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Capital Bank, Securities
| 2018-09-30 | Rank | |
| Total securities | $10,283,000 | 4,322 |
| U.S. Government securities | $3,818,000 | 4,425 |
| U.S. Treasury securities | $1,492,000 | 1,071 |
| U.S. Government agency obligations | $2,326,000 | 4,515 |
| Securities issued by states & political subdivisions | $6,465,000 | 2,977 |
| 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 | $2,241,000 | 4,000 |
| Mortgage-backed securities | $1,334,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $260,000 | 4,010 |
| Issued or guaranteed by U.S. | $260,000 | 3,990 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,074,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $1,074,000 | 2,296 |
| 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) | $10,283,000 | 4,046 |
| Total debt securities | $10,284,000 | 4,299 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $12,856,000 | 4,164 |
| U.S. Government securities | $3,930,000 | 4,449 |
| U.S. Treasury securities | $1,492,000 | 1,050 |
| U.S. Government agency obligations | $2,438,000 | 4,538 |
| Securities issued by states & political subdivisions | $8,926,000 | 2,703 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,263,000 | 4,042 |
| Mortgage-backed securities | $1,448,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $300,000 | 4,038 |
| Issued or guaranteed by U.S. | $300,000 | 3,900 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,148,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $1,148,000 | 2,285 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,856,000 | 3,889 |
| Total debt securities | $12,855,000 | 4,140 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $15,361,000 | 3,998 |
| U.S. Government securities | $4,079,000 | 4,502 |
| U.S. Treasury securities | $993,000 | 1,120 |
| U.S. Government agency obligations | $3,086,000 | 4,496 |
| Securities issued by states & political subdivisions | $11,282,000 | 2,465 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,289,000 | 4,089 |
| Mortgage-backed securities | $1,598,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $346,000 | 4,057 |
| Issued or guaranteed by U.S. | $346,000 | 4,050 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,252,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $1,252,000 | 2,248 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $15,361,000 | 3,721 |
| Total debt securities | $15,361,000 | 3,977 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $14,121,000 | 4,166 |
| U.S. Government securities | $4,260,000 | 4,516 |
| U.S. Treasury securities | $994,000 | 1,072 |
| U.S. Government agency obligations | $3,266,000 | 4,519 |
| Securities issued by states & political subdivisions | $9,861,000 | 2,689 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,322,000 | 4,141 |
| Mortgage-backed securities | $1,777,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $403,000 | 4,075 |
| Issued or guaranteed by U.S. | $403,000 | 4,069 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,374,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $1,374,000 | 2,195 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $14,121,000 | 3,882 |
| Total debt securities | $14,121,000 | 4,142 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $14,015,000 | 4,222 |
| U.S. Government securities | $3,549,000 | 4,664 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,549,000 | 4,541 |
| Securities issued by states & political subdivisions | $10,466,000 | 2,650 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,372,000 | 4,192 |
| Mortgage-backed securities | $1,050,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $468,000 | 4,096 |
| Issued or guaranteed by U.S. | $468,000 | 4,092 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $582,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,536 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,015,000 | 3,930 |
| Total debt securities | $14,015,000 | 4,198 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $13,749,000 | 4,278 |
| U.S. Government securities | $3,678,000 | 4,698 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,678,000 | 4,576 |
| Securities issued by states & political subdivisions | $10,071,000 | 2,724 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,415,000 | 4,207 |
| Mortgage-backed securities | $1,174,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $531,000 | 4,092 |
| Issued or guaranteed by U.S. | $531,000 | 4,087 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $643,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,531 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $13,749,000 | 3,985 |
| Total debt securities | $13,748,000 | 4,260 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $13,903,000 | 4,313 |
| U.S. Government securities | $3,314,000 | 4,814 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,314,000 | 4,684 |
| Securities issued by states & political subdivisions | $10,589,000 | 2,696 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,249,000 | 4,288 |
| Mortgage-backed securities | $1,305,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $597,000 | 4,128 |
| Issued or guaranteed by U.S. | $597,000 | 4,124 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $708,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 2,545 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $13,903,000 | 4,007 |
| Total debt securities | $13,903,000 | 4,294 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $13,955,000 | 4,307 |
| U.S. Government securities | $3,461,000 | 4,802 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,461,000 | 4,685 |
| Securities issued by states & political subdivisions | $10,494,000 | 2,723 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,112,000 | 4,367 |
| Mortgage-backed securities | $1,447,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $670,000 | 4,123 |
| Issued or guaranteed by U.S. | $670,000 | 4,117 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $777,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $777,000 | 2,520 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $13,955,000 | 3,992 |
| Total debt securities | $13,955,000 | 4,290 |
| 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 | $14,937,000 | 4,268 |
| U.S. Government securities | $3,651,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,651,000 | 4,703 |
| Securities issued by states & political subdivisions | $11,286,000 | 2,622 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,101,000 | 4,428 |
| Mortgage-backed securities | $1,623,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $760,000 | 4,131 |
| Issued or guaranteed by U.S. | $760,000 | 4,128 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $863,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 2,505 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $14,937,000 | 3,946 |
| Total debt securities | $14,937,000 | 4,244 |
| 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 | $15,615,000 | 4,267 |
| U.S. Government securities | $2,869,000 | 5,057 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,869,000 | 4,942 |
| Securities issued by states & political subdivisions | $11,807,000 | 2,580 |
| Other domestic debt securities | $939,000 | 1,661 |
| Privately issued residential mortgage-backed securities | $939,000 | 356 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,109,000 | 4,516 |
| Mortgage-backed securities | $1,776,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $837,000 | 4,150 |
| Issued or guaranteed by U.S. | $837,000 | 4,145 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $939,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $939,000 | 334 |
| 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) | $15,615,000 | 3,937 |
| Total debt securities | $15,614,000 | 4,243 |
| 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 | $14,769,000 | 4,387 |
| U.S. Government securities | $4,630,000 | 4,849 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,630,000 | 4,739 |
| Securities issued by states & political subdivisions | $10,139,000 | 2,767 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,140,000 | 4,542 |
| Mortgage-backed securities | $1,948,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $921,000 | 4,151 |
| Issued or guaranteed by U.S. | $921,000 | 4,147 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,027,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 2,467 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $14,769,000 | 4,042 |
| Total debt securities | $14,769,000 | 4,369 |
| 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 | $14,903,000 | 4,438 |
| U.S. Government securities | $4,825,000 | 4,881 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,825,000 | 4,765 |
| Securities issued by states & political subdivisions | $10,078,000 | 2,802 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,173,000 | 4,575 |
| Mortgage-backed securities | $2,139,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 4,132 |
| Issued or guaranteed by U.S. | $1,027,000 | 4,129 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,112,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,473 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $14,903,000 | 4,084 |
| Total debt securities | $14,894,000 | 4,420 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $501,000 | 1,265 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $15,515,000 | 4,473 |
| U.S. Government securities | $5,023,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,023,000 | 4,832 |
| Securities issued by states & political subdivisions | $10,492,000 | 2,769 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,107,000 | 4,665 |
| Mortgage-backed securities | $2,321,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $1,110,000 | 4,153 |
| Issued or guaranteed by U.S. | $1,110,000 | 4,148 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,211,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $1,211,000 | 2,464 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,515,000 | 4,112 |
| Total debt securities | $15,514,000 | 4,448 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $498,000 | 1,507 |
| 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 | $16,211,000 | 4,495 |
| U.S. Government securities | $5,215,000 | 5,023 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,215,000 | 4,911 |
| Securities issued by states & political subdivisions | $10,996,000 | 2,716 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,131,000 | 4,696 |
| Mortgage-backed securities | $2,527,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 4,197 |
| Issued or guaranteed by U.S. | $1,218,000 | 4,194 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,309,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $1,309,000 | 2,489 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $16,211,000 | 4,131 |
| Total debt securities | $16,210,000 | 4,476 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $490,000 | 1,677 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $16,531,000 | 4,508 |
| U.S. Government securities | $5,453,000 | 5,071 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,453,000 | 4,964 |
| Securities issued by states & political subdivisions | $11,078,000 | 2,682 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,177,000 | 4,755 |
| Mortgage-backed securities | $2,754,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 4,219 |
| Issued or guaranteed by U.S. | $1,343,000 | 4,212 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,411,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $1,411,000 | 2,494 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,531,000 | 4,149 |
| Total debt securities | $16,530,000 | 4,491 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $496,000 | 1,778 |
| 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 | $17,177,000 | 4,524 |
| U.S. Government securities | $5,602,000 | 5,122 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,602,000 | 5,007 |
| Securities issued by states & political subdivisions | $11,575,000 | 2,629 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,192,000 | 4,813 |
| Mortgage-backed securities | $2,931,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $1,455,000 | 4,250 |
| Issued or guaranteed by U.S. | $1,455,000 | 4,242 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,476,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $1,476,000 | 2,511 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $17,177,000 | 4,154 |
| Total debt securities | $17,178,000 | 4,508 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $488,000 | 1,883 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $16,792,000 | 4,647 |
| U.S. Government securities | $5,876,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,876,000 | 5,052 |
| Securities issued by states & political subdivisions | $10,916,000 | 2,746 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,225,000 | 4,859 |
| Mortgage-backed securities | $3,140,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $1,572,000 | 4,303 |
| Issued or guaranteed by U.S. | $1,572,000 | 4,299 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,568,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $1,568,000 | 2,517 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $16,792,000 | 4,265 |
| Total debt securities | $16,791,000 | 4,628 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $481,000 | 1,989 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $16,800,000 | 4,711 |
| U.S. Government securities | $6,094,000 | 5,203 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,094,000 | 5,083 |
| Securities issued by states & political subdivisions | $10,706,000 | 2,789 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,273,000 | 4,878 |
| Mortgage-backed securities | $3,351,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $1,703,000 | 4,311 |
| Issued or guaranteed by U.S. | $1,703,000 | 4,308 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,648,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $1,648,000 | 2,521 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $16,800,000 | 4,311 |
| Total debt securities | $16,798,000 | 4,694 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $477,000 | 2,030 |
| 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 | $14,999,000 | 4,928 |
| U.S. Government securities | $6,294,000 | 5,194 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,294,000 | 5,089 |
| Securities issued by states & political subdivisions | $8,705,000 | 3,107 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,016,000 | 5,003 |
| Mortgage-backed securities | $3,565,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,303 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,299 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,734,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $1,734,000 | 2,499 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $14,999,000 | 4,530 |
| Total debt securities | $14,999,000 | 4,903 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $468,000 | 2,080 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $13,968,000 | 5,034 |
| U.S. Government securities | $6,011,000 | 5,248 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,011,000 | 5,149 |
| Securities issued by states & political subdivisions | $7,957,000 | 3,224 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,863,000 | 5,101 |
| Mortgage-backed securities | $3,782,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $1,962,000 | 4,279 |
| Issued or guaranteed by U.S. | $1,962,000 | 4,274 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,820,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $1,820,000 | 2,456 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $13,968,000 | 4,638 |
| Total debt securities | $13,966,000 | 5,008 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $459,000 | 2,078 |
| 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 | $12,536,000 | 5,235 |
| U.S. Government securities | $5,647,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,647,000 | 5,263 |
| Securities issued by states & political subdivisions | $6,889,000 | 3,409 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,920,000 | 5,126 |
| Mortgage-backed securities | $4,033,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $2,117,000 | 4,254 |
| Issued or guaranteed by U.S. | $2,117,000 | 4,247 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,916,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $1,916,000 | 2,427 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $12,536,000 | 4,843 |
| Total debt securities | $12,537,000 | 5,201 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $461,000 | 2,070 |
| 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 | $12,043,000 | 5,285 |
| U.S. Government securities | $3,950,000 | 5,692 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,950,000 | 5,589 |
| Securities issued by states & political subdivisions | $6,046,000 | 3,585 |
| Other domestic debt securities | $2,047,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $2,047,000 | 400 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,994,000 | 5,135 |
| Mortgage-backed securities | $4,371,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $2,324,000 | 4,169 |
| Issued or guaranteed by U.S. | $2,324,000 | 4,163 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,047,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $2,047,000 | 383 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,043,000 | 4,906 |
| Total debt securities | $12,043,000 | 5,252 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $469,000 | 2,063 |
| 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 | $12,296,000 | 5,298 |
| U.S. Government securities | $6,702,000 | 5,229 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,702,000 | 5,118 |
| Securities issued by states & political subdivisions | $5,594,000 | 3,655 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,318,000 | 5,076 |
| Mortgage-backed securities | $4,765,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $2,588,000 | 4,134 |
| Issued or guaranteed by U.S. | $2,588,000 | 4,130 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,177,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $2,177,000 | 2,461 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $12,296,000 | 4,924 |
| Total debt securities | $12,297,000 | 5,269 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $495,000 | 2,106 |
| 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 | $11,968,000 | 5,313 |
| U.S. Government securities | $7,030,000 | 5,170 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,030,000 | 5,068 |
| Securities issued by states & political subdivisions | $4,938,000 | 3,777 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,210,000 | 5,119 |
| Mortgage-backed securities | $5,085,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $2,850,000 | 4,069 |
| Issued or guaranteed by U.S. | $2,850,000 | 4,067 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,235,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $2,235,000 | 2,499 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,968,000 | 4,932 |
| Total debt securities | $11,967,000 | 5,286 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $493,000 | 2,156 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $14,054,000 | 5,146 |
| U.S. Government securities | $9,035,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,035,000 | 4,854 |
| Securities issued by states & political subdivisions | $5,019,000 | 3,746 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,816,000 | 4,985 |
| Mortgage-backed securities | $5,544,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $3,205,000 | 4,096 |
| Issued or guaranteed by U.S. | $3,205,000 | 4,094 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,339,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $2,339,000 | 2,557 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $625,000 | 2,101 |
| Available-for-sale securities (fair market value) | $13,429,000 | 4,824 |
| Total debt securities | $14,053,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,000,000 | 1,875 |
| 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 | $14,393,000 | 5,120 |
| U.S. Government securities | $9,702,000 | 4,935 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,702,000 | 4,838 |
| Securities issued by states & political subdivisions | $4,691,000 | 3,754 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,545,000 | 5,111 |
| Mortgage-backed securities | $5,913,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $3,496,000 | 4,058 |
| Issued or guaranteed by U.S. | $3,496,000 | 4,056 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,417,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $2,417,000 | 2,535 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $625,000 | 2,110 |
| Available-for-sale securities (fair market value) | $13,768,000 | 4,816 |
| Total debt securities | $14,393,000 | 5,092 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $499,000 | 2,578 |
| 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 | $15,239,000 | 5,097 |
| U.S. Government securities | $11,557,000 | 4,741 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,557,000 | 4,648 |
| Securities issued by states & political subdivisions | $3,682,000 | 3,950 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,631,000 | 5,128 |
| Mortgage-backed securities | $6,266,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $3,804,000 | 3,986 |
| Issued or guaranteed by U.S. | $3,804,000 | 3,982 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,462,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $2,462,000 | 2,548 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $625,000 | 2,154 |
| Available-for-sale securities (fair market value) | $14,614,000 | 4,764 |
| Total debt securities | $15,239,000 | 5,071 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $1,983,000 | 1,776 |
| 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 | $16,673,000 | 4,907 |
| U.S. Government securities | $12,393,000 | 4,569 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,393,000 | 4,481 |
| Securities issued by states & political subdivisions | $4,280,000 | 3,773 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,349,000 | 4,094 |
| Mortgage-backed securities | $6,561,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $4,046,000 | 3,828 |
| Issued or guaranteed by U.S. | $4,046,000 | 3,823 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,515,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $2,515,000 | 2,419 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $625,000 | 2,246 |
| Available-for-sale securities (fair market value) | $16,048,000 | 4,552 |
| Total debt securities | $16,673,000 | 4,881 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,887 |
| Fair value | $1,503,000 | 1,922 |
| 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 | $15,686,000 | 4,997 |
| U.S. Government securities | $11,736,000 | 4,634 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,736,000 | 4,541 |
| Securities issued by states & political subdivisions | $3,950,000 | 3,800 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,105,000 | 4,168 |
| Mortgage-backed securities | $4,853,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $2,283,000 | 4,285 |
| Issued or guaranteed by U.S. | $2,283,000 | 4,271 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,570,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $2,570,000 | 2,380 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,225,000 | 2,029 |
| Available-for-sale securities (fair market value) | $14,461,000 | 4,714 |
| Total debt securities | $15,686,000 | 4,968 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,991 |
| Fair value | $1,504,000 | 2,018 |
| 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 | $14,890,000 | 5,145 |
| U.S. Government securities | $10,954,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,954,000 | 4,771 |
| Securities issued by states & political subdivisions | $3,936,000 | 3,757 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,210,000 | 4,186 |
| Mortgage-backed securities | $4,074,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $2,477,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,477,000 | 4,205 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,597,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $1,597,000 | 2,614 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,225,000 | 2,050 |
| Available-for-sale securities (fair market value) | $13,665,000 | 4,859 |
| Total debt securities | $14,889,000 | 5,112 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,196 |
| Fair value | $1,506,000 | 2,212 |
| 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 | $14,002,000 | 5,246 |
| U.S. Government securities | $10,108,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,108,000 | 4,884 |
| Securities issued by states & political subdivisions | $3,894,000 | 3,736 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,251,000 | 4,154 |
| Mortgage-backed securities | $3,247,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $2,682,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,682,000 | 4,089 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $565,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 2,969 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,225,000 | 2,069 |
| Available-for-sale securities (fair market value) | $12,777,000 | 4,973 |
| Total debt securities | $14,001,000 | 5,211 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,243 |
| Fair value | $1,484,000 | 2,286 |
| 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 | $16,730,000 | 4,809 |
| U.S. Government securities | $12,823,000 | 4,412 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,823,000 | 4,289 |
| Securities issued by states & political subdivisions | $3,907,000 | 3,748 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,273,000 | 3,881 |
| Mortgage-backed securities | $3,498,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 3,933 |
| Issued or guaranteed by U.S. | $2,898,000 | 3,923 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $600,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $600,000 | 2,937 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,225,000 | 2,085 |
| Available-for-sale securities (fair market value) | $15,505,000 | 4,543 |
| Total debt securities | $16,730,000 | 4,775 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $1,975,000 | 1,943 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $15,993,000 | 4,851 |
| U.S. Government securities | $12,263,000 | 4,440 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,263,000 | 4,326 |
| Securities issued by states & political subdivisions | $3,730,000 | 3,716 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,238,000 | 3,932 |
| Mortgage-backed securities | $3,832,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $3,188,000 | 3,814 |
| Issued or guaranteed by U.S. | $3,188,000 | 3,805 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $644,000 | 3,199 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 2,892 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,805,000 | 1,981 |
| Available-for-sale securities (fair market value) | $14,188,000 | 4,639 |
| Total debt securities | $15,992,000 | 4,815 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,005,000 | 2,455 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $16,591,000 | 4,800 |
| U.S. Government securities | $12,606,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,606,000 | 4,359 |
| Securities issued by states & political subdivisions | $3,985,000 | 3,571 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,345,000 | 3,735 |
| Mortgage-backed securities | $4,138,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $3,465,000 | 3,778 |
| Issued or guaranteed by U.S. | $3,465,000 | 3,771 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $673,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 2,778 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,805,000 | 2,054 |
| Available-for-sale securities (fair market value) | $14,786,000 | 4,597 |
| Total debt securities | $16,592,000 | 4,759 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,000,000 | 2,624 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $15,141,000 | 5,009 |
| U.S. Government securities | $11,150,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,150,000 | 4,647 |
| Securities issued by states & political subdivisions | $3,991,000 | 3,554 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,449,000 | 3,791 |
| Mortgage-backed securities | $3,683,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $3,683,000 | 3,828 |
| Issued or guaranteed by U.S. | $3,683,000 | 3,821 |
| 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) | $1,805,000 | 2,077 |
| Available-for-sale securities (fair market value) | $13,336,000 | 4,806 |
| Total debt securities | $15,141,000 | 4,973 |
| 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 | $15,406,000 | 4,950 |
| U.S. Government securities | $11,422,000 | 4,714 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,422,000 | 4,611 |
| Securities issued by states & political subdivisions | $3,984,000 | 3,574 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,602,000 | 3,779 |
| Mortgage-backed securities | $3,902,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $3,902,000 | 3,839 |
| Issued or guaranteed by U.S. | $3,902,000 | 3,832 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,805,000 | 2,100 |
| Available-for-sale securities (fair market value) | $13,601,000 | 4,779 |
| Total debt securities | $15,407,000 | 4,911 |
| 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 | $16,254,000 | 4,890 |
| U.S. Government securities | $11,686,000 | 4,671 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,686,000 | 4,576 |
| Securities issued by states & political subdivisions | $4,568,000 | 3,392 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,090,000 | 3,701 |
| Mortgage-backed securities | $4,140,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $4,140,000 | 3,852 |
| Issued or guaranteed by U.S. | $4,140,000 | 3,842 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,365,000 | 2,045 |
| Available-for-sale securities (fair market value) | $13,889,000 | 4,767 |
| Total debt securities | $16,253,000 | 4,847 |
| 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 | $15,636,000 | 4,968 |
| U.S. Government securities | $10,997,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,997,000 | 4,727 |
| Securities issued by states & political subdivisions | $4,639,000 | 3,326 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,140,000 | 3,694 |
| Mortgage-backed securities | $4,340,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $4,340,000 | 3,847 |
| Issued or guaranteed by U.S. | $4,340,000 | 3,837 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,365,000 | 2,054 |
| Available-for-sale securities (fair market value) | $13,271,000 | 4,835 |
| Total debt securities | $15,636,000 | 4,922 |
| 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 | $16,954,000 | 4,807 |
| U.S. Government securities | $12,291,000 | 4,661 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,291,000 | 4,581 |
| Securities issued by states & political subdivisions | $4,663,000 | 3,245 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,201,000 | 3,913 |
| Mortgage-backed securities | $3,845,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $3,845,000 | 4,100 |
| Issued or guaranteed by U.S. | $3,845,000 | 4,090 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,077 |
| Available-for-sale securities (fair market value) | $14,589,000 | 4,661 |
| Total debt securities | $16,954,000 | 4,764 |
| Structured notes | ||
| Amortized cost | $1,401,000 | 790 |
| Fair value | $1,473,000 | 775 |
| 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 | $16,723,000 | 4,851 |
| U.S. Government securities | $12,083,000 | 4,764 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,083,000 | 4,674 |
| Securities issued by states & political subdivisions | $4,640,000 | 3,206 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,529,000 | 4,116 |
| Mortgage-backed securities | $4,053,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $4,053,000 | 3,993 |
| Issued or guaranteed by U.S. | $4,053,000 | 3,981 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,089 |
| Available-for-sale securities (fair market value) | $14,358,000 | 4,704 |
| Total debt securities | $16,722,000 | 4,812 |
| Structured notes | ||
| Amortized cost | $1,439,000 | 821 |
| Fair value | $1,479,000 | 816 |
| 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 | $15,576,000 | 4,988 |
| U.S. Government securities | $10,997,000 | 4,890 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,997,000 | 4,802 |
| Securities issued by states & political subdivisions | $4,579,000 | 3,225 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,881,000 | 4,292 |
| Mortgage-backed securities | $4,128,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $4,128,000 | 3,901 |
| Issued or guaranteed by U.S. | $4,128,000 | 3,890 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,114 |
| Available-for-sale securities (fair market value) | $13,211,000 | 4,808 |
| Total debt securities | $15,576,000 | 4,948 |
| Structured notes | ||
| Amortized cost | $1,464,000 | 800 |
| Fair value | $1,502,000 | 764 |
| 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 | $19,716,000 | 4,493 |
| U.S. Government securities | $14,285,000 | 4,340 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,285,000 | 4,269 |
| Securities issued by states & political subdivisions | $5,431,000 | 2,997 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,461,000 | 4,127 |
| Mortgage-backed securities | $4,323,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $4,323,000 | 3,847 |
| Issued or guaranteed by U.S. | $4,323,000 | 3,834 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,112 |
| Available-for-sale securities (fair market value) | $17,351,000 | 4,301 |
| Total debt securities | $19,716,000 | 4,442 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 828 |
| Fair value | $1,486,000 | 815 |
| 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 | $20,394,000 | 4,382 |
| U.S. Government securities | $15,181,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,181,000 | 4,134 |
| Securities issued by states & political subdivisions | $5,213,000 | 3,070 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,711,000 | 4,020 |
| Mortgage-backed securities | $4,742,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $4,742,000 | 3,596 |
| Issued or guaranteed by U.S. | $4,742,000 | 3,581 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,150 |
| Available-for-sale securities (fair market value) | $18,029,000 | 4,199 |
| Total debt securities | $20,394,000 | 4,323 |
| Structured notes | ||
| Amortized cost | $1,533,000 | 863 |
| Fair value | $1,569,000 | 861 |
| 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 | $18,094,000 | 4,708 |
| U.S. Government securities | $13,232,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,232,000 | 4,539 |
| Securities issued by states & political subdivisions | $4,862,000 | 3,141 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,670,000 | 4,074 |
| Mortgage-backed securities | $4,347,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $4,347,000 | 3,416 |
| Issued or guaranteed by U.S. | $4,347,000 | 3,401 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,214 |
| Available-for-sale securities (fair market value) | $15,729,000 | 4,508 |
| Total debt securities | $18,084,000 | 4,657 |
| Structured notes | ||
| Amortized cost | $2,060,000 | 1,008 |
| Fair value | $2,149,000 | 997 |
| 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 | $21,610,000 | 4,283 |
| U.S. Government securities | $16,876,000 | 4,078 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,876,000 | 3,992 |
| Securities issued by states & political subdivisions | $4,734,000 | 3,171 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,519,000 | 4,113 |
| Mortgage-backed securities | $4,431,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $4,431,000 | 3,229 |
| Issued or guaranteed by U.S. | $4,431,000 | 3,213 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,255 |
| Available-for-sale securities (fair market value) | $19,245,000 | 4,052 |
| Total debt securities | $21,610,000 | 4,234 |
| Structured notes | ||
| Amortized cost | $2,589,000 | 1,059 |
| Fair value | $2,623,000 | 1,051 |
| 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 | $21,971,000 | 4,220 |
| U.S. Government securities | $17,092,000 | 4,062 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,092,000 | 3,964 |
| Securities issued by states & political subdivisions | $4,879,000 | 3,115 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,422,000 | 4,157 |
| Mortgage-backed securities | $4,600,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $4,600,000 | 3,119 |
| Issued or guaranteed by U.S. | $4,600,000 | 3,105 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,275 |
| Available-for-sale securities (fair market value) | $19,606,000 | 3,992 |
| Total debt securities | $21,971,000 | 4,173 |
| Structured notes | ||
| Amortized cost | $2,635,000 | 1,115 |
| Fair value | $2,607,000 | 1,110 |
| 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 | $22,012,000 | 4,232 |
| U.S. Government securities | $17,100,000 | 4,084 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,100,000 | 3,983 |
| Securities issued by states & political subdivisions | $4,912,000 | 3,107 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,198,000 | 4,831 |
| Mortgage-backed securities | $3,908,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $3,908,000 | 3,349 |
| Issued or guaranteed by U.S. | $3,908,000 | 3,331 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,313 |
| Available-for-sale securities (fair market value) | $19,647,000 | 3,997 |
| Total debt securities | $22,013,000 | 4,183 |
| Structured notes | ||
| Amortized cost | $2,673,000 | 1,150 |
| Fair value | $2,693,000 | 1,143 |
| 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 | $22,676,000 | 4,193 |
| U.S. Government securities | $17,762,000 | 4,031 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,762,000 | 3,931 |
| Securities issued by states & political subdivisions | $4,914,000 | 3,147 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,193,000 | 4,848 |
| Mortgage-backed securities | $4,077,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $4,077,000 | 3,285 |
| Issued or guaranteed by U.S. | $4,077,000 | 3,271 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,365,000 | 2,362 |
| Available-for-sale securities (fair market value) | $20,311,000 | 3,951 |
| Total debt securities | $22,671,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $3,713,000 | 966 |
| Fair value | $3,713,000 | 960 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $21,156,000 | 4,428 |
| U.S. Government securities | $18,936,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,936,000 | 3,803 |
| Securities issued by states & political subdivisions | $2,220,000 | 4,177 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,882,000 | 4,656 |
| Mortgage-backed securities | $4,248,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $4,248,000 | 3,235 |
| Issued or guaranteed by U.S. | $4,248,000 | 3,219 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,156,000 | 3,870 |
| Total debt securities | $21,157,000 | 4,375 |
| Structured notes | ||
| Amortized cost | $4,252,000 | 911 |
| Fair value | $4,240,000 | 909 |
| 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 | $18,871,000 | 4,718 |
| U.S. Government securities | $16,903,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,903,000 | 4,093 |
| Securities issued by states & political subdivisions | $1,968,000 | 4,323 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $4,832,000 | 4,700 |
| Mortgage-backed securities | $3,327,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $3,327,000 | 3,552 |
| Issued or guaranteed by U.S. | $3,327,000 | 3,539 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $18,871,000 | 4,105 |
| Total debt securities | $18,872,000 | 4,666 |
| Structured notes | ||
| Amortized cost | $4,303,000 | 965 |
| Fair value | $4,223,000 | 963 |
| 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 | $13,452,000 | 5,649 |
| U.S. Government securities | $12,673,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,673,000 | 4,866 |
| Securities issued by states & political subdivisions | $779,000 | 5,266 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,462,000 | 4,787 |
| Mortgage-backed securities | $314,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $314,000 | 5,589 |
| Issued or guaranteed by U.S. | $314,000 | 5,566 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,452,000 | 4,973 |
| Total debt securities | $13,452,000 | 5,594 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,405 |
| Fair value | $2,449,000 | 1,443 |
| 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 | $12,986,000 | 5,735 |
| U.S. Government securities | $12,203,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,203,000 | 4,922 |
| Securities issued by states & political subdivisions | $783,000 | 5,286 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,465,000 | 4,769 |
| Mortgage-backed securities | $322,000 | 6,028 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,622 |
| Issued or guaranteed by U.S. | $322,000 | 5,596 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $12,986,000 | 5,050 |
| Total debt securities | $12,986,000 | 5,680 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,428 |
| Fair value | $2,451,000 | 1,448 |
| 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 | $12,073,000 | 5,887 |
| U.S. Government securities | $11,283,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,283,000 | 5,112 |
| Securities issued by states & political subdivisions | $790,000 | 5,289 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,486,000 | 5,609 |
| Mortgage-backed securities | $329,000 | 6,060 |
| Certificates of participation in pools of residential mortgages | $329,000 | 5,652 |
| Issued or guaranteed by U.S. | $329,000 | 5,630 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,073,000 | 5,186 |
| Total debt securities | $12,073,000 | 5,822 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,404 |
| Fair value | $2,469,000 | 1,417 |
| 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 | $13,118,000 | 5,737 |
| U.S. Government securities | $12,324,000 | 5,072 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,324,000 | 4,936 |
| Securities issued by states & political subdivisions | $794,000 | 5,273 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 7,091 |
| Mortgage-backed securities | $336,000 | 6,111 |
| Certificates of participation in pools of residential mortgages | $336,000 | 5,698 |
| Issued or guaranteed by U.S. | $336,000 | 5,671 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $13,118,000 | 5,042 |
| Total debt securities | $13,118,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 922 |
| Fair value | $4,474,000 | 927 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,107,000 | 6,621 |
| U.S. Government securities | $8,310,000 | 6,114 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,310,000 | 5,964 |
| Securities issued by states & political subdivisions | $797,000 | 5,284 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,974,000 | 4,996 |
| Mortgage-backed securities | $343,000 | 6,163 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,755 |
| Issued or guaranteed by U.S. | $343,000 | 5,736 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,107,000 | 5,879 |
| Total debt securities | $9,104,000 | 6,564 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 937 |
| Fair value | $4,442,000 | 934 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $9,416,000 | 6,594 |
| U.S. Government securities | $8,609,000 | 6,033 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,609,000 | 5,881 |
| Securities issued by states & political subdivisions | $807,000 | 5,288 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,010,000 | 4,940 |
| Mortgage-backed securities | $566,000 | 5,969 |
| Certificates of participation in pools of residential mortgages | $566,000 | 5,518 |
| Issued or guaranteed by U.S. | $566,000 | 5,499 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,416,000 | 5,838 |
| Total debt securities | $9,416,000 | 6,533 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 913 |
| Fair value | $4,485,000 | 909 |
| 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 | $10,761,000 | 6,337 |
| U.S. Government securities | $10,220,000 | 5,651 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,220,000 | 5,497 |
| Securities issued by states & political subdivisions | $541,000 | 5,645 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,545,000 | 3,859 |
| Mortgage-backed securities | $611,000 | 5,972 |
| Certificates of participation in pools of residential mortgages | $611,000 | 5,496 |
| Issued or guaranteed by U.S. | $611,000 | 5,479 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,761,000 | 5,582 |
| Total debt securities | $10,762,000 | 6,270 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 915 |
| Fair value | $4,504,000 | 906 |
| 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 | $10,140,000 | 6,553 |
| U.S. Government securities | $10,140,000 | 5,730 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,140,000 | 5,568 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,701,000 | 3,809 |
| Mortgage-backed securities | $627,000 | 6,018 |
| Certificates of participation in pools of residential mortgages | $627,000 | 5,541 |
| Issued or guaranteed by U.S. | $627,000 | 5,525 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,140,000 | 5,797 |
| Total debt securities | $10,137,000 | 6,481 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 907 |
| Fair value | $4,406,000 | 909 |
| 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 | $11,382,000 | 6,285 |
| U.S. Government securities | $10,781,000 | 5,547 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,781,000 | 5,405 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $601,000 | 2,848 |
| Privately issued residential mortgage-backed securities | $601,000 | 812 |
| 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 | $5,106,000 | 4,501 |
| Mortgage-backed securities | $636,000 | 6,060 |
| Certificates of participation in pools of residential mortgages | $636,000 | 5,569 |
| Issued or guaranteed by U.S. | $35,000 | 6,594 |
| Privately issued | $601,000 | 130 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,382,000 | 5,556 |
| Total debt securities | $11,380,000 | 6,201 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 941 |
| Fair value | $3,518,000 | 955 |
| 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 | $10,401,000 | 6,529 |
| U.S. Government securities | $10,401,000 | 5,679 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,401,000 | 5,520 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,919,000 | 4,893 |
| Mortgage-backed securities | $648,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $648,000 | 5,596 |
| Issued or guaranteed by U.S. | $648,000 | 5,577 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $10,401,000 | 5,778 |
| Total debt securities | $10,400,000 | 6,447 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,067 |
| Fair value | $2,510,000 | 1,066 |
| 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 | $13,073,000 | 5,902 |
| U.S. Government securities | $12,823,000 | 4,968 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,823,000 | 4,818 |
| Securities issued by states & political subdivisions | $250,000 | 6,254 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,452,000 | 4,643 |
| Mortgage-backed securities | $1,029,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 5,259 |
| Issued or guaranteed by U.S. | $1,029,000 | 5,235 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,136 |
| Available-for-sale securities (fair market value) | $12,823,000 | 5,229 |
| Total debt securities | $13,073,000 | 5,812 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 711 |
| Fair value | $3,497,000 | 707 |
| 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 | $13,273,000 | 5,823 |
| U.S. Government securities | $13,023,000 | 4,887 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,023,000 | 4,724 |
| Securities issued by states & political subdivisions | $250,000 | 6,265 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,506,000 | 4,593 |
| Mortgage-backed securities | $1,076,000 | 5,870 |
| Certificates of participation in pools of residential mortgages | $1,076,000 | 5,277 |
| Issued or guaranteed by U.S. | $1,076,000 | 5,256 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,191 |
| Available-for-sale securities (fair market value) | $13,023,000 | 5,124 |
| Total debt securities | $13,271,000 | 5,727 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 741 |
| Fair value | $2,523,000 | 724 |
| 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 | $15,988,000 | 5,331 |
| U.S. Government securities | $15,738,000 | 4,400 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $15,738,000 | 4,232 |
| Securities issued by states & political subdivisions | $250,000 | 6,261 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,575,000 | 4,588 |
| Mortgage-backed securities | $1,099,000 | 5,864 |
| Certificates of participation in pools of residential mortgages | $1,095,000 | 5,280 |
| Issued or guaranteed by U.S. | $1,095,000 | 5,260 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,000 | 4,352 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 4,130 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,260 |
| Available-for-sale securities (fair market value) | $15,738,000 | 4,645 |
| Total debt securities | $15,984,000 | 5,231 |
| Structured notes | ||
| Amortized cost | $2,496,000 | 542 |
| Fair value | $2,491,000 | 547 |
| 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 | $16,530,000 | 5,193 |
| U.S. Government securities | $16,280,000 | 4,238 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,280,000 | 4,065 |
| Securities issued by states & political subdivisions | $250,000 | 6,269 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,575,000 | 6,158 |
| Mortgage-backed securities | $2,992,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 5,193 |
| Issued or guaranteed by U.S. | $1,187,000 | 5,174 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,805,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $1,805,000 | 2,590 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,329 |
| Available-for-sale securities (fair market value) | $16,280,000 | 4,518 |
| Total debt securities | $16,525,000 | 5,107 |
| Structured notes | ||
| Amortized cost | $994,000 | 983 |
| Fair value | $992,000 | 985 |
| 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 | $11,814,000 | 6,070 |
| U.S. Government securities | $11,564,000 | 5,115 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,564,000 | 4,903 |
| Securities issued by states & political subdivisions | $250,000 | 6,415 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $684,000 | 7,012 |
| Mortgage-backed securities | $2,954,000 | 4,738 |
| Certificates of participation in pools of residential mortgages | $1,835,000 | 4,612 |
| Issued or guaranteed by U.S. | $1,835,000 | 4,592 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,119,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $1,119,000 | 3,020 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,589 |
| Available-for-sale securities (fair market value) | $11,564,000 | 5,241 |
| Total debt securities | $11,814,000 | 5,973 |
| Structured notes | ||
| Amortized cost | $988,000 | 424 |
| Fair value | $977,000 | 418 |
| 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 | $16,849,000 | 5,198 |
| U.S. Government securities | $15,736,000 | 4,373 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,736,000 | 4,072 |
| Securities issued by states & political subdivisions | $807,000 | 5,610 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $306,000 | 4,932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,155,000 | 5,598 |
| Mortgage-backed securities | $3,612,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 3,624 |
| Issued or guaranteed by U.S. | $2,519,000 | 3,610 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,093,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,605 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $807,000 | 4,627 |
| Available-for-sale securities (fair market value) | $16,042,000 | 4,419 |
| Total debt securities | $16,543,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $3,730,000 | 105 |
| Fair value | $3,692,000 | 105 |
| 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 | $16,704,000 | 5,445 |
| U.S. Government securities | $15,587,000 | 4,659 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $15,587,000 | 4,184 |
| Securities issued by states & political subdivisions | $811,000 | 5,905 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $306,000 | 4,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,384,000 | 5,453 |
| Mortgage-backed securities | $1,722,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $655,000 | 5,484 |
| Issued or guaranteed by U.S. | $655,000 | 5,473 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,067,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $1,067,000 | 2,799 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $811,000 | 5,023 |
| Available-for-sale securities (fair market value) | $15,893,000 | 4,572 |
| Total debt securities | $16,398,000 | 5,392 |
| Structured notes | ||
| Amortized cost | $3,723,000 | 152 |
| Fair value | $3,636,000 | 148 |
| 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 | $14,507,000 | 5,903 |
| U.S. Government securities | $13,648,000 | 5,089 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $13,648,000 | 4,384 |
| Securities issued by states & political subdivisions | $540,000 | 6,490 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $319,000 | 4,490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,733,000 | 4,943 |
| Mortgage-backed securities | $2,159,000 | 5,202 |
| Certificates of participation in pools of residential mortgages | $1,077,000 | 5,161 |
| Issued or guaranteed by U.S. | $1,077,000 | 5,144 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,082,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $1,082,000 | 3,021 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $790,000 | 5,593 |
| Available-for-sale securities (fair market value) | $13,717,000 | 4,885 |
| Total debt securities | $14,188,000 | 5,859 |
| Structured notes | ||
| Amortized cost | $3,967,000 | 195 |
| Fair value | $3,967,000 | 190 |
| 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 | $18,567,000 | 5,192 |
| U.S. Government securities | $17,471,000 | 4,514 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $17,471,000 | 3,585 |
| Securities issued by states & political subdivisions | $800,000 | 6,178 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $296,000 | 4,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,930,000 | 2,681 |
| Mortgage-backed securities | $1,238,000 | 6,064 |
| Certificates of participation in pools of residential mortgages | $1,238,000 | 5,079 |
| Issued or guaranteed by U.S. | $1,238,000 | 5,061 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,530,000 | 3,634 |
| Available-for-sale securities (fair market value) | $12,037,000 | 5,154 |
| Total debt securities | $18,271,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $6,248,000 | 223 |
| Fair value | $6,217,000 | 221 |
| 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 | $22,970,000 | 4,816 |
| U.S. Government securities | $22,335,000 | 4,092 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $22,335,000 | 3,067 |
| Securities issued by states & political subdivisions | $635,000 | 6,771 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,644,000 | 2,269 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,557,000 | 4,099 |
| Available-for-sale securities (fair market value) | $16,413,000 | 4,434 |
| Total debt securities | $22,970,000 | 4,711 |
| Structured notes | ||
| Amortized cost | $9,726,000 | 175 |
| Fair value | $9,602,000 | 174 |
| 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 | $20,247,000 | 5,500 |
| U.S. Government securities | $19,847,000 | 4,677 |
| U.S. Treasury securities | $1,008,000 | 8,455 |
| U.S. Government agency obligations | $18,839,000 | 3,475 |
| Securities issued by states & political subdivisions | $400,000 | 7,596 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,729,000 | 2,255 |
| Mortgage-backed securities | $4,000 | 9,508 |
| Certificates of participation in pools of residential mortgages | $4,000 | 8,878 |
| Issued or guaranteed by U.S. | $4,000 | 8,842 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,378,000 | 4,447 |
| Available-for-sale securities (fair market value) | $13,869,000 | 5,096 |
| Total debt securities | $20,247,000 | 5,401 |
| Structured notes | ||
| Amortized cost | $7,483,000 | 425 |
| Fair value | $7,215,000 | 435 |
| 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 | $15,673,000 | 6,926 |
| U.S. Government securities | $15,573,000 | 5,908 |
| U.S. Treasury securities | $1,461,000 | 8,996 |
| U.S. Government agency obligations | $14,112,000 | 4,195 |
| Securities issued by states & political subdivisions | $100,000 | 9,046 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,685,000 | 5,558 |
| Mortgage-backed securities | $5,000 | 10,047 |
| Certificates of participation in pools of residential mortgages | $5,000 | 9,355 |
| Issued or guaranteed by U.S. | $5,000 | 9,324 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,074,000 | 7,408 |
| Available-for-sale securities (fair market value) | $9,599,000 | 4,898 |
| Total debt securities | $15,673,000 | 6,808 |
| 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 | $16,138,000 | 7,063 |
| U.S. Government securities | $16,138,000 | 5,977 |
| U.S. Treasury securities | $1,028,000 | 9,809 |
| U.S. Government agency obligations | $15,110,000 | 4,154 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,005,000 | 4,618 |
| Mortgage-backed securities | $18,000 | 10,610 |
| Certificates of participation in pools of residential mortgages | $18,000 | 9,839 |
| Issued or guaranteed by U.S. | $18,000 | 9,785 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,138,000 | 6,930 |
| 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 | $19,993,000 | 6,098 |
| U.S. Government securities | $19,993,000 | 5,058 |
| U.S. Treasury securities | $2,098,000 | 8,570 |
| U.S. Government agency obligations | $17,895,000 | 3,568 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,073,000 | 4,458 |
| Mortgage-backed securities | $6,466,000 | 4,791 |
| Certificates of participation in pools of residential mortgages | $46,000 | 10,030 |
| Issued or guaranteed by U.S. | $46,000 | 9,956 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,420,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $6,420,000 | 2,047 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $19,993,000 | 5,991 |
| 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 |