Home > Citizens Bank > Securities
Citizens Bank, Securities
| 2020-09-30 | Rank | |
| Total securities | $17,087,000 | 3,528 |
| U.S. Government securities | $12,143,000 | 3,056 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $12,143,000 | 2,908 |
| Securities issued by states & political subdivisions | $4,944,000 | 3,111 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,792,000 | 3,059 |
| Mortgage-backed securities | $11,643,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $10,438,000 | 2,027 |
| Issued or guaranteed by U.S. | $10,438,000 | 1,966 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,205,000 | 1,562 |
| Commercial mortgage pass-through securities | $1,205,000 | 1,078 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $17,087,000 | 3,313 |
| Total debt securities | $17,087,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $20,327,000 | 3,291 |
| U.S. Government securities | $14,456,000 | 2,878 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $14,456,000 | 2,741 |
| Securities issued by states & political subdivisions | $5,871,000 | 2,938 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,664,000 | 3,104 |
| Mortgage-backed securities | $13,956,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $12,730,000 | 1,826 |
| Issued or guaranteed by U.S. | $12,730,000 | 1,776 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,226,000 | 1,542 |
| Commercial mortgage pass-through securities | $1,226,000 | 1,073 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $20,327,000 | 3,088 |
| Total debt securities | $20,326,000 | 3,268 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $19,085,000 | 3,356 |
| U.S. Government securities | $13,277,000 | 3,008 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,277,000 | 2,864 |
| Securities issued by states & political subdivisions | $5,808,000 | 2,866 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,371,000 | 3,273 |
| Mortgage-backed securities | $12,776,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $11,507,000 | 1,902 |
| Issued or guaranteed by U.S. | $11,507,000 | 1,847 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,269,000 | 1,513 |
| Commercial mortgage pass-through securities | $1,269,000 | 1,030 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $19,085,000 | 3,137 |
| Total debt securities | $19,086,000 | 3,332 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $19,704,000 | 3,378 |
| U.S. Government securities | $13,850,000 | 3,026 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $13,850,000 | 2,861 |
| Securities issued by states & political subdivisions | $5,854,000 | 2,852 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,405,000 | 3,313 |
| Mortgage-backed securities | $12,555,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $11,265,000 | 1,885 |
| Issued or guaranteed by U.S. | $11,265,000 | 1,834 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,290,000 | 1,477 |
| Commercial mortgage pass-through securities | $1,290,000 | 1,016 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $19,704,000 | 3,142 |
| Total debt securities | $19,704,000 | 3,354 |
| Structured notes | ||
| Amortized cost | $300,000 | 625 |
| Fair value | $299,000 | 627 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $19,232,000 | 3,458 |
| U.S. Government securities | $13,279,000 | 3,113 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,279,000 | 2,955 |
| Securities issued by states & political subdivisions | $5,953,000 | 2,859 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,541,000 | 3,353 |
| Mortgage-backed securities | $12,980,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $11,587,000 | 1,844 |
| Issued or guaranteed by U.S. | $11,587,000 | 1,789 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,393,000 | 1,442 |
| Commercial mortgage pass-through securities | $1,393,000 | 1,009 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $19,232,000 | 3,223 |
| Total debt securities | $19,232,000 | 3,437 |
| Structured notes | ||
| Amortized cost | $300,000 | 781 |
| Fair value | $299,000 | 785 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $18,403,000 | 3,567 |
| U.S. Government securities | $12,819,000 | 3,204 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,819,000 | 3,047 |
| Securities issued by states & political subdivisions | $5,584,000 | 2,989 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,026,000 | 3,323 |
| Mortgage-backed securities | $12,021,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $10,603,000 | 1,916 |
| Issued or guaranteed by U.S. | $10,603,000 | 1,881 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,418,000 | 1,435 |
| Commercial mortgage pass-through securities | $1,418,000 | 995 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $18,403,000 | 3,323 |
| Total debt securities | $18,403,000 | 3,548 |
| Structured notes | ||
| Amortized cost | $800,000 | 682 |
| Fair value | $798,000 | 684 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $17,519,000 | 3,690 |
| U.S. Government securities | $11,661,000 | 3,338 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,661,000 | 3,190 |
| Securities issued by states & political subdivisions | $5,858,000 | 2,985 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,909,000 | 3,404 |
| Mortgage-backed securities | $9,365,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $7,894,000 | 2,204 |
| Issued or guaranteed by U.S. | $7,894,000 | 2,157 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,471,000 | 1,347 |
| Commercial mortgage pass-through securities | $1,471,000 | 969 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $17,519,000 | 3,416 |
| Total debt securities | $17,520,000 | 3,666 |
| Structured notes | ||
| Amortized cost | $800,000 | 693 |
| Fair value | $796,000 | 695 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $18,865,000 | 3,623 |
| U.S. Government securities | $12,720,000 | 3,291 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,720,000 | 3,124 |
| Securities issued by states & political subdivisions | $6,145,000 | 2,995 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,493,000 | 3,494 |
| Mortgage-backed securities | $9,133,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $7,669,000 | 2,237 |
| Issued or guaranteed by U.S. | $7,669,000 | 2,203 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,464,000 | 1,325 |
| Commercial mortgage pass-through securities | $1,464,000 | 963 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $18,865,000 | 3,354 |
| Total debt securities | $18,864,000 | 3,602 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 495 |
| Fair value | $1,789,000 | 492 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $18,957,000 | 3,655 |
| U.S. Government securities | $13,128,000 | 3,289 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $13,128,000 | 3,134 |
| Securities issued by states & political subdivisions | $5,829,000 | 3,083 |
| 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 | $4,475,000 | 3,540 |
| Mortgage-backed securities | $9,559,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $8,013,000 | 2,215 |
| Issued or guaranteed by U.S. | $8,013,000 | 2,204 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,546,000 | 1,278 |
| Commercial mortgage pass-through securities | $1,546,000 | 928 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $18,957,000 | 3,378 |
| Total debt securities | $18,959,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 493 |
| Fair value | $1,782,000 | 490 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $18,107,000 | 3,769 |
| U.S. Government securities | $5,771,000 | 4,179 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,771,000 | 4,030 |
| Securities issued by states & political subdivisions | $6,238,000 | 3,071 |
| Other domestic debt securities | $6,098,000 | 849 |
| Privately issued residential mortgage-backed securities | $6,098,000 | 260 |
| 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 | $3,789,000 | 3,698 |
| Mortgage-backed securities | $9,292,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $7,667,000 | 2,296 |
| Issued or guaranteed by U.S. | $1,569,000 | 3,334 |
| Privately issued | $6,098,000 | 133 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,625,000 | 1,233 |
| Commercial mortgage pass-through securities | $1,625,000 | 891 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $18,107,000 | 3,482 |
| Total debt securities | $18,107,000 | 3,749 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 495 |
| Fair value | $1,781,000 | 493 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $19,301,000 | 3,720 |
| U.S. Government securities | $12,442,000 | 3,422 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,442,000 | 3,280 |
| Securities issued by states & political subdivisions | $6,859,000 | 3,005 |
| 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 | $4,227,000 | 3,659 |
| Mortgage-backed securities | $8,155,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $8,155,000 | 2,270 |
| Issued or guaranteed by U.S. | $8,155,000 | 2,267 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $19,301,000 | 3,439 |
| Total debt securities | $19,300,000 | 3,697 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 487 |
| Fair value | $1,781,000 | 485 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $19,486,000 | 3,756 |
| U.S. Government securities | $13,072,000 | 3,380 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,072,000 | 3,240 |
| Securities issued by states & political subdivisions | $6,414,000 | 3,150 |
| 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 | $4,043,000 | 3,751 |
| Mortgage-backed securities | $8,674,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $8,674,000 | 2,264 |
| Issued or guaranteed by U.S. | $8,674,000 | 2,261 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $19,486,000 | 3,482 |
| Total debt securities | $19,486,000 | 3,736 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 489 |
| Fair value | $1,785,000 | 489 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $20,440,000 | 3,741 |
| U.S. Government securities | $13,721,000 | 3,356 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $13,721,000 | 3,229 |
| Securities issued by states & political subdivisions | $6,719,000 | 3,142 |
| 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 | $4,074,000 | 3,795 |
| Mortgage-backed securities | $9,216,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $9,216,000 | 2,248 |
| Issued or guaranteed by U.S. | $9,216,000 | 2,246 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $20,440,000 | 3,453 |
| Total debt securities | $20,442,000 | 3,716 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 509 |
| Fair value | $1,791,000 | 510 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $20,126,000 | 3,801 |
| U.S. Government securities | $13,260,000 | 3,445 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,260,000 | 3,321 |
| Securities issued by states & political subdivisions | $6,866,000 | 3,150 |
| 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 | $4,097,000 | 3,822 |
| Mortgage-backed securities | $8,597,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $8,597,000 | 2,364 |
| Issued or guaranteed by U.S. | $8,597,000 | 2,362 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $20,126,000 | 3,507 |
| Total debt securities | $20,125,000 | 3,777 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 520 |
| Fair value | $1,790,000 | 519 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $19,884,000 | 3,871 |
| U.S. Government securities | $12,834,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $12,834,000 | 3,408 |
| Securities issued by states & political subdivisions | $7,050,000 | 3,167 |
| 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 | $4,417,000 | 3,804 |
| Mortgage-backed securities | $8,189,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $8,189,000 | 2,453 |
| Issued or guaranteed by U.S. | $8,189,000 | 2,453 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $19,884,000 | 3,564 |
| Total debt securities | $19,883,000 | 3,845 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 453 |
| Fair value | $2,285,000 | 455 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $19,791,000 | 3,876 |
| U.S. Government securities | $13,245,000 | 3,471 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,245,000 | 3,341 |
| Securities issued by states & political subdivisions | $6,546,000 | 3,266 |
| 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 | $4,401,000 | 3,832 |
| Mortgage-backed securities | $8,622,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $8,622,000 | 2,402 |
| Issued or guaranteed by U.S. | $8,622,000 | 2,400 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $19,791,000 | 3,563 |
| Total debt securities | $19,796,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 438 |
| Fair value | $2,279,000 | 441 |
| 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 | $20,740,000 | 3,818 |
| U.S. Government securities | $13,399,000 | 3,463 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,399,000 | 3,339 |
| Securities issued by states & political subdivisions | $7,341,000 | 3,157 |
| 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 | $4,393,000 | 3,879 |
| Mortgage-backed securities | $9,408,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $9,408,000 | 2,343 |
| Issued or guaranteed by U.S. | $9,408,000 | 2,343 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $20,740,000 | 3,505 |
| Total debt securities | $20,740,000 | 3,789 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 542 |
| Fair value | $1,500,000 | 548 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $20,084,000 | 3,923 |
| U.S. Government securities | $12,911,000 | 3,601 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,911,000 | 3,487 |
| Securities issued by states & political subdivisions | $7,173,000 | 3,184 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,703,000 | 3,897 |
| Mortgage-backed securities | $9,430,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $9,430,000 | 2,381 |
| Issued or guaranteed by U.S. | $9,430,000 | 2,377 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $20,084,000 | 3,607 |
| Total debt securities | $20,084,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $999,000 | 840 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $19,349,000 | 4,038 |
| U.S. Government securities | $11,460,000 | 3,869 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,460,000 | 3,736 |
| Securities issued by states & political subdivisions | $7,889,000 | 3,080 |
| 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 | $4,331,000 | 4,009 |
| Mortgage-backed securities | $8,682,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $8,682,000 | 2,488 |
| Issued or guaranteed by U.S. | $8,682,000 | 2,486 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,349,000 | 3,701 |
| Total debt securities | $19,349,000 | 4,012 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 623 |
| Fair value | $1,999,000 | 650 |
| 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 | $19,693,000 | 4,063 |
| U.S. Government securities | $11,011,000 | 3,964 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,011,000 | 3,824 |
| Securities issued by states & political subdivisions | $8,682,000 | 2,981 |
| 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 | $4,627,000 | 3,987 |
| Mortgage-backed securities | $8,243,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $8,243,000 | 2,548 |
| Issued or guaranteed by U.S. | $8,243,000 | 2,545 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,693,000 | 3,716 |
| Total debt securities | $19,693,000 | 4,034 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 708 |
| Fair value | $2,000,000 | 721 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $20,010,000 | 4,103 |
| U.S. Government securities | $11,241,000 | 4,017 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,241,000 | 3,890 |
| Securities issued by states & political subdivisions | $8,769,000 | 2,987 |
| 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 | $5,253,000 | 3,905 |
| Mortgage-backed securities | $8,143,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $8,143,000 | 2,598 |
| Issued or guaranteed by U.S. | $8,143,000 | 2,595 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $20,010,000 | 3,753 |
| Total debt securities | $20,010,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $1,998,000 | 860 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $21,452,000 | 4,082 |
| U.S. Government securities | $12,347,000 | 3,999 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,347,000 | 3,875 |
| Securities issued by states & political subdivisions | $9,105,000 | 2,950 |
| 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 | $5,038,000 | 3,992 |
| Mortgage-backed securities | $7,958,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $7,958,000 | 2,698 |
| Issued or guaranteed by U.S. | $7,958,000 | 2,694 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,452,000 | 3,731 |
| Total debt securities | $21,451,000 | 4,059 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,122 |
| Fair value | $1,488,000 | 1,143 |
| 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 | $21,376,000 | 4,131 |
| U.S. Government securities | $12,348,000 | 4,083 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,348,000 | 3,963 |
| Securities issued by states & political subdivisions | $9,028,000 | 2,958 |
| 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 | $5,263,000 | 4,007 |
| Mortgage-backed securities | $8,545,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $8,545,000 | 2,665 |
| Issued or guaranteed by U.S. | $8,545,000 | 2,662 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $21,376,000 | 3,768 |
| Total debt securities | $21,375,000 | 4,105 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,195 |
| Fair value | $1,500,000 | 1,214 |
| 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 | $19,298,000 | 4,338 |
| U.S. Government securities | $10,275,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,275,000 | 4,297 |
| Securities issued by states & political subdivisions | $9,023,000 | 2,979 |
| 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 | $5,248,000 | 4,058 |
| Mortgage-backed securities | $8,086,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $8,086,000 | 2,772 |
| Issued or guaranteed by U.S. | $8,086,000 | 2,770 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $19,298,000 | 3,979 |
| Total debt securities | $19,298,000 | 4,319 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,379 |
| Fair value | $1,188,000 | 1,381 |
| 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 | $24,716,000 | 4,012 |
| U.S. Government securities | $15,556,000 | 3,873 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,556,000 | 3,747 |
| Securities issued by states & political subdivisions | $9,160,000 | 2,987 |
| 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 | $4,511,000 | 4,274 |
| Mortgage-backed securities | $10,286,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $10,286,000 | 2,553 |
| Issued or guaranteed by U.S. | $10,286,000 | 2,549 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $24,716,000 | 3,659 |
| Total debt securities | $24,716,000 | 3,976 |
| Structured notes | ||
| Amortized cost | $3,914,000 | 854 |
| Fair value | $3,773,000 | 862 |
| 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 | $23,689,000 | 4,128 |
| U.S. Government securities | $14,720,000 | 4,028 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,720,000 | 3,913 |
| Securities issued by states & political subdivisions | $8,969,000 | 3,056 |
| 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 | $3,437,000 | 4,579 |
| Mortgage-backed securities | $9,475,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $9,475,000 | 2,710 |
| Issued or guaranteed by U.S. | $9,475,000 | 2,710 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $23,689,000 | 3,765 |
| Total debt securities | $23,690,000 | 4,098 |
| Structured notes | ||
| Amortized cost | $3,914,000 | 885 |
| Fair value | $3,748,000 | 893 |
| 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 | $24,395,000 | 4,107 |
| U.S. Government securities | $15,727,000 | 3,935 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $15,727,000 | 3,834 |
| Securities issued by states & political subdivisions | $8,668,000 | 3,109 |
| 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 | $3,200,000 | 4,668 |
| Mortgage-backed securities | $9,766,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $9,766,000 | 2,692 |
| Issued or guaranteed by U.S. | $9,766,000 | 2,692 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $24,395,000 | 3,736 |
| Total debt securities | $24,395,000 | 4,076 |
| Structured notes | ||
| Amortized cost | $4,699,000 | 780 |
| Fair value | $4,471,000 | 789 |
| 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 | $24,530,000 | 4,094 |
| U.S. Government securities | $15,941,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,941,000 | 3,808 |
| Securities issued by states & political subdivisions | $8,589,000 | 3,115 |
| 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 | $2,195,000 | 4,979 |
| Mortgage-backed securities | $10,054,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $10,054,000 | 2,656 |
| Issued or guaranteed by U.S. | $10,054,000 | 2,656 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $24,530,000 | 3,740 |
| Total debt securities | $24,529,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $4,699,000 | 767 |
| Fair value | $4,398,000 | 776 |
| 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 | $22,993,000 | 4,233 |
| U.S. Government securities | $14,372,000 | 4,120 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,372,000 | 4,019 |
| Securities issued by states & political subdivisions | $8,621,000 | 3,118 |
| 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 | $3,099,000 | 4,770 |
| Mortgage-backed securities | $8,923,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $8,923,000 | 2,799 |
| Issued or guaranteed by U.S. | $8,923,000 | 2,796 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $22,993,000 | 3,879 |
| Total debt securities | $22,993,000 | 4,203 |
| Structured notes | ||
| Amortized cost | $5,201,000 | 694 |
| Fair value | $4,954,000 | 701 |
| 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 | $25,074,000 | 4,084 |
| U.S. Government securities | $15,572,000 | 3,964 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,572,000 | 3,871 |
| Securities issued by states & political subdivisions | $9,502,000 | 2,966 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,955,000 | 4,824 |
| Mortgage-backed securities | $9,579,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $9,579,000 | 2,690 |
| Issued or guaranteed by U.S. | $9,579,000 | 2,688 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $25,074,000 | 3,749 |
| Total debt securities | $25,073,000 | 4,052 |
| Structured notes | ||
| Amortized cost | $5,203,000 | 692 |
| Fair value | $4,995,000 | 702 |
| 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 | $24,917,000 | 4,101 |
| U.S. Government securities | $15,288,000 | 4,027 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,288,000 | 3,931 |
| Securities issued by states & political subdivisions | $9,629,000 | 2,921 |
| 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 | $3,013,000 | 4,852 |
| Mortgage-backed securities | $10,945,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $10,945,000 | 2,546 |
| Issued or guaranteed by U.S. | $10,945,000 | 2,545 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $24,917,000 | 3,792 |
| Total debt securities | $24,916,000 | 4,074 |
| Structured notes | ||
| Amortized cost | $3,349,000 | 917 |
| Fair value | $3,331,000 | 924 |
| 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 | $23,470,000 | 4,165 |
| U.S. Government securities | $13,587,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,587,000 | 4,096 |
| Securities issued by states & political subdivisions | $9,883,000 | 2,859 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,161,000 | 4,491 |
| Mortgage-backed securities | $10,468,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $10,468,000 | 2,597 |
| Issued or guaranteed by U.S. | $10,468,000 | 2,595 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $23,470,000 | 3,841 |
| Total debt securities | $23,470,000 | 4,135 |
| Structured notes | ||
| Amortized cost | $2,102,000 | 1,207 |
| Fair value | $2,103,000 | 1,209 |
| 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 | $25,796,000 | 4,014 |
| U.S. Government securities | $16,346,000 | 3,956 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,346,000 | 3,875 |
| Securities issued by states & political subdivisions | $9,450,000 | 2,889 |
| 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 | $4,403,000 | 4,489 |
| Mortgage-backed securities | $11,710,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $11,710,000 | 2,585 |
| Issued or guaranteed by U.S. | $11,710,000 | 2,583 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $25,796,000 | 3,708 |
| Total debt securities | $25,796,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $2,107,000 | 1,280 |
| Fair value | $2,107,000 | 1,285 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $26,529,000 | 3,977 |
| U.S. Government securities | $18,249,000 | 3,820 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,249,000 | 3,744 |
| Securities issued by states & political subdivisions | $8,280,000 | 3,019 |
| 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 | $4,211,000 | 4,578 |
| Mortgage-backed securities | $12,244,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $12,244,000 | 2,561 |
| Issued or guaranteed by U.S. | $12,244,000 | 2,558 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $26,529,000 | 3,670 |
| Total debt securities | $26,530,000 | 3,947 |
| Structured notes | ||
| Amortized cost | $2,961,000 | 1,286 |
| Fair value | $2,962,000 | 1,284 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $28,300,000 | 3,851 |
| U.S. Government securities | $20,034,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,034,000 | 3,642 |
| Securities issued by states & political subdivisions | $8,266,000 | 2,939 |
| 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 | $3,305,000 | 4,898 |
| Mortgage-backed securities | $11,723,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $11,723,000 | 2,620 |
| Issued or guaranteed by U.S. | $11,723,000 | 2,617 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $28,300,000 | 3,568 |
| Total debt securities | $28,299,000 | 3,827 |
| Structured notes | ||
| Amortized cost | $3,967,000 | 1,232 |
| Fair value | $3,951,000 | 1,231 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $27,204,000 | 3,910 |
| U.S. Government securities | $19,131,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,131,000 | 3,661 |
| Securities issued by states & political subdivisions | $8,073,000 | 2,934 |
| 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 | $3,323,000 | 4,679 |
| Mortgage-backed securities | $8,446,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $8,446,000 | 2,942 |
| Issued or guaranteed by U.S. | $8,446,000 | 2,942 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $27,204,000 | 3,597 |
| Total debt securities | $27,203,000 | 3,881 |
| Structured notes | ||
| Amortized cost | $5,772,000 | 909 |
| Fair value | $5,775,000 | 908 |
| 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 | $26,134,000 | 3,909 |
| U.S. Government securities | $17,883,000 | 3,816 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,883,000 | 3,730 |
| Securities issued by states & political subdivisions | $8,251,000 | 2,850 |
| 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 | $3,345,000 | 4,673 |
| Mortgage-backed securities | $8,035,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $8,035,000 | 2,956 |
| Issued or guaranteed by U.S. | $8,035,000 | 2,952 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $26,134,000 | 3,597 |
| Total debt securities | $26,133,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $3,651,000 | 1,288 |
| Fair value | $3,659,000 | 1,294 |
| 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 | $25,211,000 | 4,034 |
| U.S. Government securities | $17,316,000 | 3,976 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,316,000 | 3,880 |
| Securities issued by states & political subdivisions | $7,895,000 | 2,853 |
| 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 | $2,846,000 | 4,885 |
| Mortgage-backed securities | $8,030,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $8,030,000 | 2,904 |
| Issued or guaranteed by U.S. | $8,030,000 | 2,898 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $25,211,000 | 3,708 |
| Total debt securities | $25,211,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $4,348,000 | 1,285 |
| Fair value | $4,330,000 | 1,291 |
| 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 | $24,482,000 | 4,071 |
| U.S. Government securities | $16,784,000 | 4,000 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,784,000 | 3,887 |
| Securities issued by states & political subdivisions | $7,698,000 | 2,844 |
| 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 | $2,834,000 | 4,906 |
| Mortgage-backed securities | $7,582,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $7,582,000 | 2,938 |
| Issued or guaranteed by U.S. | $7,582,000 | 2,931 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $24,482,000 | 3,748 |
| Total debt securities | $24,480,000 | 4,036 |
| Structured notes | ||
| Amortized cost | $3,848,000 | 1,491 |
| Fair value | $3,757,000 | 1,499 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $24,125,000 | 3,998 |
| U.S. Government securities | $16,390,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $16,390,000 | 3,773 |
| Securities issued by states & political subdivisions | $7,735,000 | 2,847 |
| 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 | $2,831,000 | 4,924 |
| Mortgage-backed securities | $7,855,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $7,855,000 | 2,778 |
| Issued or guaranteed by U.S. | $7,855,000 | 2,768 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $24,125,000 | 3,674 |
| Total debt securities | $24,125,000 | 3,964 |
| Structured notes | ||
| Amortized cost | $3,148,000 | 1,493 |
| Fair value | $3,046,000 | 1,505 |
| 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 | $23,483,000 | 4,005 |
| U.S. Government securities | $15,111,000 | 4,029 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $15,111,000 | 3,912 |
| Securities issued by states & political subdivisions | $8,372,000 | 2,641 |
| 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 | $2,390,000 | 5,129 |
| Mortgage-backed securities | $7,954,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $7,954,000 | 2,725 |
| Issued or guaranteed by U.S. | $7,954,000 | 2,718 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $23,483,000 | 3,679 |
| Total debt securities | $23,481,000 | 3,967 |
| Structured notes | ||
| Amortized cost | $3,299,000 | 1,477 |
| Fair value | $3,315,000 | 1,480 |
| 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 | $21,724,000 | 4,203 |
| U.S. Government securities | $14,964,000 | 4,114 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,964,000 | 4,004 |
| Securities issued by states & political subdivisions | $6,760,000 | 2,830 |
| 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 | $3,566,000 | 4,766 |
| Mortgage-backed securities | $6,714,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $6,714,000 | 2,968 |
| Issued or guaranteed by U.S. | $6,714,000 | 2,959 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $21,724,000 | 3,830 |
| Total debt securities | $21,724,000 | 4,162 |
| Structured notes | ||
| Amortized cost | $4,599,000 | 1,248 |
| Fair value | $4,625,000 | 1,248 |
| 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 | $19,961,000 | 4,460 |
| U.S. Government securities | $12,869,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,869,000 | 4,363 |
| Securities issued by states & political subdivisions | $7,092,000 | 2,741 |
| 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 | $3,206,000 | 4,947 |
| Mortgage-backed securities | $6,619,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $6,619,000 | 3,096 |
| Issued or guaranteed by U.S. | $6,619,000 | 3,089 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $19,961,000 | 4,045 |
| Total debt securities | $19,963,000 | 4,423 |
| Structured notes | ||
| Amortized cost | $2,299,000 | 1,669 |
| Fair value | $2,295,000 | 1,664 |
| 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 | $21,605,000 | 4,234 |
| U.S. Government securities | $14,479,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,479,000 | 4,116 |
| Securities issued by states & political subdivisions | $7,126,000 | 2,750 |
| 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 | $2,139,000 | 5,383 |
| Mortgage-backed securities | $7,292,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $7,292,000 | 3,024 |
| Issued or guaranteed by U.S. | $7,292,000 | 3,016 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,605,000 | 3,847 |
| Total debt securities | $21,605,000 | 4,204 |
| Structured notes | ||
| Amortized cost | $1,799,000 | 1,689 |
| Fair value | $1,771,000 | 1,690 |
| 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 | $18,802,000 | 4,570 |
| U.S. Government securities | $12,744,000 | 4,495 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,744,000 | 4,401 |
| Securities issued by states & political subdivisions | $6,058,000 | 2,982 |
| 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 | $2,161,000 | 5,414 |
| Mortgage-backed securities | $7,853,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $7,853,000 | 3,010 |
| Issued or guaranteed by U.S. | $7,853,000 | 3,000 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $18,802,000 | 4,146 |
| Total debt securities | $18,802,000 | 4,529 |
| 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 | $18,699,000 | 4,590 |
| U.S. Government securities | $13,191,000 | 4,416 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,191,000 | 4,321 |
| Securities issued by states & political subdivisions | $5,508,000 | 3,066 |
| 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 | $2,156,000 | 5,423 |
| Mortgage-backed securities | $8,535,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $8,535,000 | 2,952 |
| Issued or guaranteed by U.S. | $8,535,000 | 2,938 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $18,699,000 | 4,147 |
| Total debt securities | $18,700,000 | 4,549 |
| 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 | $18,818,000 | 4,578 |
| U.S. Government securities | $13,981,000 | 4,370 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,981,000 | 4,293 |
| Securities issued by states & political subdivisions | $4,837,000 | 3,183 |
| 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 | $2,714,000 | 5,259 |
| Mortgage-backed securities | $9,093,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $9,093,000 | 2,914 |
| Issued or guaranteed by U.S. | $9,093,000 | 2,899 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $18,818,000 | 4,128 |
| Total debt securities | $18,816,000 | 4,545 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $20,382,000 | 4,405 |
| U.S. Government securities | $15,819,000 | 4,125 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,819,000 | 4,050 |
| Securities issued by states & political subdivisions | $4,563,000 | 3,225 |
| 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 | $3,314,000 | 5,088 |
| Mortgage-backed securities | $8,996,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $8,996,000 | 2,866 |
| Issued or guaranteed by U.S. | $8,996,000 | 2,852 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $20,382,000 | 3,944 |
| Total debt securities | $20,381,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $19,522,000 | 4,449 |
| U.S. Government securities | $15,332,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,332,000 | 4,075 |
| Securities issued by states & political subdivisions | $4,190,000 | 3,337 |
| 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 | $3,316,000 | 5,108 |
| Mortgage-backed securities | $8,588,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $8,588,000 | 2,870 |
| Issued or guaranteed by U.S. | $8,588,000 | 2,858 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $19,522,000 | 3,969 |
| Total debt securities | $19,522,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $20,668,000 | 4,353 |
| U.S. Government securities | $16,357,000 | 4,028 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,357,000 | 3,964 |
| Securities issued by states & political subdivisions | $4,311,000 | 3,321 |
| 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 | $2,806,000 | 5,303 |
| Mortgage-backed securities | $8,739,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $8,739,000 | 2,844 |
| Issued or guaranteed by U.S. | $8,739,000 | 2,830 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $20,668,000 | 3,893 |
| Total debt securities | $20,668,000 | 4,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $18,460,000 | 4,625 |
| U.S. Government securities | $15,285,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,285,000 | 4,122 |
| Securities issued by states & political subdivisions | $3,175,000 | 3,715 |
| 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 | $1,234,000 | 5,975 |
| Mortgage-backed securities | $7,975,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $7,975,000 | 2,862 |
| Issued or guaranteed by U.S. | $7,975,000 | 2,851 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $18,460,000 | 4,150 |
| Total debt securities | $18,460,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $18,137,000 | 4,700 |
| U.S. Government securities | $14,795,000 | 4,328 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,795,000 | 4,237 |
| Securities issued by states & political subdivisions | $3,342,000 | 3,647 |
| 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 | $1,525,000 | 5,893 |
| Mortgage-backed securities | $6,408,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $6,408,000 | 2,892 |
| Issued or guaranteed by U.S. | $6,408,000 | 2,877 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $18,137,000 | 4,176 |
| Total debt securities | $18,138,000 | 4,649 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $16,695,000 | 4,924 |
| U.S. Government securities | $13,928,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,928,000 | 4,481 |
| Securities issued by states & political subdivisions | $2,767,000 | 3,890 |
| 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 | $1,258,000 | 6,047 |
| Mortgage-backed securities | $5,972,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $5,972,000 | 2,853 |
| Issued or guaranteed by U.S. | $5,972,000 | 2,839 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $16,695,000 | 4,367 |
| Total debt securities | $16,694,000 | 4,879 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $16,649,000 | 4,938 |
| U.S. Government securities | $13,368,000 | 4,716 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,368,000 | 4,604 |
| Securities issued by states & political subdivisions | $3,281,000 | 3,664 |
| 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 | $519,000 | 6,467 |
| Mortgage-backed securities | $6,032,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $6,032,000 | 2,753 |
| Issued or guaranteed by U.S. | $6,032,000 | 2,740 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,649,000 | 4,370 |
| Total debt securities | $16,650,000 | 4,896 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $17,432,000 | 4,862 |
| U.S. Government securities | $13,831,000 | 4,648 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,831,000 | 4,527 |
| Securities issued by states & political subdivisions | $3,601,000 | 3,565 |
| 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 | $536,000 | 6,488 |
| Mortgage-backed securities | $5,292,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $5,292,000 | 2,930 |
| Issued or guaranteed by U.S. | $5,292,000 | 2,915 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $17,432,000 | 4,280 |
| Total debt securities | $17,432,000 | 4,811 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,465,000 | 1,691 |
| 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 | $17,522,000 | 4,901 |
| U.S. Government securities | $14,017,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,017,000 | 4,528 |
| Securities issued by states & political subdivisions | $3,505,000 | 3,606 |
| 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 | $2,264,000 | 5,628 |
| Mortgage-backed securities | $5,300,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $5,300,000 | 2,931 |
| Issued or guaranteed by U.S. | $5,300,000 | 2,917 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $17,522,000 | 4,322 |
| Total debt securities | $17,522,000 | 4,854 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,465,000 | 1,780 |
| 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 | $16,368,000 | 5,123 |
| U.S. Government securities | $13,137,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,137,000 | 4,747 |
| Securities issued by states & political subdivisions | $3,231,000 | 3,689 |
| 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 | $2,388,000 | 5,626 |
| Mortgage-backed securities | $5,016,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $5,016,000 | 3,004 |
| Issued or guaranteed by U.S. | $5,016,000 | 2,990 |
| 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) | $16,368,000 | 4,509 |
| Total debt securities | $16,368,000 | 5,086 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,459,000 | 1,876 |
| 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 | $16,825,000 | 5,037 |
| U.S. Government securities | $13,735,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,735,000 | 4,612 |
| Securities issued by states & political subdivisions | $3,090,000 | 3,739 |
| 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 | $1,951,000 | 5,882 |
| Mortgage-backed securities | $5,124,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $5,124,000 | 2,982 |
| Issued or guaranteed by U.S. | $5,124,000 | 2,970 |
| 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) | $16,825,000 | 4,393 |
| Total debt securities | $16,824,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,783 |
| Fair value | $1,623,000 | 1,796 |
| 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 | $17,101,000 | 5,036 |
| U.S. Government securities | $13,754,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,754,000 | 4,661 |
| Securities issued by states & political subdivisions | $3,347,000 | 3,658 |
| 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 | $2,106,000 | 5,739 |
| Mortgage-backed securities | $5,479,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $5,479,000 | 2,947 |
| Issued or guaranteed by U.S. | $5,479,000 | 2,933 |
| 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) | $17,101,000 | 4,391 |
| Total debt securities | $17,111,000 | 4,977 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,787 |
| Fair value | $1,639,000 | 1,798 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $16,233,000 | 5,179 |
| U.S. Government securities | $12,715,000 | 4,991 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,715,000 | 4,841 |
| Securities issued by states & political subdivisions | $3,518,000 | 3,614 |
| 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 | $2,274,000 | 5,692 |
| Mortgage-backed securities | $5,287,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $5,287,000 | 3,036 |
| Issued or guaranteed by U.S. | $5,287,000 | 3,024 |
| 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) | $16,233,000 | 4,513 |
| Total debt securities | $16,233,000 | 5,127 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,773 |
| Fair value | $1,645,000 | 1,783 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $16,419,000 | 5,138 |
| U.S. Government securities | $12,736,000 | 4,959 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,736,000 | 4,813 |
| Securities issued by states & political subdivisions | $3,683,000 | 3,537 |
| 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 | $2,589,000 | 5,565 |
| Mortgage-backed securities | $5,724,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $5,724,000 | 2,949 |
| Issued or guaranteed by U.S. | $5,724,000 | 2,937 |
| 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) | $16,419,000 | 4,473 |
| Total debt securities | $16,418,000 | 5,088 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,742 |
| Fair value | $1,671,000 | 1,751 |
| 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 | $17,254,000 | 5,066 |
| U.S. Government securities | $13,329,000 | 4,870 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,329,000 | 4,728 |
| Securities issued by states & political subdivisions | $3,925,000 | 3,437 |
| 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 | $2,641,000 | 5,518 |
| Mortgage-backed securities | $6,282,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $6,282,000 | 2,901 |
| Issued or guaranteed by U.S. | $6,282,000 | 2,889 |
| 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) | $17,254,000 | 4,417 |
| Total debt securities | $17,254,000 | 5,016 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,740 |
| Fair value | $1,678,000 | 1,750 |
| 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 | $18,193,000 | 4,965 |
| U.S. Government securities | $13,938,000 | 4,820 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,938,000 | 4,676 |
| Securities issued by states & political subdivisions | $4,255,000 | 3,299 |
| 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 | $2,222,000 | 5,774 |
| Mortgage-backed securities | $6,735,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $6,735,000 | 2,881 |
| Issued or guaranteed by U.S. | $6,735,000 | 2,871 |
| 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) | $18,193,000 | 4,327 |
| Total debt securities | $18,193,000 | 4,916 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,705 |
| Fair value | $1,646,000 | 1,712 |
| 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 | $18,875,000 | 4,895 |
| U.S. Government securities | $14,080,000 | 4,814 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,080,000 | 4,665 |
| Securities issued by states & political subdivisions | $4,795,000 | 3,134 |
| 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 | $2,648,000 | 5,560 |
| Mortgage-backed securities | $7,364,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $7,364,000 | 2,771 |
| Issued or guaranteed by U.S. | $7,364,000 | 2,764 |
| 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) | $18,875,000 | 4,256 |
| Total debt securities | $18,875,000 | 4,834 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,670 |
| Fair value | $1,672,000 | 1,678 |
| 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 | $18,817,000 | 4,866 |
| U.S. Government securities | $14,547,000 | 4,711 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,547,000 | 4,566 |
| Securities issued by states & political subdivisions | $4,270,000 | 3,322 |
| 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 | $3,830,000 | 5,044 |
| Mortgage-backed securities | $7,486,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $7,486,000 | 2,782 |
| Issued or guaranteed by U.S. | $7,486,000 | 2,775 |
| 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) | $18,817,000 | 4,233 |
| Total debt securities | $18,817,000 | 4,806 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,333 |
| Fair value | $2,684,000 | 1,339 |
| 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 | $17,459,000 | 5,177 |
| U.S. Government securities | $13,404,000 | 5,008 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,404,000 | 4,854 |
| Securities issued by states & political subdivisions | $4,055,000 | 3,398 |
| 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 | $4,207,000 | 4,885 |
| Mortgage-backed securities | $7,158,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $7,158,000 | 2,894 |
| Issued or guaranteed by U.S. | $7,158,000 | 2,886 |
| 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) | $17,459,000 | 4,519 |
| Total debt securities | $17,459,000 | 5,106 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,306 |
| Fair value | $2,630,000 | 1,312 |
| 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 | $18,871,000 | 4,937 |
| U.S. Government securities | $14,699,000 | 4,716 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,699,000 | 4,572 |
| Securities issued by states & political subdivisions | $4,172,000 | 3,371 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,913,000 | 4,587 |
| Mortgage-backed securities | $8,299,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $8,299,000 | 2,688 |
| Issued or guaranteed by U.S. | $8,299,000 | 2,677 |
| Privately issued | $0 | 230 |
| 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) | $18,871,000 | 4,310 |
| Total debt securities | $18,871,000 | 4,862 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,145 |
| Fair value | $2,696,000 | 1,155 |
| 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 | $19,660,000 | 4,856 |
| U.S. Government securities | $15,862,000 | 4,535 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,862,000 | 4,387 |
| Securities issued by states & political subdivisions | $3,798,000 | 3,501 |
| 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 | $5,051,000 | 4,456 |
| Mortgage-backed securities | $8,984,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $8,984,000 | 2,584 |
| Issued or guaranteed by U.S. | $8,984,000 | 2,572 |
| 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) | $19,660,000 | 4,243 |
| Total debt securities | $19,661,000 | 4,780 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,033 |
| Fair value | $2,667,000 | 1,037 |
| 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 | $20,391,000 | 4,681 |
| U.S. Government securities | $16,585,000 | 4,284 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,585,000 | 4,112 |
| Securities issued by states & political subdivisions | $3,806,000 | 3,504 |
| 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 | $5,060,000 | 4,401 |
| Mortgage-backed securities | $9,789,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $9,789,000 | 2,424 |
| Issued or guaranteed by U.S. | $9,789,000 | 2,415 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $20,391,000 | 4,068 |
| Total debt securities | $20,391,000 | 4,609 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 880 |
| Fair value | $2,664,000 | 884 |
| 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 | $19,309,000 | 4,793 |
| U.S. Government securities | $16,170,000 | 4,254 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $16,170,000 | 4,099 |
| Securities issued by states & political subdivisions | $3,139,000 | 3,766 |
| 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 | $5,031,000 | 4,382 |
| Mortgage-backed securities | $10,855,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $10,855,000 | 2,286 |
| Issued or guaranteed by U.S. | $10,855,000 | 2,276 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $19,309,000 | 4,171 |
| Total debt securities | $19,309,000 | 4,697 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,008 |
| Fair value | $1,508,000 | 1,035 |
| 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 | $18,546,000 | 4,884 |
| U.S. Government securities | $15,457,000 | 4,441 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $15,457,000 | 4,276 |
| Securities issued by states & political subdivisions | $3,089,000 | 3,719 |
| 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 | $5,507,000 | 4,242 |
| Mortgage-backed securities | $8,778,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $8,778,000 | 2,563 |
| Issued or guaranteed by U.S. | $8,778,000 | 2,548 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $18,546,000 | 4,230 |
| Total debt securities | $18,547,000 | 4,789 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 756 |
| Fair value | $1,481,000 | 808 |
| 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 | $17,058,000 | 5,106 |
| U.S. Government securities | $13,677,000 | 4,730 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,677,000 | 4,552 |
| Securities issued by states & political subdivisions | $3,232,000 | 3,645 |
| Other domestic debt securities | $149,000 | 3,819 |
| Privately issued residential mortgage-backed securities | $149,000 | 1,093 |
| 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 | $5,175,000 | 4,356 |
| Mortgage-backed securities | $9,020,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $8,871,000 | 2,506 |
| Issued or guaranteed by U.S. | $8,871,000 | 2,490 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $149,000 | 4,040 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $149,000 | 977 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,058,000 | 4,407 |
| Total debt securities | $17,058,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 609 |
| Fair value | $1,480,000 | 664 |
| 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 | $19,043,000 | 4,673 |
| U.S. Government securities | $16,164,000 | 4,158 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,164,000 | 3,968 |
| Securities issued by states & political subdivisions | $2,355,000 | 4,074 |
| Other domestic debt securities | $524,000 | 3,323 |
| Privately issued residential mortgage-backed securities | $212,000 | 1,140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $312,000 | 3,125 |
| 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 | $5,642,000 | 4,153 |
| Mortgage-backed securities | $10,128,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $9,916,000 | 2,124 |
| Issued or guaranteed by U.S. | $9,916,000 | 2,110 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $212,000 | 4,099 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $212,000 | 1,023 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $19,043,000 | 3,965 |
| Total debt securities | $19,044,000 | 4,586 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $982,000 | 407 |
| 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 | $16,974,000 | 5,174 |
| U.S. Government securities | $15,053,000 | 4,512 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,053,000 | 4,222 |
| Securities issued by states & political subdivisions | $1,542,000 | 4,787 |
| Other domestic debt securities | $279,000 | 3,291 |
| 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 | $279,000 | 2,873 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,589,000 | 3,504 |
| Mortgage-backed securities | $3,355,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $3,355,000 | 3,221 |
| Issued or guaranteed by U.S. | $3,355,000 | 3,206 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,974,000 | 4,253 |
| Total debt securities | $16,874,000 | 5,070 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $17,328,000 | 5,308 |
| U.S. Government securities | $15,320,000 | 4,704 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $15,320,000 | 4,238 |
| Securities issued by states & political subdivisions | $1,731,000 | 4,853 |
| Other domestic debt securities | $277,000 | 3,172 |
| Privately issued residential mortgage-backed securities | $277,000 | 1,066 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,451,000 | 4,104 |
| Mortgage-backed securities | $4,015,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $3,738,000 | 3,232 |
| Issued or guaranteed by U.S. | $3,738,000 | 3,219 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $277,000 | 3,856 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $277,000 | 935 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $17,328,000 | 4,291 |
| Total debt securities | $17,328,000 | 5,198 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,979,000 | 6,532 |
| U.S. Government securities | $11,006,000 | 5,781 |
| U.S. Treasury securities | $403,000 | 6,237 |
| U.S. Government agency obligations | $10,603,000 | 5,098 |
| Securities issued by states & political subdivisions | $638,000 | 6,323 |
| Other domestic debt securities | $335,000 | 2,958 |
| Privately issued residential mortgage-backed securities | $335,000 | 998 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,265,000 | 3,796 |
| Mortgage-backed securities | $3,321,000 | 4,576 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 3,816 |
| Issued or guaranteed by U.S. | $2,986,000 | 3,798 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $335,000 | 4,030 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $335,000 | 853 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,979,000 | 5,261 |
| Total debt securities | $11,979,000 | 6,414 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,894,000 | 6,026 |
| U.S. Government securities | $13,860,000 | 5,310 |
| U.S. Treasury securities | $1,702,000 | 5,508 |
| U.S. Government agency obligations | $12,158,000 | 4,620 |
| Securities issued by states & political subdivisions | $1,034,000 | 5,750 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,765,000 | 4,155 |
| Mortgage-backed securities | $119,000 | 7,826 |
| Certificates of participation in pools of residential mortgages | $119,000 | 7,206 |
| Issued or guaranteed by U.S. | $119,000 | 7,180 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $14,894,000 | 4,515 |
| Total debt securities | $14,894,000 | 5,902 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $199,000 | 2,680 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,803,000 | 6,477 |
| U.S. Government securities | $13,548,000 | 5,877 |
| U.S. Treasury securities | $3,603,000 | 4,595 |
| U.S. Government agency obligations | $9,945,000 | 5,526 |
| Securities issued by states & political subdivisions | $1,255,000 | 5,704 |
| 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 | $3,609,000 | 5,403 |
| Mortgage-backed securities | $222,000 | 8,120 |
| Certificates of participation in pools of residential mortgages | $222,000 | 7,399 |
| Issued or guaranteed by U.S. | $222,000 | 7,381 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $14,803,000 | 4,756 |
| Total debt securities | $14,803,000 | 6,349 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $197,000 | 3,435 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,804,000 | 7,021 |
| U.S. Government securities | $12,185,000 | 6,525 |
| U.S. Treasury securities | $3,118,000 | 5,873 |
| U.S. Government agency obligations | $9,067,000 | 5,838 |
| Securities issued by states & political subdivisions | $1,619,000 | 5,386 |
| 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 | $3,152,000 | 5,823 |
| Mortgage-backed securities | $448,000 | 8,091 |
| Certificates of participation in pools of residential mortgages | $448,000 | 7,121 |
| Issued or guaranteed by U.S. | $448,000 | 7,087 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $13,804,000 | 5,112 |
| Total debt securities | $13,804,000 | 6,893 |
| Structured notes | ||
| Amortized cost | $547,000 | 3,368 |
| Fair value | $543,000 | 3,361 |
| 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 | $14,891,000 | 7,149 |
| U.S. Government securities | $12,814,000 | 6,691 |
| U.S. Treasury securities | $4,465,000 | 5,908 |
| U.S. Government agency obligations | $8,349,000 | 6,035 |
| Securities issued by states & political subdivisions | $2,077,000 | 5,100 |
| 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 | $2,812,000 | 6,249 |
| Mortgage-backed securities | $246,000 | 9,106 |
| Certificates of participation in pools of residential mortgages | $246,000 | 8,165 |
| Issued or guaranteed by U.S. | $246,000 | 8,140 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $14,891,000 | 3,597 |
| Total debt securities | $14,891,000 | 7,047 |
| 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 | $10,958,000 | 8,732 |
| U.S. Government securities | $8,621,000 | 8,615 |
| U.S. Treasury securities | $1,797,000 | 8,801 |
| U.S. Government agency obligations | $6,824,000 | 6,903 |
| Securities issued by states & political subdivisions | $2,337,000 | 4,911 |
| 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 | $1,584,000 | 7,595 |
| Mortgage-backed securities | $377,000 | 9,502 |
| Certificates of participation in pools of residential mortgages | $377,000 | 8,434 |
| Issued or guaranteed by U.S. | $377,000 | 8,376 |
| 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 | $10,958,000 | 8,593 |
| 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 | $8,622,000 | 9,744 |
| U.S. Government securities | $6,311,000 | 9,962 |
| U.S. Treasury securities | $1,802,000 | 9,081 |
| U.S. Government agency obligations | $4,509,000 | 8,321 |
| Securities issued by states & political subdivisions | $2,311,000 | 4,697 |
| 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 | $2,704,000 | 6,287 |
| Mortgage-backed securities | $563,000 | 9,644 |
| Certificates of participation in pools of residential mortgages | $563,000 | 8,426 |
| Issued or guaranteed by U.S. | $563,000 | 8,361 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,622,000 | 9,612 |
| 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 |