debt securities | $85,000 | 3,275 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,542 |
| 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 | $7,887,000 | 3,734 |
| Mortgage-backed securities | $4,710,000 | 4,362 |
| Certificates of participation in pools of residential mortgages | $2,989,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,989,000 | 4,290 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,721,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $1,636,000 | 2,255 |
| Privately issued | $85,000 | 1,466 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $10,410,000 | 5,249 |
| Total debt securities | $10,409,000 | 5,703 |
| Structured notes | ||
| Amortized cost | $583,000 | 1,489 |
| Fair value | $562,000 | 1,500 |
| 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 | $10,058,000 | 5,866 |
| U.S. Government securities | $6,979,000 | 5,780 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,979,000 | 5,694 |
| Securities issued by states & political subdivisions | $2,990,000 | 3,816 |
| Other domestic debt securities | $89,000 | 3,214 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,558 |
| 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 | $8,171,000 | 3,723 |
| Mortgage-backed securities | $4,447,000 | 4,500 |
| Certificates of participation in pools of residential mortgages | $2,619,000 | 4,519 |
| Issued or guaranteed by U.S. | $2,619,000 | 4,508 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,828,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $1,739,000 | 2,226 |
| Privately issued | $89,000 | 1,484 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $10,058,000 | 5,356 |
| Total debt securities | $10,058,000 | 5,814 |
| Structured notes | ||
| Amortized cost | $364,000 | 1,488 |
| Fair value | $373,000 | 1,472 |
| 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 | $10,167,000 | 5,879 |
| U.S. Government securities | $7,026,000 | 5,845 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,026,000 | 5,761 |
| Securities issued by states & political subdivisions | $3,030,000 | 3,757 |
| Other domestic debt securities | $111,000 | 3,097 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,499 |
| 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 | $8,834,000 | 3,638 |
| Mortgage-backed securities | $3,973,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $1,961,000 | 4,757 |
| Issued or guaranteed by U.S. | $1,961,000 | 4,742 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,012,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $1,901,000 | 2,150 |
| Privately issued | $111,000 | 1,427 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $10,167,000 | 5,341 |
| Total debt securities | $10,167,000 | 5,830 |
| Structured notes | ||
| Amortized cost | $382,000 | 1,513 |
| Fair value | $393,000 | 1,501 |
| 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 | $10,252,000 | 5,836 |
| U.S. Government securities | $7,133,000 | 5,797 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,133,000 | 5,713 |
| Securities issued by states & political subdivisions | $2,988,000 | 3,754 |
| Other domestic debt securities | $131,000 | 3,036 |
| Privately issued residential mortgage-backed securities | $131,000 | 1,460 |
| 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 | $8,900,000 | 3,615 |
| Mortgage-backed securities | $3,899,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $1,743,000 | 4,815 |
| Issued or guaranteed by U.S. | $1,743,000 | 4,800 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,156,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $2,025,000 | 2,012 |
| Privately issued | $131,000 | 1,390 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $10,252,000 | 5,297 |
| Total debt securities | $10,252,000 | 5,787 |
| Structured notes | ||
| Amortized cost | $392,000 | 1,507 |
| Fair value | $392,000 | 1,502 |
| 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 | $10,735,000 | 5,799 |
| U.S. Government securities | $7,599,000 | 5,698 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,599,000 | 5,617 |
| Securities issued by states & political subdivisions | $2,994,000 | 3,777 |
| Other domestic debt securities | $142,000 | 3,006 |
| Privately issued residential mortgage-backed securities | $142,000 | 1,424 |
| 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 | $8,175,000 | 3,723 |
| Mortgage-backed securities | $4,114,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 4,801 |
| Issued or guaranteed by U.S. | $1,786,000 | 4,782 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,328,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $2,186,000 | 1,971 |
| Privately issued | $142,000 | 1,348 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $10,735,000 | 5,276 |
| Total debt securities | $10,736,000 | 5,740 |
| Structured notes | ||
| Amortized cost | $403,000 | 1,534 |
| Fair value | $394,000 | 1,547 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $11,325,000 | 5,705 |
| U.S. Government securities | $8,119,000 | 5,558 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,119,000 | 5,468 |
| Securities issued by states & political subdivisions | $3,048,000 | 3,777 |
| Other domestic debt securities | $158,000 | 2,950 |
| Privately issued residential mortgage-backed securities | $158,000 | 1,408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,310,000 | 3,485 |
| Mortgage-backed securities | $4,264,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $1,687,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,687,000 | 4,742 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,577,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $2,419,000 | 1,896 |
| Privately issued | $158,000 | 1,329 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,325,000 | 5,185 |
| Total debt securities | $11,325,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $418,000 | 1,674 |
| Fair value | $419,000 | 1,678 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $11,486,000 | 5,760 |
| U.S. Government securities | $8,207,000 | 5,679 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,207,000 | 5,574 |
| Securities issued by states & political subdivisions | $3,104,000 | 3,749 |
| Other domestic debt securities | $175,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $175,000 | 1,299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,570,000 | 3,480 |
| Mortgage-backed securities | $3,973,000 | 4,147 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 4,651 |
| Issued or guaranteed by U.S. | $1,483,000 | 4,632 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,490,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $2,315,000 | 1,850 |
| Privately issued | $175,000 | 1,233 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $11,486,000 | 5,195 |
| Total debt securities | $11,486,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $171,000 | 2,390 |
| Fair value | $173,000 | 2,389 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $11,604,000 | 5,794 |
| U.S. Government securities | $8,380,000 | 5,744 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,380,000 | 5,639 |
| Securities issued by states & political subdivisions | $3,033,000 | 3,784 |
| Other domestic debt securities | $191,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $191,000 | 1,257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,199,000 | 3,749 |
| Mortgage-backed securities | $3,736,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $1,320,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,320,000 | 4,578 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,416,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,225,000 | 1,818 |
| Privately issued | $191,000 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $11,604,000 | 5,205 |
| Total debt securities | $11,605,000 | 5,728 |
| Structured notes | ||
| Amortized cost | $426,000 | 2,392 |
| Fair value | $427,000 | 2,394 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,602,000 | 5,796 |
| U.S. Government securities | $8,594,000 | 5,720 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,594,000 | 5,612 |
| Securities issued by states & political subdivisions | $2,805,000 | 3,887 |
| Other domestic debt securities | $203,000 | 2,634 |
| Privately issued residential mortgage-backed securities | $203,000 | 1,208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,983,000 | 4,263 |
| Mortgage-backed securities | $3,309,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $1,053,000 | 4,753 |
| Issued or guaranteed by U.S. | $1,053,000 | 4,738 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,256,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 1,857 |
| Privately issued | $203,000 | 1,138 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,602,000 | 5,200 |
| Total debt securities | $11,602,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $432,000 | 2,485 |
| Fair value | $429,000 | 2,486 |
| 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 | $11,323,000 | 5,859 |
| U.S. Government securities | $8,368,000 | 5,791 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,368,000 | 5,674 |
| Securities issued by states & political subdivisions | $2,738,000 | 3,915 |
| Other domestic debt securities | $217,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $217,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,847,000 | 4,317 |
| Mortgage-backed securities | $3,424,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $869,000 | 4,933 |
| Issued or guaranteed by U.S. | $869,000 | 4,915 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,555,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $2,338,000 | 1,770 |
| Privately issued | $217,000 | 1,083 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,323,000 | 5,244 |
| Total debt securities | $11,323,000 | 5,803 |
| Structured notes | ||
| Amortized cost | $439,000 | 2,539 |
| Fair value | $437,000 | 2,542 |
| 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 | $11,321,000 | 5,913 |
| U.S. Government securities | $8,086,000 | 5,905 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,086,000 | 5,784 |
| Securities issued by states & political subdivisions | $3,006,000 | 3,815 |
| Other domestic debt securities | $229,000 | 2,669 |
| Privately issued residential mortgage-backed securities | $229,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| 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 | $6,894,000 | 4,063 |
| Mortgage-backed securities | $3,214,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $925,000 | 4,875 |
| Issued or guaranteed by U.S. | $925,000 | 4,858 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,289,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,060,000 | 1,830 |
| Privately issued | $229,000 | 1,067 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $11,321,000 | 5,297 |
| Total debt securities | $11,321,000 | 5,861 |
| Structured notes | ||
| Amortized cost | $445,000 | 2,645 |
| Fair value | $442,000 | 2,645 |
| 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 | $11,665,000 | 5,893 |
| U.S. Government securities | $8,704,000 | 5,823 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,704,000 | 5,708 |
| Securities issued by states & political subdivisions | $2,713,000 | 3,923 |
| Other domestic debt securities | $248,000 | 2,690 |
| Privately issued residential mortgage-backed securities | $248,000 | 1,107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| 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 | $7,581,000 | 3,905 |
| Mortgage-backed securities | $2,963,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $449,000 | 5,335 |
| Issued or guaranteed by U.S. | $449,000 | 5,312 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,514,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $2,266,000 | 1,755 |
| Privately issued | $248,000 | 1,029 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $11,665,000 | 5,263 |
| Total debt securities | $11,665,000 | 5,833 |
| Structured notes | ||
| Amortized cost | $702,000 | 2,451 |
| Fair value | $697,000 | 2,448 |
| 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 | $11,311,000 | 5,972 |
| U.S. Government securities | $8,961,000 | 5,783 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,961,000 | 5,653 |
| Securities issued by states & political subdivisions | $2,106,000 | 4,239 |
| Other domestic debt securities | $244,000 | 2,740 |
| Privately issued residential mortgage-backed securities | $244,000 | 1,096 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| 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 | $7,866,000 | 3,844 |
| Mortgage-backed securities | $3,072,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,346 |
| Issued or guaranteed by U.S. | $466,000 | 5,323 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,606,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $2,362,000 | 1,722 |
| Privately issued | $244,000 | 1,020 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $11,311,000 | 5,311 |
| Total debt securities | $11,311,000 | 5,915 |
| Structured notes | ||
| Amortized cost | $849,000 | 2,425 |
| Fair value | $835,000 | 2,423 |
| 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 | $9,453,000 | 6,424 |
| U.S. Government securities | $7,591,000 | 6,179 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,591,000 | 6,031 |
| Securities issued by states & political subdivisions | $1,616,000 | 4,572 |
| Other domestic debt securities | $246,000 | 2,816 |
| Privately issued residential mortgage-backed securities | $246,000 | 1,078 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,790,000 | 4,698 |
| Mortgage-backed securities | $2,500,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $496,000 | 5,335 |
| Issued or guaranteed by U.S. | $496,000 | 5,315 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,004,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $1,758,000 | 1,899 |
| Privately issued | $246,000 | 1,004 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,453,000 | 5,708 |
| Total debt securities | $9,453,000 | 6,363 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,456 |
| Fair value | $739,000 | 2,470 |
| 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 | $8,455,000 | 6,662 |
| U.S. Government securities | $6,834,000 | 6,400 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,834,000 | 6,264 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,601 |
| Other domestic debt securities | $0 | 3,344 |
| 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 | $0 | 2,667 |
| 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 | $3,424,000 | 5,201 |
| Mortgage-backed securities | $2,358,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,346 |
| Issued or guaranteed by U.S. | $514,000 | 5,325 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,844,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $1,844,000 | 1,874 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $8,455,000 | 5,932 |
| Total debt securities | $8,455,000 | 6,610 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,450 |
| Fair value | $738,000 | 2,471 |
| 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 | $9,050,000 | 6,542 |
| U.S. Government securities | $7,412,000 | 6,226 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,412,000 | 6,094 |
| Securities issued by states & political subdivisions | $1,638,000 | 4,595 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| 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 | $3,067,000 | 5,337 |
| Mortgage-backed securities | $2,913,000 | 4,430 |
| Certificates of participation in pools of residential mortgages | $548,000 | 5,350 |
| Issued or guaranteed by U.S. | $548,000 | 5,332 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,365,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $2,365,000 | 1,746 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,050,000 | 5,803 |
| Total debt securities | $9,050,000 | 6,485 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,409 |
| Fair value | $739,000 | 2,440 |
| 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 | $9,193,000 | 6,535 |
| U.S. Government securities | $7,623,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,623,000 | 6,089 |
| Securities issued by states & political subdivisions | $1,570,000 | 4,619 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| 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 | $1,385,000 | 6,202 |
| Mortgage-backed securities | $3,198,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $594,000 | 5,366 |
| Issued or guaranteed by U.S. | $594,000 | 5,342 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,604,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,604,000 | 1,727 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,193,000 | 5,795 |
| Total debt securities | $9,193,000 | 6,476 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,395 |
| Fair value | $742,000 | 2,416 |
| 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 | $9,305,000 | 6,576 |
| U.S. Government securities | $7,900,000 | 6,208 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,900,000 | 6,058 |
| Securities issued by states & political subdivisions | $1,405,000 | 4,757 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| 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 | $1,494,000 | 6,179 |
| Mortgage-backed securities | $3,383,000 | 4,417 |
| Certificates of participation in pools of residential mortgages | $624,000 | 5,403 |
| Issued or guaranteed by U.S. | $624,000 | 5,385 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,759,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,759,000 | 1,736 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,305,000 | 5,847 |
| Total debt securities | $9,305,000 | 6,518 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,383 |
| Fair value | $741,000 | 2,398 |
| 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 | $9,125,000 | 6,653 |
| U.S. Government securities | $7,638,000 | 6,284 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,638,000 | 6,142 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,703 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| 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 | $844,000 | 6,610 |
| Mortgage-backed securities | $3,322,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $662,000 | 5,405 |
| Issued or guaranteed by U.S. | $662,000 | 5,387 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,660,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,660,000 | 1,772 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,125,000 | 5,890 |
| Total debt securities | $9,125,000 | 6,596 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,327 |
| Fair value | $747,000 | 2,339 |
| 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 | $9,552,000 | 6,602 |
| U.S. Government securities | $8,055,000 | 6,178 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,055,000 | 6,034 |
| Securities issued by states & political subdivisions | $1,497,000 | 4,716 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| 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 | $344,000 | 6,987 |
| Mortgage-backed securities | $3,460,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $689,000 | 5,417 |
| Issued or guaranteed by U.S. | $689,000 | 5,403 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,771,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $2,771,000 | 1,735 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,552,000 | 5,840 |
| Total debt securities | $9,552,000 | 6,534 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,312 |
| Fair value | $749,000 | 2,327 |
| 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 | $8,523,000 | 6,892 |
| U.S. Government securities | $6,991,000 | 6,578 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,991,000 | 6,410 |
| Securities issued by states & political subdivisions | $1,532,000 | 4,706 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| 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 | $594,000 | 6,804 |
| Mortgage-backed securities | $3,527,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $712,000 | 5,465 |
| Issued or guaranteed by U.S. | $712,000 | 5,448 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,815,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $2,815,000 | 1,770 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,523,000 | 6,145 |
| Total debt securities | $8,523,000 | 6,819 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $487,000 | 2,533 |
| 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 | $9,129,000 | 6,746 |
| U.S. Government securities | $7,720,000 | 6,313 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,720,000 | 6,158 |
| Securities issued by states & political subdivisions | $1,409,000 | 4,787 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| 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 | $1,221,000 | 6,374 |
| Mortgage-backed securities | $3,625,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $254,000 | 6,032 |
| Issued or guaranteed by U.S. | $254,000 | 6,011 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,371,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $3,371,000 | 1,700 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,129,000 | 6,001 |
| Total debt securities | $9,127,000 | 6,664 |
| Structured notes | ||
| Amortized cost | $102,000 | 2,556 |
| Fair value | $104,000 | 2,556 |
| 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 | $8,136,000 | 7,024 |
| U.S. Government securities | $6,841,000 | 6,644 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,841,000 | 6,474 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,932 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| 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 | $468,000 | 6,952 |
| Mortgage-backed securities | $2,497,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $289,000 | 6,038 |
| Issued or guaranteed by U.S. | $289,000 | 6,014 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,208,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $2,208,000 | 2,080 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,136,000 | 6,234 |
| Total debt securities | $8,136,000 | 6,950 |
| Structured notes | ||
| Amortized cost | $103,000 | 2,421 |
| Fair value | $104,000 | 2,424 |
| 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 | $8,122,000 | 6,971 |
| U.S. Government securities | $6,779,000 | 6,547 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,779,000 | 6,362 |
| Securities issued by states & political subdivisions | $1,343,000 | 4,903 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| 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 | $1,067,000 | 6,466 |
| Mortgage-backed securities | $1,843,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $345,000 | 6,001 |
| Issued or guaranteed by U.S. | $345,000 | 5,976 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,498,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,409 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,122,000 | 6,184 |
| Total debt securities | $8,121,000 | 6,883 |
| Structured notes | ||
| Amortized cost | $104,000 | 2,171 |
| Fair value | $105,000 | 2,174 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,461,000 | 7,088 |
| U.S. Government securities | $6,390,000 | 6,606 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,390,000 | 6,426 |
| Securities issued by states & political subdivisions | $1,071,000 | 5,130 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| 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 | $1,329,000 | 6,295 |
| Mortgage-backed securities | $2,205,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,897 |
| Issued or guaranteed by U.S. | $467,000 | 5,877 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,738,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $1,738,000 | 2,492 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,461,000 | 6,305 |
| Total debt securities | $7,461,000 | 6,992 |
| Structured notes | ||
| Amortized cost | $104,000 | 1,960 |
| Fair value | $105,000 | 1,964 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,907,000 | 6,994 |
| U.S. Government securities | $6,779,000 | 6,525 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,779,000 | 6,332 |
| Securities issued by states & political subdivisions | $1,128,000 | 5,003 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| 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 | $1,480,000 | 6,231 |
| Mortgage-backed securities | $2,606,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $569,000 | 5,774 |
| Issued or guaranteed by U.S. | $569,000 | 5,758 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,037,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $2,037,000 | 2,437 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,907,000 | 6,207 |
| Total debt securities | $7,906,000 | 6,899 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $7,918,000 | 7,044 |
| U.S. Government securities | $6,670,000 | 6,589 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,670,000 | 6,397 |
| Securities issued by states & political subdivisions | $1,248,000 | 4,911 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,096,000 | 5,812 |
| Mortgage-backed securities | $2,478,000 | 5,093 |
| Certificates of participation in pools of residential mortgages | $638,000 | 5,690 |
| Issued or guaranteed by U.S. | $638,000 | 5,673 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,840,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $1,840,000 | 2,576 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $7,918,000 | 6,211 |
| Total debt securities | $7,917,000 | 6,951 |
| 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 | $7,888,000 | 7,071 |
| U.S. Government securities | $6,767,000 | 6,543 |
| U.S. Treasury securities | $251,000 | 2,865 |
| U.S. Government agency obligations | $6,516,000 | 6,406 |
| Securities issued by states & political subdivisions | $1,121,000 | 5,103 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,749,000 | 4,941 |
| Mortgage-backed securities | $755,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $245,000 | 6,146 |
| Issued or guaranteed by U.S. | $245,000 | 6,123 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $510,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 3,550 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,888,000 | 6,169 |
| Total debt securities | $7,888,000 | 6,973 |
| 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 | $8,461,000 | 7,235 |
| U.S. Government securities | $7,333,000 | 6,779 |
| U.S. Treasury securities | $251,000 | 3,794 |
| U.S. Government agency obligations | $7,082,000 | 6,503 |
| Securities issued by states & political subdivisions | $851,000 | 5,549 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $277,000 | 5,141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,835,000 | 3,969 |
| Mortgage-backed securities | $496,000 | 6,116 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $496,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 3,176 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,461,000 | 6,130 |
| Total debt securities | $8,184,000 | 7,194 |
| 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 | $9,920,000 | 7,098 |
| U.S. Government securities | $8,580,000 | 6,580 |
| U.S. Treasury securities | $653,000 | 4,170 |
| U.S. Government agency obligations | $7,927,000 | 6,279 |
| Securities issued by states & political subdivisions | $1,006,000 | 5,610 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $334,000 | 4,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,234,000 | 4,976 |
| Mortgage-backed securities | $488,000 | 6,481 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $488,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 3,401 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,920,000 | 5,882 |
| Total debt securities | $9,586,000 | 7,083 |
| 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 | $9,826,000 | 7,168 |
| U.S. Government securities | $8,447,000 | 6,589 |
| U.S. Treasury securities | $5,635,000 | 2,039 |
| U.S. Government agency obligations | $2,812,000 | 8,330 |
| Securities issued by states & political subdivisions | $1,120,000 | 5,604 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $259,000 | 4,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,463,000 | 6,649 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,418,000 | 5,120 |
| Available-for-sale securities (fair market value) | $8,408,000 | 6,236 |
| Total debt securities | $9,567,000 | 7,102 |
| 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 | $8,396,000 | 7,963 |
| U.S. Government securities | $6,813,000 | 7,749 |
| U.S. Treasury securities | $6,111,000 | 2,695 |
| U.S. Government agency obligations | $702,000 | 9,860 |
| Securities issued by states & political subdivisions | $1,342,000 | 5,312 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $241,000 | 5,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,753,000 | 5,833 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $788,000 | 6,509 |
| Available-for-sale securities (fair market value) | $7,608,000 | 6,501 |
| Total debt securities | $8,155,000 | 7,919 |
| 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 | $10,367,000 | 7,810 |
| U.S. Government securities | $8,706,000 | 7,527 |
| U.S. Treasury securities | $7,252,000 | 2,888 |
| U.S. Government agency obligations | $1,454,000 | 9,852 |
| Securities issued by states & political subdivisions | $1,420,000 | 5,452 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $241,000 | 4,962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,294,000 | 6,461 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,328,000 | 5,002 |
| Available-for-sale securities (fair market value) | $6,039,000 | 7,331 |
| Total debt securities | $10,126,000 | 7,763 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,640,000 | 9,925 |
| U.S. Government securities | $4,835,000 | 9,646 |
| U.S. Treasury securities | $3,689,000 | 5,477 |
| U.S. Government agency obligations | $1,146,000 | 10,366 |
| Securities issued by states & political subdivisions | $746,000 | 6,812 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 6,850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,536,000 | 7,380 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,780,000 | 5,108 |
| Available-for-sale securities (fair market value) | $860,000 | 10,045 |
| Total debt securities | $5,581,000 | 9,840 |
| Structured notes | ||
| Amortized cost | $200,000 | 4,276 |
| Fair value | $196,000 | 4,368 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,646,000 | 11,011 |
| U.S. Government securities | $3,828,000 | 10,786 |
| U.S. Treasury securities | $3,139,000 | 6,959 |
| U.S. Government agency obligations | $689,000 | 11,158 |
| Securities issued by states & political subdivisions | $808,000 | 7,008 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,354,000 | 6,683 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,647,000 | 8,858 |
| Available-for-sale securities (fair market value) | $999,000 | 9,665 |
| Total debt securities | $4,636,000 | 10,913 |
| 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 | $4,554,000 | 11,488 |
| U.S. Government securities | $3,606,000 | 11,334 |
| U.S. Treasury securities | $2,602,000 | 7,762 |
| U.S. Government agency obligations | $1,004,000 | 11,186 |
| Securities issued by states & political subdivisions | $938,000 | 6,938 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,204,000 | 6,741 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,544,000 | 11,357 |
| 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 | $6,247,000 | 10,934 |
| U.S. Government securities | $5,319,000 | 10,586 |
| U.S. Treasury securities | $3,725,000 | 6,832 |
| U.S. Government agency obligations | $1,594,000 | 10,915 |
| Securities issued by states & political subdivisions | $918,000 | 6,747 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,608,000 | 7,636 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $6,247,000 | 10,796 |
| 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 |