Home > Wenona State Bank > Securities
Wenona State Bank, Securities
| 2021-03-31 | Rank | |
| Total securities | $14,557,000 | 3,819 |
| U.S. Government securities | $5,177,000 | 3,869 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,177,000 | 3,683 |
| Securities issued by states & political subdivisions | $8,852,000 | 2,752 |
| Other domestic debt securities | $528,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $528,000 | 1,517 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $815,000 | 3,931 |
| Mortgage-backed securities | $5,177,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $3,917,000 | 2,924 |
| Issued or guaranteed by U.S. | $3,917,000 | 2,830 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $769,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $769,000 | 2,315 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $491,000 | 1,845 |
| Commercial mortgage pass-through securities | $491,000 | 1,389 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $14,557,000 | 3,596 |
| Total debt securities | $14,554,000 | 3,796 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $15,260,000 | 3,694 |
| U.S. Government securities | $5,634,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,634,000 | 3,569 |
| Securities issued by states & political subdivisions | $9,094,000 | 2,705 |
| Other domestic debt securities | $532,000 | 1,843 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $532,000 | 1,451 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,000 | 3,934 |
| Mortgage-backed securities | $5,634,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $4,285,000 | 2,814 |
| Issued or guaranteed by U.S. | $4,285,000 | 2,731 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $845,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 2,300 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $504,000 | 1,806 |
| Commercial mortgage pass-through securities | $504,000 | 1,339 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $15,260,000 | 3,477 |
| Total debt securities | $15,255,000 | 3,674 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $15,534,000 | 3,616 |
| U.S. Government securities | $6,345,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,345,000 | 3,483 |
| Securities issued by states & political subdivisions | $8,655,000 | 2,619 |
| Other domestic debt securities | $534,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $534,000 | 1,423 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $934,000 | 3,942 |
| Mortgage-backed securities | $6,345,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $4,795,000 | 2,713 |
| Issued or guaranteed by U.S. | $4,795,000 | 2,631 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,032,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,260 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $518,000 | 1,787 |
| Commercial mortgage pass-through securities | $518,000 | 1,319 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $15,534,000 | 3,393 |
| Total debt securities | $15,534,000 | 3,592 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $15,535,000 | 3,615 |
| U.S. Government securities | $6,871,000 | 3,599 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,871,000 | 3,435 |
| Securities issued by states & political subdivisions | $8,131,000 | 2,631 |
| Other domestic debt securities | $533,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $533,000 | 1,380 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 3,975 |
| Mortgage-backed securities | $6,871,000 | 2,932 |
| Certificates of participation in pools of residential mortgages | $5,166,000 | 2,638 |
| Issued or guaranteed by U.S. | $5,166,000 | 2,564 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,183,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,183,000 | 2,236 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $522,000 | 1,775 |
| Commercial mortgage pass-through securities | $522,000 | 1,309 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $15,535,000 | 3,377 |
| Total debt securities | $15,534,000 | 3,591 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $10,675,000 | 3,965 |
| U.S. Government securities | $5,152,000 | 3,860 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,152,000 | 3,694 |
| Securities issued by states & political subdivisions | $5,034,000 | 2,994 |
| Other domestic debt securities | $489,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $489,000 | 1,358 |
| 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 | $1,398,000 | 3,874 |
| Mortgage-backed securities | $5,152,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $3,928,000 | 2,848 |
| Issued or guaranteed by U.S. | $3,928,000 | 2,753 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $692,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $692,000 | 2,424 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $532,000 | 1,738 |
| Commercial mortgage pass-through securities | $532,000 | 1,263 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,675,000 | 3,718 |
| Total debt securities | $10,675,000 | 3,941 |
| 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 | $10,482,000 | 4,038 |
| U.S. Government securities | $5,548,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,548,000 | 3,731 |
| Securities issued by states & political subdivisions | $4,415,000 | 3,099 |
| Other domestic debt securities | $519,000 | 1,660 |
| 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 | $519,000 | 1,257 |
| 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 | $1,762,000 | 3,848 |
| Mortgage-backed securities | $5,548,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $4,202,000 | 2,745 |
| Issued or guaranteed by U.S. | $4,202,000 | 2,661 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $776,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 2,390 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $570,000 | 1,704 |
| Commercial mortgage pass-through securities | $570,000 | 1,245 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $10,482,000 | 3,788 |
| Total debt securities | $10,482,000 | 4,015 |
| 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 | $11,208,000 | 4,034 |
| U.S. Government securities | $5,956,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,956,000 | 3,753 |
| Securities issued by states & political subdivisions | $4,735,000 | 3,059 |
| Other domestic debt securities | $517,000 | 1,704 |
| 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 | $517,000 | 1,266 |
| 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 | $1,835,000 | 3,901 |
| Mortgage-backed securities | $5,956,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $4,472,000 | 2,688 |
| Issued or guaranteed by U.S. | $4,472,000 | 2,604 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $880,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $880,000 | 2,376 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $604,000 | 1,678 |
| Commercial mortgage pass-through securities | $604,000 | 1,231 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $11,208,000 | 3,777 |
| Total debt securities | $11,207,000 | 4,012 |
| 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 | $11,567,000 | 4,065 |
| U.S. Government securities | $6,348,000 | 3,942 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,348,000 | 3,785 |
| Securities issued by states & political subdivisions | $4,703,000 | 3,110 |
| Other domestic debt securities | $516,000 | 1,691 |
| 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 | $516,000 | 1,294 |
| 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 | $1,905,000 | 3,932 |
| Mortgage-backed securities | $6,348,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $4,740,000 | 2,632 |
| Issued or guaranteed by U.S. | $4,740,000 | 2,563 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $983,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,324 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $625,000 | 1,657 |
| Commercial mortgage pass-through securities | $625,000 | 1,218 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,567,000 | 3,798 |
| Total debt securities | $11,560,000 | 4,043 |
| 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 | $12,389,000 | 4,057 |
| U.S. Government securities | $6,955,000 | 3,917 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,955,000 | 3,747 |
| Securities issued by states & political subdivisions | $4,929,000 | 3,146 |
| Other domestic debt securities | $505,000 | 1,708 |
| 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 | $505,000 | 1,310 |
| 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 | $2,102,000 | 3,938 |
| Mortgage-backed securities | $6,955,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $5,244,000 | 2,578 |
| Issued or guaranteed by U.S. | $5,244,000 | 2,515 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,054,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,054,000 | 2,290 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $657,000 | 1,583 |
| Commercial mortgage pass-through securities | $657,000 | 1,190 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,389,000 | 3,792 |
| Total debt securities | $12,390,000 | 4,035 |
| 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 | $12,554,000 | 4,073 |
| U.S. Government securities | $7,217,000 | 3,902 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,217,000 | 3,735 |
| Securities issued by states & political subdivisions | $4,844,000 | 3,211 |
| Other domestic debt securities | $493,000 | 1,740 |
| 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 | $493,000 | 1,367 |
| 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 | $2,156,000 | 3,970 |
| Mortgage-backed securities | $7,217,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $5,447,000 | 2,549 |
| Issued or guaranteed by U.S. | $5,447,000 | 2,506 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,105,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,105,000 | 2,284 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $665,000 | 1,546 |
| Commercial mortgage pass-through securities | $665,000 | 1,176 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,554,000 | 3,804 |
| Total debt securities | $12,554,000 | 4,052 |
| 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 | $12,858,000 | 4,096 |
| U.S. Government securities | $7,565,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,565,000 | 3,753 |
| Securities issued by states & political subdivisions | $4,799,000 | 3,258 |
| Other domestic debt securities | $494,000 | 1,707 |
| 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 | $494,000 | 1,376 |
| 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 | $2,216,000 | 4,008 |
| Mortgage-backed securities | $7,565,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $5,696,000 | 2,548 |
| Issued or guaranteed by U.S. | $5,696,000 | 2,531 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,179,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $1,179,000 | 2,266 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $690,000 | 1,525 |
| Commercial mortgage pass-through securities | $690,000 | 1,151 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,858,000 | 3,820 |
| Total debt securities | $12,858,000 | 4,071 |
| 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 | $13,396,000 | 4,102 |
| U.S. Government securities | $8,063,000 | 3,857 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,063,000 | 3,701 |
| Securities issued by states & political subdivisions | $4,839,000 | 3,298 |
| Other domestic debt securities | $494,000 | 1,902 |
| 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 | $494,000 | 1,379 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,330,000 | 4,032 |
| Mortgage-backed securities | $8,063,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $6,054,000 | 2,544 |
| Issued or guaranteed by U.S. | $6,054,000 | 2,422 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,280,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $1,280,000 | 2,245 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $729,000 | 1,485 |
| Commercial mortgage pass-through securities | $729,000 | 1,117 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $13,396,000 | 3,825 |
| Total debt securities | $13,396,000 | 4,079 |
| 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 | $12,895,000 | 4,204 |
| U.S. Government securities | $8,064,000 | 3,929 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,064,000 | 3,772 |
| Securities issued by states & political subdivisions | $4,831,000 | 3,349 |
| 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 | $2,465,000 | 4,040 |
| Mortgage-backed securities | $7,310,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $6,470,000 | 2,527 |
| Issued or guaranteed by U.S. | $6,470,000 | 2,525 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $840,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $840,000 | 2,429 |
| 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) | $12,895,000 | 3,922 |
| Total debt securities | $12,896,000 | 4,180 |
| 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 | $13,066,000 | 4,254 |
| U.S. Government securities | $8,101,000 | 3,966 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,101,000 | 3,826 |
| Securities issued by states & political subdivisions | $4,965,000 | 3,394 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,630,000 | 4,061 |
| Mortgage-backed securities | $7,313,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $6,391,000 | 2,567 |
| Issued or guaranteed by U.S. | $6,391,000 | 2,565 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $922,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $922,000 | 2,376 |
| 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) | $13,066,000 | 3,964 |
| Total debt securities | $13,066,000 | 4,232 |
| 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 | $13,627,000 | 4,261 |
| U.S. Government securities | $9,397,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,397,000 | 3,672 |
| Securities issued by states & political subdivisions | $4,230,000 | 3,559 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,346,000 | 3,946 |
| Mortgage-backed securities | $7,839,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $6,831,000 | 2,561 |
| Issued or guaranteed by U.S. | $6,831,000 | 2,560 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,008,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $1,008,000 | 2,353 |
| 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) | $13,627,000 | 3,967 |
| Total debt securities | $13,627,000 | 4,239 |
| 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 | $14,192,000 | 4,249 |
| U.S. Government securities | $9,960,000 | 3,796 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,960,000 | 3,665 |
| Securities issued by states & political subdivisions | $4,232,000 | 3,592 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,516,000 | 3,940 |
| Mortgage-backed securities | $8,362,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $7,269,000 | 2,537 |
| Issued or guaranteed by U.S. | $7,269,000 | 2,536 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,093,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,341 |
| 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) | $14,192,000 | 3,956 |
| Total debt securities | $14,192,000 | 4,229 |
| 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 | $13,819,000 | 4,320 |
| U.S. Government securities | $10,562,000 | 3,783 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,562,000 | 3,635 |
| Securities issued by states & political subdivisions | $3,257,000 | 3,832 |
| 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 | $3,723,000 | 3,944 |
| Mortgage-backed securities | $8,866,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $7,691,000 | 2,522 |
| Issued or guaranteed by U.S. | $7,691,000 | 2,522 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,175,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $1,175,000 | 2,343 |
| 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) | $13,819,000 | 4,013 |
| Total debt securities | $13,819,000 | 4,302 |
| 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 | $13,606,000 | 4,341 |
| U.S. Government securities | $11,127,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,127,000 | 3,568 |
| Securities issued by states & political subdivisions | $2,479,000 | 4,032 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,793,000 | 4,456 |
| Mortgage-backed securities | $9,391,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $8,127,000 | 2,465 |
| Issued or guaranteed by U.S. | $8,127,000 | 2,463 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,264,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $1,264,000 | 2,325 |
| 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) | $245,000 | 2,006 |
| Available-for-sale securities (fair market value) | $13,361,000 | 4,051 |
| Total debt securities | $13,606,000 | 4,323 |
| 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 | $13,511,000 | 4,372 |
| U.S. Government securities | $7,787,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,787,000 | 4,038 |
| Securities issued by states & political subdivisions | $5,724,000 | 3,398 |
| 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 | $3,148,000 | 4,141 |
| Mortgage-backed securities | $6,499,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $6,147,000 | 2,786 |
| Issued or guaranteed by U.S. | $6,147,000 | 2,783 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $352,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 2,746 |
| 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) | $246,000 | 2,030 |
| Available-for-sale securities (fair market value) | $13,265,000 | 4,075 |
| Total debt securities | $13,512,000 | 4,348 |
| 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 | $13,814,000 | 4,433 |
| U.S. Government securities | $7,990,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,990,000 | 4,101 |
| Securities issued by states & political subdivisions | $5,824,000 | 3,404 |
| 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 | $2,853,000 | 4,313 |
| Mortgage-backed securities | $6,416,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $6,001,000 | 2,861 |
| Issued or guaranteed by U.S. | $6,001,000 | 2,858 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $415,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,736 |
| 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) | $246,000 | 2,074 |
| Available-for-sale securities (fair market value) | $13,568,000 | 4,117 |
| Total debt securities | $13,814,000 | 4,409 |
| 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 | $15,354,000 | 4,342 |
| U.S. Government securities | $8,667,000 | 4,234 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,667,000 | 4,119 |
| Securities issued by states & political subdivisions | $6,687,000 | 3,240 |
| 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 | $2,552,000 | 4,426 |
| Mortgage-backed securities | $6,850,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $6,366,000 | 2,804 |
| Issued or guaranteed by U.S. | $6,366,000 | 2,802 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $484,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 2,727 |
| 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) | $246,000 | 2,114 |
| Available-for-sale securities (fair market value) | $15,108,000 | 4,014 |
| Total debt securities | $15,349,000 | 4,321 |
| 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 | $13,503,000 | 4,569 |
| U.S. Government securities | $6,257,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,257,000 | 4,516 |
| Securities issued by states & political subdivisions | $7,246,000 | 3,191 |
| 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 | $2,748,000 | 4,418 |
| Mortgage-backed securities | $4,400,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $4,400,000 | 3,166 |
| Issued or guaranteed by U.S. | $4,400,000 | 3,164 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $382,000 | 2,076 |
| Available-for-sale securities (fair market value) | $13,121,000 | 4,254 |
| Total debt securities | $13,503,000 | 4,549 |
| 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 | $13,177,000 | 4,682 |
| U.S. Government securities | $6,122,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,122,000 | 4,637 |
| Securities issued by states & political subdivisions | $7,055,000 | 3,237 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 4,726 |
| Mortgage-backed securities | $4,138,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $4,138,000 | 3,265 |
| Issued or guaranteed by U.S. | $4,138,000 | 3,261 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $572,000 | 2,017 |
| Available-for-sale securities (fair market value) | $12,605,000 | 4,363 |
| Total debt securities | $13,177,000 | 4,660 |
| 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 | $12,233,000 | 4,854 |
| U.S. Government securities | $5,358,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,358,000 | 4,888 |
| Securities issued by states & political subdivisions | $6,875,000 | 3,276 |
| 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 | $2,421,000 | 4,620 |
| Mortgage-backed securities | $3,899,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $3,899,000 | 3,407 |
| Issued or guaranteed by U.S. | $3,899,000 | 3,404 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $573,000 | 2,059 |
| Available-for-sale securities (fair market value) | $11,660,000 | 4,530 |
| Total debt securities | $12,231,000 | 4,834 |
| 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 | $12,442,000 | 4,907 |
| U.S. Government securities | $5,545,000 | 5,047 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,545,000 | 4,942 |
| Securities issued by states & political subdivisions | $6,897,000 | 3,276 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,544,000 | 4,664 |
| Mortgage-backed securities | $3,974,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $3,974,000 | 3,464 |
| Issued or guaranteed by U.S. | $3,974,000 | 3,462 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $574,000 | 2,059 |
| Available-for-sale securities (fair market value) | $11,868,000 | 4,585 |
| Total debt securities | $12,442,000 | 4,887 |
| 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 | $11,543,000 | 5,046 |
| U.S. Government securities | $4,778,000 | 5,271 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,778,000 | 5,153 |
| Securities issued by states & political subdivisions | $6,765,000 | 3,320 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,540,000 | 4,722 |
| Mortgage-backed securities | $3,381,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $3,367,000 | 3,677 |
| Issued or guaranteed by U.S. | $3,367,000 | 3,672 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,292 |
| 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) | $588,000 | 2,068 |
| Available-for-sale securities (fair market value) | $10,955,000 | 4,732 |
| Total debt securities | $11,543,000 | 5,024 |
| 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 | $12,962,000 | 5,002 |
| U.S. Government securities | $5,538,000 | 5,227 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,538,000 | 5,109 |
| Securities issued by states & political subdivisions | $7,424,000 | 3,257 |
| 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 | $3,500,000 | 4,523 |
| Mortgage-backed securities | $3,218,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $3,204,000 | 3,801 |
| Issued or guaranteed by U.S. | $3,204,000 | 3,800 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $14,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,343 |
| 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) | $749,000 | 2,046 |
| Available-for-sale securities (fair market value) | $12,213,000 | 4,690 |
| Total debt securities | $12,959,000 | 4,981 |
| 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 | $12,525,000 | 5,135 |
| U.S. Government securities | $7,054,000 | 5,055 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,054,000 | 4,957 |
| Securities issued by states & political subdivisions | $5,471,000 | 3,638 |
| 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 | $4,281,000 | 4,377 |
| Mortgage-backed securities | $3,240,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $3,225,000 | 3,843 |
| Issued or guaranteed by U.S. | $3,225,000 | 3,843 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $15,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,384 |
| 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) | $751,000 | 2,062 |
| Available-for-sale securities (fair market value) | $11,774,000 | 4,798 |
| Total debt securities | $12,523,000 | 5,111 |
| 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 | $12,961,000 | 5,136 |
| U.S. Government securities | $7,464,000 | 5,027 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,464,000 | 4,931 |
| Securities issued by states & political subdivisions | $5,497,000 | 3,668 |
| 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 | $4,616,000 | 4,320 |
| Mortgage-backed securities | $3,392,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $3,376,000 | 3,844 |
| Issued or guaranteed by U.S. | $3,376,000 | 3,844 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $16,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,418 |
| 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) | $753,000 | 2,064 |
| Available-for-sale securities (fair market value) | $12,208,000 | 4,794 |
| Total debt securities | $12,962,000 | 5,111 |
| 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 | $13,491,000 | 5,083 |
| U.S. Government securities | $7,530,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,530,000 | 4,903 |
| Securities issued by states & political subdivisions | $5,961,000 | 3,570 |
| 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 | $4,754,000 | 4,282 |
| Mortgage-backed securities | $3,555,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $3,538,000 | 3,820 |
| Issued or guaranteed by U.S. | $3,538,000 | 3,817 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $17,000 | 3,553 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,414 |
| 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) | $855,000 | 2,027 |
| Available-for-sale securities (fair market value) | $12,636,000 | 4,775 |
| Total debt securities | $13,490,000 | 5,053 |
| 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 | $15,197,000 | 4,967 |
| U.S. Government securities | $8,087,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,087,000 | 4,853 |
| Securities issued by states & political subdivisions | $7,110,000 | 3,368 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,594,000 | 4,117 |
| Mortgage-backed securities | $3,784,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $3,765,000 | 3,776 |
| Issued or guaranteed by U.S. | $3,765,000 | 3,771 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $19,000 | 3,593 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,448 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,263,000 | 1,904 |
| Available-for-sale securities (fair market value) | $13,934,000 | 4,689 |
| Total debt securities | $15,197,000 | 4,938 |
| 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 | $15,794,000 | 4,906 |
| U.S. Government securities | $8,747,000 | 4,847 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,747,000 | 4,742 |
| Securities issued by states & political subdivisions | $7,047,000 | 3,381 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,642,000 | 4,117 |
| Mortgage-backed securities | $4,000,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $3,980,000 | 3,712 |
| Issued or guaranteed by U.S. | $3,980,000 | 3,707 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,000 | 3,617 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,465 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,266,000 | 1,839 |
| Available-for-sale securities (fair market value) | $14,528,000 | 4,652 |
| Total debt securities | $15,793,000 | 4,874 |
| 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 | $17,002,000 | 4,795 |
| U.S. Government securities | $9,796,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,796,000 | 4,657 |
| Securities issued by states & political subdivisions | $7,206,000 | 3,335 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,418,000 | 4,439 |
| Mortgage-backed securities | $4,621,000 | 4,141 |
| Certificates of participation in pools of residential mortgages | $4,599,000 | 3,617 |
| Issued or guaranteed by U.S. | $4,599,000 | 3,613 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,000 | 3,651 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,490 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,380,000 | 1,789 |
| Available-for-sale securities (fair market value) | $15,622,000 | 4,568 |
| Total debt securities | $17,001,000 | 4,762 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $17,229,000 | 4,733 |
| U.S. Government securities | $10,320,000 | 4,647 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,320,000 | 4,549 |
| Securities issued by states & political subdivisions | $6,909,000 | 3,359 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,837,000 | 4,328 |
| Mortgage-backed securities | $5,407,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $5,383,000 | 3,436 |
| Issued or guaranteed by U.S. | $5,383,000 | 3,434 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $24,000 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,540 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,553,000 | 1,756 |
| Available-for-sale securities (fair market value) | $15,676,000 | 4,519 |
| Total debt securities | $17,229,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $17,775,000 | 4,751 |
| U.S. Government securities | $10,680,000 | 4,695 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,680,000 | 4,590 |
| Securities issued by states & political subdivisions | $7,095,000 | 3,299 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,769,000 | 4,151 |
| Mortgage-backed securities | $6,727,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $6,691,000 | 3,337 |
| Issued or guaranteed by U.S. | $6,691,000 | 3,336 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $36,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,581 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,856,000 | 1,721 |
| Available-for-sale securities (fair market value) | $15,919,000 | 4,573 |
| Total debt securities | $17,773,000 | 4,722 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $18,038,000 | 4,763 |
| U.S. Government securities | $11,126,000 | 4,719 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,126,000 | 4,621 |
| Securities issued by states & political subdivisions | $6,912,000 | 3,287 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,998,000 | 4,152 |
| Mortgage-backed securities | $7,030,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $6,990,000 | 3,299 |
| Issued or guaranteed by U.S. | $6,990,000 | 3,299 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $40,000 | 3,750 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,577 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,253,000 | 1,660 |
| Available-for-sale securities (fair market value) | $15,785,000 | 4,613 |
| Total debt securities | $18,037,000 | 4,728 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $18,181,000 | 4,770 |
| U.S. Government securities | $12,181,000 | 4,645 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,181,000 | 4,548 |
| Securities issued by states & political subdivisions | $6,000,000 | 3,388 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,870,000 | 4,166 |
| Mortgage-backed securities | $7,117,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $7,073,000 | 3,278 |
| Issued or guaranteed by U.S. | $7,073,000 | 3,276 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $44,000 | 3,776 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,599 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,266,000 | 1,674 |
| Available-for-sale securities (fair market value) | $15,915,000 | 4,619 |
| Total debt securities | $18,182,000 | 4,740 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $17,534,000 | 4,819 |
| U.S. Government securities | $11,460,000 | 4,709 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,460,000 | 4,621 |
| Securities issued by states & political subdivisions | $6,074,000 | 3,327 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,168,000 | 3,909 |
| Mortgage-backed securities | $6,305,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $6,258,000 | 3,359 |
| Issued or guaranteed by U.S. | $6,258,000 | 3,358 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $47,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,459 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,007,000 | 1,611 |
| Available-for-sale securities (fair market value) | $14,527,000 | 4,734 |
| Total debt securities | $17,534,000 | 4,792 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $19,090,000 | 4,616 |
| U.S. Government securities | $11,853,000 | 4,617 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,853,000 | 4,524 |
| Securities issued by states & political subdivisions | $7,237,000 | 3,029 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,963,000 | 3,724 |
| Mortgage-backed securities | $6,533,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $6,483,000 | 3,231 |
| Issued or guaranteed by U.S. | $6,483,000 | 3,228 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $50,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,439 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,232,000 | 1,462 |
| Available-for-sale securities (fair market value) | $14,858,000 | 4,673 |
| Total debt securities | $19,090,000 | 4,583 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $18,129,000 | 4,772 |
| U.S. Government securities | $11,062,000 | 4,857 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,062,000 | 4,748 |
| Securities issued by states & political subdivisions | $7,067,000 | 2,999 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,461,000 | 4,690 |
| Mortgage-backed securities | $5,789,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $5,736,000 | 3,356 |
| Issued or guaranteed by U.S. | $5,736,000 | 3,348 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $53,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,428 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,438,000 | 1,468 |
| Available-for-sale securities (fair market value) | $13,691,000 | 4,856 |
| Total debt securities | $18,129,000 | 4,733 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $16,456,000 | 4,955 |
| U.S. Government securities | $8,836,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,836,000 | 5,115 |
| Securities issued by states & political subdivisions | $7,620,000 | 2,854 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,003,000 | 4,506 |
| Mortgage-backed securities | $4,082,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $4,024,000 | 3,698 |
| Issued or guaranteed by U.S. | $4,024,000 | 3,689 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $58,000 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,380 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $4,761,000 | 1,451 |
| Available-for-sale securities (fair market value) | $11,695,000 | 5,126 |
| Total debt securities | $16,456,000 | 4,921 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $15,657,000 | 4,937 |
| U.S. Government securities | $8,067,000 | 5,232 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,067,000 | 5,125 |
| Securities issued by states & political subdivisions | $7,590,000 | 2,867 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,029,000 | 4,484 |
| Mortgage-backed securities | $3,536,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $3,472,000 | 3,755 |
| Issued or guaranteed by U.S. | $3,472,000 | 3,746 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $64,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,350 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $5,210,000 | 1,399 |
| Available-for-sale securities (fair market value) | $10,447,000 | 5,197 |
| Total debt securities | $15,657,000 | 4,903 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $15,091,000 | 4,962 |
| U.S. Government securities | $8,510,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,510,000 | 5,002 |
| Securities issued by states & political subdivisions | $6,581,000 | 2,977 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,554,000 | 5,469 |
| Mortgage-backed securities | $3,899,000 | 4,290 |
| Certificates of participation in pools of residential mortgages | $3,824,000 | 3,641 |
| Issued or guaranteed by U.S. | $3,824,000 | 3,633 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $75,000 | 3,646 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,324 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $5,479,000 | 1,412 |
| Available-for-sale securities (fair market value) | $9,612,000 | 5,269 |
| Total debt securities | $15,089,000 | 4,925 |
| Structured notes | ||
| Amortized cost | $199,000 | 3,094 |
| Fair value | $201,000 | 3,085 |
| 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 | $16,187,000 | 4,846 |
| U.S. Government securities | $10,096,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,096,000 | 4,790 |
| Securities issued by states & political subdivisions | $6,091,000 | 2,984 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $948,000 | 5,818 |
| Mortgage-backed securities | $4,253,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $4,167,000 | 3,569 |
| Issued or guaranteed by U.S. | $4,167,000 | 3,561 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $86,000 | 3,553 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,238 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $5,925,000 | 1,402 |
| Available-for-sale securities (fair market value) | $10,262,000 | 5,219 |
| Total debt securities | $16,186,000 | 4,807 |
| Structured notes | ||
| Amortized cost | $1,149,000 | 2,414 |
| Fair value | $1,157,000 | 2,410 |
| 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 | $15,047,000 | 5,028 |
| U.S. Government securities | $9,360,000 | 5,142 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,360,000 | 5,031 |
| Securities issued by states & political subdivisions | $5,687,000 | 3,067 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $949,000 | 5,885 |
| Mortgage-backed securities | $3,784,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $3,687,000 | 3,826 |
| Issued or guaranteed by U.S. | $3,687,000 | 3,819 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $97,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,208 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $6,018,000 | 1,409 |
| Available-for-sale securities (fair market value) | $9,029,000 | 5,493 |
| Total debt securities | $15,046,000 | 4,993 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,479 |
| Fair value | $952,000 | 2,472 |
| 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 | $13,793,000 | 5,196 |
| U.S. Government securities | $7,805,000 | 5,420 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,805,000 | 5,322 |
| Securities issued by states & political subdivisions | $5,988,000 | 3,003 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $950,000 | 5,946 |
| Mortgage-backed securities | $2,972,000 | 4,680 |
| Certificates of participation in pools of residential mortgages | $2,863,000 | 4,187 |
| Issued or guaranteed by U.S. | $2,863,000 | 4,180 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $109,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,186 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $6,607,000 | 1,341 |
| Available-for-sale securities (fair market value) | $7,186,000 | 5,802 |
| Total debt securities | $13,792,000 | 5,156 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,295 |
| Fair value | $739,000 | 2,306 |
| 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 | $14,802,000 | 5,082 |
| U.S. Government securities | $7,871,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,871,000 | 5,343 |
| Securities issued by states & political subdivisions | $6,560,000 | 2,878 |
| Other domestic debt securities | $371,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $371,000 | 1,379 |
| 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 | $1,450,000 | 5,724 |
| Mortgage-backed securities | $3,057,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $2,566,000 | 4,388 |
| Issued or guaranteed by U.S. | $2,566,000 | 4,381 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $491,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,168 |
| Privately issued | $371,000 | 1,318 |
| 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) | $8,648,000 | 1,227 |
| Available-for-sale securities (fair market value) | $6,154,000 | 6,032 |
| Total debt securities | $14,802,000 | 5,039 |
| Structured notes | ||
| Amortized cost | $550,000 | 1,964 |
| Fair value | $548,000 | 1,975 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $14,212,000 | 5,164 |
| U.S. Government securities | $7,395,000 | 5,528 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,395,000 | 5,442 |
| Securities issued by states & political subdivisions | $6,441,000 | 2,858 |
| Other domestic debt securities | $376,000 | 2,962 |
| Privately issued residential mortgage-backed securities | $376,000 | 1,393 |
| 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 | $1,451,000 | 5,740 |
| Mortgage-backed securities | $2,283,000 | 5,028 |
| Certificates of participation in pools of residential mortgages | $1,773,000 | 4,761 |
| Issued or guaranteed by U.S. | $1,773,000 | 4,747 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $510,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,147 |
| Privately issued | $376,000 | 1,327 |
| 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) | $8,933,000 | 1,227 |
| Available-for-sale securities (fair market value) | $5,279,000 | 6,219 |
| Total debt securities | $14,212,000 | 5,119 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,370 |
| Fair value | $792,000 | 1,369 |
| 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 | $14,329,000 | 5,186 |
| U.S. Government securities | $7,931,000 | 5,525 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,931,000 | 5,442 |
| Securities issued by states & political subdivisions | $6,398,000 | 2,809 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,452,000 | 5,783 |
| Mortgage-backed securities | $2,131,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,983,000 | 4,748 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $148,000 | 3,518 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 3,142 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,886,000 | 1,166 |
| Available-for-sale securities (fair market value) | $4,443,000 | 6,409 |
| Total debt securities | $14,329,000 | 5,146 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,517 |
| Fair value | $300,000 | 1,524 |
| 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 | $13,438,000 | 5,335 |
| U.S. Government securities | $7,419,000 | 5,747 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,419,000 | 5,668 |
| Securities issued by states & political subdivisions | $6,019,000 | 2,861 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,452,000 | 5,847 |
| Mortgage-backed securities | $1,468,000 | 5,397 |
| Certificates of participation in pools of residential mortgages | $1,306,000 | 5,019 |
| Issued or guaranteed by U.S. | $1,306,000 | 5,005 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $162,000 | 3,478 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,130 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,867,000 | 1,104 |
| Available-for-sale securities (fair market value) | $2,571,000 | 6,868 |
| Total debt securities | $13,438,000 | 5,296 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,486 |
| Fair value | $408,000 | 1,482 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $11,564,000 | 5,610 |
| U.S. Government securities | $5,044,000 | 6,369 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,044,000 | 6,275 |
| Securities issued by states & political subdivisions | $6,520,000 | 2,716 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,454,000 | 5,876 |
| Mortgage-backed securities | $1,017,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $842,000 | 5,281 |
| Issued or guaranteed by U.S. | $842,000 | 5,264 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $175,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,039 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,564,000 | 1,055 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $11,563,000 | 5,569 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,489 |
| 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 | $11,730,000 | 5,627 |
| U.S. Government securities | $5,205,000 | 6,386 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,205,000 | 6,297 |
| Securities issued by states & political subdivisions | $6,525,000 | 2,720 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,000 | 6,291 |
| Mortgage-backed securities | $1,078,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $889,000 | 5,263 |
| Issued or guaranteed by U.S. | $889,000 | 5,240 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $189,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 3,043 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,730,000 | 1,037 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $11,730,000 | 5,565 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $491,000 | 1,464 |
| 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 | $11,161,000 | 5,727 |
| U.S. Government securities | $4,724,000 | 6,545 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,724,000 | 6,450 |
| Securities issued by states & political subdivisions | $6,437,000 | 2,758 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 6,283 |
| Mortgage-backed securities | $1,062,000 | 5,517 |
| Certificates of participation in pools of residential mortgages | $856,000 | 5,223 |
| Issued or guaranteed by U.S. | $856,000 | 5,196 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $206,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 3,005 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,161,000 | 1,074 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $11,161,000 | 5,660 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 989 |
| Fair value | $1,208,000 | 986 |
| 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 | $13,144,000 | 5,472 |
| U.S. Government securities | $6,262,000 | 6,220 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,262,000 | 6,111 |
| Securities issued by states & political subdivisions | $6,882,000 | 2,651 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 6,344 |
| Mortgage-backed securities | $1,185,000 | 5,252 |
| Certificates of participation in pools of residential mortgages | $964,000 | 4,964 |
| Issued or guaranteed by U.S. | $964,000 | 4,941 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $221,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 2,929 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,144,000 | 1,033 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $13,144,000 | 5,418 |
| Structured notes | ||
| Amortized cost | $2,083,000 | 1,006 |
| Fair value | $2,090,000 | 1,005 |
| 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 | $11,785,000 | 5,758 |
| U.S. Government securities | $5,322,000 | 6,601 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,322,000 | 6,486 |
| Securities issued by states & political subdivisions | $6,463,000 | 2,705 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 6,366 |
| Mortgage-backed securities | $1,148,000 | 5,182 |
| Certificates of participation in pools of residential mortgages | $911,000 | 4,870 |
| Issued or guaranteed by U.S. | $911,000 | 4,855 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $237,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 2,879 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,785,000 | 1,142 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $11,785,000 | 5,694 |
| Structured notes | ||
| Amortized cost | $2,444,000 | 1,119 |
| Fair value | $2,438,000 | 1,111 |
| 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 | $12,024,000 | 5,718 |
| U.S. Government securities | $5,596,000 | 6,540 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,596,000 | 6,411 |
| Securities issued by states & political subdivisions | $6,428,000 | 2,706 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 6,425 |
| Mortgage-backed securities | $1,117,000 | 5,184 |
| Certificates of participation in pools of residential mortgages | $867,000 | 4,916 |
| Issued or guaranteed by U.S. | $867,000 | 4,901 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $250,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 2,844 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,024,000 | 1,134 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $12,022,000 | 5,664 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,339 |
| Fair value | $1,958,000 | 1,364 |
| 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 | $12,048,000 | 5,729 |
| U.S. Government securities | $5,689,000 | 6,570 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,689,000 | 6,440 |
| Securities issued by states & political subdivisions | $6,359,000 | 2,733 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 6,457 |
| Mortgage-backed securities | $1,119,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $847,000 | 4,954 |
| Issued or guaranteed by U.S. | $847,000 | 4,936 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $272,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,825 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,048,000 | 1,153 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $12,048,000 | 5,675 |
| Structured notes | ||
| Amortized cost | $2,199,000 | 1,294 |
| Fair value | $2,173,000 | 1,294 |
| 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 | $11,658,000 | 5,851 |
| U.S. Government securities | $5,340,000 | 6,717 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,340,000 | 6,586 |
| Securities issued by states & political subdivisions | $6,318,000 | 2,748 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $600,000 | 6,477 |
| Mortgage-backed securities | $1,143,000 | 5,177 |
| Certificates of participation in pools of residential mortgages | $852,000 | 4,939 |
| Issued or guaranteed by U.S. | $852,000 | 4,921 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $291,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 2,800 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,658,000 | 1,200 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $11,658,000 | 5,794 |
| Structured notes | ||
| Amortized cost | $2,199,000 | 1,369 |
| Fair value | $2,162,000 | 1,370 |
| 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 | $11,624,000 | 5,901 |
| U.S. Government securities | $5,546,000 | 6,704 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,546,000 | 6,566 |
| Securities issued by states & political subdivisions | $6,078,000 | 2,802 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $600,000 | 6,547 |
| Mortgage-backed securities | $1,224,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $902,000 | 4,902 |
| Issued or guaranteed by U.S. | $902,000 | 4,877 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $322,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 2,727 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,624,000 | 1,243 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $11,624,000 | 5,842 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,267 |
| Fair value | $2,858,000 | 1,275 |
| 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 | $11,515,000 | 5,933 |
| U.S. Government securities | $5,553,000 | 6,723 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,553,000 | 6,586 |
| Securities issued by states & political subdivisions | $5,912,000 | 2,821 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $50,000 | 1,796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 6,579 |
| Mortgage-backed securities | $1,315,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $959,000 | 4,892 |
| Issued or guaranteed by U.S. | $959,000 | 4,870 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $356,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 2,672 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,465,000 | 1,260 |
| Available-for-sale securities (fair market value) | $50,000 | 7,861 |
| Total debt securities | $11,465,000 | 5,886 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,314 |
| Fair value | $2,810,000 | 1,316 |
| 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 | $11,481,000 | 5,977 |
| U.S. Government securities | $5,662,000 | 6,721 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,662,000 | 6,581 |
| Securities issued by states & political subdivisions | $5,819,000 | 2,840 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $600,000 | 6,613 |
| Mortgage-backed securities | $1,417,000 | 5,087 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 4,869 |
| Issued or guaranteed by U.S. | $1,026,000 | 4,849 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $391,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,644 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,481,000 | 1,294 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $11,481,000 | 5,919 |
| Structured notes | ||
| Amortized cost | $2,699,000 | 1,377 |
| Fair value | $2,640,000 | 1,379 |
| 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 | $10,988,000 | 6,118 |
| U.S. Government securities | $5,264,000 | 6,876 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,264,000 | 6,727 |
| Securities issued by states & political subdivisions | $5,724,000 | 2,861 |
| 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 | $500,000 | 6,717 |
| Mortgage-backed securities | $1,520,000 | 5,070 |
| Certificates of participation in pools of residential mortgages | $1,092,000 | 4,855 |
| Issued or guaranteed by U.S. | $1,092,000 | 4,836 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $428,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,627 |
| 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) | $10,988,000 | 1,350 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $10,988,000 | 6,066 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,428 |
| Fair value | $2,443,000 | 1,454 |
| 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 | $11,059,000 | 6,122 |
| U.S. Government securities | $5,420,000 | 6,828 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,420,000 | 6,682 |
| Securities issued by states & political subdivisions | $5,639,000 | 2,868 |
| 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 | $500,000 | 6,748 |
| Mortgage-backed securities | $1,676,000 | 5,037 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 4,829 |
| Issued or guaranteed by U.S. | $1,171,000 | 4,811 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $505,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,557 |
| 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) | $11,059,000 | 1,362 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $11,059,000 | 6,054 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,404 |
| Fair value | $2,463,000 | 1,429 |
| 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 | $10,758,000 | 6,219 |
| U.S. Government securities | $5,397,000 | 6,877 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,397,000 | 6,733 |
| Securities issued by states & political subdivisions | $5,361,000 | 2,912 |
| 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 | $500,000 | 6,757 |
| Mortgage-backed securities | $1,953,000 | 4,967 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 4,833 |
| Issued or guaranteed by U.S. | $1,257,000 | 4,813 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $696,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 2,505 |
| 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) | $10,758,000 | 1,392 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $10,758,000 | 6,151 |
| Structured notes | ||
| Amortized cost | $2,399,000 | 1,438 |
| Fair value | $2,378,000 | 1,441 |
| 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 | $10,988,000 | 6,249 |
| U.S. Government securities | $5,711,000 | 6,869 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,711,000 | 6,712 |
| Securities issued by states & political subdivisions | $5,277,000 | 2,954 |
| 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 | $500,000 | 6,791 |
| Mortgage-backed securities | $2,118,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $1,347,000 | 4,850 |
| Issued or guaranteed by U.S. | $1,347,000 | 4,837 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $771,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,512 |
| 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) | $10,988,000 | 1,407 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $10,988,000 | 6,184 |
| Structured notes | ||
| Amortized cost | $2,399,000 | 1,416 |
| Fair value | $2,345,000 | 1,421 |
| 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 | $10,058,000 | 6,452 |
| U.S. Government securities | $4,691,000 | 7,206 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,691,000 | 7,046 |
| Securities issued by states & political subdivisions | $5,367,000 | 2,959 |
| 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 | $499,000 | 6,845 |
| Mortgage-backed securities | $1,497,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $676,000 | 5,389 |
| Issued or guaranteed by U.S. | $676,000 | 5,372 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $821,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 2,525 |
| 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) | $10,058,000 | 1,479 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $10,058,000 | 6,390 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,639 |
| Fair value | $1,769,000 | 1,645 |
| 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 | $9,999,000 | 6,500 |
| U.S. Government securities | $4,444,000 | 7,312 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,444,000 | 7,159 |
| Securities issued by states & political subdivisions | $5,555,000 | 2,913 |
| 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 | $499,000 | 6,890 |
| Mortgage-backed securities | $1,395,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,587 |
| Issued or guaranteed by U.S. | $518,000 | 5,571 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $877,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $877,000 | 2,514 |
| 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) | $9,999,000 | 1,478 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $9,999,000 | 6,433 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,670 |
| Fair value | $1,682,000 | 1,678 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $9,949,000 | 6,594 |
| U.S. Government securities | $4,503,000 | 7,366 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,503,000 | 7,212 |
| Securities issued by states & political subdivisions | $5,446,000 | 2,930 |
| 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 | $499,000 | 6,914 |
| Mortgage-backed securities | $1,305,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $559,000 | 5,609 |
| Issued or guaranteed by U.S. | $559,000 | 5,593 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $746,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $746,000 | 2,644 |
| 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) | $9,949,000 | 1,492 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $9,949,000 | 6,518 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,622 |
| Fair value | $1,736,000 | 1,631 |
| 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 | $9,504,000 | 6,675 |
| U.S. Government securities | $4,272,000 | 7,404 |
| U.S. Treasury securities | $750,000 | 1,518 |
| U.S. Government agency obligations | $3,522,000 | 7,486 |
| Securities issued by states & political subdivisions | $5,232,000 | 3,006 |
| 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 | $499,000 | 6,926 |
| Mortgage-backed securities | $1,423,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,615 |
| Issued or guaranteed by U.S. | $601,000 | 5,597 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $822,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $822,000 | 2,650 |
| 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) | $9,504,000 | 1,497 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $9,504,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,695 |
| Fair value | $1,089,000 | 1,708 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $9,815,000 | 6,658 |
| U.S. Government securities | $4,374,000 | 7,428 |
| U.S. Treasury securities | $750,000 | 1,624 |
| U.S. Government agency obligations | $3,624,000 | 7,496 |
| Securities issued by states & political subdivisions | $5,441,000 | 2,969 |
| 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 | $400,000 | 6,999 |
| Mortgage-backed securities | $1,525,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $645,000 | 5,599 |
| Issued or guaranteed by U.S. | $645,000 | 5,580 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $880,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $880,000 | 2,750 |
| 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) | $9,815,000 | 1,488 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $9,815,000 | 6,577 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,559 |
| Fair value | $1,062,000 | 1,569 |
| 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 | $9,946,000 | 6,562 |
| U.S. Government securities | $4,287,000 | 7,351 |
| U.S. Treasury securities | $751,000 | 1,673 |
| U.S. Government agency obligations | $3,536,000 | 7,432 |
| Securities issued by states & political subdivisions | $5,659,000 | 2,879 |
| 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 | $396,000 | 7,037 |
| Mortgage-backed securities | $1,337,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,940 |
| Issued or guaranteed by U.S. | $394,000 | 5,913 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $943,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 2,735 |
| 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) | $9,946,000 | 1,466 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $9,946,000 | 6,465 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,292 |
| Fair value | $1,256,000 | 1,302 |
| 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 | $9,169,000 | 6,688 |
| U.S. Government securities | $3,508,000 | 7,628 |
| U.S. Treasury securities | $751,000 | 1,685 |
| U.S. Government agency obligations | $2,757,000 | 7,746 |
| Securities issued by states & political subdivisions | $5,661,000 | 2,852 |
| 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 | $397,000 | 7,055 |
| Mortgage-backed securities | $1,608,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $482,000 | 5,876 |
| Issued or guaranteed by U.S. | $482,000 | 5,857 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,126,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $1,126,000 | 2,758 |
| 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) | $9,169,000 | 1,523 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $9,169,000 | 6,584 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,785 |
| Fair value | $400,000 | 1,805 |
| 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 | $9,434,000 | 6,613 |
| U.S. Government securities | $3,741,000 | 7,615 |
| U.S. Treasury securities | $751,000 | 1,721 |
| U.S. Government agency obligations | $2,990,000 | 7,718 |
| Securities issued by states & political subdivisions | $5,693,000 | 2,738 |
| 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 | $397,000 | 7,091 |
| Mortgage-backed securities | $1,841,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $769,000 | 5,583 |
| Issued or guaranteed by U.S. | $769,000 | 5,564 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,072,000 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,907 |
| 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) | $9,434,000 | 1,511 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $9,434,000 | 6,517 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,534 |
| Fair value | $400,000 | 1,550 |
| 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 | $9,317,000 | 6,676 |
| U.S. Government securities | $3,673,000 | 7,660 |
| U.S. Treasury securities | $752,000 | 1,809 |
| U.S. Government agency obligations | $2,921,000 | 7,773 |
| Securities issued by states & political subdivisions | $5,644,000 | 2,721 |
| 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 | $396,000 | 7,123 |
| Mortgage-backed securities | $1,872,000 | 5,385 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,717 |
| Issued or guaranteed by U.S. | $601,000 | 5,700 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,271,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,828 |
| 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) | $9,317,000 | 1,558 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $9,317,000 | 6,580 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,387 |
| Fair value | $298,000 | 1,408 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $9,402,000 | 6,653 |
| U.S. Government securities | $4,591,000 | 7,397 |
| U.S. Treasury securities | $701,000 | 2,261 |
| U.S. Government agency obligations | $3,890,000 | 7,452 |
| Securities issued by states & political subdivisions | $4,811,000 | 2,931 |
| 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 | $543,000 | 7,110 |
| Mortgage-backed securities | $2,141,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $229,000 | 6,173 |
| Issued or guaranteed by U.S. | $229,000 | 6,150 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,912,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 2,620 |
| 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) | $9,402,000 | 1,627 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $9,402,000 | 6,559 |
| Structured notes | ||
| Amortized cost | $300,000 | 708 |
| Fair value | $294,000 | 725 |
| 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 | $10,312,000 | 6,709 |
| U.S. Government securities | $6,625,000 | 7,069 |
| U.S. Treasury securities | $1,704,000 | 2,132 |
| U.S. Government agency obligations | $4,921,000 | 7,454 |
| Securities issued by states & political subdivisions | $3,662,000 | 3,358 |
| 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 | $25,000 | 7,663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,095,000 | 6,964 |
| Mortgage-backed securities | $2,271,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $305,000 | 5,815 |
| Issued or guaranteed by U.S. | $305,000 | 5,795 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,966,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $1,966,000 | 2,182 |
| 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) | $10,287,000 | 1,873 |
| Available-for-sale securities (fair market value) | $25,000 | 9,245 |
| Total debt securities | $10,287,000 | 6,576 |
| Structured notes | ||
| Amortized cost | $300,000 | 722 |
| Fair value | $289,000 | 745 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,769,000 | 6,847 |
| U.S. Government securities | $6,961,000 | 7,192 |
| U.S. Treasury securities | $1,807,000 | 2,934 |
| U.S. Government agency obligations | $5,154,000 | 7,454 |
| Securities issued by states & political subdivisions | $3,808,000 | 3,452 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 7,804 |
| Mortgage-backed securities | $2,404,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $600,000 | 5,578 |
| Issued or guaranteed by U.S. | $600,000 | 5,566 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,804,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $1,804,000 | 2,403 |
| 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) | $10,769,000 | 2,028 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $10,769,000 | 6,734 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,034 |
| Fair value | $276,000 | 1,074 |
| 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 | $10,107,000 | 7,071 |
| U.S. Government securities | $7,090,000 | 7,112 |
| U.S. Treasury securities | $1,808,000 | 4,127 |
| U.S. Government agency obligations | $5,282,000 | 7,058 |
| Securities issued by states & political subdivisions | $3,017,000 | 3,965 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 7,900 |
| Mortgage-backed securities | $2,832,000 | 4,838 |
| Certificates of participation in pools of residential mortgages | $696,000 | 5,665 |
| Issued or guaranteed by U.S. | $696,000 | 5,648 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,136,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $2,136,000 | 2,446 |
| 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) | $10,107,000 | 2,298 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $10,107,000 | 6,931 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,269 |
| Fair value | $276,000 | 1,328 |
| 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 | $11,688,000 | 6,912 |
| U.S. Government securities | $9,391,000 | 6,700 |
| U.S. Treasury securities | $2,209,000 | 4,915 |
| U.S. Government agency obligations | $7,182,000 | 6,272 |
| Securities issued by states & political subdivisions | $2,297,000 | 4,356 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 8,316 |
| Mortgage-backed securities | $3,480,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $997,000 | 5,382 |
| Issued or guaranteed by U.S. | $997,000 | 5,360 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,483,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $2,483,000 | 2,346 |
| 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) | $11,688,000 | 2,513 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $11,688,000 | 6,764 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $475,000 | 2,172 |
| 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 | $12,199,000 | 7,218 |
| U.S. Government securities | $10,383,000 | 6,870 |
| U.S. Treasury securities | $2,408,000 | 5,604 |
| U.S. Government agency obligations | $7,975,000 | 6,273 |
| Securities issued by states & political subdivisions | $1,816,000 | 4,986 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 8,356 |
| Mortgage-backed securities | $4,022,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $1,174,000 | 5,592 |
| Issued or guaranteed by U.S. | $1,174,000 | 5,575 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,848,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $2,848,000 | 2,519 |
| 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) | $12,199,000 | 2,775 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $12,199,000 | 7,074 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $474,000 | 2,841 |
| 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 | $10,742,000 | 8,017 |
| U.S. Government securities | $9,208,000 | 7,627 |
| U.S. Treasury securities | $1,245,000 | 8,085 |
| U.S. Government agency obligations | $7,963,000 | 6,273 |
| Securities issued by states & political subdivisions | $1,534,000 | 5,513 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,509 |
| Mortgage-backed securities | $4,265,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $1,390,000 | 5,567 |
| Issued or guaranteed by U.S. | $1,390,000 | 5,537 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,875,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $2,875,000 | 2,779 |
| 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) | $10,742,000 | 3,239 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $10,742,000 | 7,885 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $972,000 | 2,829 |
| 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 | $12,311,000 | 7,958 |
| U.S. Government securities | $11,040,000 | 7,326 |
| U.S. Treasury securities | $1,700,000 | 8,658 |
| U.S. Government agency obligations | $9,340,000 | 5,615 |
| Securities issued by states & political subdivisions | $1,010,000 | 6,627 |
| 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 | $261,000 | 4,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $4,695,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $1,773,000 | 5,429 |
| Issued or guaranteed by U.S. | $1,773,000 | 5,403 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,922,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $2,922,000 | 2,924 |
| 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) | $12,050,000 | 5,044 |
| Available-for-sale securities (fair market value) | $261,000 | 10,418 |
| Total debt securities | $12,050,000 | 7,927 |
| 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 | $11,499,000 | 8,532 |
| U.S. Government securities | $9,698,000 | 8,151 |
| U.S. Treasury securities | $1,705,000 | 8,899 |
| U.S. Government agency obligations | $7,993,000 | 6,376 |
| Securities issued by states & political subdivisions | $1,106,000 | 6,611 |
| 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 | $695,000 | 2,561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,000 | 9,361 |
| Mortgage-backed securities | $4,792,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $2,052,000 | 5,686 |
| Issued or guaranteed by U.S. | $2,052,000 | 5,642 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,740,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $2,740,000 | 3,380 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,804,000 | 8,654 |
| 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 | $11,197,000 | 8,678 |
| U.S. Government securities | $9,948,000 | 8,083 |
| U.S. Treasury securities | $3,591,000 | 6,927 |
| U.S. Government agency obligations | $6,357,000 | 7,151 |
| Securities issued by states & political subdivisions | $1,249,000 | 6,109 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $2,801,000 | 6,919 |
| Certificates of participation in pools of residential mortgages | $2,034,000 | 6,088 |
| Issued or guaranteed by U.S. | $2,034,000 | 6,017 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $767,000 | 5,430 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 5,022 |
| 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 | $11,197,000 | 8,546 |
| 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 |