Home > Citizens Bank & Trust Company > Securities
Citizens Bank & Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $42,972,000 | 2,792 |
| U.S. Government securities | $31,535,000 | 2,411 |
| U.S. Treasury securities | $14,660,000 | 1,105 |
| U.S. Government agency obligations | $16,875,000 | 2,777 |
| Securities issued by states & political subdivisions | $11,437,000 | 2,332 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,310,000 | 2,667 |
| Mortgage-backed securities | $4,690,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,068,000 | 2,836 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,622,000 | 1,075 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $42,972,000 | 2,563 |
| Total debt securities | $42,973,000 | 2,774 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $470,000 | 986 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $43,826,000 | 2,752 |
| U.S. Government securities | $32,848,000 | 2,357 |
| U.S. Treasury securities | $15,820,000 | 1,107 |
| U.S. Government agency obligations | $17,028,000 | 2,754 |
| Securities issued by states & political subdivisions | $10,978,000 | 2,357 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,907,000 | 2,653 |
| Mortgage-backed securities | $3,674,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,039,000 | 2,843 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $635,000 | 1,311 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $43,826,000 | 2,521 |
| Total debt securities | $43,827,000 | 2,735 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $454,000 | 1,008 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $45,893,000 | 2,753 |
| U.S. Government securities | $34,497,000 | 2,352 |
| U.S. Treasury securities | $16,303,000 | 1,096 |
| U.S. Government agency obligations | $18,194,000 | 2,742 |
| Securities issued by states & political subdivisions | $11,396,000 | 2,378 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,294,000 | 2,617 |
| Mortgage-backed securities | $3,909,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,256,000 | 2,841 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $653,000 | 1,303 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $45,893,000 | 2,522 |
| Total debt securities | $45,893,000 | 2,738 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $456,000 | 1,054 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $48,827,000 | 2,760 |
| U.S. Government securities | $37,299,000 | 2,323 |
| U.S. Treasury securities | $18,858,000 | 1,077 |
| U.S. Government agency obligations | $18,441,000 | 2,735 |
| Securities issued by states & political subdivisions | $11,528,000 | 2,426 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,409,000 | 2,520 |
| Mortgage-backed securities | $4,121,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,407,000 | 2,872 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $714,000 | 1,317 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $48,827,000 | 2,523 |
| Total debt securities | $48,827,000 | 2,741 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $460,000 | 1,083 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $48,828,000 | 2,793 |
| U.S. Government securities | $37,470,000 | 2,349 |
| U.S. Treasury securities | $19,124,000 | 1,092 |
| U.S. Government agency obligations | $18,346,000 | 2,729 |
| Securities issued by states & political subdivisions | $11,358,000 | 2,477 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,707,000 | 3,215 |
| Mortgage-backed securities | $4,199,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,486,000 | 2,878 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $713,000 | 1,308 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $48,828,000 | 2,552 |
| Total debt securities | $48,827,000 | 2,773 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $454,000 | 1,110 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $48,274,000 | 2,809 |
| U.S. Government securities | $37,167,000 | 2,386 |
| U.S. Treasury securities | $18,929,000 | 1,131 |
| U.S. Government agency obligations | $18,238,000 | 2,760 |
| Securities issued by states & political subdivisions | $11,107,000 | 2,497 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,631,000 | 3,184 |
| Mortgage-backed securities | $4,260,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,548,000 | 2,891 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $712,000 | 1,320 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $48,274,000 | 2,571 |
| Total debt securities | $48,274,000 | 2,789 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $50,624,000 | 2,772 |
| U.S. Government securities | $38,852,000 | 2,354 |
| U.S. Treasury securities | $19,337,000 | 1,112 |
| U.S. Government agency obligations | $19,515,000 | 2,738 |
| Securities issued by states & political subdivisions | $11,772,000 | 2,496 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,274,000 | 3,115 |
| Mortgage-backed securities | $4,638,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $3,890,000 | 2,951 |
| Issued or guaranteed by U.S. | $3,890,000 | 2,864 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $748,000 | 1,811 |
| Commercial mortgage pass-through securities | $748,000 | 1,312 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $50,624,000 | 2,563 |
| Total debt securities | $50,623,000 | 2,758 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $466,000 | 1,073 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $50,261,000 | 2,765 |
| U.S. Government securities | $38,532,000 | 2,305 |
| U.S. Treasury securities | $19,148,000 | 990 |
| U.S. Government agency obligations | $19,384,000 | 2,733 |
| Securities issued by states & political subdivisions | $11,729,000 | 2,520 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,481,000 | 3,076 |
| Mortgage-backed securities | $3,761,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $3,761,000 | 2,988 |
| Issued or guaranteed by U.S. | $3,761,000 | 2,905 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $50,261,000 | 2,575 |
| Total debt securities | $50,260,000 | 2,746 |
| Structured notes | ||
| Amortized cost | $500,000 | 914 |
| Fair value | $481,000 | 939 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $47,467,000 | 2,753 |
| U.S. Government securities | $35,506,000 | 2,271 |
| U.S. Treasury securities | $15,984,000 | 796 |
| U.S. Government agency obligations | $19,522,000 | 2,687 |
| Securities issued by states & political subdivisions | $11,961,000 | 2,545 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,717,000 | 3,063 |
| Mortgage-backed securities | $4,252,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $4,252,000 | 2,909 |
| Issued or guaranteed by U.S. | $4,252,000 | 2,821 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $47,467,000 | 2,589 |
| Total debt securities | $47,467,000 | 2,734 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $40,251,000 | 2,915 |
| U.S. Government securities | $28,716,000 | 2,444 |
| U.S. Treasury securities | $8,609,000 | 924 |
| U.S. Government agency obligations | $20,107,000 | 2,653 |
| Securities issued by states & political subdivisions | $11,535,000 | 2,552 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,763,000 | 3,063 |
| Mortgage-backed securities | $4,676,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $4,676,000 | 2,864 |
| Issued or guaranteed by U.S. | $4,676,000 | 2,786 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $40,251,000 | 2,751 |
| Total debt securities | $40,251,000 | 2,894 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $35,808,000 | 3,000 |
| U.S. Government securities | $24,378,000 | 2,585 |
| U.S. Treasury securities | $4,628,000 | 1,111 |
| U.S. Government agency obligations | $19,750,000 | 2,651 |
| Securities issued by states & political subdivisions | $11,430,000 | 2,528 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,284,000 | 3,001 |
| Mortgage-backed securities | $4,341,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $4,341,000 | 2,907 |
| Issued or guaranteed by U.S. | $4,341,000 | 2,819 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $35,808,000 | 2,823 |
| Total debt securities | $35,807,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $35,594,000 | 2,883 |
| U.S. Government securities | $23,841,000 | 2,462 |
| U.S. Treasury securities | $1,530,000 | 1,224 |
| U.S. Government agency obligations | $22,311,000 | 2,376 |
| Securities issued by states & political subdivisions | $11,753,000 | 2,470 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,063,000 | 2,438 |
| Mortgage-backed securities | $5,875,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $5,875,000 | 2,639 |
| Issued or guaranteed by U.S. | $5,875,000 | 2,564 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $35,594,000 | 2,706 |
| Total debt securities | $35,595,000 | 2,863 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $28,133,000 | 3,070 |
| U.S. Government securities | $16,147,000 | 2,761 |
| U.S. Treasury securities | $516,000 | 1,064 |
| U.S. Government agency obligations | $15,631,000 | 2,675 |
| Securities issued by states & political subdivisions | $11,986,000 | 2,413 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,004,000 | 2,437 |
| Mortgage-backed securities | $6,082,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $6,082,000 | 2,543 |
| Issued or guaranteed by U.S. | $6,082,000 | 2,473 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $28,133,000 | 2,882 |
| Total debt securities | $28,133,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $22,298,000 | 3,234 |
| U.S. Government securities | $14,600,000 | 2,841 |
| U.S. Treasury securities | $1,018,000 | 956 |
| U.S. Government agency obligations | $13,582,000 | 2,783 |
| Securities issued by states & political subdivisions | $7,698,000 | 2,752 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,220,000 | 2,583 |
| Mortgage-backed securities | $6,053,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $6,053,000 | 2,518 |
| Issued or guaranteed by U.S. | $6,053,000 | 2,440 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $22,298,000 | 3,026 |
| Total debt securities | $22,298,000 | 3,215 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $15,861,000 | 3,592 |
| U.S. Government securities | $8,492,000 | 3,407 |
| U.S. Treasury securities | $1,528,000 | 902 |
| U.S. Government agency obligations | $6,964,000 | 3,426 |
| Securities issued by states & political subdivisions | $7,369,000 | 2,734 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,337,000 | 2,663 |
| Mortgage-backed securities | $4,690,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $4,690,000 | 2,715 |
| Issued or guaranteed by U.S. | $4,690,000 | 2,640 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $15,861,000 | 3,356 |
| Total debt securities | $15,868,000 | 3,566 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $15,912,000 | 3,574 |
| U.S. Government securities | $7,861,000 | 3,542 |
| U.S. Treasury securities | $1,528,000 | 943 |
| U.S. Government agency obligations | $6,333,000 | 3,540 |
| Securities issued by states & political subdivisions | $8,051,000 | 2,556 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,662,000 | 2,488 |
| Mortgage-backed securities | $3,797,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $3,797,000 | 2,871 |
| Issued or guaranteed by U.S. | $3,797,000 | 2,778 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $15,912,000 | 3,344 |
| Total debt securities | $15,912,000 | 3,550 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $13,961,000 | 3,757 |
| U.S. Government securities | $6,314,000 | 3,808 |
| U.S. Treasury securities | $1,518,000 | 998 |
| U.S. Government agency obligations | $4,796,000 | 3,823 |
| Securities issued by states & political subdivisions | $7,647,000 | 2,595 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,599,000 | 2,649 |
| Mortgage-backed securities | $1,790,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 3,278 |
| Issued or guaranteed by U.S. | $1,790,000 | 3,181 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $13,961,000 | 3,518 |
| Total debt securities | $13,956,000 | 3,736 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $13,186,000 | 3,873 |
| U.S. Government securities | $6,760,000 | 3,827 |
| U.S. Treasury securities | $1,000,000 | 1,145 |
| U.S. Government agency obligations | $5,760,000 | 3,780 |
| Securities issued by states & political subdivisions | $6,426,000 | 2,780 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,890,000 | 2,757 |
| Mortgage-backed securities | $1,256,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $1,256,000 | 3,452 |
| Issued or guaranteed by U.S. | $1,256,000 | 3,362 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $13,186,000 | 3,620 |
| Total debt securities | $13,186,000 | 3,852 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,460,000 | 3,622 |
| U.S. Government securities | $10,032,000 | 3,492 |
| U.S. Treasury securities | $1,497,000 | 1,078 |
| U.S. Government agency obligations | $8,535,000 | 3,511 |
| Securities issued by states & political subdivisions | $7,428,000 | 2,695 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,009,000 | 3,045 |
| Mortgage-backed securities | $543,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $543,000 | 3,751 |
| Issued or guaranteed by U.S. | $543,000 | 3,682 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $17,460,000 | 3,368 |
| Total debt securities | $17,451,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $20,034,000 | 3,505 |
| U.S. Government securities | $13,103,000 | 3,205 |
| U.S. Treasury securities | $1,488,000 | 1,103 |
| U.S. Government agency obligations | $11,615,000 | 3,193 |
| Securities issued by states & political subdivisions | $6,931,000 | 2,821 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,686,000 | 2,883 |
| Mortgage-backed securities | $775,000 | 3,952 |
| Certificates of participation in pools of residential mortgages | $775,000 | 3,683 |
| Issued or guaranteed by U.S. | $775,000 | 3,598 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $20,034,000 | 3,253 |
| Total debt securities | $20,030,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $20,989,000 | 3,477 |
| U.S. Government securities | $14,068,000 | 3,168 |
| U.S. Treasury securities | $1,476,000 | 1,108 |
| U.S. Government agency obligations | $12,592,000 | 3,141 |
| Securities issued by states & political subdivisions | $6,921,000 | 2,873 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,673,000 | 2,901 |
| Mortgage-backed securities | $820,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $820,000 | 3,689 |
| Issued or guaranteed by U.S. | $820,000 | 3,617 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $20,989,000 | 3,229 |
| Total debt securities | $20,994,000 | 3,459 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $22,895,000 | 3,398 |
| U.S. Government securities | $16,023,000 | 3,011 |
| U.S. Treasury securities | $1,471,000 | 1,087 |
| U.S. Government agency obligations | $14,552,000 | 2,989 |
| Securities issued by states & political subdivisions | $6,872,000 | 2,914 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,103,000 | 2,987 |
| Mortgage-backed securities | $865,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $865,000 | 3,715 |
| Issued or guaranteed by U.S. | $865,000 | 3,686 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $22,895,000 | 3,139 |
| Total debt securities | $22,895,000 | 3,375 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $24,009,000 | 3,367 |
| U.S. Government securities | $16,617,000 | 2,957 |
| U.S. Treasury securities | $1,475,000 | 1,067 |
| U.S. Government agency obligations | $15,142,000 | 2,951 |
| Securities issued by states & political subdivisions | $7,365,000 | 2,903 |
| Other domestic debt securities | $27,000 | 2,172 |
| Privately issued residential mortgage-backed securities | $27,000 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,200,000 | 3,014 |
| Mortgage-backed securities | $957,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $930,000 | 3,748 |
| Issued or guaranteed by U.S. | $930,000 | 3,571 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $27,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $27,000 | 465 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $24,009,000 | 3,107 |
| Total debt securities | $24,009,000 | 3,342 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $26,949,000 | 3,231 |
| U.S. Government securities | $19,527,000 | 2,818 |
| U.S. Treasury securities | $1,977,000 | 929 |
| U.S. Government agency obligations | $17,550,000 | 2,827 |
| Securities issued by states & political subdivisions | $7,368,000 | 2,937 |
| Other domestic debt securities | $54,000 | 1,973 |
| Privately issued residential mortgage-backed securities | $54,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,955,000 | 3,082 |
| Mortgage-backed securities | $1,042,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $988,000 | 3,778 |
| Issued or guaranteed by U.S. | $988,000 | 3,771 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $54,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $54,000 | 457 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $26,949,000 | 2,979 |
| Total debt securities | $26,949,000 | 3,211 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $27,731,000 | 3,245 |
| U.S. Government securities | $18,733,000 | 2,894 |
| U.S. Treasury securities | $1,990,000 | 880 |
| U.S. Government agency obligations | $16,743,000 | 2,909 |
| Securities issued by states & political subdivisions | $7,008,000 | 3,061 |
| Other domestic debt securities | $82,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $82,000 | 472 |
| 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 | $1,908,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,976,000 | 3,121 |
| Mortgage-backed securities | $1,146,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 3,790 |
| Issued or guaranteed by U.S. | $1,064,000 | 3,784 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $82,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $82,000 | 445 |
| 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) | $27,731,000 | 3,001 |
| Total debt securities | $25,823,000 | 3,328 |
| 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 | $26,295,000 | 3,367 |
| U.S. Government securities | $17,879,000 | 2,980 |
| U.S. Treasury securities | $2,007,000 | 822 |
| U.S. Government agency obligations | $15,872,000 | 3,038 |
| Securities issued by states & political subdivisions | $6,391,000 | 3,194 |
| Other domestic debt securities | $109,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $109,000 | 465 |
| 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 | $1,916,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,013,000 | 3,167 |
| Mortgage-backed securities | $1,248,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 3,811 |
| Issued or guaranteed by U.S. | $1,139,000 | 3,806 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $109,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $109,000 | 435 |
| 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) | $26,295,000 | 3,100 |
| Total debt securities | $24,379,000 | 3,448 |
| 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 | $27,076,000 | 3,363 |
| U.S. Government securities | $17,969,000 | 3,028 |
| U.S. Treasury securities | $2,010,000 | 838 |
| U.S. Government agency obligations | $15,959,000 | 3,076 |
| Securities issued by states & political subdivisions | $7,053,000 | 3,131 |
| Other domestic debt securities | $135,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $135,000 | 469 |
| 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 | $1,919,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,122,000 | 3,315 |
| Mortgage-backed securities | $1,344,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 3,837 |
| Issued or guaranteed by U.S. | $1,209,000 | 3,831 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $135,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $135,000 | 438 |
| 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) | $27,076,000 | 3,093 |
| Total debt securities | $25,157,000 | 3,457 |
| 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 | $29,708,000 | 3,235 |
| U.S. Government securities | $20,602,000 | 2,860 |
| U.S. Treasury securities | $2,007,000 | 872 |
| U.S. Government agency obligations | $18,595,000 | 2,890 |
| Securities issued by states & political subdivisions | $7,026,000 | 3,173 |
| Other domestic debt securities | $161,000 | 2,036 |
| Privately issued residential mortgage-backed securities | $161,000 | 485 |
| 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 | $1,919,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,133,000 | 3,327 |
| Mortgage-backed securities | $1,504,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 3,851 |
| Issued or guaranteed by U.S. | $1,343,000 | 3,847 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $161,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $161,000 | 455 |
| 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) | $29,708,000 | 2,975 |
| Total debt securities | $27,789,000 | 3,320 |
| 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 | $28,257,000 | 3,305 |
| U.S. Government securities | $19,142,000 | 2,967 |
| U.S. Treasury securities | $2,000,000 | 873 |
| U.S. Government agency obligations | $17,142,000 | 2,991 |
| Securities issued by states & political subdivisions | $7,006,000 | 3,203 |
| Other domestic debt securities | $188,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $188,000 | 492 |
| 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 | $1,921,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,365,000 | 3,171 |
| Mortgage-backed securities | $1,086,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $898,000 | 4,033 |
| Issued or guaranteed by U.S. | $898,000 | 4,027 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $188,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $188,000 | 460 |
| 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) | $28,257,000 | 3,031 |
| Total debt securities | $26,336,000 | 3,406 |
| 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 | $27,098,000 | 3,391 |
| U.S. Government securities | $17,421,000 | 3,083 |
| U.S. Treasury securities | $1,014,000 | 924 |
| U.S. Government agency obligations | $16,407,000 | 3,065 |
| Securities issued by states & political subdivisions | $7,516,000 | 3,136 |
| Other domestic debt securities | $214,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $214,000 | 485 |
| 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 | $1,947,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,434,000 | 3,199 |
| Mortgage-backed securities | $1,201,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $987,000 | 4,037 |
| Issued or guaranteed by U.S. | $987,000 | 4,033 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $214,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $214,000 | 456 |
| 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) | $27,098,000 | 3,112 |
| Total debt securities | $25,151,000 | 3,489 |
| 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 | $29,445,000 | 3,312 |
| U.S. Government securities | $19,569,000 | 2,992 |
| U.S. Treasury securities | $1,019,000 | 953 |
| U.S. Government agency obligations | $18,550,000 | 2,959 |
| Securities issued by states & political subdivisions | $7,684,000 | 3,097 |
| Other domestic debt securities | $239,000 | 2,056 |
| Privately issued residential mortgage-backed securities | $239,000 | 499 |
| 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 | $1,953,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,153,000 | 3,162 |
| Mortgage-backed securities | $1,306,000 | 4,255 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 4,047 |
| Issued or guaranteed by U.S. | $1,067,000 | 4,041 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $239,000 | 2,955 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $239,000 | 468 |
| 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) | $29,445,000 | 3,047 |
| Total debt securities | $27,492,000 | 3,405 |
| 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 | $33,377,000 | 3,154 |
| U.S. Government securities | $23,519,000 | 2,789 |
| U.S. Treasury securities | $2,010,000 | 800 |
| U.S. Government agency obligations | $21,509,000 | 2,809 |
| Securities issued by states & political subdivisions | $7,650,000 | 3,105 |
| Other domestic debt securities | $263,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $263,000 | 490 |
| 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 | $1,945,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,106,000 | 3,327 |
| Mortgage-backed securities | $1,381,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 4,058 |
| Issued or guaranteed by U.S. | $1,118,000 | 4,053 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $263,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $263,000 | 464 |
| 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) | $33,377,000 | 2,874 |
| Total debt securities | $31,432,000 | 3,237 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $32,752,000 | 3,213 |
| U.S. Government securities | $22,893,000 | 2,853 |
| U.S. Treasury securities | $1,997,000 | 858 |
| U.S. Government agency obligations | $20,896,000 | 2,893 |
| Securities issued by states & political subdivisions | $7,637,000 | 3,135 |
| Other domestic debt securities | $287,000 | 2,009 |
| Privately issued residential mortgage-backed securities | $287,000 | 479 |
| 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 | $1,935,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,576,000 | 3,307 |
| Mortgage-backed securities | $422,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $135,000 | 4,609 |
| Issued or guaranteed by U.S. | $135,000 | 4,605 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $287,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $287,000 | 458 |
| 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) | $32,752,000 | 2,924 |
| Total debt securities | $30,817,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $31,996,000 | 3,297 |
| U.S. Government securities | $22,080,000 | 2,972 |
| U.S. Treasury securities | $2,011,000 | 805 |
| U.S. Government agency obligations | $20,069,000 | 3,025 |
| Securities issued by states & political subdivisions | $7,646,000 | 3,170 |
| Other domestic debt securities | $313,000 | 2,022 |
| Privately issued residential mortgage-backed securities | $313,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,957,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,635,000 | 3,314 |
| Mortgage-backed securities | $458,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $145,000 | 4,654 |
| Issued or guaranteed by U.S. | $145,000 | 4,649 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $313,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $313,000 | 465 |
| 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) | $31,996,000 | 3,014 |
| Total debt securities | $30,039,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $37,061,000 | 3,065 |
| U.S. Government securities | $26,500,000 | 2,761 |
| U.S. Treasury securities | $2,000,000 | 833 |
| U.S. Government agency obligations | $24,500,000 | 2,806 |
| Securities issued by states & political subdivisions | $8,271,000 | 3,083 |
| Other domestic debt securities | $335,000 | 2,032 |
| Privately issued residential mortgage-backed securities | $335,000 | 499 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,955,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,116,000 | 3,294 |
| Mortgage-backed securities | $491,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $156,000 | 4,721 |
| Issued or guaranteed by U.S. | $156,000 | 4,718 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $335,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $335,000 | 474 |
| 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) | $37,061,000 | 2,795 |
| Total debt securities | $35,106,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $37,965,000 | 3,066 |
| U.S. Government securities | $27,179,000 | 2,756 |
| U.S. Treasury securities | $2,006,000 | 810 |
| U.S. Government agency obligations | $25,173,000 | 2,808 |
| Securities issued by states & political subdivisions | $8,459,000 | 3,049 |
| Other domestic debt securities | $359,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $359,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,968,000 | 426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,657,000 | 3,252 |
| Mortgage-backed securities | $615,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $256,000 | 4,704 |
| Issued or guaranteed by U.S. | $256,000 | 4,697 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $359,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $359,000 | 501 |
| 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) | $37,965,000 | 2,804 |
| Total debt securities | $35,997,000 | 3,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $38,391,000 | 3,086 |
| U.S. Government securities | $27,524,000 | 2,760 |
| U.S. Treasury securities | $1,990,000 | 842 |
| U.S. Government agency obligations | $25,534,000 | 2,803 |
| Securities issued by states & political subdivisions | $8,525,000 | 3,055 |
| Other domestic debt securities | $381,000 | 2,090 |
| Privately issued residential mortgage-backed securities | $381,000 | 517 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,961,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,608,000 | 3,274 |
| Mortgage-backed securities | $653,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $272,000 | 4,774 |
| Issued or guaranteed by U.S. | $272,000 | 4,768 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $381,000 | 3,104 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $381,000 | 488 |
| 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) | $38,391,000 | 2,820 |
| Total debt securities | $36,430,000 | 3,165 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $34,556,000 | 3,367 |
| U.S. Government securities | $23,815,000 | 3,128 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $23,815,000 | 3,023 |
| Securities issued by states & political subdivisions | $8,383,000 | 3,115 |
| Other domestic debt securities | $401,000 | 2,142 |
| Privately issued residential mortgage-backed securities | $401,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,957,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,614,000 | 3,310 |
| Mortgage-backed securities | $700,000 | 4,897 |
| Certificates of participation in pools of residential mortgages | $299,000 | 4,842 |
| Issued or guaranteed by U.S. | $299,000 | 4,837 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $401,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $401,000 | 516 |
| 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) | $34,556,000 | 3,070 |
| Total debt securities | $32,599,000 | 3,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $35,960,000 | 3,324 |
| U.S. Government securities | $25,191,000 | 3,062 |
| U.S. Treasury securities | $1,001,000 | 974 |
| U.S. Government agency obligations | $24,190,000 | 3,045 |
| Securities issued by states & political subdivisions | $8,385,000 | 3,158 |
| Other domestic debt securities | $421,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $421,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,963,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,676,000 | 3,314 |
| Mortgage-backed securities | $745,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $324,000 | 4,871 |
| Issued or guaranteed by U.S. | $324,000 | 4,867 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $421,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $421,000 | 518 |
| 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) | $15,000 | 2,529 |
| Available-for-sale securities (fair market value) | $35,945,000 | 3,035 |
| Total debt securities | $33,997,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $30,093,000 | 3,703 |
| U.S. Government securities | $19,253,000 | 3,564 |
| U.S. Treasury securities | $1,000,000 | 873 |
| U.S. Government agency obligations | $18,253,000 | 3,563 |
| Securities issued by states & political subdivisions | $8,450,000 | 3,144 |
| Other domestic debt securities | $437,000 | 2,227 |
| Privately issued residential mortgage-backed securities | $437,000 | 559 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,953,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,182,000 | 3,265 |
| Mortgage-backed securities | $780,000 | 4,958 |
| Certificates of participation in pools of residential mortgages | $343,000 | 4,906 |
| Issued or guaranteed by U.S. | $343,000 | 4,901 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $437,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $437,000 | 535 |
| 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) | $15,000 | 2,549 |
| Available-for-sale securities (fair market value) | $30,078,000 | 3,391 |
| Total debt securities | $28,140,000 | 3,800 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $29,553,000 | 3,734 |
| U.S. Government securities | $18,830,000 | 3,600 |
| U.S. Treasury securities | $998,000 | 862 |
| U.S. Government agency obligations | $17,832,000 | 3,595 |
| Securities issued by states & political subdivisions | $8,328,000 | 3,158 |
| Other domestic debt securities | $452,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $452,000 | 589 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,943,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,714,000 | 3,324 |
| Mortgage-backed securities | $818,000 | 4,975 |
| Certificates of participation in pools of residential mortgages | $366,000 | 4,929 |
| Issued or guaranteed by U.S. | $366,000 | 4,924 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $452,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $452,000 | 561 |
| 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) | $15,000 | 2,575 |
| Available-for-sale securities (fair market value) | $29,538,000 | 3,415 |
| Total debt securities | $27,610,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $26,937,000 | 3,941 |
| U.S. Government securities | $17,210,000 | 3,796 |
| U.S. Treasury securities | $998,000 | 848 |
| U.S. Government agency obligations | $16,212,000 | 3,812 |
| Securities issued by states & political subdivisions | $7,315,000 | 3,332 |
| Other domestic debt securities | $459,000 | 2,327 |
| Privately issued residential mortgage-backed securities | $459,000 | 622 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,953,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,023,000 | 3,438 |
| Mortgage-backed securities | $857,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $398,000 | 4,951 |
| Issued or guaranteed by U.S. | $398,000 | 4,945 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $459,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $459,000 | 595 |
| 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) | $15,000 | 2,581 |
| Available-for-sale securities (fair market value) | $26,922,000 | 3,615 |
| Total debt securities | $24,984,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $27,205,000 | 3,905 |
| U.S. Government securities | $17,256,000 | 3,787 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,256,000 | 3,695 |
| Securities issued by states & political subdivisions | $7,514,000 | 3,298 |
| Other domestic debt securities | $474,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $474,000 | 638 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,961,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,526,000 | 2,679 |
| Mortgage-backed securities | $951,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $477,000 | 4,890 |
| Issued or guaranteed by U.S. | $477,000 | 4,886 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $474,000 | 3,211 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $474,000 | 612 |
| 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) | $20,000 | 2,523 |
| Available-for-sale securities (fair market value) | $27,185,000 | 3,596 |
| Total debt securities | $25,244,000 | 4,032 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $27,368,000 | 3,886 |
| U.S. Government securities | $16,944,000 | 3,841 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,944,000 | 3,747 |
| Securities issued by states & political subdivisions | $7,735,000 | 3,230 |
| Other domestic debt securities | $701,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $701,000 | 606 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,988,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,675,000 | 2,590 |
| Mortgage-backed securities | $1,299,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $598,000 | 4,866 |
| Issued or guaranteed by U.S. | $598,000 | 4,864 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $701,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $701,000 | 585 |
| 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) | $20,000 | 2,519 |
| Available-for-sale securities (fair market value) | $27,348,000 | 3,598 |
| Total debt securities | $25,380,000 | 4,033 |
| 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 | $28,009,000 | 3,816 |
| U.S. Government securities | $18,695,000 | 3,634 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,695,000 | 3,541 |
| Securities issued by states & political subdivisions | $6,731,000 | 3,398 |
| Other domestic debt securities | $589,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $589,000 | 666 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,994,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,211,000 | 2,631 |
| Mortgage-backed securities | $1,322,000 | 4,941 |
| Certificates of participation in pools of residential mortgages | $733,000 | 4,826 |
| Issued or guaranteed by U.S. | $733,000 | 4,825 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $589,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $589,000 | 643 |
| 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) | $20,000 | 2,557 |
| Available-for-sale securities (fair market value) | $27,989,000 | 3,525 |
| Total debt securities | $26,015,000 | 3,932 |
| 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 | $26,395,000 | 3,963 |
| U.S. Government securities | $19,223,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,223,000 | 3,571 |
| Securities issued by states & political subdivisions | $6,124,000 | 3,498 |
| Other domestic debt securities | $1,048,000 | 1,985 |
| Privately issued residential mortgage-backed securities | $1,048,000 | 603 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,493,000 | 2,621 |
| Mortgage-backed securities | $2,035,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $987,000 | 4,832 |
| Issued or guaranteed by U.S. | $987,000 | 4,829 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,048,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,048,000 | 580 |
| 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) | $20,000 | 2,619 |
| Available-for-sale securities (fair market value) | $26,375,000 | 3,665 |
| Total debt securities | $26,395,000 | 3,934 |
| 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 | $26,783,000 | 3,956 |
| U.S. Government securities | $19,438,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,438,000 | 3,619 |
| Securities issued by states & political subdivisions | $5,646,000 | 3,542 |
| Other domestic debt securities | $1,699,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $1,699,000 | 550 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,553,000 | 2,645 |
| Mortgage-backed securities | $2,823,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 4,796 |
| Issued or guaranteed by U.S. | $1,124,000 | 4,793 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,699,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,699,000 | 528 |
| 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) | $20,000 | 2,643 |
| Available-for-sale securities (fair market value) | $26,763,000 | 3,648 |
| Total debt securities | $26,783,000 | 3,929 |
| 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 | $28,473,000 | 3,841 |
| U.S. Government securities | $21,452,000 | 3,571 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,452,000 | 3,494 |
| Securities issued by states & political subdivisions | $5,002,000 | 3,628 |
| Other domestic debt securities | $2,019,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $2,019,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,527,000 | 2,642 |
| Mortgage-backed securities | $3,432,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $1,413,000 | 4,706 |
| Issued or guaranteed by U.S. | $1,413,000 | 4,703 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,019,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $2,019,000 | 526 |
| 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) | $20,000 | 2,704 |
| Available-for-sale securities (fair market value) | $28,453,000 | 3,559 |
| Total debt securities | $28,473,000 | 3,816 |
| 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 | $27,033,000 | 3,922 |
| U.S. Government securities | $20,147,000 | 3,625 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,147,000 | 3,549 |
| Securities issued by states & political subdivisions | $4,710,000 | 3,668 |
| Other domestic debt securities | $2,176,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $2,176,000 | 589 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,026,000 | 2,576 |
| Mortgage-backed securities | $3,816,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $1,640,000 | 4,564 |
| Issued or guaranteed by U.S. | $1,640,000 | 4,558 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,176,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $2,176,000 | 563 |
| 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) | $20,000 | 2,821 |
| Available-for-sale securities (fair market value) | $27,013,000 | 3,611 |
| Total debt securities | $27,033,000 | 3,891 |
| 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 | $24,029,000 | 4,108 |
| U.S. Government securities | $17,757,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,757,000 | 3,744 |
| Securities issued by states & political subdivisions | $3,958,000 | 3,799 |
| Other domestic debt securities | $2,314,000 | 1,502 |
| Privately issued residential mortgage-backed securities | $2,314,000 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,065,000 | 2,554 |
| Mortgage-backed securities | $4,321,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $2,007,000 | 4,398 |
| Issued or guaranteed by U.S. | $2,007,000 | 4,385 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,314,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $2,314,000 | 575 |
| 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) | $20,000 | 2,855 |
| Available-for-sale securities (fair market value) | $24,009,000 | 3,768 |
| Total debt securities | $24,029,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $26,011,000 | 3,954 |
| U.S. Government securities | $19,862,000 | 3,675 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,862,000 | 3,577 |
| Securities issued by states & political subdivisions | $3,785,000 | 3,805 |
| Other domestic debt securities | $2,364,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $2,364,000 | 611 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,498,000 | 2,648 |
| Mortgage-backed securities | $4,583,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $2,219,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,219,000 | 4,293 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,364,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $2,364,000 | 579 |
| 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) | $20,000 | 2,905 |
| Available-for-sale securities (fair market value) | $25,991,000 | 3,634 |
| Total debt securities | $26,011,000 | 3,917 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $25,565,000 | 3,983 |
| U.S. Government securities | $19,479,000 | 3,712 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,479,000 | 3,609 |
| Securities issued by states & political subdivisions | $3,717,000 | 3,790 |
| Other domestic debt securities | $2,369,000 | 1,472 |
| Privately issued residential mortgage-backed securities | $2,369,000 | 646 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,898,000 | 2,597 |
| Mortgage-backed securities | $4,736,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $2,367,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,367,000 | 4,205 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,369,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $2,369,000 | 617 |
| 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) | $20,000 | 2,925 |
| Available-for-sale securities (fair market value) | $25,545,000 | 3,666 |
| Total debt securities | $25,565,000 | 3,951 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $24,715,000 | 3,933 |
| U.S. Government securities | $18,651,000 | 3,612 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $18,651,000 | 3,512 |
| Securities issued by states & political subdivisions | $3,669,000 | 3,810 |
| Other domestic debt securities | $2,395,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $2,395,000 | 678 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,932,000 | 2,565 |
| Mortgage-backed securities | $4,553,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $2,158,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,158,000 | 4,172 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,395,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $2,395,000 | 646 |
| 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) | $20,000 | 2,954 |
| Available-for-sale securities (fair market value) | $24,695,000 | 3,626 |
| Total debt securities | $24,709,000 | 3,899 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $21,912,000 | 4,144 |
| U.S. Government securities | $17,084,000 | 3,765 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,084,000 | 3,663 |
| Securities issued by states & political subdivisions | $3,821,000 | 3,680 |
| Other domestic debt securities | $1,007,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $1,007,000 | 978 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,491,000 | 2,733 |
| Mortgage-backed securities | $3,768,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $2,761,000 | 3,956 |
| Issued or guaranteed by U.S. | $2,761,000 | 3,946 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,007,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,007,000 | 934 |
| 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) | $20,000 | 3,035 |
| Available-for-sale securities (fair market value) | $21,892,000 | 3,808 |
| Total debt securities | $21,912,000 | 4,107 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $23,367,000 | 4,033 |
| U.S. Government securities | $19,249,000 | 3,572 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,249,000 | 3,485 |
| Securities issued by states & political subdivisions | $3,920,000 | 3,590 |
| Other domestic debt securities | $198,000 | 2,862 |
| 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 | $198,000 | 1,943 |
| 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 | $11,528,000 | 2,993 |
| Mortgage-backed securities | $3,045,000 | 4,499 |
| Certificates of participation in pools of residential mortgages | $3,045,000 | 3,913 |
| Issued or guaranteed by U.S. | $3,045,000 | 3,906 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $100,000 | 2,930 |
| Available-for-sale securities (fair market value) | $23,267,000 | 3,699 |
| Total debt securities | $23,367,000 | 3,998 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $24,601,000 | 3,951 |
| U.S. Government securities | $20,482,000 | 3,501 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,482,000 | 3,416 |
| Securities issued by states & political subdivisions | $3,921,000 | 3,571 |
| Other domestic debt securities | $198,000 | 2,920 |
| 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 | $198,000 | 1,964 |
| 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 | $11,033,000 | 3,151 |
| Mortgage-backed securities | $2,327,000 | 4,795 |
| Certificates of participation in pools of residential mortgages | $2,327,000 | 4,285 |
| Issued or guaranteed by U.S. | $2,327,000 | 4,279 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $100,000 | 2,986 |
| Available-for-sale securities (fair market value) | $24,501,000 | 3,600 |
| Total debt securities | $24,601,000 | 3,921 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $24,338,000 | 3,945 |
| U.S. Government securities | $20,428,000 | 3,471 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,428,000 | 3,396 |
| Securities issued by states & political subdivisions | $3,723,000 | 3,659 |
| Other domestic debt securities | $187,000 | 2,988 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,565 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $186,000 | 2,018 |
| 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 | $10,802,000 | 3,218 |
| Mortgage-backed securities | $2,482,000 | 4,827 |
| Certificates of participation in pools of residential mortgages | $2,481,000 | 4,318 |
| Issued or guaranteed by U.S. | $2,481,000 | 4,311 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,000 | 1,486 |
| 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) | $101,000 | 3,041 |
| Available-for-sale securities (fair market value) | $24,237,000 | 3,581 |
| Total debt securities | $24,338,000 | 3,912 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $23,741,000 | 4,039 |
| U.S. Government securities | $19,636,000 | 3,539 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,636,000 | 3,463 |
| Securities issued by states & political subdivisions | $3,934,000 | 3,595 |
| Other domestic debt securities | $171,000 | 3,100 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,621 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $170,000 | 2,128 |
| 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 | $11,115,000 | 3,161 |
| Mortgage-backed securities | $2,690,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $2,689,000 | 4,344 |
| Issued or guaranteed by U.S. | $2,689,000 | 4,337 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,000 | 1,537 |
| 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) | $151,000 | 3,046 |
| Available-for-sale securities (fair market value) | $23,590,000 | 3,662 |
| Total debt securities | $23,741,000 | 4,004 |
| 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 | $24,564,000 | 3,918 |
| U.S. Government securities | $20,484,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $20,484,000 | 3,343 |
| Securities issued by states & political subdivisions | $3,929,000 | 3,552 |
| Other domestic debt securities | $151,000 | 3,208 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,637 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $150,000 | 2,237 |
| 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 | $10,254,000 | 3,313 |
| Mortgage-backed securities | $3,216,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $3,157,000 | 4,234 |
| Issued or guaranteed by U.S. | $3,157,000 | 4,220 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $59,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,246 |
| Privately issued | $1,000 | 1,553 |
| 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) | $316,000 | 2,898 |
| Available-for-sale securities (fair market value) | $24,248,000 | 3,548 |
| Total debt securities | $24,564,000 | 3,881 |
| 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 | $24,202,000 | 3,971 |
| U.S. Government securities | $20,183,000 | 3,508 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $20,183,000 | 3,440 |
| Securities issued by states & political subdivisions | $3,930,000 | 3,485 |
| Other domestic debt securities | $89,000 | 3,214 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $88,000 | 2,430 |
| 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 | $10,236,000 | 3,367 |
| Mortgage-backed securities | $3,798,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $3,731,000 | 4,132 |
| Issued or guaranteed by U.S. | $3,731,000 | 4,119 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $67,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,237 |
| Privately issued | $1,000 | 1,572 |
| 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) | $316,000 | 2,938 |
| Available-for-sale securities (fair market value) | $23,886,000 | 3,589 |
| Total debt securities | $24,202,000 | 3,939 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $25,523,000 | 3,847 |
| U.S. Government securities | $21,548,000 | 3,375 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,548,000 | 3,313 |
| Securities issued by states & political subdivisions | $3,900,000 | 3,449 |
| Other domestic debt securities | $75,000 | 3,153 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,000 | 2,378 |
| 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 | $10,148,000 | 3,419 |
| Mortgage-backed securities | $4,039,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $3,970,000 | 4,024 |
| Issued or guaranteed by U.S. | $3,970,000 | 4,011 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $69,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,237 |
| Privately issued | $1,000 | 1,530 |
| 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) | $316,000 | 2,972 |
| Available-for-sale securities (fair market value) | $25,207,000 | 3,461 |
| Total debt securities | $25,523,000 | 3,807 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $21,230,000 | 4,233 |
| U.S. Government securities | $17,228,000 | 3,873 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,228,000 | 3,799 |
| Securities issued by states & political subdivisions | $3,864,000 | 3,439 |
| Other domestic debt securities | $138,000 | 3,033 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,000 | 2,261 |
| 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 | $11,104,000 | 3,275 |
| Mortgage-backed securities | $4,256,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $4,183,000 | 3,876 |
| Issued or guaranteed by U.S. | $4,183,000 | 3,865 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $73,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,152 |
| Privately issued | $1,000 | 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) | $366,000 | 2,954 |
| Available-for-sale securities (fair market value) | $20,864,000 | 3,814 |
| Total debt securities | $21,230,000 | 4,200 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $7,973,000 | 6,334 |
| U.S. Government securities | $7,512,000 | 5,721 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,512,000 | 5,640 |
| Securities issued by states & political subdivisions | $460,000 | 5,331 |
| Other domestic debt securities | $1,000 | 3,180 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,536,000 | 4,664 |
| Mortgage-backed securities | $1,000 | 6,639 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,000 | 1,479 |
| 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) | $261,000 | 3,055 |
| Available-for-sale securities (fair market value) | $7,712,000 | 5,825 |
| Total debt securities | $7,974,000 | 6,271 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,766,000 | 6,182 |
| U.S. Government securities | $8,302,000 | 5,499 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,302,000 | 5,413 |
| Securities issued by states & political subdivisions | $463,000 | 5,343 |
| Other domestic debt securities | $1,000 | 3,150 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,296,000 | 4,709 |
| Mortgage-backed securities | $1,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $1,000 | 1,465 |
| 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) | $261,000 | 3,097 |
| Available-for-sale securities (fair market value) | $8,505,000 | 5,681 |
| Total debt securities | $8,766,000 | 6,110 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,390,000 | 6,350 |
| U.S. Government securities | $7,930,000 | 5,763 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,930,000 | 5,658 |
| Securities issued by states & political subdivisions | $459,000 | 5,367 |
| Other domestic debt securities | $1,000 | 2,996 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,743,000 | 4,586 |
| Mortgage-backed securities | $1,000 | 6,598 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,000 | 1,376 |
| 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) | $261,000 | 3,143 |
| Available-for-sale securities (fair market value) | $8,129,000 | 5,810 |
| Total debt securities | $8,390,000 | 6,287 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $8,600,000 | 6,353 |
| U.S. Government securities | $8,142,000 | 5,801 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,142,000 | 5,694 |
| Securities issued by states & political subdivisions | $457,000 | 5,393 |
| Other domestic debt securities | $1,000 | 2,968 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,724,000 | 4,632 |
| Mortgage-backed securities | $1,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,000 | 1,348 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $261,000 | 3,220 |
| Available-for-sale securities (fair market value) | $8,339,000 | 5,806 |
| Total debt securities | $8,600,000 | 6,293 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,639,000 | 6,588 |
| U.S. Government securities | $7,128,000 | 6,065 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,128,000 | 5,959 |
| Securities issued by states & political subdivisions | $510,000 | 5,349 |
| Other domestic debt securities | $1,000 | 2,925 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,703,000 | 4,666 |
| Mortgage-backed securities | $1,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,000 | 1,306 |
| 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) | $306,000 | 3,196 |
| Available-for-sale securities (fair market value) | $7,333,000 | 5,988 |
| Total debt securities | $7,639,000 | 6,532 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $8,433,000 | 6,439 |
| U.S. Government securities | $7,820,000 | 5,946 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,820,000 | 5,828 |
| Securities issued by states & political subdivisions | $612,000 | 5,307 |
| Other domestic debt securities | $1,000 | 2,956 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,956,000 | 4,599 |
| Mortgage-backed securities | $1,000 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,000 | 1,263 |
| 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) | $306,000 | 3,263 |
| Available-for-sale securities (fair market value) | $8,127,000 | 5,848 |
| Total debt securities | $8,433,000 | 6,380 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $10,261,000 | 6,120 |
| U.S. Government securities | $9,558,000 | 5,576 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,558,000 | 5,455 |
| Securities issued by states & political subdivisions | $702,000 | 5,248 |
| Other domestic debt securities | $1,000 | 3,007 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,198,000 | 4,513 |
| Mortgage-backed securities | $7,000 | 6,565 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,309 |
| Issued or guaranteed by U.S. | $6,000 | 6,285 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,000 | 1,263 |
| 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) | $306,000 | 3,336 |
| Available-for-sale securities (fair market value) | $9,955,000 | 5,538 |
| Total debt securities | $10,261,000 | 6,064 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $11,488,000 | 5,918 |
| U.S. Government securities | $10,784,000 | 5,348 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,784,000 | 5,228 |
| Securities issued by states & political subdivisions | $703,000 | 5,279 |
| Other domestic debt securities | $1,000 | 3,060 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,943,000 | 4,631 |
| Mortgage-backed securities | $15,000 | 6,555 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,269 |
| Issued or guaranteed by U.S. | $14,000 | 6,242 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,000 | 1,240 |
| 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) | $306,000 | 3,416 |
| Available-for-sale securities (fair market value) | $11,182,000 | 5,333 |
| Total debt securities | $11,488,000 | 5,860 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $14,116,000 | 5,458 |
| U.S. Government securities | $13,225,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,225,000 | 4,719 |
| Securities issued by states & political subdivisions | $890,000 | 5,136 |
| Other domestic debt securities | $1,000 | 3,145 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,174,000 | 4,562 |
| Mortgage-backed securities | $17,000 | 6,587 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,302 |
| Issued or guaranteed by U.S. | $16,000 | 6,279 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,000 | 1,259 |
| 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) | $351,000 | 3,427 |
| Available-for-sale securities (fair market value) | $13,765,000 | 4,868 |
| Total debt securities | $14,116,000 | 5,408 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $14,919,000 | 5,377 |
| U.S. Government securities | $14,023,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,023,000 | 4,596 |
| Securities issued by states & political subdivisions | $895,000 | 5,158 |
| Other domestic debt securities | $1,000 | 3,222 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,954,000 | 4,978 |
| Mortgage-backed securities | $20,000 | 6,609 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,305 |
| Issued or guaranteed by U.S. | $19,000 | 6,284 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $1,000 | 1,255 |
| 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) | $351,000 | 3,482 |
| Available-for-sale securities (fair market value) | $14,568,000 | 4,786 |
| Total debt securities | $14,919,000 | 5,325 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $16,239,000 | 5,176 |
| U.S. Government securities | $15,340,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,340,000 | 4,336 |
| Securities issued by states & political subdivisions | $898,000 | 5,178 |
| Other domestic debt securities | $1,000 | 3,321 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,958,000 | 4,969 |
| Mortgage-backed securities | $22,000 | 6,667 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,352 |
| Issued or guaranteed by U.S. | $21,000 | 6,332 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $1,000 | 1,241 |
| 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) | $351,000 | 3,550 |
| Available-for-sale securities (fair market value) | $15,888,000 | 4,560 |
| Total debt securities | $16,239,000 | 5,125 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $15,640,000 | 5,274 |
| U.S. Government securities | $14,934,000 | 4,505 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,934,000 | 4,376 |
| Securities issued by states & political subdivisions | $704,000 | 5,379 |
| Other domestic debt securities | $2,000 | 3,365 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,970,000 | 4,957 |
| Mortgage-backed securities | $26,000 | 6,675 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,363 |
| Issued or guaranteed by U.S. | $24,000 | 6,345 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,000 | 1,199 |
| 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) | $352,000 | 3,595 |
| Available-for-sale securities (fair market value) | $15,288,000 | 4,657 |
| Total debt securities | $15,640,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $16,597,000 | 5,158 |
| U.S. Government securities | $15,744,000 | 4,436 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,744,000 | 4,308 |
| Securities issued by states & political subdivisions | $851,000 | 5,212 |
| Other domestic debt securities | $2,000 | 3,416 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,992,000 | 4,934 |
| Mortgage-backed securities | $30,000 | 6,700 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,384 |
| Issued or guaranteed by U.S. | $28,000 | 6,365 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $2,000 | 1,169 |
| 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) | $497,000 | 3,531 |
| Available-for-sale securities (fair market value) | $16,100,000 | 4,562 |
| Total debt securities | $16,597,000 | 5,106 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $17,566,000 | 5,057 |
| U.S. Government securities | $16,710,000 | 4,335 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,710,000 | 4,202 |
| Securities issued by states & political subdivisions | $854,000 | 5,230 |
| Other domestic debt securities | $2,000 | 3,470 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,240,000 | 4,881 |
| Mortgage-backed securities | $33,000 | 6,769 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,447 |
| Issued or guaranteed by U.S. | $31,000 | 6,429 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,000 | 1,168 |
| 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) | $497,000 | 3,569 |
| Available-for-sale securities (fair market value) | $17,069,000 | 4,485 |
| Total debt securities | $17,566,000 | 4,999 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $17,216,000 | 5,136 |
| U.S. Government securities | $16,357,000 | 4,393 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,357,000 | 4,261 |
| Securities issued by states & political subdivisions | $857,000 | 5,238 |
| Other domestic debt securities | $2,000 | 3,525 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,281,000 | 4,840 |
| Mortgage-backed securities | $38,000 | 6,794 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,465 |
| Issued or guaranteed by U.S. | $36,000 | 6,452 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,000 | 1,167 |
| 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) | $497,000 | 3,615 |
| Available-for-sale securities (fair market value) | $16,719,000 | 4,554 |
| Total debt securities | $17,216,000 | 5,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $13,506,000 | 5,799 |
| U.S. Government securities | $12,642,000 | 5,107 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,642,000 | 4,954 |
| Securities issued by states & political subdivisions | $862,000 | 5,281 |
| Other domestic debt securities | $2,000 | 3,597 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,871,000 | 5,026 |
| Mortgage-backed securities | $43,000 | 6,814 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,473 |
| Issued or guaranteed by U.S. | $41,000 | 6,460 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $2,000 | 1,139 |
| 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) | $497,000 | 3,688 |
| Available-for-sale securities (fair market value) | $13,009,000 | 5,154 |
| Total debt securities | $13,506,000 | 5,727 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $13,065,000 | 5,934 |
| U.S. Government securities | $12,193,000 | 5,253 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,193,000 | 5,102 |
| Securities issued by states & political subdivisions | $870,000 | 5,302 |
| Other domestic debt securities | $2,000 | 3,698 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,896,000 | 5,020 |
| Mortgage-backed securities | $52,000 | 6,850 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,504 |
| Issued or guaranteed by U.S. | $50,000 | 6,491 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,903 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,000 | 1,140 |
| 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) | $507,000 | 3,690 |
| Available-for-sale securities (fair market value) | $12,558,000 | 5,296 |
| Total debt securities | $13,065,000 | 5,862 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $13,204,000 | 5,892 |
| U.S. Government securities | $12,325,000 | 5,167 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,325,000 | 5,026 |
| Securities issued by states & political subdivisions | $877,000 | 5,311 |
| Other domestic debt securities | $2,000 | 3,799 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,289,000 | 4,806 |
| Mortgage-backed securities | $67,000 | 6,827 |
| Certificates of participation in pools of residential mortgages | $65,000 | 6,467 |
| Issued or guaranteed by U.S. | $65,000 | 6,448 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,000 | 3,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $2,000 | 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) | $507,000 | 3,748 |
| Available-for-sale securities (fair market value) | $12,697,000 | 5,260 |
| Total debt securities | $13,204,000 | 5,805 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $14,369,000 | 5,733 |
| U.S. Government securities | $13,389,000 | 4,993 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,389,000 | 4,843 |
| Securities issued by states & political subdivisions | $977,000 | 5,242 |
| Other domestic debt securities | $3,000 | 3,833 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,293,000 | 4,744 |
| Mortgage-backed securities | $83,000 | 6,823 |
| Certificates of participation in pools of residential mortgages | $80,000 | 6,477 |
| Issued or guaranteed by U.S. | $80,000 | 6,455 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,000 | 4,017 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $3,000 | 1,011 |
| 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) | $508,000 | 3,783 |
| Available-for-sale securities (fair market value) | $13,861,000 | 5,087 |
| Total debt securities | $14,369,000 | 5,646 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $13,326,000 | 5,850 |
| U.S. Government securities | $12,340,000 | 5,083 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,340,000 | 4,930 |
| Securities issued by states & political subdivisions | $983,000 | 5,248 |
| Other domestic debt securities | $3,000 | 3,947 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,669,000 | 4,562 |
| Mortgage-backed securities | $98,000 | 6,836 |
| Certificates of participation in pools of residential mortgages | $95,000 | 6,482 |
| Issued or guaranteed by U.S. | $95,000 | 6,457 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $3,000 | 1,090 |
| 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) | $508,000 | 3,842 |
| Available-for-sale securities (fair market value) | $12,818,000 | 5,230 |
| Total debt securities | $13,329,000 | 5,761 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| 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 | $12,578,000 | 5,947 |
| U.S. Government securities | $11,576,000 | 5,183 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,576,000 | 5,015 |
| Securities issued by states & political subdivisions | $999,000 | 5,219 |
| Other domestic debt securities | $3,000 | 4,000 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,530,000 | 4,587 |
| Mortgage-backed securities | $136,000 | 6,792 |
| Certificates of participation in pools of residential mortgages | $133,000 | 6,397 |
| Issued or guaranteed by U.S. | $133,000 | 6,377 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,000 | 4,282 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $3,000 | 1,152 |
| 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) | $518,000 | 3,856 |
| Available-for-sale securities (fair market value) | $12,060,000 | 5,319 |
| Total debt securities | $12,578,000 | 5,849 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $13,518,000 | 5,764 |
| U.S. Government securities | $12,517,000 | 4,986 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,517,000 | 4,803 |
| Securities issued by states & political subdivisions | $998,000 | 5,164 |
| Other domestic debt securities | $3,000 | 4,066 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,476,000 | 4,622 |
| Mortgage-backed securities | $183,000 | 6,736 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,306 |
| Issued or guaranteed by U.S. | $180,000 | 6,285 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,000 | 4,366 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $3,000 | 1,183 |
| 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) | $519,000 | 3,910 |
| Available-for-sale securities (fair market value) | $12,999,000 | 5,125 |
| Total debt securities | $13,518,000 | 5,671 |
| 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 | $13,453,000 | 5,755 |
| U.S. Government securities | $12,350,000 | 5,002 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,350,000 | 4,823 |
| Securities issued by states & political subdivisions | $1,100,000 | 5,054 |
| Other domestic debt securities | $3,000 | 4,108 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,483,000 | 4,636 |
| Mortgage-backed securities | $227,000 | 6,678 |
| Certificates of participation in pools of residential mortgages | $224,000 | 6,198 |
| Issued or guaranteed by U.S. | $224,000 | 6,180 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,000 | 4,420 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $3,000 | 1,212 |
| 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) | $619,000 | 3,897 |
| Available-for-sale securities (fair market value) | $12,834,000 | 5,109 |
| Total debt securities | $13,453,000 | 5,660 |
| 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 | $10,765,000 | 6,325 |
| U.S. Government securities | $9,329,000 | 5,701 |
| U.S. Treasury securities | $2,246,000 | 1,284 |
| U.S. Government agency obligations | $7,083,000 | 6,191 |
| Securities issued by states & political subdivisions | $1,431,000 | 4,797 |
| Other domestic debt securities | $5,000 | 4,171 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,471,000 | 4,618 |
| Mortgage-backed securities | $88,000 | 7,011 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,561 |
| Issued or guaranteed by U.S. | $83,000 | 6,538 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,000 | 4,500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $5,000 | 1,301 |
| 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) | $858,000 | 3,942 |
| Available-for-sale securities (fair market value) | $9,907,000 | 5,661 |
| Total debt securities | $10,765,000 | 6,229 |
| 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 | $10,934,000 | 6,517 |
| U.S. Government securities | $9,325,000 | 6,069 |
| U.S. Treasury securities | $2,116,000 | 1,823 |
| U.S. Government agency obligations | $7,209,000 | 6,445 |
| Securities issued by states & political subdivisions | $1,367,000 | 4,954 |
| Other domestic debt securities | $6,000 | 3,920 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $236,000 | 5,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,388,000 | 4,920 |
| Mortgage-backed securities | $231,000 | 6,556 |
| Certificates of participation in pools of residential mortgages | $225,000 | 5,991 |
| Issued or guaranteed by U.S. | $225,000 | 5,971 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,000 | 4,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $6,000 | 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) | $825,000 | 4,612 |
| Available-for-sale securities (fair market value) | $10,109,000 | 5,706 |
| Total debt securities | $10,698,000 | 6,456 |
| 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 | $15,255,000 | 5,743 |
| U.S. Government securities | $13,780,000 | 5,030 |
| U.S. Treasury securities | $3,749,000 | 1,929 |
| U.S. Government agency obligations | $10,031,000 | 5,581 |
| Securities issued by states & political subdivisions | $1,240,000 | 5,327 |
| Other domestic debt securities | $8,000 | 3,878 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $227,000 | 5,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,102,000 | 5,055 |
| Mortgage-backed securities | $726,000 | 6,153 |
| Certificates of participation in pools of residential mortgages | $692,000 | 5,425 |
| Issued or guaranteed by U.S. | $692,000 | 5,415 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $34,000 | 4,384 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 4,187 |
| Privately issued | $8,000 | 1,354 |
| 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) | $755,000 | 5,082 |
| Available-for-sale securities (fair market value) | $14,500,000 | 4,848 |
| Total debt securities | $15,028,000 | 5,684 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,866,000 | 6,320 |
| U.S. Government securities | $10,968,000 | 5,794 |
| U.S. Treasury securities | $5,579,000 | 2,061 |
| U.S. Government agency obligations | $5,389,000 | 7,013 |
| Securities issued by states & political subdivisions | $1,171,000 | 5,542 |
| Other domestic debt securities | $510,000 | 2,671 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 2,294 |
| Foreign debt securities | NA | NA |
| Equity securities | $217,000 | 5,275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,252,000 | 4,682 |
| Mortgage-backed securities | $682,000 | 6,454 |
| Certificates of participation in pools of residential mortgages | $506,000 | 5,954 |
| Issued or guaranteed by U.S. | $506,000 | 5,939 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $176,000 | 4,329 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 4,172 |
| Privately issued | $12,000 | 1,366 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,089,000 | 5,359 |
| Available-for-sale securities (fair market value) | $11,777,000 | 5,316 |
| Total debt securities | $12,649,000 | 6,251 |
| 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 | $10,212,000 | 7,344 |
| U.S. Government securities | $8,732,000 | 6,965 |
| U.S. Treasury securities | $6,789,000 | 2,539 |
| U.S. Government agency obligations | $1,943,000 | 9,096 |
| Securities issued by states & political subdivisions | $1,183,000 | 5,539 |
| Other domestic debt securities | $90,000 | 3,369 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $207,000 | 5,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,210,000 | 4,884 |
| Mortgage-backed securities | $812,000 | 6,550 |
| Certificates of participation in pools of residential mortgages | $722,000 | 5,791 |
| Issued or guaranteed by U.S. | $722,000 | 5,772 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $90,000 | 4,810 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $90,000 | 1,047 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,945,000 | 5,656 |
| Available-for-sale securities (fair market value) | $8,267,000 | 6,270 |
| Total debt securities | $10,005,000 | 7,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,037,000 | 6,987 |
| U.S. Government securities | $11,557,000 | 6,470 |
| U.S. Treasury securities | $8,271,000 | 2,621 |
| U.S. Government agency obligations | $3,286,000 | 8,623 |
| Securities issued by states & political subdivisions | $1,011,000 | 6,069 |
| Other domestic debt securities | $272,000 | 3,158 |
| Privately issued residential mortgage-backed securities | $272,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $197,000 | 5,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,460,000 | 4,904 |
| Mortgage-backed securities | $1,147,000 | 6,656 |
| Certificates of participation in pools of residential mortgages | $875,000 | 6,018 |
| Issued or guaranteed by U.S. | $875,000 | 6,003 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $272,000 | 4,843 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $272,000 | 955 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,851,000 | 5,750 |
| Available-for-sale securities (fair market value) | $10,186,000 | 5,945 |
| Total debt securities | $12,840,000 | 6,915 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,172,000 | 7,221 |
| U.S. Government securities | $12,285,000 | 6,485 |
| U.S. Treasury securities | $7,969,000 | 3,292 |
| U.S. Government agency obligations | $4,316,000 | 8,122 |
| Securities issued by states & political subdivisions | $775,000 | 6,754 |
| Other domestic debt securities | $28,000 | 4,911 |
| Privately issued residential mortgage-backed securities | $28,000 | 2,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $84,000 | 6,430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,410,000 | 5,639 |
| Mortgage-backed securities | $1,116,000 | 7,152 |
| Certificates of participation in pools of residential mortgages | $888,000 | 6,251 |
| Issued or guaranteed by U.S. | $888,000 | 6,219 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $228,000 | 5,413 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 5,242 |
| Privately issued | $28,000 | 1,967 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,412,000 | 5,786 |
| Available-for-sale securities (fair market value) | $9,760,000 | 6,222 |
| Total debt securities | $13,088,000 | 7,113 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $16,000,000 | 6,831 |
| U.S. Government securities | $14,671,000 | 6,153 |
| U.S. Treasury securities | $10,809,000 | 3,174 |
| U.S. Government agency obligations | $3,862,000 | 8,477 |
| Securities issued by states & political subdivisions | $1,184,000 | 6,316 |
| Other domestic debt securities | $61,000 | 5,298 |
| Privately issued residential mortgage-backed securities | $61,000 | 2,372 |
| 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 | $84,000 | 6,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,360,000 | 5,780 |
| Mortgage-backed securities | $61,000 | 9,760 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $61,000 | 6,335 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $61,000 | 2,052 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,803,000 | 8,758 |
| Available-for-sale securities (fair market value) | $12,197,000 | 4,181 |
| Total debt securities | $15,916,000 | 6,742 |
| 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 | $17,178,000 | 6,777 |
| U.S. Government securities | $15,219,000 | 6,203 |
| U.S. Treasury securities | $12,536,000 | 2,899 |
| U.S. Government agency obligations | $2,683,000 | 9,631 |
| Securities issued by states & political subdivisions | $1,224,000 | 6,407 |
| Other domestic debt securities | $651,000 | 3,889 |
| Privately issued residential mortgage-backed securities | $651,000 | 1,511 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $84,000 | 5,957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,360,000 | 5,697 |
| Mortgage-backed securities | $807,000 | 8,741 |
| Certificates of participation in pools of residential mortgages | $156,000 | 9,190 |
| Issued or guaranteed by U.S. | $156,000 | 9,137 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $651,000 | 5,438 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $651,000 | 1,193 |
| 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 | $17,094,000 | 6,664 |
| 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 | $20,819,000 | 5,957 |
| U.S. Government securities | $17,676,000 | 5,555 |
| U.S. Treasury securities | $11,782,000 | 3,073 |
| U.S. Government agency obligations | $5,894,000 | 7,431 |
| Securities issued by states & political subdivisions | $1,153,000 | 6,284 |
| Other domestic debt securities | $1,686,000 | 3,218 |
| Privately issued residential mortgage-backed securities | $1,686,000 | 1,340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $304,000 | 3,282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,610,000 | 5,425 |
| Mortgage-backed securities | $1,983,000 | 7,671 |
| Certificates of participation in pools of residential mortgages | $297,000 | 9,164 |
| Issued or guaranteed by U.S. | $297,000 | 9,093 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,686,000 | 4,299 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $1,686,000 | 1,039 |
| 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 | $20,515,000 | 5,904 |
| 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 |