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Citizens Bank, Securities
| 2017-12-31 | Rank | |
| Total securities | $5,071,000 | 4,975 |
| U.S. Government securities | $3,438,000 | 4,628 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,438,000 | 4,494 |
| Securities issued by states & political subdivisions | $1,633,000 | 4,080 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $1,960,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | $1,353,000 | 3,669 |
| Issued or guaranteed by U.S. | $1,353,000 | 3,663 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $607,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 2,523 |
| 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) | $5,071,000 | 4,687 |
| Total debt securities | $5,070,000 | 4,953 |
| 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 | $10,844,000 | 4,487 |
| U.S. Government securities | $3,641,000 | 4,654 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,641,000 | 4,528 |
| Securities issued by states & political subdivisions | $7,203,000 | 3,069 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $2,057,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $1,404,000 | 3,709 |
| Issued or guaranteed by U.S. | $1,404,000 | 3,703 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $653,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 2,512 |
| 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) | $10,844,000 | 4,197 |
| Total debt securities | $10,844,000 | 4,461 |
| 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 | $11,020,000 | 4,520 |
| U.S. Government securities | $3,804,000 | 4,681 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,804,000 | 4,555 |
| Securities issued by states & political subdivisions | $7,216,000 | 3,105 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $2,188,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 3,732 |
| Issued or guaranteed by U.S. | $1,481,000 | 3,726 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $707,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $707,000 | 2,509 |
| 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) | $11,020,000 | 4,227 |
| Total debt securities | $11,020,000 | 4,494 |
| 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 | $11,116,000 | 4,557 |
| U.S. Government securities | $3,999,000 | 4,713 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,999,000 | 4,583 |
| Securities issued by states & political subdivisions | $7,117,000 | 3,160 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $2,290,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $1,526,000 | 3,792 |
| Issued or guaranteed by U.S. | $1,526,000 | 3,787 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $764,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $764,000 | 2,524 |
| 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) | $11,116,000 | 4,243 |
| Total debt securities | $11,116,000 | 4,533 |
| 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 | $11,194,000 | 4,561 |
| U.S. Government securities | $4,142,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,142,000 | 4,575 |
| Securities issued by states & political subdivisions | $7,052,000 | 3,198 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $2,414,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $1,595,000 | 3,802 |
| Issued or guaranteed by U.S. | $1,595,000 | 3,796 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $819,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 2,500 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $11,194,000 | 4,234 |
| Total debt securities | $11,194,000 | 4,536 |
| 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 | $9,929,000 | 4,695 |
| U.S. Government securities | $4,528,000 | 4,677 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,528,000 | 4,560 |
| Securities issued by states & political subdivisions | $5,401,000 | 3,454 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $2,653,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $1,755,000 | 3,783 |
| Issued or guaranteed by U.S. | $1,755,000 | 3,780 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $898,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $898,000 | 2,492 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $9,929,000 | 4,370 |
| Total debt securities | $9,929,000 | 4,672 |
| 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 | $9,089,000 | 4,851 |
| U.S. Government securities | $4,723,000 | 4,737 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,723,000 | 4,616 |
| Securities issued by states & political subdivisions | $4,366,000 | 3,680 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $2,825,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $1,850,000 | 3,780 |
| Issued or guaranteed by U.S. | $1,850,000 | 3,774 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $975,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,475 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $9,089,000 | 4,501 |
| Total debt securities | $9,089,000 | 4,825 |
| 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 | $11,902,000 | 4,672 |
| U.S. Government securities | $8,323,000 | 4,280 |
| U.S. Treasury securities | $1,534,000 | 870 |
| U.S. Government agency obligations | $6,789,000 | 4,414 |
| Securities issued by states & political subdivisions | $3,579,000 | 3,835 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $2,991,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $1,920,000 | 3,798 |
| Issued or guaranteed by U.S. | $1,920,000 | 3,794 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,071,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $1,071,000 | 2,450 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $11,902,000 | 4,314 |
| Total debt securities | $11,902,000 | 4,651 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,053 |
| Fair value | $751,000 | 1,053 |
| 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 | $11,893,000 | 4,712 |
| U.S. Government securities | $8,392,000 | 4,319 |
| U.S. Treasury securities | $1,495,000 | 948 |
| U.S. Government agency obligations | $6,897,000 | 4,437 |
| Securities issued by states & political subdivisions | $3,501,000 | 3,895 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $3,110,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $1,966,000 | 3,802 |
| Issued or guaranteed by U.S. | $1,966,000 | 3,799 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,144,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $1,144,000 | 2,462 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $11,893,000 | 4,353 |
| Total debt securities | $11,893,000 | 4,686 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,171 |
| Fair value | $751,000 | 1,172 |
| 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 | $15,255,000 | 4,501 |
| U.S. Government securities | $9,985,000 | 4,184 |
| U.S. Treasury securities | $1,511,000 | 878 |
| U.S. Government agency obligations | $8,474,000 | 4,275 |
| Securities issued by states & political subdivisions | $4,668,000 | 3,681 |
| Other domestic debt securities | $602,000 | 1,821 |
| 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 | $602,000 | 1,453 |
| 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 | $7,675,000 | 3,485 |
| Mortgage-backed securities | $4,584,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $2,972,000 | 3,562 |
| Issued or guaranteed by U.S. | $2,972,000 | 3,558 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,612,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $1,612,000 | 2,312 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,255,000 | 4,143 |
| Total debt securities | $15,255,000 | 4,476 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,328 |
| Fair value | $751,000 | 1,331 |
| 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 | $15,421,000 | 4,565 |
| U.S. Government securities | $10,231,000 | 4,276 |
| U.S. Treasury securities | $1,476,000 | 926 |
| U.S. Government agency obligations | $8,755,000 | 4,371 |
| Securities issued by states & political subdivisions | $4,589,000 | 3,699 |
| Other domestic debt securities | $601,000 | 1,829 |
| 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 | $601,000 | 1,460 |
| 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 | $7,904,000 | 3,483 |
| Mortgage-backed securities | $4,889,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $3,104,000 | 3,608 |
| Issued or guaranteed by U.S. | $3,104,000 | 3,604 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,785,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $1,785,000 | 2,318 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $15,421,000 | 4,204 |
| Total debt securities | $15,421,000 | 4,548 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,478 |
| Fair value | $741,000 | 1,493 |
| 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 | $16,136,000 | 4,543 |
| U.S. Government securities | $10,821,000 | 4,269 |
| U.S. Treasury securities | $1,529,000 | 887 |
| U.S. Government agency obligations | $9,292,000 | 4,370 |
| Securities issued by states & political subdivisions | $4,714,000 | 3,667 |
| Other domestic debt securities | $601,000 | 1,883 |
| 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 | $601,000 | 1,497 |
| 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 | $8,176,000 | 3,484 |
| Mortgage-backed securities | $5,295,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $3,290,000 | 3,632 |
| Issued or guaranteed by U.S. | $3,290,000 | 3,628 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,005,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $2,005,000 | 2,284 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,136,000 | 4,184 |
| Total debt securities | $16,136,000 | 4,525 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,570 |
| Fair value | $752,000 | 1,575 |
| 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 | $16,246,000 | 4,601 |
| U.S. Government securities | $11,019,000 | 4,309 |
| U.S. Treasury securities | $1,494,000 | 917 |
| U.S. Government agency obligations | $9,525,000 | 4,400 |
| Securities issued by states & political subdivisions | $4,628,000 | 3,731 |
| Other domestic debt securities | $599,000 | 1,905 |
| 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 | $599,000 | 1,516 |
| 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 | $8,372,000 | 3,469 |
| Mortgage-backed securities | $5,576,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $3,362,000 | 3,679 |
| Issued or guaranteed by U.S. | $3,362,000 | 3,674 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,214,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $2,214,000 | 2,253 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $16,246,000 | 4,232 |
| Total debt securities | $16,246,000 | 4,582 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,658 |
| Fair value | $734,000 | 1,672 |
| 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 | $16,533,000 | 4,669 |
| U.S. Government securities | $11,362,000 | 4,373 |
| U.S. Treasury securities | $1,453,000 | 933 |
| U.S. Government agency obligations | $9,909,000 | 4,447 |
| Securities issued by states & political subdivisions | $4,572,000 | 3,787 |
| Other domestic debt securities | $599,000 | 1,960 |
| 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 | $599,000 | 1,552 |
| 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 | $7,930,000 | 3,580 |
| Mortgage-backed securities | $5,926,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $3,483,000 | 3,718 |
| Issued or guaranteed by U.S. | $3,483,000 | 3,717 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,443,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $2,443,000 | 2,233 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $16,533,000 | 4,290 |
| Total debt securities | $16,533,000 | 4,651 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,762 |
| Fair value | $716,000 | 1,784 |
| 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 | $16,832,000 | 4,707 |
| U.S. Government securities | $11,688,000 | 4,399 |
| U.S. Treasury securities | $1,444,000 | 893 |
| U.S. Government agency obligations | $10,244,000 | 4,474 |
| Securities issued by states & political subdivisions | $4,546,000 | 3,829 |
| Other domestic debt securities | $598,000 | 2,012 |
| 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 | $598,000 | 1,597 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,253,000 | 3,546 |
| Mortgage-backed securities | $6,266,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $3,577,000 | 3,773 |
| Issued or guaranteed by U.S. | $3,577,000 | 3,773 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,689,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $2,689,000 | 2,210 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $16,832,000 | 4,306 |
| Total debt securities | $16,832,000 | 4,690 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,802 |
| Fair value | $710,000 | 1,829 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $17,231,000 | 4,720 |
| U.S. Government securities | $12,009,000 | 4,389 |
| U.S. Treasury securities | $1,425,000 | 797 |
| U.S. Government agency obligations | $10,584,000 | 4,469 |
| Securities issued by states & political subdivisions | $4,485,000 | 3,859 |
| Other domestic debt securities | $737,000 | 2,004 |
| 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 | $737,000 | 1,589 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,190,000 | 3,581 |
| Mortgage-backed securities | $6,601,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,773 |
| Issued or guaranteed by U.S. | $3,694,000 | 3,773 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,907,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 2,157 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $17,231,000 | 4,325 |
| Total debt securities | $17,231,000 | 4,701 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,838 |
| Fair value | $697,000 | 1,873 |
| 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 | $17,408,000 | 4,699 |
| U.S. Government securities | $12,276,000 | 4,351 |
| U.S. Treasury securities | $1,400,000 | 765 |
| U.S. Government agency obligations | $10,876,000 | 4,443 |
| Securities issued by states & political subdivisions | $4,400,000 | 3,895 |
| Other domestic debt securities | $732,000 | 2,054 |
| 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 | $732,000 | 1,625 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,708,000 | 3,666 |
| Mortgage-backed securities | $6,941,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $3,839,000 | 3,735 |
| Issued or guaranteed by U.S. | $3,839,000 | 3,732 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,102,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $3,102,000 | 2,096 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $17,408,000 | 4,319 |
| Total debt securities | $17,408,000 | 4,677 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,837 |
| Fair value | $683,000 | 1,866 |
| 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 | $17,958,000 | 4,689 |
| U.S. Government securities | $12,817,000 | 4,307 |
| U.S. Treasury securities | $1,417,000 | 743 |
| U.S. Government agency obligations | $11,400,000 | 4,406 |
| Securities issued by states & political subdivisions | $4,439,000 | 3,902 |
| Other domestic debt securities | $702,000 | 2,125 |
| 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 | $702,000 | 1,673 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,190,000 | 3,776 |
| Mortgage-backed securities | $7,388,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $3,995,000 | 3,718 |
| Issued or guaranteed by U.S. | $3,995,000 | 3,714 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,393,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $3,393,000 | 2,059 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $17,958,000 | 4,315 |
| Total debt securities | $17,958,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,826 |
| Fair value | $693,000 | 1,858 |
| 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 | $18,883,000 | 4,594 |
| U.S. Government securities | $13,595,000 | 4,198 |
| U.S. Treasury securities | $1,439,000 | 762 |
| U.S. Government agency obligations | $12,156,000 | 4,291 |
| Securities issued by states & political subdivisions | $4,585,000 | 3,860 |
| Other domestic debt securities | $703,000 | 2,186 |
| 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 | $703,000 | 1,715 |
| 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 | $7,742,000 | 3,670 |
| Mortgage-backed securities | $7,992,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $4,168,000 | 3,670 |
| Issued or guaranteed by U.S. | $4,168,000 | 3,665 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,824,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $3,824,000 | 2,016 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $18,883,000 | 4,230 |
| Total debt securities | $18,883,000 | 4,565 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,792 |
| Fair value | $705,000 | 1,825 |
| 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 | $20,218,000 | 4,497 |
| U.S. Government securities | $14,771,000 | 4,091 |
| U.S. Treasury securities | $1,509,000 | 755 |
| U.S. Government agency obligations | $13,262,000 | 4,170 |
| Securities issued by states & political subdivisions | $4,848,000 | 3,801 |
| Other domestic debt securities | $599,000 | 2,243 |
| 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 | $599,000 | 1,733 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,750,000 | 3,533 |
| Mortgage-backed securities | $11,398,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $6,964,000 | 3,141 |
| Issued or guaranteed by U.S. | $6,964,000 | 3,140 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,434,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $4,434,000 | 1,979 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $20,218,000 | 4,153 |
| Total debt securities | $20,218,000 | 4,467 |
| 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 | $21,941,000 | 4,304 |
| U.S. Government securities | $19,232,000 | 3,568 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,232,000 | 3,485 |
| Securities issued by states & political subdivisions | $2,698,000 | 4,338 |
| Other domestic debt securities | $11,000 | 2,750 |
| 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 | $11,000 | 2,088 |
| 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 | $8,667,000 | 3,535 |
| Mortgage-backed securities | $17,859,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $12,818,000 | 2,334 |
| Issued or guaranteed by U.S. | $12,818,000 | 2,333 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,041,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $5,041,000 | 1,947 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $21,941,000 | 3,960 |
| Total debt securities | $21,941,000 | 4,275 |
| 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 | $23,974,000 | 4,166 |
| U.S. Government securities | $21,251,000 | 3,453 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,251,000 | 3,378 |
| Securities issued by states & political subdivisions | $2,712,000 | 4,343 |
| Other domestic debt securities | $11,000 | 2,833 |
| 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 | $11,000 | 2,165 |
| 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 | $7,871,000 | 3,711 |
| Mortgage-backed securities | $19,871,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $14,109,000 | 2,336 |
| Issued or guaranteed by U.S. | $14,109,000 | 2,335 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,762,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $5,762,000 | 1,908 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $23,974,000 | 3,844 |
| Total debt securities | $23,974,000 | 4,143 |
| 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 | $24,190,000 | 4,199 |
| U.S. Government securities | $21,311,000 | 3,505 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $21,311,000 | 3,431 |
| Securities issued by states & political subdivisions | $2,678,000 | 4,334 |
| Other domestic debt securities | $201,000 | 2,672 |
| 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 | $201,000 | 2,071 |
| 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 | $8,605,000 | 3,610 |
| Mortgage-backed securities | $19,926,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $14,626,000 | 2,328 |
| Issued or guaranteed by U.S. | $14,626,000 | 2,326 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,300,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $5,300,000 | 1,976 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $24,190,000 | 3,872 |
| Total debt securities | $24,190,000 | 4,161 |
| 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 | $22,873,000 | 4,360 |
| U.S. Government securities | $20,034,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,034,000 | 3,642 |
| Securities issued by states & political subdivisions | $2,638,000 | 4,256 |
| Other domestic debt securities | $201,000 | 2,656 |
| 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 | $201,000 | 2,068 |
| 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 | $8,290,000 | 3,683 |
| Mortgage-backed securities | $18,651,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $12,637,000 | 2,521 |
| Issued or guaranteed by U.S. | $12,637,000 | 2,515 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,014,000 | 1,999 |
| CMOs issued by government agencies or sponsored agencies | $6,014,000 | 1,897 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $22,873,000 | 4,011 |
| Total debt securities | $22,873,000 | 4,323 |
| 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 | $23,742,000 | 4,216 |
| U.S. Government securities | $20,815,000 | 3,560 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,815,000 | 3,479 |
| Securities issued by states & political subdivisions | $2,607,000 | 4,259 |
| Other domestic debt securities | $320,000 | 2,502 |
| 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 | $320,000 | 1,880 |
| 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 | $10,758,000 | 3,130 |
| Mortgage-backed securities | $18,917,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $12,183,000 | 2,467 |
| Issued or guaranteed by U.S. | $12,183,000 | 2,462 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,734,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $6,734,000 | 1,719 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $23,742,000 | 3,865 |
| Total debt securities | $23,742,000 | 4,187 |
| 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 | $25,588,000 | 3,960 |
| U.S. Government securities | $22,919,000 | 3,287 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $22,919,000 | 3,203 |
| Securities issued by states & political subdivisions | $2,349,000 | 4,315 |
| Other domestic debt securities | $320,000 | 2,496 |
| 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 | $320,000 | 1,852 |
| 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 | $11,548,000 | 2,963 |
| Mortgage-backed securities | $21,266,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $13,620,000 | 2,246 |
| Issued or guaranteed by U.S. | $13,620,000 | 2,240 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,646,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $7,646,000 | 1,616 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $25,588,000 | 3,642 |
| Total debt securities | $25,588,000 | 3,920 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $500,000 | 2,735 |
| 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 | $24,559,000 | 4,097 |
| U.S. Government securities | $22,167,000 | 3,433 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,167,000 | 3,343 |
| Securities issued by states & political subdivisions | $2,072,000 | 4,421 |
| Other domestic debt securities | $320,000 | 2,447 |
| 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 | $320,000 | 1,780 |
| 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 | $15,697,000 | 2,533 |
| Mortgage-backed securities | $20,005,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $12,571,000 | 2,307 |
| Issued or guaranteed by U.S. | $12,571,000 | 2,301 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,434,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $7,434,000 | 1,603 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $24,559,000 | 3,766 |
| Total debt securities | $24,559,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $500,000 | 2,903 |
| 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 | $26,709,000 | 3,881 |
| U.S. Government securities | $24,811,000 | 3,178 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $24,811,000 | 3,088 |
| Securities issued by states & political subdivisions | $1,705,000 | 4,536 |
| Other domestic debt securities | $193,000 | 2,640 |
| 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 | $193,000 | 1,943 |
| 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 | $13,060,000 | 2,788 |
| Mortgage-backed securities | $20,700,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $12,300,000 | 2,272 |
| Issued or guaranteed by U.S. | $12,300,000 | 2,267 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,400,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $8,400,000 | 1,467 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $26,709,000 | 3,580 |
| Total debt securities | $26,709,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $499,000 | 2,940 |
| 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 | $26,785,000 | 3,752 |
| U.S. Government securities | $24,907,000 | 3,011 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $24,907,000 | 2,917 |
| Securities issued by states & political subdivisions | $1,685,000 | 4,551 |
| Other domestic debt securities | $193,000 | 2,789 |
| 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 | $193,000 | 1,955 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,360,000 | 2,614 |
| Mortgage-backed securities | $20,745,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $11,778,000 | 2,239 |
| Issued or guaranteed by U.S. | $11,778,000 | 2,233 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,967,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $8,967,000 | 1,385 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $26,785,000 | 3,449 |
| Total debt securities | $26,785,000 | 3,719 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $494,000 | 2,831 |
| 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 | $26,803,000 | 3,721 |
| U.S. Government securities | $25,845,000 | 2,918 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $25,845,000 | 2,824 |
| Securities issued by states & political subdivisions | $765,000 | 5,018 |
| Other domestic debt securities | $193,000 | 2,870 |
| 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 | $193,000 | 1,986 |
| 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 | $15,366,000 | 2,525 |
| Mortgage-backed securities | $21,574,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $9,906,000 | 2,426 |
| Issued or guaranteed by U.S. | $9,906,000 | 2,422 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,668,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $11,668,000 | 1,170 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $26,803,000 | 3,405 |
| Total debt securities | $26,803,000 | 3,684 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,005,000 | 2,455 |
| 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 | $31,101,000 | 3,394 |
| U.S. Government securities | $30,906,000 | 2,624 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $30,906,000 | 2,542 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $195,000 | 2,865 |
| 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 | $195,000 | 1,946 |
| 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 | $17,328,000 | 2,377 |
| Mortgage-backed securities | $21,243,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $7,843,000 | 2,767 |
| Issued or guaranteed by U.S. | $7,843,000 | 2,758 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,400,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $13,400,000 | 1,023 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $31,101,000 | 3,075 |
| Total debt securities | $31,101,000 | 3,360 |
| Structured notes | ||
| Amortized cost | $5,395,000 | 1,106 |
| Fair value | $5,434,000 | 1,106 |
| 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 | $29,828,000 | 3,510 |
| U.S. Government securities | $29,633,000 | 2,736 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,633,000 | 2,667 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $195,000 | 2,924 |
| 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 | $195,000 | 1,968 |
| 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 | $17,563,000 | 2,415 |
| Mortgage-backed securities | $20,054,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $8,553,000 | 2,740 |
| Issued or guaranteed by U.S. | $8,553,000 | 2,734 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,501,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $11,501,000 | 1,074 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $29,828,000 | 3,188 |
| Total debt securities | $29,828,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $4,394,000 | 1,107 |
| Fair value | $4,414,000 | 1,104 |
| 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 | $24,889,000 | 3,901 |
| U.S. Government securities | $24,694,000 | 3,062 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $24,694,000 | 2,995 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $195,000 | 2,982 |
| 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 | $195,000 | 2,013 |
| 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 | $12,358,000 | 2,988 |
| Mortgage-backed securities | $23,142,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $14,370,000 | 2,126 |
| Issued or guaranteed by U.S. | $14,370,000 | 2,119 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,772,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $8,772,000 | 1,212 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $24,889,000 | 3,534 |
| Total debt securities | $24,888,000 | 3,872 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,840 |
| Fair value | $1,384,000 | 1,848 |
| 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 | $27,370,000 | 3,706 |
| U.S. Government securities | $27,041,000 | 2,879 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $27,041,000 | 2,818 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $329,000 | 2,929 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $329,000 | 1,959 |
| 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 | $13,757,000 | 2,814 |
| Mortgage-backed securities | $26,686,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $19,528,000 | 1,759 |
| Issued or guaranteed by U.S. | $19,528,000 | 1,754 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,158,000 | 1,604 |
| CMOs issued by government agencies or sponsored agencies | $7,158,000 | 1,319 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $27,370,000 | 3,347 |
| Total debt securities | $27,370,000 | 3,666 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $30,373,000 | 3,425 |
| U.S. Government securities | $30,359,000 | 2,600 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $30,359,000 | 2,536 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $14,000 | 3,359 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $14,000 | 2,370 |
| 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 | $14,280,000 | 2,763 |
| Mortgage-backed securities | $29,999,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $22,357,000 | 1,628 |
| Issued or guaranteed by U.S. | $22,357,000 | 1,621 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,642,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $7,642,000 | 1,258 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $30,373,000 | 3,063 |
| Total debt securities | $30,373,000 | 3,391 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $28,780,000 | 3,577 |
| U.S. Government securities | $28,757,000 | 2,770 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $28,757,000 | 2,703 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $23,000 | 3,280 |
| 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 | $23,000 | 2,488 |
| 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 | $14,292,000 | 2,802 |
| Mortgage-backed securities | $27,088,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $19,174,000 | 1,881 |
| Issued or guaranteed by U.S. | $19,174,000 | 1,869 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,914,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $7,914,000 | 1,216 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $28,780,000 | 3,199 |
| Total debt securities | $28,780,000 | 3,549 |
| Structured notes | ||
| Amortized cost | $1,290,000 | 815 |
| Fair value | $1,304,000 | 807 |
| 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 | $22,215,000 | 4,181 |
| U.S. Government securities | $21,715,000 | 3,342 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,715,000 | 3,283 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $500,000 | 2,669 |
| 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 | $500,000 | 1,872 |
| 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 | $12,220,000 | 3,111 |
| Mortgage-backed securities | $18,026,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | $12,124,000 | 2,465 |
| Issued or guaranteed by U.S. | $12,124,000 | 2,452 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,902,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $5,902,000 | 1,380 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,215,000 | 3,736 |
| Total debt securities | $22,215,000 | 4,142 |
| Structured notes | ||
| Amortized cost | $288,000 | 1,578 |
| Fair value | $300,000 | 1,560 |
| 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 | $19,003,000 | 4,512 |
| U.S. Government securities | $18,503,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,503,000 | 3,625 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $500,000 | 2,622 |
| 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 | $500,000 | 1,841 |
| 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 | $13,794,000 | 2,882 |
| Mortgage-backed securities | $11,637,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $10,807,000 | 2,564 |
| Issued or guaranteed by U.S. | $10,807,000 | 2,547 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $830,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 2,550 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $19,003,000 | 4,027 |
| Total debt securities | $19,003,000 | 4,480 |
| Structured notes | ||
| Amortized cost | $918,000 | 1,104 |
| Fair value | $956,000 | 1,071 |
| 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 | $21,514,000 | 4,258 |
| U.S. Government securities | $21,014,000 | 3,422 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,014,000 | 3,361 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $500,000 | 2,597 |
| 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 | $500,000 | 1,863 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,809,000 | 3,258 |
| Mortgage-backed securities | $11,925,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $10,971,000 | 2,522 |
| Issued or guaranteed by U.S. | $10,971,000 | 2,506 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $954,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $954,000 | 2,472 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $21,514,000 | 3,798 |
| Total debt securities | $21,514,000 | 4,214 |
| Structured notes | ||
| Amortized cost | $1,152,000 | 930 |
| Fair value | $1,202,000 | 912 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $22,522,000 | 4,122 |
| U.S. Government securities | $22,022,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,022,000 | 3,240 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $500,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,853 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,910,000 | 3,392 |
| Mortgage-backed securities | $12,901,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $11,827,000 | 2,308 |
| Issued or guaranteed by U.S. | $11,827,000 | 2,297 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,074,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $1,074,000 | 2,378 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $22,522,000 | 3,688 |
| Total debt securities | $22,522,000 | 4,065 |
| Structured notes | ||
| Amortized cost | $3,699,000 | 421 |
| Fair value | $3,860,000 | 403 |
| 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 | $22,846,000 | 4,106 |
| U.S. Government securities | $21,590,000 | 3,386 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,590,000 | 3,323 |
| Securities issued by states & political subdivisions | $515,000 | 5,293 |
| Other domestic debt securities | $741,000 | 2,213 |
| 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 | $741,000 | 1,567 |
| 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 | $13,378,000 | 2,879 |
| Mortgage-backed securities | $9,166,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $8,052,000 | 2,575 |
| Issued or guaranteed by U.S. | $8,052,000 | 2,560 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,114,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $1,114,000 | 2,266 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $22,846,000 | 3,649 |
| Total debt securities | $22,846,000 | 4,049 |
| Structured notes | ||
| Amortized cost | $4,642,000 | 541 |
| Fair value | $4,796,000 | 534 |
| 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 | $23,552,000 | 4,043 |
| U.S. Government securities | $22,300,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,300,000 | 3,291 |
| Securities issued by states & political subdivisions | $515,000 | 5,317 |
| Other domestic debt securities | $737,000 | 2,155 |
| 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 | $737,000 | 1,532 |
| 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 | $13,407,000 | 2,870 |
| Mortgage-backed securities | $9,500,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $8,385,000 | 2,361 |
| Issued or guaranteed by U.S. | $8,385,000 | 2,350 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,115,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $1,115,000 | 2,226 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $23,552,000 | 3,575 |
| Total debt securities | $23,552,000 | 3,991 |
| Structured notes | ||
| Amortized cost | $4,637,000 | 668 |
| Fair value | $4,737,000 | 659 |
| 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 | $22,960,000 | 4,099 |
| U.S. Government securities | $21,714,000 | 3,448 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,714,000 | 3,361 |
| Securities issued by states & political subdivisions | $511,000 | 5,348 |
| Other domestic debt securities | $735,000 | 2,100 |
| 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 | $735,000 | 1,499 |
| 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 | $12,993,000 | 2,934 |
| Mortgage-backed securities | $8,822,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $7,709,000 | 2,410 |
| Issued or guaranteed by U.S. | $7,709,000 | 2,397 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,113,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $1,113,000 | 2,208 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $22,960,000 | 3,612 |
| Total debt securities | $22,960,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $4,633,000 | 697 |
| Fair value | $4,619,000 | 693 |
| 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 | $20,220,000 | 4,464 |
| U.S. Government securities | $18,961,000 | 3,788 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,961,000 | 3,696 |
| Securities issued by states & political subdivisions | $519,000 | 5,390 |
| Other domestic debt securities | $740,000 | 2,105 |
| 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 | $740,000 | 1,525 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,472,000 | 2,885 |
| Mortgage-backed securities | $5,857,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $4,716,000 | 3,081 |
| Issued or guaranteed by U.S. | $4,716,000 | 3,066 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,141,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $1,141,000 | 2,175 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,220,000 | 3,927 |
| Total debt securities | $20,220,000 | 4,422 |
| Structured notes | ||
| Amortized cost | $4,129,000 | 802 |
| Fair value | $4,224,000 | 789 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $21,149,000 | 4,383 |
| U.S. Government securities | $19,196,000 | 3,827 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,196,000 | 3,724 |
| Securities issued by states & political subdivisions | $519,000 | 5,425 |
| Other domestic debt securities | $738,000 | 2,124 |
| 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 | $738,000 | 1,563 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $696,000 | 1,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,428,000 | 2,888 |
| Mortgage-backed securities | $6,114,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $4,983,000 | 2,999 |
| Issued or guaranteed by U.S. | $4,983,000 | 2,986 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,131,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $1,131,000 | 2,166 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,149,000 | 3,840 |
| Total debt securities | $20,453,000 | 4,426 |
| Structured notes | ||
| Amortized cost | $4,125,000 | 860 |
| Fair value | $4,197,000 | 844 |
| 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 | $21,722,000 | 4,348 |
| U.S. Government securities | $19,789,000 | 3,806 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,789,000 | 3,697 |
| Securities issued by states & political subdivisions | $519,000 | 5,477 |
| Other domestic debt securities | $734,000 | 2,145 |
| 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 | $734,000 | 1,583 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $680,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,001,000 | 3,803 |
| Mortgage-backed securities | $6,726,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $5,592,000 | 2,863 |
| Issued or guaranteed by U.S. | $5,592,000 | 2,849 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,134,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $1,134,000 | 2,138 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,722,000 | 3,799 |
| Total debt securities | $21,042,000 | 4,387 |
| Structured notes | ||
| Amortized cost | $3,677,000 | 1,056 |
| Fair value | $3,720,000 | 1,037 |
| 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 | $21,915,000 | 4,312 |
| U.S. Government securities | $19,980,000 | 3,771 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $19,980,000 | 3,657 |
| Securities issued by states & political subdivisions | $519,000 | 5,497 |
| Other domestic debt securities | $729,000 | 2,172 |
| 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 | $729,000 | 1,633 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $687,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,175,000 | 3,760 |
| Mortgage-backed securities | $7,060,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $5,927,000 | 2,800 |
| Issued or guaranteed by U.S. | $5,927,000 | 2,788 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,133,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,126 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $21,915,000 | 3,746 |
| Total debt securities | $21,228,000 | 4,341 |
| Structured notes | ||
| Amortized cost | $3,442,000 | 1,161 |
| Fair value | $3,414,000 | 1,142 |
| 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 | $19,118,000 | 4,726 |
| U.S. Government securities | $16,949,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,949,000 | 4,106 |
| Securities issued by states & political subdivisions | $524,000 | 5,527 |
| Other domestic debt securities | $982,000 | 2,053 |
| 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 | $982,000 | 1,550 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $663,000 | 1,238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,597,000 | 3,893 |
| Mortgage-backed securities | $7,504,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $6,348,000 | 2,752 |
| Issued or guaranteed by U.S. | $6,348,000 | 2,738 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,156,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $1,156,000 | 2,117 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,118,000 | 4,106 |
| Total debt securities | $18,455,000 | 4,775 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $488,000 | 2,756 |
| 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 | $14,976,000 | 5,382 |
| U.S. Government securities | $12,800,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,800,000 | 4,825 |
| Securities issued by states & political subdivisions | $530,000 | 5,541 |
| Other domestic debt securities | $986,000 | 2,143 |
| 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 | $986,000 | 1,660 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $660,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,881,000 | 4,322 |
| Mortgage-backed securities | $6,242,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $6,051,000 | 2,849 |
| Issued or guaranteed by U.S. | $6,051,000 | 2,839 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $191,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 2,893 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $14,976,000 | 4,700 |
| Total debt securities | $14,316,000 | 5,448 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $489,000 | 2,757 |
| 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 | $16,177,000 | 5,180 |
| U.S. Government securities | $13,697,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,697,000 | 4,624 |
| Securities issued by states & political subdivisions | $535,000 | 5,557 |
| Other domestic debt securities | $1,289,000 | 1,956 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,289,000 | 1,496 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $656,000 | 1,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,324,000 | 4,202 |
| Mortgage-backed securities | $6,907,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $6,689,000 | 2,735 |
| Issued or guaranteed by U.S. | $6,689,000 | 2,723 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $218,000 | 3,177 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 2,878 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,177,000 | 4,513 |
| Total debt securities | $15,521,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $497,000 | 2,586 |
| 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 | $20,014,000 | 4,637 |
| U.S. Government securities | $13,842,000 | 4,769 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,842,000 | 4,632 |
| Securities issued by states & political subdivisions | $3,727,000 | 3,509 |
| Other domestic debt securities | $1,789,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,789,000 | 1,364 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $656,000 | 1,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,914,000 | 4,292 |
| Mortgage-backed securities | $7,019,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 3,019 |
| Issued or guaranteed by U.S. | $5,758,000 | 3,006 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,261,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $1,261,000 | 2,155 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $20,014,000 | 4,029 |
| Total debt securities | $19,358,000 | 4,662 |
| Structured notes | ||
| Amortized cost | $1,480,000 | 1,872 |
| Fair value | $1,495,000 | 1,798 |
| 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 | $22,128,000 | 4,438 |
| U.S. Government securities | $14,819,000 | 4,652 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,819,000 | 4,508 |
| Securities issued by states & political subdivisions | $4,852,000 | 3,084 |
| Other domestic debt securities | $1,785,000 | 1,832 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,785,000 | 1,448 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $672,000 | 1,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,865,000 | 4,349 |
| Mortgage-backed securities | $7,578,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $6,153,000 | 2,995 |
| Issued or guaranteed by U.S. | $6,153,000 | 2,984 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,425,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $1,425,000 | 2,146 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $22,128,000 | 3,855 |
| Total debt securities | $21,456,000 | 4,457 |
| Structured notes | ||
| Amortized cost | $1,478,000 | 1,852 |
| Fair value | $1,479,000 | 1,795 |
| 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 | $24,423,000 | 4,195 |
| U.S. Government securities | $15,624,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,624,000 | 4,398 |
| Securities issued by states & political subdivisions | $5,744,000 | 2,833 |
| Other domestic debt securities | $2,045,000 | 1,782 |
| 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 | $2,045,000 | 1,399 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,010,000 | 1,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,164,000 | 4,237 |
| Mortgage-backed securities | $8,304,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $6,610,000 | 2,925 |
| Issued or guaranteed by U.S. | $6,610,000 | 2,916 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,694,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $1,694,000 | 2,072 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $24,423,000 | 3,644 |
| Total debt securities | $23,413,000 | 4,239 |
| Structured notes | ||
| Amortized cost | $1,477,000 | 1,818 |
| Fair value | $1,496,000 | 1,744 |
| 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 | $25,245,000 | 4,078 |
| U.S. Government securities | $16,359,000 | 4,367 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,359,000 | 4,231 |
| Securities issued by states & political subdivisions | $5,744,000 | 2,842 |
| Other domestic debt securities | $2,066,000 | 1,787 |
| 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 | $2,066,000 | 1,440 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,076,000 | 1,161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,467,000 | 4,449 |
| Mortgage-backed securities | $8,995,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $7,067,000 | 2,875 |
| Issued or guaranteed by U.S. | $7,067,000 | 2,867 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,928,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $1,928,000 | 1,990 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $25,245,000 | 3,531 |
| Total debt securities | $24,167,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $1,976,000 | 1,610 |
| Fair value | $1,996,000 | 1,548 |
| 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 | $24,717,000 | 4,198 |
| U.S. Government securities | $16,556,000 | 4,401 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,556,000 | 4,254 |
| Securities issued by states & political subdivisions | $5,520,000 | 2,893 |
| Other domestic debt securities | $1,526,000 | 2,104 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,526,000 | 1,754 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,115,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,761,000 | 4,325 |
| Mortgage-backed securities | $9,510,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $7,429,000 | 2,838 |
| Issued or guaranteed by U.S. | $7,429,000 | 2,829 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,081,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $2,081,000 | 1,959 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,717,000 | 3,625 |
| Total debt securities | $23,602,000 | 4,262 |
| Structured notes | ||
| Amortized cost | $1,974,000 | 1,591 |
| Fair value | $1,998,000 | 1,466 |
| 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 | $27,173,000 | 3,935 |
| U.S. Government securities | $16,008,000 | 4,466 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,008,000 | 4,321 |
| Securities issued by states & political subdivisions | $6,976,000 | 2,541 |
| Other domestic debt securities | $3,127,000 | 1,627 |
| 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 | $3,127,000 | 1,289 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,062,000 | 1,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,409,000 | 4,067 |
| Mortgage-backed securities | $9,126,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $6,719,000 | 2,984 |
| Issued or guaranteed by U.S. | $6,719,000 | 2,974 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,407,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $2,407,000 | 1,917 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $27,173,000 | 3,411 |
| Total debt securities | $26,111,000 | 3,965 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,002,000 | 1,892 |
| 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 | $26,316,000 | 4,068 |
| U.S. Government securities | $15,608,000 | 4,569 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,608,000 | 4,425 |
| Securities issued by states & political subdivisions | $6,492,000 | 2,670 |
| Other domestic debt securities | $3,152,000 | 1,638 |
| 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 | $3,152,000 | 1,366 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,064,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,022,000 | 3,848 |
| Mortgage-backed securities | $8,129,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $6,120,000 | 3,131 |
| Issued or guaranteed by U.S. | $6,120,000 | 3,119 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,009,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $2,009,000 | 2,152 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $26,316,000 | 3,519 |
| Total debt securities | $25,249,000 | 4,114 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,509 |
| Fair value | $1,300,000 | 1,509 |
| 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 | $22,889,000 | 4,384 |
| U.S. Government securities | $12,883,000 | 4,949 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,883,000 | 4,800 |
| Securities issued by states & political subdivisions | $4,915,000 | 3,111 |
| Other domestic debt securities | $4,686,000 | 1,409 |
| 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 | $4,686,000 | 1,150 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $405,000 | 1,717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,276,000 | 3,996 |
| Mortgage-backed securities | $7,514,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $5,309,000 | 3,332 |
| Issued or guaranteed by U.S. | $5,309,000 | 3,317 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,205,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $2,205,000 | 2,110 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $22,889,000 | 3,789 |
| Total debt securities | $22,484,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,021 |
| Fair value | $298,000 | 2,039 |
| 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 | $26,656,000 | 3,876 |
| U.S. Government securities | $13,706,000 | 4,752 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,706,000 | 4,598 |
| Securities issued by states & political subdivisions | $5,137,000 | 2,984 |
| Other domestic debt securities | $7,813,000 | 1,069 |
| 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 | $7,813,000 | 822 |
| 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 | $7,468,000 | 3,632 |
| Mortgage-backed securities | $9,709,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $6,437,000 | 3,058 |
| Issued or guaranteed by U.S. | $6,437,000 | 3,046 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,272,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $3,272,000 | 1,961 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $26,656,000 | 3,352 |
| Total debt securities | $26,656,000 | 3,802 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| 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 | $28,007,000 | 3,715 |
| U.S. Government securities | $13,381,000 | 4,812 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,381,000 | 4,645 |
| Securities issued by states & political subdivisions | $4,966,000 | 2,967 |
| Other domestic debt securities | $9,660,000 | 934 |
| 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 | $9,660,000 | 714 |
| 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 | $7,623,000 | 3,583 |
| Mortgage-backed securities | $9,332,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $5,166,000 | 3,357 |
| Issued or guaranteed by U.S. | $5,166,000 | 3,345 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,166,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $4,166,000 | 1,819 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $28,007,000 | 3,196 |
| Total debt securities | $28,002,000 | 3,643 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $21,474,000 | 4,435 |
| U.S. Government securities | $10,435,000 | 5,477 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,435,000 | 5,284 |
| Securities issued by states & political subdivisions | $4,920,000 | 2,950 |
| Other domestic debt securities | $6,023,000 | 1,261 |
| 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 | $6,023,000 | 1,029 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $96,000 | 2,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,598,000 | 3,358 |
| Mortgage-backed securities | $6,056,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $6,056,000 | 3,062 |
| Issued or guaranteed by U.S. | $6,056,000 | 3,050 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $21,474,000 | 3,811 |
| Total debt securities | $21,378,000 | 4,357 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $51,020,000 | 2,161 |
| U.S. Government securities | $27,631,000 | 2,726 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $27,631,000 | 2,582 |
| Securities issued by states & political subdivisions | $4,788,000 | 2,937 |
| Other domestic debt securities | $18,505,000 | 633 |
| 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 | $18,505,000 | 453 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $96,000 | 2,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,010,000 | 2,963 |
| Mortgage-backed securities | $20,630,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $14,802,000 | 1,622 |
| Issued or guaranteed by U.S. | $14,802,000 | 1,612 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,828,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $5,828,000 | 1,612 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $51,020,000 | 1,792 |
| Total debt securities | $50,924,000 | 2,102 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $41,748,000 | 2,592 |
| U.S. Government securities | $20,198,000 | 3,639 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $20,198,000 | 3,361 |
| Securities issued by states & political subdivisions | $6,455,000 | 2,340 |
| Other domestic debt securities | $13,786,000 | 675 |
| 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 | $13,786,000 | 542 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,309,000 | 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 | $7,906,000 | 3,684 |
| Mortgage-backed securities | $18,034,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $15,028,000 | 1,323 |
| Issued or guaranteed by U.S. | $15,028,000 | 1,313 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,006,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $3,006,000 | 1,799 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $41,748,000 | 2,054 |
| Total debt securities | $40,439,000 | 2,567 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $32,288,000 | 3,369 |
| U.S. Government securities | $13,086,000 | 5,218 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,086,000 | 4,730 |
| Securities issued by states & political subdivisions | $6,809,000 | 2,351 |
| Other domestic debt securities | $11,256,000 | 773 |
| 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 | $11,256,000 | 612 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,137,000 | 2,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,300,000 | 4,508 |
| Mortgage-backed securities | $12,670,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $11,725,000 | 1,681 |
| Issued or guaranteed by U.S. | $11,725,000 | 1,670 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $945,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,947 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $32,288,000 | 2,644 |
| Total debt securities | $31,151,000 | 3,372 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $38,030,000 | 2,971 |
| U.S. Government securities | $25,221,000 | 3,280 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $25,221,000 | 2,764 |
| Securities issued by states & political subdivisions | $7,075,000 | 2,308 |
| Other domestic debt securities | $5,077,000 | 1,100 |
| 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 | $5,077,000 | 869 |
| Foreign debt securities | NA | NA |
| Equity securities | $657,000 | 3,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,004,000 | 3,029 |
| Mortgage-backed securities | $23,582,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $21,774,000 | 1,159 |
| Issued or guaranteed by U.S. | $21,774,000 | 1,148 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,808,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $1,808,000 | 2,597 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $38,030,000 | 2,232 |
| Total debt securities | $37,373,000 | 2,926 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $43,279,000 | 2,626 |
| U.S. Government securities | $28,948,000 | 3,029 |
| U.S. Treasury securities | $993,000 | 6,575 |
| U.S. Government agency obligations | $27,955,000 | 2,440 |
| Securities issued by states & political subdivisions | $6,686,000 | 2,172 |
| Other domestic debt securities | $7,033,000 | 707 |
| 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 | $7,033,000 | 529 |
| Foreign debt securities | NA | NA |
| Equity securities | $612,000 | 3,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,281,000 | 2,461 |
| Mortgage-backed securities | $25,980,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $21,002,000 | 1,192 |
| Issued or guaranteed by U.S. | $21,002,000 | 1,176 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,978,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $4,978,000 | 1,641 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $43,279,000 | 1,853 |
| Total debt securities | $42,667,000 | 2,576 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $199,000 | 2,680 |
| 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 | $49,680,000 | 2,467 |
| U.S. Government securities | $33,166,000 | 2,911 |
| U.S. Treasury securities | $983,000 | 7,429 |
| U.S. Government agency obligations | $32,183,000 | 2,235 |
| Securities issued by states & political subdivisions | $8,450,000 | 1,729 |
| Other domestic debt securities | $7,494,000 | 702 |
| 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 | $7,494,000 | 479 |
| Foreign debt securities | NA | NA |
| Equity securities | $570,000 | 3,256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,092,000 | 2,696 |
| Mortgage-backed securities | $29,760,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $24,480,000 | 1,135 |
| Issued or guaranteed by U.S. | $24,480,000 | 1,118 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,280,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $5,280,000 | 1,774 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $49,680,000 | 1,660 |
| Total debt securities | $49,110,000 | 2,421 |
| Structured notes | ||
| Amortized cost | $351,000 | 3,002 |
| Fair value | $347,000 | 3,015 |
| 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 | $47,194,000 | 2,683 |
| U.S. Government securities | $35,289,000 | 2,849 |
| U.S. Treasury securities | $993,000 | 8,703 |
| U.S. Government agency obligations | $34,296,000 | 2,044 |
| Securities issued by states & political subdivisions | $6,758,000 | 2,172 |
| Other domestic debt securities | $4,615,000 | 1,113 |
| 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 | $4,615,000 | 828 |
| Foreign debt securities | NA | NA |
| Equity securities | $532,000 | 3,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,728,000 | 3,912 |
| Mortgage-backed securities | $30,730,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $21,004,000 | 1,279 |
| Issued or guaranteed by U.S. | $21,004,000 | 1,252 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $9,726,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $9,726,000 | 1,357 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $47,194,000 | 1,803 |
| Total debt securities | $46,662,000 | 2,626 |
| Structured notes | ||
| Amortized cost | $696,000 | 3,232 |
| Fair value | $690,000 | 3,219 |
| 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 | $43,096,000 | 3,053 |
| U.S. Government securities | $39,157,000 | 2,673 |
| U.S. Treasury securities | $2,420,000 | 7,774 |
| U.S. Government agency obligations | $36,737,000 | 1,849 |
| Securities issued by states & political subdivisions | $3,432,000 | 3,852 |
| Other domestic debt securities | $9,000 | 5,707 |
| Privately issued residential mortgage-backed securities | $9,000 | 2,791 |
| 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 | $498,000 | 3,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,078,000 | 6,022 |
| Mortgage-backed securities | $32,097,000 | 1,418 |
| Certificates of participation in pools of residential mortgages | $22,530,000 | 1,263 |
| Issued or guaranteed by U.S. | $22,530,000 | 1,245 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $9,567,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $9,558,000 | 1,426 |
| Privately issued | $9,000 | 2,441 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $43,096,000 | 1,322 |
| Total debt securities | $42,598,000 | 3,015 |
| 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 | $48,312,000 | 2,883 |
| U.S. Government securities | $44,875,000 | 2,450 |
| U.S. Treasury securities | $2,049,000 | 8,337 |
| U.S. Government agency obligations | $42,826,000 | 1,651 |
| Securities issued by states & political subdivisions | $2,636,000 | 4,620 |
| Other domestic debt securities | $331,000 | 4,730 |
| Privately issued residential mortgage-backed securities | $224,000 | 2,272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,000 | 4,457 |
| Foreign debt securities | NA | NA |
| Equity securities | $470,000 | 3,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,507,000 | 7,708 |
| Mortgage-backed securities | $28,087,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $16,374,000 | 1,745 |
| Issued or guaranteed by U.S. | $16,374,000 | 1,719 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $11,713,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $11,489,000 | 1,454 |
| Privately issued | $224,000 | 1,896 |
| 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 | $47,842,000 | 2,828 |
| 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 | $41,692,000 | 3,285 |
| U.S. Government securities | $38,902,000 | 2,764 |
| U.S. Treasury securities | $6,006,000 | 5,169 |
| U.S. Government agency obligations | $32,896,000 | 2,079 |
| Securities issued by states & political subdivisions | $1,222,000 | 6,169 |
| Other domestic debt securities | $1,568,000 | 3,332 |
| Privately issued residential mortgage-backed securities | $802,000 | 1,995 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $766,000 | 3,307 |
| 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 | $3,608,000 | 5,429 |
| Mortgage-backed securities | $29,012,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $8,104,000 | 2,931 |
| Issued or guaranteed by U.S. | $8,104,000 | 2,881 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $20,908,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $20,106,000 | 904 |
| Privately issued | $802,000 | 1,636 |
| 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 | $41,692,000 | 3,199 |
| 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 |