Home > Citizens Bank & Trust Co. > Securities
Citizens Bank & Trust Co., Securities
| 2023-12-31 | Rank | |
| Total securities | $19,786,000 | 3,583 |
| U.S. Government securities | $13,691,000 | 3,336 |
| U.S. Treasury securities | $5,448,000 | 1,789 |
| U.S. Government agency obligations | $8,243,000 | 3,378 |
| Securities issued by states & political subdivisions | $3,448,000 | 3,097 |
| Other domestic debt securities | $2,647,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $59,000 | 622 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $876,000 | 597 |
| Other domestic debt securities - All other | $1,712,000 | 1,408 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,642,000 | 2,582 |
| Mortgage-backed securities | $4,386,000 | 3,070 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,784,000 | 2,726 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 2,515 |
| Privately issued | $59,000 | 467 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $376,000 | 1,264 |
| Held to maturity securities (book value) | $19,786,000 | 798 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $18,929,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $20,119,000 | 3,588 |
| U.S. Government securities | $13,920,000 | 3,345 |
| U.S. Treasury securities | $4,459,000 | 1,950 |
| U.S. Government agency obligations | $9,461,000 | 3,264 |
| Securities issued by states & political subdivisions | $3,518,000 | 3,099 |
| Other domestic debt securities | $2,681,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $60,000 | 600 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $900,000 | 584 |
| Other domestic debt securities - All other | $1,721,000 | 1,402 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,871,000 | 2,542 |
| Mortgage-backed securities | $4,555,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,920,000 | 2,695 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,488 |
| Privately issued | $60,000 | 461 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $378,000 | 1,257 |
| Held to maturity securities (book value) | $20,119,000 | 804 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $19,240,000 | 3,590 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $25,106,000 | 3,433 |
| U.S. Government securities | $18,878,000 | 3,085 |
| U.S. Treasury securities | $7,426,000 | 1,657 |
| U.S. Government agency obligations | $11,452,000 | 3,164 |
| Securities issued by states & political subdivisions | $3,519,000 | 3,144 |
| Other domestic debt securities | $2,709,000 | 1,632 |
| Privately issued residential mortgage-backed securities | $62,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $917,000 | 575 |
| Other domestic debt securities - All other | $1,730,000 | 1,412 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,092,000 | 2,377 |
| Mortgage-backed securities | $9,980,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,246,000 | 2,566 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,292,000 | 1,496 |
| Privately issued | $62,000 | 456 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $380,000 | 1,255 |
| Held to maturity securities (book value) | $25,106,000 | 748 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $24,209,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $38,515,000 | 3,053 |
| U.S. Government securities | $29,918,000 | 2,607 |
| U.S. Treasury securities | $18,444,000 | 1,097 |
| U.S. Government agency obligations | $11,474,000 | 3,187 |
| Securities issued by states & political subdivisions | $5,874,000 | 2,947 |
| Other domestic debt securities | $2,723,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $66,000 | 631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $917,000 | 572 |
| Other domestic debt securities - All other | $1,740,000 | 1,450 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,134,000 | 1,772 |
| Mortgage-backed securities | $6,464,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,214,000 | 2,746 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 2,490 |
| Privately issued | $66,000 | 470 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,927,000 | 968 |
| Held to maturity securities (book value) | $38,515,000 | 661 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $37,619,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $24,315,000 | 3,565 |
| U.S. Government securities | $14,928,000 | 3,408 |
| U.S. Treasury securities | $3,491,000 | 2,253 |
| U.S. Government agency obligations | $11,437,000 | 3,184 |
| Securities issued by states & political subdivisions | $6,653,000 | 2,894 |
| Other domestic debt securities | $2,734,000 | 1,685 |
| Privately issued residential mortgage-backed securities | $68,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $917,000 | 588 |
| Other domestic debt securities - All other | $1,749,000 | 1,469 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,142,000 | 2,277 |
| Mortgage-backed securities | $7,330,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,352,000 | 2,732 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,495 |
| Privately issued | $68,000 | 472 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $2,623,000 | 890 |
| Held to maturity securities (book value) | $24,315,000 | 795 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $23,419,000 | 3,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $26,437,000 | 3,510 |
| U.S. Government securities | $16,772,000 | 3,325 |
| U.S. Treasury securities | $3,573,000 | 2,283 |
| U.S. Government agency obligations | $13,199,000 | 3,063 |
| Securities issued by states & political subdivisions | $6,916,000 | 2,882 |
| Other domestic debt securities | $2,749,000 | 1,655 |
| Privately issued residential mortgage-backed securities | $74,000 | 635 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $917,000 | 435 |
| Other domestic debt securities - All other | $1,758,000 | 1,473 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,074,000 | 2,131 |
| Mortgage-backed securities | $9,096,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,504,000 | 2,735 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,506 |
| Privately issued | $74,000 | 476 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $4,200,000 | 795 |
| Held to maturity securities (book value) | $26,437,000 | 765 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $25,541,000 | 3,512 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $30,175,000 | 3,403 |
| U.S. Government securities | $19,492,000 | 3,185 |
| U.S. Treasury securities | $5,489,000 | 1,969 |
| U.S. Government agency obligations | $14,003,000 | 3,056 |
| Securities issued by states & political subdivisions | $7,921,000 | 2,847 |
| Other domestic debt securities | $2,762,000 | 1,570 |
| Privately issued residential mortgage-backed securities | $78,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $917,000 | 138 |
| Other domestic debt securities - All other | $1,767,000 | 1,461 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,871,000 | 1,993 |
| Mortgage-backed securities | $9,733,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $4,678,000 | 2,838 |
| Issued or guaranteed by U.S. | $4,678,000 | 2,755 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $427,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,515 |
| Privately issued | $78,000 | 475 |
| Commercial mortgage-backed securities | $4,628,000 | 1,206 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $4,628,000 | 826 |
| Held to maturity securities (book value) | $30,175,000 | 648 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $29,279,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $46,893,000 | 2,858 |
| U.S. Government securities | $34,567,000 | 2,440 |
| U.S. Treasury securities | $18,987,000 | 999 |
| U.S. Government agency obligations | $15,580,000 | 2,945 |
| Securities issued by states & political subdivisions | $8,051,000 | 2,841 |
| Other domestic debt securities | $4,275,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $80,000 | 630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $917,000 | 141 |
| Other domestic debt securities - All other | $3,278,000 | 1,189 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,948,000 | 1,487 |
| Mortgage-backed securities | $11,309,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $4,865,000 | 2,823 |
| Issued or guaranteed by U.S. | $4,865,000 | 2,745 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $462,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $382,000 | 2,497 |
| Privately issued | $80,000 | 454 |
| Commercial mortgage-backed securities | $5,982,000 | 1,089 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $5,982,000 | 743 |
| Held to maturity securities (book value) | $46,893,000 | 469 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $45,997,000 | 2,859 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $33,074,000 | 3,188 |
| U.S. Government securities | $19,892,000 | 2,942 |
| U.S. Treasury securities | $3,490,000 | 1,568 |
| U.S. Government agency obligations | $16,402,000 | 2,871 |
| Securities issued by states & political subdivisions | $8,441,000 | 2,842 |
| Other domestic debt securities | $4,741,000 | 1,307 |
| Privately issued residential mortgage-backed securities | $89,000 | 604 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $917,000 | 138 |
| Other domestic debt securities - All other | $3,735,000 | 1,093 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,257,000 | 1,913 |
| Mortgage-backed securities | $11,929,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $5,076,000 | 2,793 |
| Issued or guaranteed by U.S. | $5,076,000 | 2,706 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $549,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $460,000 | 2,450 |
| Privately issued | $89,000 | 415 |
| Commercial mortgage-backed securities | $6,304,000 | 1,063 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $6,304,000 | 730 |
| Held to maturity securities (book value) | $33,074,000 | 454 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $32,178,000 | 3,207 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $34,505,000 | 3,089 |
| U.S. Government securities | $20,656,000 | 2,832 |
| U.S. Treasury securities | $3,505,000 | 1,334 |
| U.S. Government agency obligations | $17,151,000 | 2,823 |
| Securities issued by states & political subdivisions | $9,090,000 | 2,778 |
| Other domestic debt securities | $4,759,000 | 1,253 |
| Privately issued residential mortgage-backed securities | $97,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $917,000 | 135 |
| Other domestic debt securities - All other | $3,745,000 | 1,026 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,726,000 | 1,821 |
| Mortgage-backed securities | $12,683,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $5,366,000 | 2,774 |
| Issued or guaranteed by U.S. | $5,366,000 | 2,700 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $648,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $551,000 | 2,440 |
| Privately issued | $97,000 | 398 |
| Commercial mortgage-backed securities | $6,669,000 | 1,042 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $6,669,000 | 705 |
| Held to maturity securities (book value) | $34,505,000 | 422 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $33,609,000 | 3,097 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $34,631,000 | 3,039 |
| U.S. Government securities | $21,339,000 | 2,742 |
| U.S. Treasury securities | $3,519,000 | 1,229 |
| U.S. Government agency obligations | $17,820,000 | 2,752 |
| Securities issued by states & political subdivisions | $9,095,000 | 2,764 |
| Other domestic debt securities | $4,197,000 | 1,263 |
| Privately issued residential mortgage-backed securities | $105,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $917,000 | 127 |
| Other domestic debt securities - All other | $3,175,000 | 1,021 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,476,000 | 1,854 |
| Mortgage-backed securities | $13,115,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $5,624,000 | 2,716 |
| Issued or guaranteed by U.S. | $5,624,000 | 2,637 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $752,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 2,389 |
| Privately issued | $105,000 | 386 |
| Commercial mortgage-backed securities | $6,739,000 | 1,022 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $6,739,000 | 682 |
| Held to maturity securities (book value) | $34,631,000 | 400 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $33,735,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $47,044,000 | 2,531 |
| U.S. Government securities | $32,922,000 | 2,083 |
| U.S. Treasury securities | $18,533,000 | 395 |
| U.S. Government agency obligations | $14,389,000 | 2,871 |
| Securities issued by states & political subdivisions | $9,896,000 | 2,663 |
| Other domestic debt securities | $4,226,000 | 1,220 |
| Privately issued residential mortgage-backed securities | $128,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $917,000 | 119 |
| Other domestic debt securities - All other | $3,181,000 | 971 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,444,000 | 1,361 |
| Mortgage-backed securities | $9,704,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $1,565,000 | 3,373 |
| Issued or guaranteed by U.S. | $1,565,000 | 3,277 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $869,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $741,000 | 2,327 |
| Privately issued | $128,000 | 376 |
| Commercial mortgage-backed securities | $7,270,000 | 960 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $7,270,000 | 628 |
| Held to maturity securities (book value) | $47,044,000 | 317 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $46,148,000 | 2,547 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $32,035,000 | 2,930 |
| U.S. Government securities | $16,977,000 | 2,706 |
| U.S. Treasury securities | $2,500,000 | 767 |
| U.S. Government agency obligations | $14,477,000 | 2,754 |
| Securities issued by states & political subdivisions | $9,797,000 | 2,637 |
| Other domestic debt securities | $5,261,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $157,000 | 553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $917,000 | 117 |
| Other domestic debt securities - All other | $4,187,000 | 823 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,786,000 | 1,927 |
| Mortgage-backed securities | $9,676,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 3,327 |
| Issued or guaranteed by U.S. | $1,635,000 | 3,241 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $994,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $837,000 | 2,306 |
| Privately issued | $157,000 | 369 |
| Commercial mortgage-backed securities | $7,047,000 | 924 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $7,047,000 | 615 |
| Held to maturity securities (book value) | $32,035,000 | 373 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $31,140,000 | 2,944 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $26,062,000 | 3,074 |
| U.S. Government securities | $11,965,000 | 3,075 |
| U.S. Treasury securities | $2,499,000 | 768 |
| U.S. Government agency obligations | $9,466,000 | 3,165 |
| Securities issued by states & political subdivisions | $8,976,000 | 2,584 |
| Other domestic debt securities | $5,121,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $170,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $917,000 | 114 |
| Other domestic debt securities - All other | $4,034,000 | 789 |
| 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 | $15,973,000 | 2,116 |
| Mortgage-backed securities | $8,225,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $130,000 | 3,846 |
| Issued or guaranteed by U.S. | $130,000 | 3,774 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,109,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,284 |
| Privately issued | $170,000 | 355 |
| Commercial mortgage-backed securities | $6,986,000 | 910 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $6,986,000 | 602 |
| Held to maturity securities (book value) | $26,062,000 | 414 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $25,166,000 | 3,086 |
| 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 | $23,119,000 | 3,173 |
| U.S. Government securities | $11,393,000 | 3,125 |
| U.S. Treasury securities | $7,748,000 | 489 |
| U.S. Government agency obligations | $3,645,000 | 3,854 |
| Securities issued by states & political subdivisions | $6,579,000 | 2,832 |
| Other domestic debt securities | $5,147,000 | 972 |
| Privately issued residential mortgage-backed securities | $189,000 | 524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $917,000 | 114 |
| Other domestic debt securities - All other | $4,041,000 | 760 |
| 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 | $14,571,000 | 2,242 |
| Mortgage-backed securities | $2,246,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $1,006,000 | 3,527 |
| Issued or guaranteed by U.S. | $1,006,000 | 3,435 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,240,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $1,051,000 | 2,275 |
| Privately issued | $189,000 | 334 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $23,119,000 | 430 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $22,223,000 | 3,186 |
| 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 | $36,534,000 | 2,553 |
| U.S. Government securities | $22,769,000 | 2,351 |
| U.S. Treasury securities | $13,986,000 | 353 |
| U.S. Government agency obligations | $8,783,000 | 3,284 |
| Securities issued by states & political subdivisions | $8,585,000 | 2,481 |
| Other domestic debt securities | $5,180,000 | 934 |
| Privately issued residential mortgage-backed securities | $198,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $934,000 | 116 |
| Other domestic debt securities - All other | $4,048,000 | 694 |
| 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 | $21,514,000 | 1,771 |
| Mortgage-backed securities | $2,395,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $214,000 | 3,843 |
| Issued or guaranteed by U.S. | $214,000 | 3,762 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,349,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $1,151,000 | 2,244 |
| Privately issued | $198,000 | 339 |
| Commercial mortgage-backed securities | $832,000 | 1,658 |
| Commercial mortgage pass-through securities | $832,000 | 1,188 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $36,534,000 | 335 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $35,638,000 | 2,566 |
| 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 | $16,870,000 | 3,555 |
| U.S. Government securities | $6,644,000 | 3,763 |
| U.S. Treasury securities | $2,498,000 | 879 |
| U.S. Government agency obligations | $4,146,000 | 3,915 |
| Securities issued by states & political subdivisions | $5,031,000 | 2,988 |
| Other domestic debt securities | $5,195,000 | 878 |
| Privately issued residential mortgage-backed securities | $206,000 | 507 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $934,000 | 119 |
| Other domestic debt securities - All other | $4,055,000 | 663 |
| 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 | $10,389,000 | 2,561 |
| Mortgage-backed securities | $2,543,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $244,000 | 3,844 |
| Issued or guaranteed by U.S. | $244,000 | 3,776 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,461,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $1,255,000 | 2,230 |
| Privately issued | $206,000 | 332 |
| Commercial mortgage-backed securities | $838,000 | 1,633 |
| Commercial mortgage pass-through securities | $838,000 | 1,181 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $16,870,000 | 569 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $15,974,000 | 3,591 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $14,747,000 | 3,762 |
| U.S. Government securities | $4,483,000 | 4,111 |
| U.S. Treasury securities | $200,000 | 1,390 |
| U.S. Government agency obligations | $4,283,000 | 3,981 |
| Securities issued by states & political subdivisions | $5,036,000 | 3,014 |
| Other domestic debt securities | $5,228,000 | 871 |
| Privately issued residential mortgage-backed securities | $231,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $935,000 | 113 |
| Other domestic debt securities - All other | $4,062,000 | 668 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,319,000 | 2,824 |
| Mortgage-backed securities | $2,705,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $278,000 | 3,859 |
| Issued or guaranteed by U.S. | $278,000 | 3,783 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,583,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $1,352,000 | 2,228 |
| Privately issued | $231,000 | 321 |
| Commercial mortgage-backed securities | $844,000 | 1,611 |
| Commercial mortgage pass-through securities | $844,000 | 1,179 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $14,747,000 | 637 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $13,851,000 | 3,808 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $12,326,000 | 3,996 |
| U.S. Government securities | $6,104,000 | 3,966 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,104,000 | 3,810 |
| Securities issued by states & political subdivisions | $5,041,000 | 3,069 |
| Other domestic debt securities | $1,181,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $245,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $936,000 | 111 |
| 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 | $9,946,000 | 2,712 |
| Mortgage-backed securities | $2,889,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $313,000 | 3,864 |
| Issued or guaranteed by U.S. | $313,000 | 3,795 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,727,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,175 |
| Privately issued | $245,000 | 328 |
| Commercial mortgage-backed securities | $849,000 | 1,596 |
| Commercial mortgage pass-through securities | $849,000 | 1,173 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $12,326,000 | 720 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $11,431,000 | 4,053 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $18,032,000 | 3,655 |
| U.S. Government securities | $11,769,000 | 3,326 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,769,000 | 3,178 |
| Securities issued by states & political subdivisions | $5,072,000 | 3,123 |
| Other domestic debt securities | $1,191,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $254,000 | 503 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $937,000 | 110 |
| 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 | $15,639,000 | 2,227 |
| Mortgage-backed securities | $3,066,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $355,000 | 3,876 |
| Issued or guaranteed by U.S. | $355,000 | 3,797 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,856,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $1,602,000 | 2,138 |
| Privately issued | $254,000 | 338 |
| Commercial mortgage-backed securities | $855,000 | 1,526 |
| Commercial mortgage pass-through securities | $855,000 | 1,144 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $18,032,000 | 619 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $17,136,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $11,657,000 | 4,161 |
| U.S. Government securities | $5,140,000 | 4,181 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,140,000 | 4,032 |
| Securities issued by states & political subdivisions | $5,097,000 | 3,174 |
| Other domestic debt securities | $1,420,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $273,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $1,147,000 | 100 |
| 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 | $9,306,000 | 2,817 |
| Mortgage-backed securities | $3,246,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $408,000 | 3,879 |
| Issued or guaranteed by U.S. | $408,000 | 3,812 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,978,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $1,705,000 | 2,119 |
| Privately issued | $273,000 | 337 |
| Commercial mortgage-backed securities | $860,000 | 1,489 |
| Commercial mortgage pass-through securities | $860,000 | 1,126 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $11,657,000 | 788 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $10,551,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $14,182,000 | 3,979 |
| U.S. Government securities | $5,311,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,311,000 | 4,064 |
| Securities issued by states & political subdivisions | $5,493,000 | 3,134 |
| Other domestic debt securities | $3,378,000 | 988 |
| Privately issued residential mortgage-backed securities | $293,000 | 417 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $3,085,000 | 86 |
| 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 | $9,869,000 | 2,760 |
| Mortgage-backed securities | $3,437,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $466,000 | 3,900 |
| Issued or guaranteed by U.S. | $466,000 | 3,873 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,105,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $1,812,000 | 2,082 |
| Privately issued | $293,000 | 337 |
| Commercial mortgage-backed securities | $866,000 | 1,474 |
| Commercial mortgage pass-through securities | $866,000 | 1,102 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $14,182,000 | 737 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $12,855,000 | 4,072 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $14,809,000 | 3,994 |
| U.S. Government securities | $5,665,000 | 4,194 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,665,000 | 4,046 |
| Securities issued by states & political subdivisions | $5,749,000 | 3,154 |
| Other domestic debt securities | $3,395,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $309,000 | 658 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $3,086,000 | 89 |
| 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 | $10,327,000 | 2,753 |
| Mortgage-backed securities | $3,680,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $557,000 | 3,910 |
| Issued or guaranteed by U.S. | $557,000 | 3,749 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,252,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $1,943,000 | 2,059 |
| Privately issued | $309,000 | 345 |
| Commercial mortgage-backed securities | $871,000 | 1,442 |
| Commercial mortgage pass-through securities | $871,000 | 1,075 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $14,809,000 | 740 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $13,483,000 | 4,071 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $16,366,000 | 3,917 |
| U.S. Government securities | $5,902,000 | 4,225 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,902,000 | 4,080 |
| Securities issued by states & political subdivisions | $5,780,000 | 3,197 |
| Other domestic debt securities | $4,684,000 | 853 |
| Privately issued residential mortgage-backed securities | $336,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $4,348,000 | 86 |
| 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 | $10,646,000 | 2,755 |
| Mortgage-backed securities | $3,943,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $637,000 | 3,918 |
| Issued or guaranteed by U.S. | $637,000 | 3,911 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,430,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,094,000 | 1,999 |
| Privately issued | $336,000 | 353 |
| Commercial mortgage-backed securities | $876,000 | 1,283 |
| Commercial mortgage pass-through securities | $876,000 | 887 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $16,366,000 | 719 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $16,366,000 | 3,894 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $17,434,000 | 3,898 |
| U.S. Government securities | $6,666,000 | 4,156 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,666,000 | 4,014 |
| Securities issued by states & political subdivisions | $6,041,000 | 3,220 |
| Other domestic debt securities | $4,727,000 | 842 |
| Privately issued residential mortgage-backed securities | $354,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $4,373,000 | 90 |
| 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 | $9,430,000 | 2,913 |
| Mortgage-backed securities | $4,213,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $752,000 | 3,920 |
| Issued or guaranteed by U.S. | $752,000 | 3,914 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,579,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $2,225,000 | 1,956 |
| Privately issued | $354,000 | 356 |
| Commercial mortgage-backed securities | $882,000 | 1,272 |
| Commercial mortgage pass-through securities | $882,000 | 886 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $17,434,000 | 717 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $16,538,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $15,973,000 | 4,074 |
| U.S. Government securities | $5,335,000 | 4,415 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,335,000 | 4,292 |
| Securities issued by states & political subdivisions | $5,852,000 | 3,276 |
| Other domestic debt securities | $4,786,000 | 854 |
| Privately issued residential mortgage-backed securities | $388,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $4,398,000 | 93 |
| 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 | $9,363,000 | 2,970 |
| Mortgage-backed securities | $3,414,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $858,000 | 3,924 |
| Issued or guaranteed by U.S. | $858,000 | 3,919 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,669,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $1,281,000 | 2,261 |
| Privately issued | $388,000 | 356 |
| Commercial mortgage-backed securities | $887,000 | 1,258 |
| Commercial mortgage pass-through securities | $887,000 | 882 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $15,973,000 | 774 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $15,067,000 | 4,117 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $18,392,000 | 3,927 |
| U.S. Government securities | $7,702,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,702,000 | 3,974 |
| Securities issued by states & political subdivisions | $5,858,000 | 3,308 |
| Other domestic debt securities | $4,832,000 | 865 |
| Privately issued residential mortgage-backed securities | $434,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $4,398,000 | 91 |
| 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 | $11,434,000 | 2,757 |
| Mortgage-backed securities | $4,723,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $1,014,000 | 3,894 |
| Issued or guaranteed by U.S. | $1,014,000 | 3,887 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,777,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $1,343,000 | 2,260 |
| Privately issued | $434,000 | 352 |
| Commercial mortgage-backed securities | $1,932,000 | 1,011 |
| Commercial mortgage pass-through securities | $1,932,000 | 676 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $18,392,000 | 733 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $17,496,000 | 3,976 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $29,916,000 | 3,223 |
| U.S. Government securities | $19,154,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $19,154,000 | 2,853 |
| Securities issued by states & political subdivisions | $5,889,000 | 3,336 |
| Other domestic debt securities | $4,873,000 | 887 |
| Privately issued residential mortgage-backed securities | $473,000 | 392 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $4,400,000 | 92 |
| 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 | $22,660,000 | 1,938 |
| Mortgage-backed securities | $5,114,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 3,886 |
| Issued or guaranteed by U.S. | $1,232,000 | 3,882 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,945,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,472,000 | 2,254 |
| Privately issued | $473,000 | 370 |
| Commercial mortgage-backed securities | $1,937,000 | 976 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,937,000 | 625 |
| Held to maturity securities (book value) | $29,916,000 | 563 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $29,020,000 | 3,259 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $18,240,000 | 3,982 |
| U.S. Government securities | $7,145,000 | 4,234 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,145,000 | 4,097 |
| Securities issued by states & political subdivisions | $6,190,000 | 3,317 |
| Other domestic debt securities | $4,905,000 | 881 |
| Privately issued residential mortgage-backed securities | $490,000 | 410 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $4,415,000 | 96 |
| 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 | $10,906,000 | 2,857 |
| Mortgage-backed securities | $5,363,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $3,287,000 | 3,317 |
| Issued or guaranteed by U.S. | $3,287,000 | 3,313 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,076,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $1,586,000 | 2,204 |
| Privately issued | $490,000 | 387 |
| 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) | $18,240,000 | 753 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $16,851,000 | 4,068 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $22,071,000 | 3,712 |
| U.S. Government securities | $10,380,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,380,000 | 3,671 |
| Securities issued by states & political subdivisions | $6,731,000 | 3,255 |
| Other domestic debt securities | $4,960,000 | 884 |
| Privately issued residential mortgage-backed securities | $524,000 | 410 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $4,436,000 | 94 |
| 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 | $14,188,000 | 2,530 |
| Mortgage-backed securities | $5,632,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $3,377,000 | 3,323 |
| Issued or guaranteed by U.S. | $3,377,000 | 3,322 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,255,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $1,731,000 | 2,187 |
| Privately issued | $524,000 | 390 |
| 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) | $22,071,000 | 678 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $20,664,000 | 3,796 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $23,072,000 | 3,716 |
| U.S. Government securities | $10,454,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,454,000 | 3,791 |
| Securities issued by states & political subdivisions | $7,087,000 | 3,196 |
| Other domestic debt securities | $5,531,000 | 831 |
| Privately issued residential mortgage-backed securities | $567,000 | 415 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $4,964,000 | 95 |
| 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 | $14,867,000 | 2,514 |
| Mortgage-backed securities | $5,907,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $3,538,000 | 3,325 |
| Issued or guaranteed by U.S. | $3,538,000 | 3,320 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,369,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $1,802,000 | 2,189 |
| Privately issued | $567,000 | 391 |
| 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) | $23,072,000 | 692 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $21,696,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $33,316,000 | 3,158 |
| U.S. Government securities | $21,673,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $21,673,000 | 2,795 |
| Securities issued by states & political subdivisions | $6,085,000 | 3,349 |
| Other domestic debt securities | $5,558,000 | 829 |
| Privately issued residential mortgage-backed securities | $592,000 | 409 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $4,966,000 | 93 |
| 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 | $25,080,000 | 1,856 |
| Mortgage-backed securities | $6,154,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $3,674,000 | 3,325 |
| Issued or guaranteed by U.S. | $3,674,000 | 3,324 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,480,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $1,888,000 | 2,189 |
| Privately issued | $592,000 | 388 |
| 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) | $33,316,000 | 568 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $31,381,000 | 3,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $20,000,000 | 4,038 |
| U.S. Government securities | $8,367,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,367,000 | 4,199 |
| Securities issued by states & political subdivisions | $6,090,000 | 3,357 |
| Other domestic debt securities | $5,543,000 | 819 |
| Privately issued residential mortgage-backed securities | $613,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $4,930,000 | 89 |
| 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 | $11,776,000 | 2,891 |
| Mortgage-backed securities | $5,328,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $2,755,000 | 3,575 |
| Issued or guaranteed by U.S. | $2,755,000 | 3,571 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,573,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $1,960,000 | 2,184 |
| Privately issued | $613,000 | 385 |
| 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) | $20,000,000 | 769 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $18,102,000 | 4,154 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $26,974,000 | 3,615 |
| U.S. Government securities | $13,644,000 | 3,744 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,644,000 | 3,624 |
| Securities issued by states & political subdivisions | $6,293,000 | 3,363 |
| Other domestic debt securities | $7,037,000 | 726 |
| Privately issued residential mortgage-backed securities | $652,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $5,385,000 | 86 |
| Other domestic debt securities - All other | $1,000,000 | 1,301 |
| 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 | $16,339,000 | 2,460 |
| Mortgage-backed securities | $5,642,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $2,920,000 | 3,578 |
| Issued or guaranteed by U.S. | $2,920,000 | 3,574 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,722,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $2,070,000 | 2,172 |
| Privately issued | $652,000 | 384 |
| 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) | $26,974,000 | 648 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $24,650,000 | 3,726 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $28,505,000 | 3,571 |
| U.S. Government securities | $14,252,000 | 3,787 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,252,000 | 3,667 |
| Securities issued by states & political subdivisions | $7,169,000 | 3,230 |
| Other domestic debt securities | $7,084,000 | 726 |
| Privately issued residential mortgage-backed securities | $698,000 | 409 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $5,385,000 | 88 |
| Other domestic debt securities - All other | $1,001,000 | 1,307 |
| 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 | $17,858,000 | 2,356 |
| Mortgage-backed securities | $5,996,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $3,109,000 | 3,605 |
| Issued or guaranteed by U.S. | $3,109,000 | 3,601 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,887,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $2,189,000 | 2,189 |
| Privately issued | $698,000 | 388 |
| 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) | $28,505,000 | 635 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $26,703,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 522 |
| Fair value | $4,994,000 | 525 |
| 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 | $38,000,000 | 3,061 |
| U.S. Government securities | $23,130,000 | 3,032 |
| U.S. Treasury securities | $14,000,000 | 307 |
| U.S. Government agency obligations | $9,130,000 | 4,393 |
| Securities issued by states & political subdivisions | $7,744,000 | 3,145 |
| Other domestic debt securities | $7,126,000 | 721 |
| Privately issued residential mortgage-backed securities | $717,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $5,408,000 | 79 |
| Other domestic debt securities - All other | $1,001,000 | 1,333 |
| 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 | $25,970,000 | 1,878 |
| Mortgage-backed securities | $6,391,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $3,323,000 | 3,622 |
| Issued or guaranteed by U.S. | $3,323,000 | 3,618 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,068,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $2,351,000 | 2,174 |
| Privately issued | $717,000 | 410 |
| 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) | $38,000,000 | 525 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $35,658,000 | 3,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $30,876,000 | 3,501 |
| U.S. Government securities | $15,656,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,656,000 | 3,638 |
| Securities issued by states & political subdivisions | $8,057,000 | 3,118 |
| Other domestic debt securities | $7,163,000 | 707 |
| Privately issued residential mortgage-backed securities | $734,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $5,427,000 | 77 |
| Other domestic debt securities - All other | $1,002,000 | 1,336 |
| 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 | $19,023,000 | 2,306 |
| Mortgage-backed securities | $6,656,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $3,473,000 | 3,647 |
| Issued or guaranteed by U.S. | $3,473,000 | 3,641 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,183,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $2,449,000 | 2,192 |
| Privately issued | $734,000 | 409 |
| 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) | $30,876,000 | 611 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $27,444,000 | 3,688 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $26,356,000 | 3,876 |
| U.S. Government securities | $10,904,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,904,000 | 4,322 |
| Securities issued by states & political subdivisions | $8,252,000 | 3,130 |
| Other domestic debt securities | $7,200,000 | 736 |
| Privately issued residential mortgage-backed securities | $768,000 | 456 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $5,429,000 | 76 |
| Other domestic debt securities - All other | $1,003,000 | 1,375 |
| 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 | $13,826,000 | 2,763 |
| Mortgage-backed securities | $6,928,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $3,612,000 | 3,682 |
| Issued or guaranteed by U.S. | $3,612,000 | 3,681 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,316,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $2,548,000 | 2,206 |
| Privately issued | $768,000 | 435 |
| 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) | $26,356,000 | 674 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $22,924,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $31,530,000 | 3,593 |
| U.S. Government securities | $15,715,000 | 3,902 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,715,000 | 3,788 |
| Securities issued by states & political subdivisions | $8,570,000 | 3,126 |
| Other domestic debt securities | $7,245,000 | 757 |
| Privately issued residential mortgage-backed securities | $813,000 | 457 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $5,429,000 | 78 |
| Other domestic debt securities - All other | $1,003,000 | 1,406 |
| 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 | $14,485,000 | 2,713 |
| Mortgage-backed securities | $7,264,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $3,803,000 | 3,705 |
| Issued or guaranteed by U.S. | $3,803,000 | 3,705 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,461,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $2,648,000 | 2,224 |
| Privately issued | $813,000 | 439 |
| 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) | $31,530,000 | 599 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $28,098,000 | 3,773 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 716 |
| Fair value | $5,000,000 | 716 |
| 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 | $43,020,000 | 2,982 |
| U.S. Government securities | $26,949,000 | 2,945 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $26,949,000 | 2,868 |
| Securities issued by states & political subdivisions | $8,790,000 | 3,095 |
| Other domestic debt securities | $7,281,000 | 771 |
| Privately issued residential mortgage-backed securities | $846,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $5,431,000 | 76 |
| Other domestic debt securities - All other | $1,004,000 | 1,440 |
| 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 | $25,310,000 | 1,927 |
| Mortgage-backed securities | $6,517,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $3,970,000 | 3,688 |
| Issued or guaranteed by U.S. | $3,970,000 | 3,688 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,547,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,701,000 | 2,515 |
| Privately issued | $846,000 | 459 |
| 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) | $43,020,000 | 469 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $39,589,000 | 3,127 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 723 |
| Fair value | $4,996,000 | 718 |
| 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 | $26,308,000 | 3,962 |
| U.S. Government securities | $11,701,000 | 4,426 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,701,000 | 4,335 |
| Securities issued by states & political subdivisions | $7,304,000 | 3,331 |
| Other domestic debt securities | $7,303,000 | 799 |
| Privately issued residential mortgage-backed securities | $868,000 | 500 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $5,431,000 | 85 |
| Other domestic debt securities - All other | $1,004,000 | 1,463 |
| 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 | $12,959,000 | 2,890 |
| Mortgage-backed securities | $6,772,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $4,148,000 | 3,652 |
| Issued or guaranteed by U.S. | $4,148,000 | 3,649 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,624,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,756,000 | 2,479 |
| Privately issued | $868,000 | 477 |
| 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) | $26,308,000 | 645 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $22,876,000 | 4,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $26,264,000 | 3,988 |
| U.S. Government securities | $11,526,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,526,000 | 4,381 |
| Securities issued by states & political subdivisions | $7,341,000 | 3,328 |
| Other domestic debt securities | $7,397,000 | 817 |
| Privately issued residential mortgage-backed securities | $903,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $5,489,000 | 90 |
| Other domestic debt securities - All other | $1,005,000 | 1,494 |
| 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 | $14,282,000 | 2,722 |
| Mortgage-backed securities | $7,089,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $4,347,000 | 3,629 |
| Issued or guaranteed by U.S. | $4,347,000 | 3,625 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,742,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $1,839,000 | 2,459 |
| Privately issued | $903,000 | 501 |
| 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) | $26,264,000 | 628 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $22,317,000 | 4,266 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $500,000 | 1,965 |
| 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 | $26,829,000 | 3,925 |
| U.S. Government securities | $11,540,000 | 4,464 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,540,000 | 4,361 |
| Securities issued by states & political subdivisions | $7,839,000 | 3,252 |
| Other domestic debt securities | $7,450,000 | 829 |
| Privately issued residential mortgage-backed securities | $955,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $5,489,000 | 86 |
| Other domestic debt securities - All other | $1,006,000 | 1,519 |
| 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 | $14,773,000 | 2,653 |
| Mortgage-backed securities | $7,604,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $4,722,000 | 3,539 |
| Issued or guaranteed by U.S. | $4,722,000 | 3,536 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,882,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $1,927,000 | 2,470 |
| Privately issued | $955,000 | 503 |
| 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) | $26,829,000 | 581 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $22,881,000 | 4,215 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $39,836,000 | 3,150 |
| U.S. Government securities | $26,086,000 | 3,053 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $26,086,000 | 2,980 |
| Securities issued by states & political subdivisions | $6,263,000 | 3,517 |
| Other domestic debt securities | $7,487,000 | 847 |
| Privately issued residential mortgage-backed securities | $990,000 | 549 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $5,491,000 | 85 |
| Other domestic debt securities - All other | $1,006,000 | 1,513 |
| 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 | $28,187,000 | 1,779 |
| Mortgage-backed securities | $9,150,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $5,717,000 | 3,367 |
| Issued or guaranteed by U.S. | $5,717,000 | 3,362 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,433,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $2,443,000 | 2,389 |
| Privately issued | $990,000 | 528 |
| 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) | $39,836,000 | 414 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $34,628,000 | 3,407 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $29,596,000 | 3,698 |
| U.S. Government securities | $15,106,000 | 3,995 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,106,000 | 3,898 |
| Securities issued by states & political subdivisions | $6,971,000 | 3,349 |
| Other domestic debt securities | $7,519,000 | 818 |
| Privately issued residential mortgage-backed securities | $1,021,000 | 566 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $5,491,000 | 80 |
| Other domestic debt securities - All other | $1,007,000 | 1,488 |
| 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 | $13,381,000 | 2,834 |
| Mortgage-backed securities | $10,169,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $6,152,000 | 3,270 |
| Issued or guaranteed by U.S. | $6,152,000 | 3,268 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,017,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $2,996,000 | 2,285 |
| Privately issued | $1,021,000 | 547 |
| 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) | $29,596,000 | 515 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $24,387,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $33,549,000 | 3,487 |
| U.S. Government securities | $16,703,000 | 3,927 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,703,000 | 3,846 |
| Securities issued by states & political subdivisions | $7,024,000 | 3,317 |
| Other domestic debt securities | $7,600,000 | 842 |
| Privately issued residential mortgage-backed securities | $1,094,000 | 593 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $5,499,000 | 75 |
| Other domestic debt securities - All other | $1,007,000 | 1,530 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,222,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,845,000 | 2,696 |
| Mortgage-backed securities | $10,801,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $6,588,000 | 3,361 |
| Issued or guaranteed by U.S. | $6,588,000 | 3,360 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,213,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $3,119,000 | 2,355 |
| Privately issued | $1,094,000 | 570 |
| 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) | $31,327,000 | 498 |
| Available-for-sale securities (fair market value) | $2,222,000 | 6,206 |
| Total debt securities | $26,119,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $34,335,000 | 3,461 |
| U.S. Government securities | $16,889,000 | 3,964 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,889,000 | 3,879 |
| Securities issued by states & political subdivisions | $7,563,000 | 3,153 |
| Other domestic debt securities | $7,658,000 | 846 |
| Privately issued residential mortgage-backed securities | $1,152,000 | 636 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $5,498,000 | 71 |
| Other domestic debt securities - All other | $1,008,000 | 1,535 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,225,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,100,000 | 2,591 |
| Mortgage-backed securities | $11,007,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $7,121,000 | 3,269 |
| Issued or guaranteed by U.S. | $7,121,000 | 3,269 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,886,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 2,464 |
| Privately issued | $1,152,000 | 614 |
| 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) | $32,110,000 | 483 |
| Available-for-sale securities (fair market value) | $2,225,000 | 6,285 |
| Total debt securities | $26,902,000 | 3,912 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $46,225,000 | 2,848 |
| U.S. Government securities | $29,146,000 | 2,940 |
| U.S. Treasury securities | $9,000,000 | 307 |
| U.S. Government agency obligations | $20,146,000 | 3,629 |
| Securities issued by states & political subdivisions | $7,091,000 | 3,159 |
| Other domestic debt securities | $7,763,000 | 841 |
| Privately issued residential mortgage-backed securities | $1,187,000 | 662 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $5,567,000 | 72 |
| Other domestic debt securities - All other | $1,009,000 | 1,525 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,225,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,343,000 | 1,899 |
| Mortgage-backed securities | $11,511,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $7,491,000 | 3,200 |
| Issued or guaranteed by U.S. | $7,491,000 | 3,198 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,020,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $2,833,000 | 2,451 |
| Privately issued | $1,187,000 | 641 |
| 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) | $44,000,000 | 383 |
| Available-for-sale securities (fair market value) | $2,225,000 | 6,335 |
| Total debt securities | $38,724,000 | 3,205 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $24,935,000 | 4,096 |
| U.S. Government securities | $9,775,000 | 4,978 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,775,000 | 4,881 |
| Securities issued by states & political subdivisions | $5,130,000 | 3,562 |
| Other domestic debt securities | $7,805,000 | 832 |
| Privately issued residential mortgage-backed securities | $1,222,000 | 723 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $5,574,000 | 72 |
| Other domestic debt securities - All other | $1,009,000 | 1,437 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,225,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,474,000 | 2,749 |
| Mortgage-backed securities | $5,704,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $2,582,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,582,000 | 4,262 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,122,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $1,900,000 | 2,600 |
| Privately issued | $1,222,000 | 690 |
| 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) | $22,710,000 | 620 |
| Available-for-sale securities (fair market value) | $2,225,000 | 6,346 |
| Total debt securities | $17,427,000 | 4,800 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $23,327,000 | 4,168 |
| U.S. Government securities | $9,249,000 | 5,035 |
| U.S. Treasury securities | $1,002,000 | 857 |
| U.S. Government agency obligations | $8,247,000 | 5,131 |
| Securities issued by states & political subdivisions | $5,040,000 | 3,524 |
| Other domestic debt securities | $6,804,000 | 893 |
| Privately issued residential mortgage-backed securities | $1,252,000 | 748 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $5,552,000 | 73 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,234,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,732,000 | 3,076 |
| Mortgage-backed securities | $5,988,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $2,747,000 | 4,155 |
| Issued or guaranteed by U.S. | $2,747,000 | 4,140 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,241,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $1,989,000 | 2,546 |
| Privately issued | $1,252,000 | 707 |
| 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) | $21,093,000 | 646 |
| Available-for-sale securities (fair market value) | $2,234,000 | 6,407 |
| Total debt securities | $15,975,000 | 4,931 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,500,000 | 1,602 |
| 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 | $23,091,000 | 4,238 |
| U.S. Government securities | $8,577,000 | 5,294 |
| U.S. Treasury securities | $2,589,000 | 637 |
| U.S. Government agency obligations | $5,988,000 | 5,699 |
| Securities issued by states & political subdivisions | $5,331,000 | 3,413 |
| Other domestic debt securities | $6,946,000 | 851 |
| Privately issued residential mortgage-backed securities | $1,293,000 | 759 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $5,653,000 | 79 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,237,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,736,000 | 2,938 |
| Mortgage-backed securities | $4,768,000 | 4,204 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 4,632 |
| Issued or guaranteed by U.S. | $1,391,000 | 4,624 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,377,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 2,463 |
| Privately issued | $1,293,000 | 718 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $20,854,000 | 660 |
| Available-for-sale securities (fair market value) | $2,237,000 | 6,486 |
| Total debt securities | $15,635,000 | 5,025 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $500,000 | 2,903 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $31,521,000 | 3,508 |
| U.S. Government securities | $17,089,000 | 3,952 |
| U.S. Treasury securities | $12,483,000 | 293 |
| U.S. Government agency obligations | $4,606,000 | 5,985 |
| Securities issued by states & political subdivisions | $5,164,000 | 3,427 |
| Other domestic debt securities | $7,037,000 | 872 |
| Privately issued residential mortgage-backed securities | $1,366,000 | 785 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $5,671,000 | 75 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,231,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,536,000 | 2,079 |
| Mortgage-backed securities | $2,957,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,483,000 | 4,553 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,474,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,322 |
| Privately issued | $1,366,000 | 747 |
| 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) | $29,290,000 | 520 |
| Available-for-sale securities (fair market value) | $2,231,000 | 6,520 |
| Total debt securities | $24,056,000 | 4,086 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,000,000 | 2,547 |
| 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 | $21,584,000 | 4,225 |
| U.S. Government securities | $5,337,000 | 5,846 |
| U.S. Treasury securities | $583,000 | 1,034 |
| U.S. Government agency obligations | $4,754,000 | 5,844 |
| Securities issued by states & political subdivisions | $5,946,000 | 3,196 |
| Other domestic debt securities | $8,049,000 | 863 |
| Privately issued residential mortgage-backed securities | $1,461,000 | 805 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $6,109,000 | 76 |
| Other domestic debt securities - All other | $479,000 | 1,744 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,252,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,708,000 | 3,060 |
| Mortgage-backed securities | $3,214,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $1,600,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,600,000 | 4,411 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,614,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 3,257 |
| Privately issued | $1,461,000 | 768 |
| 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) | $19,332,000 | 685 |
| Available-for-sale securities (fair market value) | $2,252,000 | 6,531 |
| Total debt securities | $13,660,000 | 5,174 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,001,000 | 2,394 |
| 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 | $22,821,000 | 4,062 |
| U.S. Government securities | $5,976,000 | 5,678 |
| U.S. Treasury securities | $583,000 | 951 |
| U.S. Government agency obligations | $5,393,000 | 5,696 |
| Securities issued by states & political subdivisions | $6,199,000 | 3,060 |
| Other domestic debt securities | $8,391,000 | 875 |
| Privately issued residential mortgage-backed securities | $1,528,000 | 861 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $6,384,000 | 72 |
| Other domestic debt securities - All other | $479,000 | 1,771 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,255,000 | 439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,628,000 | 2,963 |
| Mortgage-backed securities | $3,420,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $1,695,000 | 4,355 |
| Issued or guaranteed by U.S. | $1,695,000 | 4,348 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,725,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,197 |
| Privately issued | $1,528,000 | 819 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $20,566,000 | 685 |
| Available-for-sale securities (fair market value) | $2,255,000 | 6,556 |
| Total debt securities | $14,646,000 | 4,978 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,501,000 | 2,213 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $23,414,000 | 4,029 |
| U.S. Government securities | $6,091,000 | 5,776 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,091,000 | 5,666 |
| Securities issued by states & political subdivisions | $6,619,000 | 2,850 |
| Other domestic debt securities | $8,478,000 | 864 |
| Privately issued residential mortgage-backed securities | $1,632,000 | 880 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $6,367,000 | 76 |
| Other domestic debt securities - All other | $479,000 | 1,724 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,226,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,785,000 | 2,970 |
| Mortgage-backed securities | $3,722,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $1,856,000 | 4,348 |
| Issued or guaranteed by U.S. | $1,856,000 | 4,340 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,866,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 3,081 |
| Privately issued | $1,632,000 | 846 |
| 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) | $21,188,000 | 672 |
| Available-for-sale securities (fair market value) | $2,226,000 | 6,633 |
| Total debt securities | $15,284,000 | 4,921 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,001,000 | 2,094 |
| 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 | $36,943,000 | 3,041 |
| U.S. Government securities | $19,383,000 | 3,621 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $19,383,000 | 3,536 |
| Securities issued by states & political subdivisions | $6,696,000 | 2,823 |
| Other domestic debt securities | $8,654,000 | 878 |
| Privately issued residential mortgage-backed securities | $1,729,000 | 907 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $6,447,000 | 78 |
| Other domestic debt securities - All other | $478,000 | 1,735 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,210,000 | 454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,151,000 | 1,899 |
| Mortgage-backed securities | $4,111,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $2,118,000 | 4,361 |
| Issued or guaranteed by U.S. | $2,118,000 | 4,354 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,993,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 3,025 |
| Privately issued | $1,729,000 | 870 |
| 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) | $34,733,000 | 472 |
| Available-for-sale securities (fair market value) | $2,210,000 | 6,706 |
| Total debt securities | $29,770,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,001,000 | 2,302 |
| 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 | $23,998,000 | 3,977 |
| U.S. Government securities | $5,591,000 | 5,951 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,591,000 | 5,843 |
| Securities issued by states & political subdivisions | $7,446,000 | 2,685 |
| Other domestic debt securities | $8,754,000 | 915 |
| Privately issued residential mortgage-backed securities | $1,843,000 | 916 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $6,433,000 | 80 |
| Other domestic debt securities - All other | $478,000 | 1,773 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,207,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,625,000 | 3,091 |
| Mortgage-backed securities | $4,423,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $2,279,000 | 4,381 |
| Issued or guaranteed by U.S. | $2,279,000 | 4,376 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,144,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,998 |
| Privately issued | $1,843,000 | 877 |
| 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) | $21,791,000 | 678 |
| Available-for-sale securities (fair market value) | $2,207,000 | 6,749 |
| Total debt securities | $17,832,000 | 4,610 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $999,000 | 2,062 |
| 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 | $24,081,000 | 4,001 |
| U.S. Government securities | $5,262,000 | 6,083 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,262,000 | 5,995 |
| Securities issued by states & political subdivisions | $7,789,000 | 2,624 |
| Other domestic debt securities | $8,850,000 | 960 |
| Privately issued residential mortgage-backed securities | $1,982,000 | 952 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $6,390,000 | 95 |
| Other domestic debt securities - All other | $478,000 | 1,868 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,180,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,552,000 | 3,098 |
| Mortgage-backed securities | $4,746,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 4,433 |
| Issued or guaranteed by U.S. | $2,424,000 | 4,426 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,322,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,974 |
| Privately issued | $1,982,000 | 913 |
| 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) | $21,901,000 | 702 |
| Available-for-sale securities (fair market value) | $2,180,000 | 6,801 |
| Total debt securities | $19,239,000 | 4,481 |
| 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 | $25,352,000 | 3,847 |
| U.S. Government securities | $6,353,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,353,000 | 5,742 |
| Securities issued by states & political subdivisions | $7,897,000 | 2,563 |
| Other domestic debt securities | $8,964,000 | 981 |
| Privately issued residential mortgage-backed securities | $2,096,000 | 957 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $6,390,000 | 94 |
| Other domestic debt securities - All other | $478,000 | 1,904 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,138,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,199,000 | 3,021 |
| Mortgage-backed securities | $5,050,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $2,577,000 | 4,443 |
| Issued or guaranteed by U.S. | $2,577,000 | 4,430 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,473,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,940 |
| Privately issued | $2,096,000 | 919 |
| 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) | $23,214,000 | 678 |
| Available-for-sale securities (fair market value) | $2,138,000 | 6,846 |
| Total debt securities | $23,214,000 | 4,009 |
| 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 | $36,432,000 | 3,017 |
| U.S. Government securities | $17,101,000 | 3,881 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,101,000 | 3,807 |
| Securities issued by states & political subdivisions | $8,038,000 | 2,442 |
| Other domestic debt securities | $9,140,000 | 921 |
| Privately issued residential mortgage-backed securities | $2,277,000 | 963 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,863,000 | 533 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,153,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,856,000 | 2,056 |
| Mortgage-backed securities | $5,460,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $2,760,000 | 4,477 |
| Issued or guaranteed by U.S. | $2,760,000 | 4,466 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,700,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,930 |
| Privately issued | $2,277,000 | 925 |
| 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) | $34,279,000 | 505 |
| Available-for-sale securities (fair market value) | $2,153,000 | 6,896 |
| Total debt securities | $34,279,000 | 3,112 |
| 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 | $26,166,000 | 3,777 |
| U.S. Government securities | $6,456,000 | 5,999 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,456,000 | 5,913 |
| Securities issued by states & political subdivisions | $8,149,000 | 2,394 |
| Other domestic debt securities | $9,257,000 | 878 |
| Privately issued residential mortgage-backed securities | $2,419,000 | 903 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,838,000 | 520 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,304,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,938,000 | 3,154 |
| Mortgage-backed securities | $6,378,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $3,437,000 | 4,209 |
| Issued or guaranteed by U.S. | $3,437,000 | 4,196 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,941,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,824 |
| Privately issued | $2,419,000 | 868 |
| 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) | $23,862,000 | 660 |
| Available-for-sale securities (fair market value) | $2,304,000 | 6,919 |
| Total debt securities | $23,862,000 | 3,971 |
| 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 | $27,195,000 | 3,618 |
| U.S. Government securities | $7,102,000 | 5,806 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,102,000 | 5,720 |
| Securities issued by states & political subdivisions | $8,242,000 | 2,346 |
| Other domestic debt securities | $9,339,000 | 859 |
| Privately issued residential mortgage-backed securities | $2,493,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,846,000 | 500 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,512,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,828,000 | 3,016 |
| Mortgage-backed securities | $7,098,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $3,957,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,957,000 | 3,947 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,141,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $648,000 | 2,655 |
| Privately issued | $2,493,000 | 851 |
| 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) | $24,683,000 | 637 |
| Available-for-sale securities (fair market value) | $2,512,000 | 6,884 |
| Total debt securities | $24,683,000 | 3,816 |
| 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 | $28,442,000 | 3,584 |
| U.S. Government securities | $7,588,000 | 5,701 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,588,000 | 5,620 |
| Securities issued by states & political subdivisions | $8,687,000 | 2,298 |
| Other domestic debt securities | $9,412,000 | 888 |
| Privately issued residential mortgage-backed securities | $2,595,000 | 878 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,817,000 | 571 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,755,000 | 657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,720,000 | 2,850 |
| Mortgage-backed securities | $7,687,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $4,319,000 | 3,849 |
| Issued or guaranteed by U.S. | $4,319,000 | 3,836 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,368,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,599 |
| Privately issued | $2,595,000 | 834 |
| 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) | $25,687,000 | 613 |
| Available-for-sale securities (fair market value) | $2,755,000 | 6,896 |
| Total debt securities | $25,687,000 | 3,766 |
| 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 | $38,276,000 | 2,866 |
| U.S. Government securities | $17,041,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,041,000 | 3,860 |
| Securities issued by states & political subdivisions | $8,751,000 | 2,278 |
| Other domestic debt securities | $9,587,000 | 860 |
| Privately issued residential mortgage-backed securities | $2,761,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,826,000 | 572 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,897,000 | 688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,145,000 | 2,017 |
| Mortgage-backed securities | $7,304,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $3,588,000 | 3,989 |
| Issued or guaranteed by U.S. | $3,588,000 | 3,975 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,716,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,483 |
| Privately issued | $2,761,000 | 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) | $35,379,000 | 454 |
| Available-for-sale securities (fair market value) | $2,897,000 | 6,891 |
| Total debt securities | $35,379,000 | 3,003 |
| 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 | $29,632,000 | 3,486 |
| U.S. Government securities | $7,897,000 | 5,769 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,897,000 | 5,663 |
| Securities issued by states & political subdivisions | $9,066,000 | 2,226 |
| Other domestic debt securities | $9,760,000 | 801 |
| Privately issued residential mortgage-backed securities | $2,935,000 | 750 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,825,000 | 556 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,909,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,205,000 | 2,902 |
| Mortgage-backed securities | $7,837,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $3,814,000 | 3,600 |
| Issued or guaranteed by U.S. | $3,814,000 | 3,585 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,023,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $1,088,000 | 2,288 |
| Privately issued | $2,935,000 | 711 |
| 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) | $26,723,000 | 617 |
| Available-for-sale securities (fair market value) | $2,909,000 | 6,929 |
| Total debt securities | $26,723,000 | 3,666 |
| 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 | $26,861,000 | 3,700 |
| U.S. Government securities | $6,168,000 | 6,334 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,168,000 | 6,224 |
| Securities issued by states & political subdivisions | $7,839,000 | 2,395 |
| Other domestic debt securities | $9,947,000 | 745 |
| Privately issued residential mortgage-backed securities | $3,037,000 | 705 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,910,000 | 540 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,907,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,483,000 | 3,013 |
| Mortgage-backed securities | $6,710,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $2,454,000 | 3,990 |
| Issued or guaranteed by U.S. | $2,454,000 | 3,974 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,256,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $1,219,000 | 2,166 |
| Privately issued | $3,037,000 | 666 |
| 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) | $23,954,000 | 693 |
| Available-for-sale securities (fair market value) | $2,907,000 | 6,959 |
| Total debt securities | $23,954,000 | 3,954 |
| 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 | $27,011,000 | 3,687 |
| U.S. Government securities | $6,458,000 | 6,295 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,458,000 | 6,176 |
| Securities issued by states & political subdivisions | $7,594,000 | 2,443 |
| Other domestic debt securities | $10,052,000 | 700 |
| Privately issued residential mortgage-backed securities | $1,327,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,815,000 | 148 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,910,000 | 512 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,907,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,172,000 | 3,066 |
| Mortgage-backed securities | $5,291,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $2,585,000 | 3,892 |
| Issued or guaranteed by U.S. | $2,585,000 | 3,881 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,706,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $1,379,000 | 2,080 |
| Privately issued | $1,327,000 | 824 |
| 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) | $24,104,000 | 695 |
| Available-for-sale securities (fair market value) | $2,907,000 | 6,984 |
| Total debt securities | $24,104,000 | 3,917 |
| 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 | $33,128,000 | 3,208 |
| U.S. Government securities | $12,883,000 | 4,820 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,883,000 | 4,693 |
| Securities issued by states & political subdivisions | $7,703,000 | 2,442 |
| Other domestic debt securities | $9,620,000 | 740 |
| Privately issued residential mortgage-backed securities | $1,370,000 | 830 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,022,000 | 149 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,228,000 | 557 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,922,000 | 632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,168,000 | 2,349 |
| Mortgage-backed securities | $5,769,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $2,851,000 | 3,758 |
| Issued or guaranteed by U.S. | $2,851,000 | 3,743 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,918,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 1,990 |
| Privately issued | $1,370,000 | 778 |
| 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) | $30,206,000 | 604 |
| Available-for-sale securities (fair market value) | $2,922,000 | 7,003 |
| Total debt securities | $30,206,000 | 3,398 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $500,000 | 2,329 |
| 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 | $28,588,000 | 3,591 |
| U.S. Government securities | $9,725,000 | 5,536 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,725,000 | 5,415 |
| Securities issued by states & political subdivisions | $8,166,000 | 2,348 |
| Other domestic debt securities | $7,775,000 | 822 |
| Privately issued residential mortgage-backed securities | $5,700,000 | 506 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $99,000 | 246 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,976,000 | 1,067 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,922,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,449,000 | 3,343 |
| Mortgage-backed securities | $10,444,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $3,035,000 | 3,675 |
| Issued or guaranteed by U.S. | $3,035,000 | 3,664 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,409,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 1,934 |
| Privately issued | $5,700,000 | 479 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,666,000 | 692 |
| Available-for-sale securities (fair market value) | $2,922,000 | 7,024 |
| Total debt securities | $25,666,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $497,000 | 2,474 |
| 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 | $28,249,000 | 3,647 |
| U.S. Government securities | $11,130,000 | 5,267 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,130,000 | 5,155 |
| Securities issued by states & political subdivisions | $7,244,000 | 2,521 |
| Other domestic debt securities | $6,956,000 | 860 |
| Privately issued residential mortgage-backed securities | $5,873,000 | 496 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $115,000 | 265 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $968,000 | 1,465 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,919,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,916,000 | 3,093 |
| Mortgage-backed securities | $11,024,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $3,271,000 | 3,596 |
| Issued or guaranteed by U.S. | $3,271,000 | 3,577 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,753,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $1,880,000 | 1,856 |
| Privately issued | $5,873,000 | 468 |
| 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) | $25,330,000 | 730 |
| Available-for-sale securities (fair market value) | $2,919,000 | 7,093 |
| Total debt securities | $25,330,000 | 3,876 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,826 |
| Fair value | $1,493,000 | 1,783 |
| 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 | $29,848,000 | 3,522 |
| U.S. Government securities | $13,555,000 | 4,788 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,555,000 | 4,652 |
| Securities issued by states & political subdivisions | $6,225,000 | 2,730 |
| Other domestic debt securities | $7,155,000 | 850 |
| Privately issued residential mortgage-backed securities | $6,059,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $132,000 | 262 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $964,000 | 1,508 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,913,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,943,000 | 2,572 |
| Mortgage-backed securities | $11,638,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $3,525,000 | 3,481 |
| Issued or guaranteed by U.S. | $3,525,000 | 3,468 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,113,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $2,054,000 | 1,804 |
| Privately issued | $6,059,000 | 448 |
| 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) | $26,887,000 | 705 |
| Available-for-sale securities (fair market value) | $2,961,000 | 7,107 |
| Total debt securities | $26,936,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,885 |
| Fair value | $1,484,000 | 1,840 |
| 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 | $29,383,000 | 3,605 |
| U.S. Government securities | $13,950,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,950,000 | 4,612 |
| Securities issued by states & political subdivisions | $5,723,000 | 2,874 |
| Other domestic debt securities | $6,791,000 | 905 |
| Privately issued residential mortgage-backed securities | $6,168,000 | 478 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $147,000 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $476,000 | 1,995 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,919,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,859,000 | 2,352 |
| Mortgage-backed securities | $12,131,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $3,731,000 | 3,444 |
| Issued or guaranteed by U.S. | $3,731,000 | 3,430 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,400,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $2,232,000 | 1,758 |
| Privately issued | $6,168,000 | 450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,464,000 | 720 |
| Available-for-sale securities (fair market value) | $2,919,000 | 7,172 |
| Total debt securities | $26,464,000 | 3,808 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,888 |
| Fair value | $1,487,000 | 1,848 |
| 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 | $29,980,000 | 3,565 |
| U.S. Government securities | $14,362,000 | 4,649 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,362,000 | 4,514 |
| Securities issued by states & political subdivisions | $5,716,000 | 2,866 |
| Other domestic debt securities | $6,980,000 | 904 |
| Privately issued residential mortgage-backed securities | $6,337,000 | 458 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $167,000 | 270 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $476,000 | 2,116 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,922,000 | 682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,418,000 | 2,482 |
| Mortgage-backed securities | $12,705,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $3,967,000 | 3,383 |
| Issued or guaranteed by U.S. | $3,967,000 | 3,370 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,738,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $2,401,000 | 1,719 |
| Privately issued | $6,337,000 | 435 |
| 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) | $27,058,000 | 731 |
| Available-for-sale securities (fair market value) | $2,922,000 | 7,201 |
| Total debt securities | $27,059,000 | 3,779 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,878 |
| Fair value | $1,489,000 | 1,836 |
| 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 | $32,575,000 | 3,325 |
| U.S. Government securities | $14,396,000 | 4,616 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,396,000 | 4,477 |
| Securities issued by states & political subdivisions | $6,965,000 | 2,534 |
| Other domestic debt securities | $8,283,000 | 830 |
| Privately issued residential mortgage-backed securities | $6,611,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $195,000 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,477,000 | 1,429 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,931,000 | 693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,115,000 | 2,388 |
| Mortgage-backed securities | $13,013,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $3,832,000 | 3,484 |
| Issued or guaranteed by U.S. | $3,832,000 | 3,469 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,181,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $2,570,000 | 1,686 |
| Privately issued | $6,611,000 | 417 |
| 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) | $29,644,000 | 693 |
| Available-for-sale securities (fair market value) | $2,931,000 | 7,211 |
| Total debt securities | $29,644,000 | 3,519 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,841 |
| Fair value | $1,493,000 | 1,800 |
| 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 | $35,511,000 | 3,141 |
| U.S. Government securities | $15,486,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,486,000 | 4,344 |
| Securities issued by states & political subdivisions | $7,468,000 | 2,377 |
| Other domestic debt securities | $9,608,000 | 776 |
| Privately issued residential mortgage-backed securities | $6,907,000 | 430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $221,000 | 275 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,480,000 | 1,139 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,949,000 | 700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,665,000 | 2,217 |
| Mortgage-backed securities | $13,899,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $4,258,000 | 3,410 |
| Issued or guaranteed by U.S. | $4,258,000 | 3,394 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $9,641,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 1,698 |
| Privately issued | $6,907,000 | 405 |
| 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) | $32,562,000 | 657 |
| Available-for-sale securities (fair market value) | $2,949,000 | 7,247 |
| Total debt securities | $32,562,000 | 3,330 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,831 |
| Fair value | $1,497,000 | 1,791 |
| 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 | $35,822,000 | 3,156 |
| U.S. Government securities | $15,530,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,530,000 | 4,396 |
| Securities issued by states & political subdivisions | $7,471,000 | 2,385 |
| Other domestic debt securities | $9,869,000 | 778 |
| Privately issued residential mortgage-backed securities | $7,141,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $245,000 | 260 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,483,000 | 1,207 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,952,000 | 724 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,166,000 | 2,176 |
| Mortgage-backed securities | $14,677,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $4,639,000 | 3,374 |
| Issued or guaranteed by U.S. | $4,639,000 | 3,365 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,038,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $2,897,000 | 1,699 |
| Privately issued | $7,141,000 | 392 |
| 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) | $32,870,000 | 668 |
| Available-for-sale securities (fair market value) | $2,952,000 | 7,292 |
| Total debt securities | $32,870,000 | 3,339 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $992,000 | 2,092 |
| 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 | $30,349,000 | 3,595 |
| U.S. Government securities | $14,511,000 | 4,737 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,511,000 | 4,588 |
| Securities issued by states & political subdivisions | $6,760,000 | 2,563 |
| Other domestic debt securities | $6,117,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $3,364,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $267,000 | 266 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,486,000 | 1,265 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,961,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,561,000 | 2,401 |
| Mortgage-backed securities | $10,375,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $5,073,000 | 3,280 |
| Issued or guaranteed by U.S. | $5,073,000 | 3,268 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,302,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $1,938,000 | 1,973 |
| Privately issued | $3,364,000 | 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) | $27,388,000 | 763 |
| Available-for-sale securities (fair market value) | $2,961,000 | 7,336 |
| Total debt securities | $27,388,000 | 3,804 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,000,000 | 2,005 |
| 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 | $31,330,000 | 3,506 |
| U.S. Government securities | $15,699,000 | 4,476 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,699,000 | 4,334 |
| Securities issued by states & political subdivisions | $6,998,000 | 2,522 |
| Other domestic debt securities | $5,169,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $2,375,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $305,000 | 281 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,489,000 | 1,302 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,464,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,677,000 | 2,154 |
| Mortgage-backed securities | $9,820,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $5,470,000 | 3,197 |
| Issued or guaranteed by U.S. | $5,470,000 | 3,191 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,350,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $1,975,000 | 1,967 |
| Privately issued | $2,375,000 | 512 |
| 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) | $27,866,000 | 748 |
| Available-for-sale securities (fair market value) | $3,464,000 | 7,244 |
| Total debt securities | $27,866,000 | 3,746 |
| Structured notes | ||
| Amortized cost | $752,000 | 2,311 |
| Fair value | $751,000 | 2,318 |
| 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 | $36,939,000 | 3,138 |
| U.S. Government securities | $21,967,000 | 3,684 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $21,967,000 | 3,552 |
| Securities issued by states & political subdivisions | $7,556,000 | 2,398 |
| Other domestic debt securities | $3,949,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $1,133,000 | 674 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $324,000 | 281 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,492,000 | 1,375 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,467,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,257,000 | 4,865 |
| Mortgage-backed securities | $9,524,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $6,386,000 | 3,043 |
| Issued or guaranteed by U.S. | $6,386,000 | 3,036 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,138,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $2,005,000 | 1,993 |
| Privately issued | $1,133,000 | 631 |
| 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) | $33,472,000 | 667 |
| Available-for-sale securities (fair market value) | $3,467,000 | 7,313 |
| Total debt securities | $33,472,000 | 3,315 |
| Structured notes | ||
| Amortized cost | $754,000 | 2,279 |
| Fair value | $751,000 | 2,278 |
| 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 | $43,493,000 | 2,763 |
| U.S. Government securities | $27,559,000 | 3,038 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $27,559,000 | 2,928 |
| Securities issued by states & political subdivisions | $7,560,000 | 2,425 |
| Other domestic debt securities | $4,892,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $1,171,000 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $352,000 | 293 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,369,000 | 1,224 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,482,000 | 794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,390,000 | 4,414 |
| Mortgage-backed securities | $10,602,000 | 2,932 |
| Certificates of participation in pools of residential mortgages | $7,401,000 | 2,845 |
| Issued or guaranteed by U.S. | $7,401,000 | 2,835 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,201,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $2,030,000 | 2,035 |
| Privately issued | $1,171,000 | 655 |
| 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) | $40,011,000 | 548 |
| Available-for-sale securities (fair market value) | $3,482,000 | 7,298 |
| Total debt securities | $40,011,000 | 2,864 |
| Structured notes | ||
| Amortized cost | $757,000 | 2,061 |
| Fair value | $757,000 | 2,067 |
| 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 | $29,447,000 | 3,768 |
| U.S. Government securities | $14,854,000 | 4,719 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,854,000 | 4,579 |
| Securities issued by states & political subdivisions | $6,640,000 | 2,638 |
| Other domestic debt securities | $4,971,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $1,199,000 | 579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $382,000 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,390,000 | 1,308 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,982,000 | 853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,121,000 | 4,086 |
| Mortgage-backed securities | $4,687,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $3,488,000 | 3,922 |
| Issued or guaranteed by U.S. | $3,488,000 | 3,911 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,199,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $1,199,000 | 508 |
| 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) | $26,465,000 | 769 |
| Available-for-sale securities (fair market value) | $2,982,000 | 7,491 |
| Total debt securities | $26,465,000 | 3,970 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $31,522,000 | 3,503 |
| U.S. Government securities | $17,735,000 | 4,111 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $17,735,000 | 3,957 |
| Securities issued by states & political subdivisions | $6,533,000 | 2,654 |
| Other domestic debt securities | $4,272,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $241,000 | 908 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $620,000 | 291 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,411,000 | 1,382 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,982,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,789,000 | 2,945 |
| Mortgage-backed securities | $1,946,000 | 5,223 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 4,839 |
| Issued or guaranteed by U.S. | $1,634,000 | 4,819 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $312,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,653 |
| Privately issued | $241,000 | 796 |
| 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) | $28,540,000 | 718 |
| Available-for-sale securities (fair market value) | $2,982,000 | 7,479 |
| Total debt securities | $28,540,000 | 3,692 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $32,094,000 | 3,375 |
| U.S. Government securities | $16,728,000 | 4,170 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $16,728,000 | 4,014 |
| Securities issued by states & political subdivisions | $7,895,000 | 2,298 |
| Other domestic debt securities | $4,471,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $350,000 | 893 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $689,000 | 295 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,432,000 | 1,457 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,000,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,312,000 | 2,514 |
| Mortgage-backed securities | $3,516,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $1,894,000 | 4,753 |
| Issued or guaranteed by U.S. | $1,894,000 | 4,737 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,622,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $1,272,000 | 2,689 |
| Privately issued | $350,000 | 789 |
| 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) | $29,094,000 | 684 |
| Available-for-sale securities (fair market value) | $3,000,000 | 7,483 |
| Total debt securities | $29,094,000 | 3,560 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $37,863,000 | 2,951 |
| U.S. Government securities | $20,789,000 | 3,593 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $20,789,000 | 3,443 |
| Securities issued by states & political subdivisions | $7,749,000 | 2,265 |
| Other domestic debt securities | $2,815,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $490,000 | 861 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $820,000 | 290 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,505,000 | 2,141 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,510,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,951,000 | 2,444 |
| Mortgage-backed securities | $4,258,000 | 4,408 |
| Certificates of participation in pools of residential mortgages | $2,247,000 | 4,537 |
| Issued or guaranteed by U.S. | $2,247,000 | 4,521 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,011,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $1,521,000 | 2,686 |
| Privately issued | $490,000 | 758 |
| 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) | $31,353,000 | 636 |
| Available-for-sale securities (fair market value) | $6,510,000 | 6,580 |
| Total debt securities | $31,353,000 | 3,331 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $25,269,000 | 3,973 |
| U.S. Government securities | $14,332,000 | 4,595 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,332,000 | 4,424 |
| Securities issued by states & political subdivisions | $7,977,000 | 2,183 |
| Other domestic debt securities | $2,460,000 | 2,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $952,000 | 290 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,508,000 | 2,170 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $500,000 | 1,655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,406,000 | 1,891 |
| Mortgage-backed securities | $5,812,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $2,919,000 | 4,209 |
| Issued or guaranteed by U.S. | $2,919,000 | 4,195 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,893,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $2,893,000 | 2,199 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,769,000 | 792 |
| Available-for-sale securities (fair market value) | $500,000 | 8,251 |
| Total debt securities | $24,769,000 | 3,950 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $28,961,000 | 3,433 |
| U.S. Government securities | $18,919,000 | 3,691 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,919,000 | 3,505 |
| Securities issued by states & political subdivisions | $8,849,000 | 1,906 |
| Other domestic debt securities | $692,000 | 3,185 |
| Privately issued residential mortgage-backed securities | $218,000 | 1,134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $474,000 | 2,995 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $501,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,375,000 | 1,779 |
| Mortgage-backed securities | $5,208,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $3,166,000 | 3,809 |
| Issued or guaranteed by U.S. | $3,166,000 | 3,793 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,042,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $1,824,000 | 2,661 |
| Privately issued | $218,000 | 1,018 |
| 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) | $28,460,000 | 693 |
| Available-for-sale securities (fair market value) | $501,000 | 8,405 |
| Total debt securities | $28,460,000 | 3,408 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $38,005,000 | 2,816 |
| U.S. Government securities | $31,467,000 | 2,541 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $31,467,000 | 2,341 |
| Securities issued by states & political subdivisions | $5,757,000 | 2,551 |
| Other domestic debt securities | $417,000 | 3,098 |
| Privately issued residential mortgage-backed securities | $417,000 | 947 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $364,000 | 4,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,852,000 | 1,410 |
| Mortgage-backed securities | $5,294,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $1,624,000 | 4,248 |
| Issued or guaranteed by U.S. | $1,624,000 | 4,223 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,670,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $3,253,000 | 1,746 |
| Privately issued | $417,000 | 827 |
| 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) | $34,425,000 | 729 |
| Available-for-sale securities (fair market value) | $3,580,000 | 7,683 |
| Total debt securities | $37,641,000 | 2,750 |
| 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 | $41,880,000 | 2,686 |
| U.S. Government securities | $26,262,000 | 3,105 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $26,262,000 | 2,787 |
| Securities issued by states & political subdivisions | $7,028,000 | 2,291 |
| Other domestic debt securities | $8,226,000 | 923 |
| Privately issued residential mortgage-backed securities | $2,481,000 | 541 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,745,000 | 903 |
| Foreign debt securities | NA | NA |
| Equity securities | $364,000 | 4,413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,589,000 | 1,691 |
| Mortgage-backed securities | $9,758,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 4,689 |
| Issued or guaranteed by U.S. | $1,363,000 | 4,674 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,395,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $5,914,000 | 1,349 |
| Privately issued | $2,481,000 | 475 |
| 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) | $37,437,000 | 726 |
| Available-for-sale securities (fair market value) | $4,443,000 | 7,605 |
| Total debt securities | $41,516,000 | 2,623 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 444 |
| Fair value | $995,000 | 483 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $38,821,000 | 2,915 |
| U.S. Government securities | $24,091,000 | 3,395 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $24,091,000 | 2,873 |
| Securities issued by states & political subdivisions | $5,766,000 | 2,689 |
| Other domestic debt securities | $8,964,000 | 818 |
| Privately issued residential mortgage-backed securities | $967,000 | 749 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,997,000 | 692 |
| 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 | $21,707,000 | 1,476 |
| Mortgage-backed securities | $4,426,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $13,000 | 7,544 |
| Issued or guaranteed by U.S. | $13,000 | 7,520 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,413,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $3,446,000 | 1,969 |
| Privately issued | $967,000 | 639 |
| 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) | $27,036,000 | 1,061 |
| Available-for-sale securities (fair market value) | $11,785,000 | 5,314 |
| Total debt securities | $38,821,000 | 2,827 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 593 |
| Fair value | $984,000 | 718 |
| 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 | $37,537,000 | 3,002 |
| U.S. Government securities | $32,290,000 | 2,756 |
| U.S. Treasury securities | $1,497,000 | 5,796 |
| U.S. Government agency obligations | $30,793,000 | 2,249 |
| Securities issued by states & political subdivisions | $5,196,000 | 2,672 |
| Other domestic debt securities | $51,000 | 3,503 |
| 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 | $51,000 | 2,753 |
| 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 | $23,334,000 | 1,400 |
| Mortgage-backed securities | $3,068,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $14,000 | 7,861 |
| Issued or guaranteed by U.S. | $14,000 | 7,835 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,054,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $3,054,000 | 2,112 |
| 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) | $24,720,000 | 1,403 |
| Available-for-sale securities (fair market value) | $12,817,000 | 4,975 |
| Total debt securities | $37,537,000 | 2,915 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $970,000 | 1,454 |
| 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 | $36,433,000 | 3,326 |
| U.S. Government securities | $31,380,000 | 3,069 |
| U.S. Treasury securities | $2,246,000 | 5,714 |
| U.S. Government agency obligations | $29,134,000 | 2,451 |
| Securities issued by states & political subdivisions | $4,999,000 | 2,823 |
| Other domestic debt securities | $54,000 | 4,041 |
| 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 | $54,000 | 3,089 |
| 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 | $21,161,000 | 1,541 |
| Mortgage-backed securities | $3,123,000 | 5,140 |
| Certificates of participation in pools of residential mortgages | $15,000 | 8,398 |
| Issued or guaranteed by U.S. | $15,000 | 8,370 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,108,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $3,108,000 | 2,406 |
| 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) | $25,621,000 | 1,552 |
| Available-for-sale securities (fair market value) | $10,812,000 | 5,743 |
| Total debt securities | $36,433,000 | 3,224 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $964,000 | 1,974 |
| 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 | $38,402,000 | 3,284 |
| U.S. Government securities | $33,901,000 | 2,966 |
| U.S. Treasury securities | $5,245,000 | 4,420 |
| U.S. Government agency obligations | $28,656,000 | 2,441 |
| Securities issued by states & political subdivisions | $4,445,000 | 3,086 |
| Other domestic debt securities | $56,000 | 4,727 |
| 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 | $56,000 | 3,668 |
| 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 | $33,046,000 | 1,020 |
| Mortgage-backed securities | $3,298,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $19,000 | 8,764 |
| Issued or guaranteed by U.S. | $19,000 | 8,730 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,279,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $3,279,000 | 2,597 |
| 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) | $25,671,000 | 1,605 |
| Available-for-sale securities (fair market value) | $12,731,000 | 5,366 |
| Total debt securities | $38,402,000 | 3,204 |
| Structured notes | ||
| Amortized cost | $3,300,000 | 1,095 |
| Fair value | $3,277,000 | 1,092 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $43,364,000 | 3,032 |
| U.S. Government securities | $37,830,000 | 2,754 |
| U.S. Treasury securities | $7,199,000 | 4,351 |
| U.S. Government agency obligations | $30,631,000 | 2,213 |
| Securities issued by states & political subdivisions | $5,470,000 | 2,731 |
| Other domestic debt securities | $64,000 | 5,284 |
| 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 | $64,000 | 4,188 |
| 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 | $23,569,000 | 1,354 |
| Mortgage-backed securities | $3,388,000 | 5,583 |
| Certificates of participation in pools of residential mortgages | $22,000 | 9,247 |
| Issued or guaranteed by U.S. | $22,000 | 9,217 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,366,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $3,366,000 | 2,722 |
| 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) | $35,479,000 | 2,085 |
| Available-for-sale securities (fair market value) | $7,885,000 | 5,483 |
| Total debt securities | $43,364,000 | 2,961 |
| 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 | $35,662,000 | 3,848 |
| U.S. Government securities | $30,962,000 | 3,489 |
| U.S. Treasury securities | $9,754,000 | 3,585 |
| U.S. Government agency obligations | $21,208,000 | 3,144 |
| Securities issued by states & political subdivisions | $4,695,000 | 3,165 |
| Other domestic debt securities | $5,000 | 6,495 |
| 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 | $5,000 | 5,059 |
| 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 | $13,059,000 | 2,191 |
| Mortgage-backed securities | $4,253,000 | 5,685 |
| Certificates of participation in pools of residential mortgages | $283,000 | 8,699 |
| Issued or guaranteed by U.S. | $283,000 | 8,644 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,970,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $3,970,000 | 2,834 |
| 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 | $35,662,000 | 3,766 |
| 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 | $27,850,000 | 4,758 |
| U.S. Government securities | $24,480,000 | 4,297 |
| U.S. Treasury securities | $10,684,000 | 3,331 |
| U.S. Government agency obligations | $13,796,000 | 4,381 |
| Securities issued by states & political subdivisions | $3,365,000 | 3,754 |
| Other domestic debt securities | $5,000 | 7,435 |
| Privately issued residential mortgage-backed securities | $5,000 | 4,087 |
| 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 | $2,946,000 | 6,065 |
| Mortgage-backed securities | $356,000 | 10,081 |
| Certificates of participation in pools of residential mortgages | $351,000 | 8,984 |
| Issued or guaranteed by U.S. | $351,000 | 8,915 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,000 | 7,326 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $5,000 | 3,509 |
| 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 | $27,850,000 | 4,668 |
| 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 |