Home > Islanders Bank > Securities
Islanders Bank, Securities
| 2020-12-31 | Rank | |
| Total securities | $44,570,000 | 2,497 |
| U.S. Government securities | $19,499,000 | 2,547 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $19,499,000 | 2,420 |
| Securities issued by states & political subdivisions | $12,868,000 | 2,342 |
| Other domestic debt securities | $8,915,000 | 834 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,562,000 | 322 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,353,000 | 906 |
| Foreign debt securities | $3,289,000 | 99 |
| 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 | $1,885,000 | 3,670 |
| Mortgage-backed securities | $17,315,000 | 2,163 |
| Certificates of participation in pools of residential mortgages | $2,125,000 | 3,211 |
| Issued or guaranteed by U.S. | $2,125,000 | 3,128 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $14,316,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $14,316,000 | 896 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $874,000 | 1,688 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $874,000 | 1,153 |
| Held to maturity securities (book value) | $2,810,000 | 1,041 |
| Available-for-sale securities (fair market value) | $41,761,000 | 2,416 |
| Total debt securities | $44,572,000 | 2,473 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $54,016,000 | 2,101 |
| U.S. Government securities | $25,222,000 | 2,206 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $25,222,000 | 2,094 |
| Securities issued by states & political subdivisions | $16,034,000 | 2,019 |
| Other domestic debt securities | $9,503,000 | 782 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,650,000 | 309 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,853,000 | 821 |
| Foreign debt securities | $3,258,000 | 103 |
| 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 | $2,897,000 | 3,495 |
| Mortgage-backed securities | $22,961,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $2,442,000 | 3,126 |
| Issued or guaranteed by U.S. | $2,442,000 | 3,035 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $19,622,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $19,622,000 | 741 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $897,000 | 1,666 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $897,000 | 1,126 |
| Held to maturity securities (book value) | $4,060,000 | 928 |
| Available-for-sale securities (fair market value) | $49,957,000 | 2,084 |
| Total debt securities | $54,017,000 | 2,081 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $61,098,000 | 1,878 |
| U.S. Government securities | $32,166,000 | 1,922 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $32,166,000 | 1,822 |
| Securities issued by states & political subdivisions | $17,462,000 | 1,856 |
| Other domestic debt securities | $8,236,000 | 798 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,376,000 | 296 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,860,000 | 788 |
| Foreign debt securities | $3,235,000 | 104 |
| 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 | $2,907,000 | 3,529 |
| Mortgage-backed securities | $29,740,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $2,805,000 | 3,051 |
| Issued or guaranteed by U.S. | $2,805,000 | 2,969 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $25,703,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $25,703,000 | 633 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,232,000 | 1,541 |
| Commercial mortgage pass-through securities | $325,000 | 1,364 |
| Other commercial mortgage-backed securities | $907,000 | 1,094 |
| Held to maturity securities (book value) | $4,210,000 | 934 |
| Available-for-sale securities (fair market value) | $56,889,000 | 1,841 |
| Total debt securities | $61,099,000 | 1,862 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $62,595,000 | 1,792 |
| U.S. Government securities | $38,276,000 | 1,736 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $38,276,000 | 1,650 |
| Securities issued by states & political subdivisions | $15,123,000 | 1,879 |
| Other domestic debt securities | $6,870,000 | 832 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,547,000 | 298 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $3,323,000 | 756 |
| Foreign debt securities | $2,328,000 | 129 |
| 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 | $2,845,000 | 3,548 |
| Mortgage-backed securities | $35,601,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $3,217,000 | 2,970 |
| Issued or guaranteed by U.S. | $3,217,000 | 2,879 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $31,130,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $31,130,000 | 571 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,254,000 | 1,518 |
| Commercial mortgage pass-through securities | $327,000 | 1,335 |
| Other commercial mortgage-backed securities | $927,000 | 1,072 |
| Held to maturity securities (book value) | $4,815,000 | 904 |
| Available-for-sale securities (fair market value) | $57,782,000 | 1,750 |
| Total debt securities | $62,596,000 | 1,779 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 287 |
| Fair value | $1,003,000 | 295 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $59,555,000 | 1,855 |
| U.S. Government securities | $37,668,000 | 1,785 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $37,668,000 | 1,684 |
| Securities issued by states & political subdivisions | $13,472,000 | 1,979 |
| Other domestic debt securities | $5,907,000 | 832 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $3,551,000 | 284 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,356,000 | 860 |
| Foreign debt securities | $2,508,000 | 113 |
| 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 | $3,438,000 | 3,500 |
| Mortgage-backed securities | $32,836,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $2,903,000 | 3,016 |
| Issued or guaranteed by U.S. | $2,903,000 | 2,929 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $28,670,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $28,670,000 | 608 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,263,000 | 1,490 |
| Commercial mortgage pass-through securities | $330,000 | 1,329 |
| Other commercial mortgage-backed securities | $933,000 | 1,036 |
| Held to maturity securities (book value) | $5,432,000 | 907 |
| Available-for-sale securities (fair market value) | $54,123,000 | 1,851 |
| Total debt securities | $59,555,000 | 1,834 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 399 |
| Fair value | $1,003,000 | 405 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $57,645,000 | 1,888 |
| U.S. Government securities | $36,263,000 | 1,838 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $36,263,000 | 1,745 |
| Securities issued by states & political subdivisions | $14,229,000 | 1,922 |
| Other domestic debt securities | $5,242,000 | 869 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $2,887,000 | 280 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,355,000 | 858 |
| Foreign debt securities | $1,911,000 | 143 |
| 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 | $3,456,000 | 3,563 |
| Mortgage-backed securities | $33,287,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $3,312,000 | 2,915 |
| Issued or guaranteed by U.S. | $3,312,000 | 2,827 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $28,666,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $28,666,000 | 612 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,309,000 | 1,462 |
| Commercial mortgage pass-through securities | $336,000 | 1,320 |
| Other commercial mortgage-backed securities | $973,000 | 990 |
| Held to maturity securities (book value) | $6,650,000 | 893 |
| Available-for-sale securities (fair market value) | $50,995,000 | 1,923 |
| Total debt securities | $57,645,000 | 1,870 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $1,002,000 | 497 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $60,712,000 | 1,830 |
| U.S. Government securities | $34,511,000 | 1,947 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $34,511,000 | 1,833 |
| Securities issued by states & political subdivisions | $18,161,000 | 1,665 |
| Other domestic debt securities | $5,329,000 | 854 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $2,979,000 | 258 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,350,000 | 864 |
| Foreign debt securities | $2,711,000 | 123 |
| 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 | $3,461,000 | 3,609 |
| Mortgage-backed securities | $31,390,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $3,711,000 | 2,851 |
| Issued or guaranteed by U.S. | $3,711,000 | 2,771 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $26,337,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $26,337,000 | 624 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,342,000 | 1,450 |
| Commercial mortgage pass-through securities | $340,000 | 1,315 |
| Other commercial mortgage-backed securities | $1,002,000 | 954 |
| Held to maturity securities (book value) | $7,472,000 | 880 |
| Available-for-sale securities (fair market value) | $53,240,000 | 1,873 |
| Total debt securities | $60,712,000 | 1,814 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 510 |
| Fair value | $1,300,000 | 509 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $59,594,000 | 1,885 |
| U.S. Government securities | $33,075,000 | 2,013 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $33,075,000 | 1,892 |
| Securities issued by states & political subdivisions | $19,506,000 | 1,645 |
| Other domestic debt securities | $3,817,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $2,469,000 | 261 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,348,000 | 1,071 |
| Foreign debt securities | $3,196,000 | 113 |
| 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 | $3,878,000 | 3,581 |
| Mortgage-backed securities | $30,366,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $3,231,000 | 2,979 |
| Issued or guaranteed by U.S. | $3,231,000 | 2,891 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $25,776,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $25,776,000 | 620 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,359,000 | 1,374 |
| Commercial mortgage pass-through securities | $339,000 | 1,296 |
| Other commercial mortgage-backed securities | $1,020,000 | 856 |
| Held to maturity securities (book value) | $8,136,000 | 867 |
| Available-for-sale securities (fair market value) | $51,458,000 | 1,945 |
| Total debt securities | $59,593,000 | 1,871 |
| Structured notes | ||
| Amortized cost | $300,000 | 860 |
| Fair value | $297,000 | 865 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $63,706,000 | 1,820 |
| U.S. Government securities | $34,360,000 | 1,977 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $34,360,000 | 1,864 |
| Securities issued by states & political subdivisions | $22,856,000 | 1,498 |
| Other domestic debt securities | $3,832,000 | 965 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $2,496,000 | 257 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,336,000 | 1,073 |
| Foreign debt securities | $2,658,000 | 130 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,386,000 | 3,512 |
| Mortgage-backed securities | $30,947,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $3,321,000 | 2,974 |
| Issued or guaranteed by U.S. | $3,321,000 | 2,913 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $26,231,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $26,231,000 | 616 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,395,000 | 1,346 |
| Commercial mortgage pass-through securities | $341,000 | 1,282 |
| Other commercial mortgage-backed securities | $1,054,000 | 820 |
| Held to maturity securities (book value) | $10,664,000 | 816 |
| Available-for-sale securities (fair market value) | $53,042,000 | 1,928 |
| Total debt securities | $63,706,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $300,000 | 881 |
| Fair value | $295,000 | 883 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $69,641,000 | 1,701 |
| U.S. Government securities | $35,968,000 | 1,937 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $35,968,000 | 1,821 |
| Securities issued by states & political subdivisions | $25,607,000 | 1,345 |
| Other domestic debt securities | $5,366,000 | 788 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $2,525,000 | 253 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,841,000 | 811 |
| Foreign debt securities | $2,700,000 | 129 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,648,000 | 3,506 |
| Mortgage-backed securities | $31,239,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $2,841,000 | 3,108 |
| Issued or guaranteed by U.S. | $2,841,000 | 3,079 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $26,973,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $26,973,000 | 590 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,425,000 | 1,309 |
| Commercial mortgage pass-through securities | $341,000 | 1,263 |
| Other commercial mortgage-backed securities | $1,084,000 | 811 |
| Held to maturity securities (book value) | $12,662,000 | 776 |
| Available-for-sale securities (fair market value) | $56,979,000 | 1,834 |
| Total debt securities | $69,641,000 | 1,686 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 552 |
| Fair value | $1,043,000 | 548 |
| Trading account assets | $100,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $62,903,000 | 1,882 |
| U.S. Government securities | $30,352,000 | 2,139 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $30,352,000 | 2,026 |
| Securities issued by states & political subdivisions | $25,257,000 | 1,418 |
| Other domestic debt securities | $4,593,000 | 981 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $1,756,000 | 269 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,837,000 | 812 |
| Foreign debt securities | $2,701,000 | 127 |
| 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 | $4,679,000 | 3,541 |
| Mortgage-backed securities | $26,690,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $1,915,000 | 3,397 |
| Issued or guaranteed by U.S. | $1,915,000 | 3,232 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $23,673,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $23,673,000 | 644 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,102,000 | 1,343 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,102,000 | 797 |
| Held to maturity securities (book value) | $12,837,000 | 778 |
| Available-for-sale securities (fair market value) | $50,066,000 | 2,046 |
| Total debt securities | $62,904,000 | 1,867 |
| Structured notes | ||
| Amortized cost | $300,000 | 858 |
| Fair value | $293,000 | 867 |
| Trading account assets | $100,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $57,201,000 | 2,052 |
| U.S. Government securities | $25,499,000 | 2,446 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $25,499,000 | 2,340 |
| Securities issued by states & political subdivisions | $28,639,000 | 1,299 |
| Other domestic debt securities | $1,501,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $1,001,000 | 282 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $500,000 | 1,372 |
| Foreign debt securities | $1,562,000 | 147 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,710,000 | 3,583 |
| Mortgage-backed securities | $22,949,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 3,424 |
| Issued or guaranteed by U.S. | $1,985,000 | 3,418 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,964,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $20,964,000 | 684 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $13,082,000 | 783 |
| Available-for-sale securities (fair market value) | $44,119,000 | 2,275 |
| Total debt securities | $57,201,000 | 2,036 |
| Structured notes | ||
| Amortized cost | $300,000 | 822 |
| Fair value | $294,000 | 831 |
| Trading account assets | $100,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $54,801,000 | 2,150 |
| U.S. Government securities | $23,838,000 | 2,552 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $23,838,000 | 2,439 |
| Securities issued by states & political subdivisions | $29,255,000 | 1,326 |
| Other domestic debt securities | $997,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $497,000 | 300 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $500,000 | 1,400 |
| Foreign debt securities | $711,000 | 220 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,741,000 | 3,633 |
| Mortgage-backed securities | $21,382,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $2,121,000 | 3,429 |
| Issued or guaranteed by U.S. | $2,121,000 | 3,422 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,261,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $19,261,000 | 710 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $12,985,000 | 806 |
| Available-for-sale securities (fair market value) | $41,816,000 | 2,390 |
| Total debt securities | $54,801,000 | 2,132 |
| Structured notes | ||
| Amortized cost | $300,000 | 833 |
| Fair value | $296,000 | 842 |
| Trading account assets | $100,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $48,934,000 | 2,357 |
| U.S. Government securities | $18,055,000 | 2,958 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,055,000 | 2,841 |
| Securities issued by states & political subdivisions | $29,173,000 | 1,346 |
| Other domestic debt securities | $993,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $493,000 | 287 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $500,000 | 1,437 |
| Foreign debt securities | $713,000 | 232 |
| 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 | $3,751,000 | 3,865 |
| Mortgage-backed securities | $15,440,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 3,607 |
| Issued or guaranteed by U.S. | $1,714,000 | 3,602 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,726,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $13,726,000 | 914 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $13,608,000 | 824 |
| Available-for-sale securities (fair market value) | $35,326,000 | 2,662 |
| Total debt securities | $48,934,000 | 2,333 |
| Structured notes | ||
| Amortized cost | $300,000 | 862 |
| Fair value | $300,000 | 863 |
| Trading account assets | $331,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $44,658,000 | 2,546 |
| U.S. Government securities | $15,774,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,774,000 | 3,094 |
| Securities issued by states & political subdivisions | $27,982,000 | 1,415 |
| Other domestic debt securities | $489,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $489,000 | 276 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $413,000 | 287 |
| 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 | $3,772,000 | 3,888 |
| Mortgage-backed securities | $12,994,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 3,610 |
| Issued or guaranteed by U.S. | $1,847,000 | 3,606 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,147,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $11,147,000 | 1,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $13,516,000 | 835 |
| Available-for-sale securities (fair market value) | $31,142,000 | 2,889 |
| Total debt securities | $44,658,000 | 2,528 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $333,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $42,350,000 | 2,660 |
| U.S. Government securities | $15,554,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,554,000 | 3,157 |
| Securities issued by states & political subdivisions | $26,383,000 | 1,508 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $413,000 | 288 |
| 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 | $3,794,000 | 3,933 |
| Mortgage-backed securities | $13,350,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $1,953,000 | 3,640 |
| Issued or guaranteed by U.S. | $1,953,000 | 3,638 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,397,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $11,397,000 | 1,018 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $13,667,000 | 854 |
| Available-for-sale securities (fair market value) | $28,683,000 | 3,029 |
| Total debt securities | $42,348,000 | 2,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $334,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $40,472,000 | 2,725 |
| U.S. Government securities | $14,257,000 | 3,371 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,257,000 | 3,246 |
| Securities issued by states & political subdivisions | $26,215,000 | 1,504 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,818,000 | 3,952 |
| Mortgage-backed securities | $11,767,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $2,042,000 | 3,630 |
| Issued or guaranteed by U.S. | $2,042,000 | 3,625 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,725,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $9,725,000 | 1,095 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $13,828,000 | 853 |
| Available-for-sale securities (fair market value) | $26,644,000 | 3,129 |
| Total debt securities | $40,472,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $335,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $43,897,000 | 2,599 |
| U.S. Government securities | $16,563,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,563,000 | 3,049 |
| Securities issued by states & political subdivisions | $27,334,000 | 1,458 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,433,000 | 3,874 |
| Mortgage-backed securities | $13,906,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $2,608,000 | 3,508 |
| Issued or guaranteed by U.S. | $2,608,000 | 3,504 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,298,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $11,298,000 | 1,024 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $14,137,000 | 849 |
| Available-for-sale securities (fair market value) | $29,760,000 | 2,950 |
| Total debt securities | $43,899,000 | 2,579 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $336,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $50,233,000 | 2,402 |
| U.S. Government securities | $24,252,000 | 2,672 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $24,252,000 | 2,570 |
| Securities issued by states & political subdivisions | $25,981,000 | 1,531 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,458,000 | 3,933 |
| Mortgage-backed securities | $22,745,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $2,779,000 | 3,513 |
| Issued or guaranteed by U.S. | $2,779,000 | 3,507 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,966,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $19,966,000 | 730 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $14,326,000 | 866 |
| Available-for-sale securities (fair market value) | $35,907,000 | 2,716 |
| Total debt securities | $50,233,000 | 2,376 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $338,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $43,204,000 | 2,685 |
| U.S. Government securities | $20,454,000 | 3,009 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,454,000 | 2,900 |
| Securities issued by states & political subdivisions | $22,750,000 | 1,687 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,475,000 | 3,973 |
| Mortgage-backed securities | $18,850,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 3,792 |
| Issued or guaranteed by U.S. | $1,937,000 | 3,788 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,913,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $16,913,000 | 829 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $14,199,000 | 897 |
| Available-for-sale securities (fair market value) | $29,005,000 | 3,102 |
| Total debt securities | $43,206,000 | 2,665 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $339,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $36,782,000 | 2,989 |
| U.S. Government securities | $15,187,000 | 3,520 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,187,000 | 3,393 |
| Securities issued by states & political subdivisions | $21,595,000 | 1,772 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,688,000 | 3,794 |
| Mortgage-backed securities | $13,808,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $1,213,000 | 4,051 |
| Issued or guaranteed by U.S. | $1,213,000 | 4,047 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,595,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $12,595,000 | 988 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $14,408,000 | 905 |
| Available-for-sale securities (fair market value) | $22,374,000 | 3,524 |
| Total debt securities | $36,782,000 | 2,970 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $341,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $37,064,000 | 3,013 |
| U.S. Government securities | $15,799,000 | 3,530 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,799,000 | 3,417 |
| Securities issued by states & political subdivisions | $21,265,000 | 1,780 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,893,000 | 3,981 |
| Mortgage-backed securities | $14,290,000 | 2,478 |
| Certificates of participation in pools of residential mortgages | $988,000 | 4,218 |
| Issued or guaranteed by U.S. | $988,000 | 4,213 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $13,302,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $13,302,000 | 968 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $14,734,000 | 902 |
| Available-for-sale securities (fair market value) | $22,330,000 | 3,593 |
| Total debt securities | $37,065,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $614,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $32,109,000 | 3,356 |
| U.S. Government securities | $15,846,000 | 3,609 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,846,000 | 3,494 |
| Securities issued by states & political subdivisions | $16,263,000 | 2,136 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,914,000 | 4,026 |
| Mortgage-backed securities | $14,550,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 4,268 |
| Issued or guaranteed by U.S. | $1,049,000 | 4,264 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,501,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $13,501,000 | 1,002 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $14,342,000 | 922 |
| Available-for-sale securities (fair market value) | $17,767,000 | 3,990 |
| Total debt securities | $32,109,000 | 3,325 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $617,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $25,314,000 | 3,830 |
| U.S. Government securities | $11,966,000 | 4,129 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,966,000 | 4,011 |
| Securities issued by states & political subdivisions | $13,348,000 | 2,426 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,817,000 | 4,864 |
| Mortgage-backed securities | $8,855,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $569,000 | 4,524 |
| Issued or guaranteed by U.S. | $569,000 | 4,519 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,286,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $8,286,000 | 1,362 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $13,424,000 | 955 |
| Available-for-sale securities (fair market value) | $11,890,000 | 4,580 |
| Total debt securities | $25,314,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $670,000 | 1,611 |
| Fair value | $702,000 | 1,599 |
| Trading account assets | $616,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $23,029,000 | 4,053 |
| U.S. Government securities | $10,466,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,466,000 | 4,270 |
| Securities issued by states & political subdivisions | $12,563,000 | 2,536 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,806,000 | 4,926 |
| Mortgage-backed securities | $6,734,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,734,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $6,734,000 | 1,522 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $13,337,000 | 966 |
| Available-for-sale securities (fair market value) | $9,692,000 | 4,856 |
| Total debt securities | $23,029,000 | 4,030 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,683 |
| Fair value | $701,000 | 1,684 |
| Trading account assets | $619,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $20,345,000 | 4,341 |
| U.S. Government securities | $10,120,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,120,000 | 4,417 |
| Securities issued by states & political subdivisions | $10,225,000 | 2,841 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,185,000 | 4,353 |
| Mortgage-backed securities | $4,276,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,276,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $4,276,000 | 1,860 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $10,726,000 | 1,067 |
| Available-for-sale securities (fair market value) | $9,619,000 | 4,957 |
| Total debt securities | $20,345,000 | 4,319 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,791 |
| Fair value | $700,000 | 1,788 |
| Trading account assets | $880,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $16,796,000 | 4,712 |
| U.S. Government securities | $7,250,000 | 5,026 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,250,000 | 4,922 |
| Securities issued by states & political subdivisions | $9,546,000 | 2,962 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,185,000 | 4,406 |
| Mortgage-backed securities | $2,556,000 | 4,423 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,556,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $2,556,000 | 2,245 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $10,167,000 | 1,095 |
| Available-for-sale securities (fair market value) | $6,629,000 | 5,310 |
| Total debt securities | $16,796,000 | 4,695 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,841 |
| Fair value | $698,000 | 1,838 |
| Trading account assets | $885,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $8,549,000 | 5,573 |
| U.S. Government securities | $3,696,000 | 5,630 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,696,000 | 5,531 |
| Securities issued by states & political subdivisions | $4,853,000 | 3,787 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,173,000 | 4,427 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,678,000 | 1,694 |
| Available-for-sale securities (fair market value) | $5,871,000 | 5,466 |
| Total debt securities | $8,549,000 | 5,550 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $882,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $8,532,000 | 5,591 |
| U.S. Government securities | $3,697,000 | 5,663 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,697,000 | 5,572 |
| Securities issued by states & political subdivisions | $4,835,000 | 3,803 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,840,000 | 4,055 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,692,000 | 1,676 |
| Available-for-sale securities (fair market value) | $5,840,000 | 5,507 |
| Total debt securities | $8,532,000 | 5,565 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $886,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $9,034,000 | 5,600 |
| U.S. Government securities | $3,699,000 | 5,728 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,699,000 | 5,637 |
| Securities issued by states & political subdivisions | $5,335,000 | 3,712 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,600,000 | 4,115 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,725,000 | 1,644 |
| Available-for-sale securities (fair market value) | $6,309,000 | 5,509 |
| Total debt securities | $9,034,000 | 5,572 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $883,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $8,347,000 | 5,690 |
| U.S. Government securities | $2,989,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,989,000 | 5,777 |
| Securities issued by states & political subdivisions | $5,358,000 | 3,708 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,608,000 | 4,125 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,738,000 | 1,583 |
| Available-for-sale securities (fair market value) | $5,609,000 | 5,625 |
| Total debt securities | $8,347,000 | 5,656 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $887,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $8,420,000 | 5,728 |
| U.S. Government securities | $3,000,000 | 5,926 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,000,000 | 5,817 |
| Securities issued by states & political subdivisions | $5,420,000 | 3,685 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,648,000 | 4,148 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,771,000 | 1,543 |
| Available-for-sale securities (fair market value) | $5,649,000 | 5,675 |
| Total debt securities | $8,420,000 | 5,691 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $1,176,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,422,000 | 5,743 |
| U.S. Government securities | $2,996,000 | 5,959 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,996,000 | 5,855 |
| Securities issued by states & political subdivisions | $5,426,000 | 3,666 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,644,000 | 4,141 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,778,000 | 1,551 |
| Available-for-sale securities (fair market value) | $5,644,000 | 5,711 |
| Total debt securities | $8,422,000 | 5,712 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $1,182,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $808,000 | 6,841 |
| U.S. Government securities | $0 | 6,863 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $0 | 6,788 |
| Securities issued by states & political subdivisions | $808,000 | 5,089 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $808,000 | 2,026 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $808,000 | 6,813 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $1,384,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $808,000 | 6,903 |
| U.S. Government securities | $0 | 6,933 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $0 | 6,856 |
| Securities issued by states & political subdivisions | $808,000 | 5,084 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $808,000 | 2,035 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $808,000 | 6,876 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $1,388,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $0 | 7,142 |
| U.S. Government securities | $0 | 6,997 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $0 | 6,911 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $0 | 7,113 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $1,391,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $0 | 7,191 |
| U.S. Government securities | $0 | 7,030 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $0 | 6,948 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $0 | 7,159 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $1,397,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $0 | 7,264 |
| U.S. Government securities | $0 | 7,111 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $0 | 7,229 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $1,400,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $0 | 7,340 |
| U.S. Government securities | $0 | 7,198 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $0 | 7,305 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $1,394,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $0 | 7,399 |
| U.S. Government securities | $0 | 7,252 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $0 | 7,361 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $1,386,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $0 | 7,465 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $0 | 7,426 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $1,387,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $0 | 7,553 |
| U.S. Government securities | $0 | 7,375 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $0 | 7,511 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,763,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $0 | 7,629 |
| U.S. Government securities | $0 | 7,469 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $0 | 7,586 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $1,745,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $0 | 7,722 |
| U.S. Government securities | $0 | 7,572 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $0 | 7,680 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $2,067,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $0 | 7,776 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $0 | 7,735 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $2,067,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $0 | 7,856 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $0 | 7,809 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $2,780,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $0 | 7,935 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $0 | 7,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $3,070,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $0 | 7,959 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $3,083,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $0 | 8,058 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $0 | 8,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $3,754,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $0 | 8,066 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $4,624,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $4,749,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $0 | 8,194 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $0 | 8,143 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $5,010,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $7,702,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $8,257,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $8,502,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $26,335,000 | 3,768 |
| U.S. Government securities | $21,227,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $21,227,000 | 3,430 |
| Securities issued by states & political subdivisions | $5,108,000 | 3,056 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,000 | 6,383 |
| Mortgage-backed securities | $3,253,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $3,253,000 | 3,602 |
| Issued or guaranteed by U.S. | $3,253,000 | 3,584 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $26,335,000 | 3,301 |
| Total debt securities | $26,335,000 | 3,719 |
| Structured notes | ||
| Amortized cost | $13,098,000 | 230 |
| Fair value | $12,986,000 | 233 |
| 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 | $26,453,000 | 3,783 |
| U.S. Government securities | $21,339,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,339,000 | 3,459 |
| Securities issued by states & political subdivisions | $5,114,000 | 3,082 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $769,000 | 6,407 |
| Mortgage-backed securities | $3,406,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $3,406,000 | 3,554 |
| Issued or guaranteed by U.S. | $3,406,000 | 3,542 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $26,453,000 | 3,314 |
| Total debt securities | $26,452,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $13,098,000 | 259 |
| Fair value | $12,951,000 | 260 |
| 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 | $27,565,000 | 3,717 |
| U.S. Government securities | $21,988,000 | 3,507 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $21,988,000 | 3,402 |
| Securities issued by states & political subdivisions | $5,577,000 | 2,919 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,000 | 6,290 |
| Mortgage-backed securities | $3,603,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $3,603,000 | 3,481 |
| Issued or guaranteed by U.S. | $3,603,000 | 3,463 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $27,565,000 | 3,234 |
| Total debt securities | $27,566,000 | 3,660 |
| Structured notes | ||
| Amortized cost | $13,098,000 | 290 |
| Fair value | $12,913,000 | 293 |
| 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 | $30,983,000 | 3,415 |
| U.S. Government securities | $25,454,000 | 3,141 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $25,454,000 | 3,050 |
| Securities issued by states & political subdivisions | $5,529,000 | 2,921 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,023,000 | 6,340 |
| Mortgage-backed securities | $3,781,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $3,781,000 | 3,406 |
| Issued or guaranteed by U.S. | $3,781,000 | 3,393 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $30,983,000 | 2,965 |
| Total debt securities | $30,983,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $13,097,000 | 312 |
| Fair value | $12,770,000 | 314 |
| 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 | $34,816,000 | 3,169 |
| U.S. Government securities | $29,233,000 | 2,874 |
| U.S. Treasury securities | $498,000 | 1,379 |
| U.S. Government agency obligations | $28,735,000 | 2,808 |
| Securities issued by states & political subdivisions | $5,583,000 | 2,909 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,031,000 | 6,354 |
| Mortgage-backed securities | $4,036,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $4,036,000 | 3,347 |
| Issued or guaranteed by U.S. | $4,036,000 | 3,334 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $34,816,000 | 2,741 |
| Total debt securities | $34,815,000 | 3,120 |
| Structured notes | ||
| Amortized cost | $15,597,000 | 262 |
| Fair value | $15,307,000 | 258 |
| 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 | $36,975,000 | 3,013 |
| U.S. Government securities | $31,352,000 | 2,682 |
| U.S. Treasury securities | $495,000 | 1,427 |
| U.S. Government agency obligations | $30,857,000 | 2,631 |
| Securities issued by states & political subdivisions | $5,623,000 | 2,885 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,036,000 | 6,369 |
| Mortgage-backed securities | $4,244,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $4,244,000 | 3,303 |
| Issued or guaranteed by U.S. | $4,244,000 | 3,291 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $36,975,000 | 2,606 |
| Total debt securities | $36,975,000 | 2,973 |
| Structured notes | ||
| Amortized cost | $16,089,000 | 255 |
| Fair value | $15,764,000 | 254 |
| 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 | $42,996,000 | 2,666 |
| U.S. Government securities | $35,721,000 | 2,392 |
| U.S. Treasury securities | $494,000 | 1,467 |
| U.S. Government agency obligations | $35,227,000 | 2,343 |
| Securities issued by states & political subdivisions | $5,772,000 | 2,833 |
| Other domestic debt securities | $1,503,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,503,000 | 1,406 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 6,412 |
| Mortgage-backed securities | $4,527,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $4,527,000 | 3,270 |
| Issued or guaranteed by U.S. | $4,527,000 | 3,259 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $42,996,000 | 2,280 |
| Total debt securities | $42,996,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $16,089,000 | 247 |
| Fair value | $15,860,000 | 250 |
| 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 | $45,205,000 | 2,577 |
| U.S. Government securities | $38,088,000 | 2,293 |
| U.S. Treasury securities | $494,000 | 1,530 |
| U.S. Government agency obligations | $37,594,000 | 2,246 |
| Securities issued by states & political subdivisions | $5,607,000 | 2,837 |
| Other domestic debt securities | $1,510,000 | 1,899 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,510,000 | 1,472 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,000 | 6,413 |
| Mortgage-backed securities | $4,763,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $4,763,000 | 3,266 |
| Issued or guaranteed by U.S. | $4,763,000 | 3,253 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $45,205,000 | 2,183 |
| Total debt securities | $45,206,000 | 2,528 |
| Structured notes | ||
| Amortized cost | $16,088,000 | 247 |
| Fair value | $15,964,000 | 249 |
| 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 | $47,386,000 | 2,489 |
| U.S. Government securities | $39,927,000 | 2,228 |
| U.S. Treasury securities | $491,000 | 1,647 |
| U.S. Government agency obligations | $39,436,000 | 2,180 |
| Securities issued by states & political subdivisions | $5,438,000 | 2,902 |
| Other domestic debt securities | $2,021,000 | 1,726 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,021,000 | 1,341 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 6,470 |
| Mortgage-backed securities | $4,944,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $4,944,000 | 3,286 |
| Issued or guaranteed by U.S. | $4,944,000 | 3,279 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $47,386,000 | 2,094 |
| Total debt securities | $47,385,000 | 2,454 |
| Structured notes | ||
| Amortized cost | $16,087,000 | 253 |
| Fair value | $15,695,000 | 258 |
| 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 | $46,739,000 | 2,545 |
| U.S. Government securities | $39,189,000 | 2,265 |
| U.S. Treasury securities | $494,000 | 1,668 |
| U.S. Government agency obligations | $38,695,000 | 2,208 |
| Securities issued by states & political subdivisions | $5,514,000 | 2,907 |
| Other domestic debt securities | $2,036,000 | 1,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,036,000 | 1,402 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,021,000 | 6,464 |
| Mortgage-backed securities | $1,979,000 | 5,052 |
| Certificates of participation in pools of residential mortgages | $1,979,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,979,000 | 4,457 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $46,739,000 | 2,158 |
| Total debt securities | $46,739,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $15,596,000 | 264 |
| Fair value | $15,421,000 | 265 |
| 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 | $49,320,000 | 2,428 |
| U.S. Government securities | $41,870,000 | 2,117 |
| U.S. Treasury securities | $498,000 | 1,650 |
| U.S. Government agency obligations | $41,372,000 | 2,062 |
| Securities issued by states & political subdivisions | $5,393,000 | 2,959 |
| Other domestic debt securities | $2,057,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,057,000 | 1,447 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,033,000 | 6,483 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $49,320,000 | 2,052 |
| Total debt securities | $49,320,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $16,595,000 | 237 |
| Fair value | $16,445,000 | 240 |
| 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 | $47,442,000 | 2,562 |
| U.S. Government securities | $40,105,000 | 2,258 |
| U.S. Treasury securities | $493,000 | 1,783 |
| U.S. Government agency obligations | $39,612,000 | 2,193 |
| Securities issued by states & political subdivisions | $5,274,000 | 2,977 |
| Other domestic debt securities | $2,063,000 | 1,864 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,063,000 | 1,524 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,000 | 6,507 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $47,442,000 | 2,178 |
| Total debt securities | $47,442,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $15,595,000 | 249 |
| Fair value | $15,110,000 | 253 |
| 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 | $47,133,000 | 2,586 |
| U.S. Government securities | $39,656,000 | 2,267 |
| U.S. Treasury securities | $201,000 | 1,948 |
| U.S. Government agency obligations | $39,455,000 | 2,198 |
| Securities issued by states & political subdivisions | $5,371,000 | 2,960 |
| Other domestic debt securities | $2,106,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,106,000 | 1,588 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,054,000 | 6,480 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $47,133,000 | 2,213 |
| Total debt securities | $47,133,000 | 2,524 |
| Structured notes | ||
| Amortized cost | $15,595,000 | 206 |
| Fair value | $15,585,000 | 205 |
| 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 | $45,705,000 | 2,672 |
| U.S. Government securities | $38,876,000 | 2,352 |
| U.S. Treasury securities | $203,000 | 2,063 |
| U.S. Government agency obligations | $38,673,000 | 2,283 |
| Securities issued by states & political subdivisions | $4,722,000 | 3,198 |
| Other domestic debt securities | $2,107,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,107,000 | 1,686 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,054,000 | 6,469 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $45,705,000 | 2,310 |
| Total debt securities | $45,705,000 | 2,618 |
| Structured notes | ||
| Amortized cost | $15,594,000 | 176 |
| Fair value | $15,326,000 | 177 |
| 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 | $49,162,000 | 2,479 |
| U.S. Government securities | $40,884,000 | 2,205 |
| U.S. Treasury securities | $205,000 | 2,125 |
| U.S. Government agency obligations | $40,679,000 | 2,142 |
| Securities issued by states & political subdivisions | $5,639,000 | 2,886 |
| Other domestic debt securities | $2,639,000 | 1,870 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,639,000 | 1,595 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,299,000 | 6,315 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $49,162,000 | 2,116 |
| Total debt securities | $49,162,000 | 2,417 |
| Structured notes | ||
| Amortized cost | $9,992,000 | 250 |
| Fair value | $9,991,000 | 245 |
| 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 | $29,393,000 | 3,606 |
| U.S. Government securities | $20,980,000 | 3,578 |
| U.S. Treasury securities | $208,000 | 2,149 |
| U.S. Government agency obligations | $20,772,000 | 3,459 |
| Securities issued by states & political subdivisions | $5,748,000 | 2,824 |
| Other domestic debt securities | $2,665,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,665,000 | 1,652 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,316,000 | 6,305 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $29,393,000 | 3,120 |
| Total debt securities | $29,393,000 | 3,530 |
| 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 | $28,580,000 | 3,647 |
| U.S. Government securities | $20,427,000 | 3,636 |
| U.S. Treasury securities | $209,000 | 2,200 |
| U.S. Government agency obligations | $20,218,000 | 3,507 |
| Securities issued by states & political subdivisions | $5,503,000 | 2,782 |
| Other domestic debt securities | $2,650,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,650,000 | 1,659 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,084,000 | 6,504 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $28,580,000 | 3,140 |
| Total debt securities | $28,579,000 | 3,573 |
| 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 | $28,580,000 | 3,642 |
| U.S. Government securities | $20,611,000 | 3,616 |
| U.S. Treasury securities | $211,000 | 2,346 |
| U.S. Government agency obligations | $20,400,000 | 3,478 |
| Securities issued by states & political subdivisions | $5,335,000 | 2,815 |
| Other domestic debt securities | $2,634,000 | 1,939 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,634,000 | 1,674 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,083,000 | 6,512 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $28,580,000 | 3,118 |
| Total debt securities | $28,580,000 | 3,568 |
| 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 | $17,889,000 | 4,863 |
| U.S. Government securities | $14,107,000 | 4,541 |
| U.S. Treasury securities | $1,187,000 | 1,754 |
| U.S. Government agency obligations | $12,920,000 | 4,587 |
| Securities issued by states & political subdivisions | $2,230,000 | 4,163 |
| Other domestic debt securities | $1,552,000 | 2,504 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,552,000 | 2,141 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,356,000 | 6,432 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $17,889,000 | 4,135 |
| Total debt securities | $17,889,000 | 4,766 |
| 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 | $8,084,000 | 7,332 |
| U.S. Government securities | $5,707,000 | 7,438 |
| U.S. Treasury securities | $1,717,000 | 2,124 |
| U.S. Government agency obligations | $3,990,000 | 7,846 |
| Securities issued by states & political subdivisions | $1,903,000 | 4,466 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $474,000 | 3,956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,340,000 | 6,767 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,084,000 | 6,230 |
| Total debt securities | $7,610,000 | 7,368 |
| 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 | $6,867,000 | 8,036 |
| U.S. Government securities | $5,138,000 | 7,981 |
| U.S. Treasury securities | $2,691,000 | 2,344 |
| U.S. Government agency obligations | $2,447,000 | 8,699 |
| Securities issued by states & political subdivisions | $1,366,000 | 5,187 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $363,000 | 4,420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,293,000 | 6,906 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,867,000 | 6,808 |
| Total debt securities | $6,504,000 | 8,033 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,565,000 | 8,181 |
| U.S. Government securities | $4,842,000 | 8,116 |
| U.S. Treasury securities | $3,846,000 | 2,710 |
| U.S. Government agency obligations | $996,000 | 9,355 |
| Securities issued by states & political subdivisions | $1,406,000 | 5,279 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $317,000 | 4,502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,361,000 | 6,748 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,565,000 | 6,809 |
| Total debt securities | $6,248,000 | 8,177 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,937,000 | 7,772 |
| U.S. Government securities | $7,238,000 | 7,552 |
| U.S. Treasury securities | $6,024,000 | 2,753 |
| U.S. Government agency obligations | $1,214,000 | 9,563 |
| Securities issued by states & political subdivisions | $1,476,000 | 5,164 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $223,000 | 5,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,000 | 6,542 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,937,000 | 6,071 |
| Total debt securities | $8,714,000 | 7,721 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,067,000 | 6,978 |
| U.S. Government securities | $12,133,000 | 6,284 |
| U.S. Treasury securities | $9,843,000 | 2,287 |
| U.S. Government agency obligations | $2,290,000 | 9,281 |
| Securities issued by states & political subdivisions | $727,000 | 6,596 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $207,000 | 5,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,904,000 | 6,841 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,860,000 | 2,668 |
| Available-for-sale securities (fair market value) | $207,000 | 10,070 |
| Total debt securities | $12,860,000 | 6,910 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,290,000 | 10,925 |
| U.S. Government securities | $2,325,000 | 10,943 |
| U.S. Treasury securities | $2,304,000 | 6,700 |
| U.S. Government agency obligations | $21,000 | 11,218 |
| Securities issued by states & political subdivisions | $775,000 | 6,754 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 5,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,862,000 | 7,025 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,100,000 | 5,954 |
| Available-for-sale securities (fair market value) | $190,000 | 10,552 |
| Total debt securities | $3,100,000 | 10,880 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,157,000 | 11,638 |
| U.S. Government securities | $2,317,000 | 11,609 |
| U.S. Treasury securities | $2,317,000 | 7,866 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $663,000 | 7,309 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $177,000 | 5,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $760,000 | 8,821 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,980,000 | 9,327 |
| Available-for-sale securities (fair market value) | $177,000 | 10,565 |
| Total debt securities | $2,980,000 | 11,611 |
| 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 | $3,563,000 | 11,922 |
| U.S. Government securities | $2,329,000 | 12,034 |
| U.S. Treasury securities | $2,329,000 | 8,060 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $1,106,000 | 6,611 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,000 | 5,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $762,000 | 9,014 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,435,000 | 11,862 |
| 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 | $2,956,000 | 12,606 |
| U.S. Government securities | $2,398,000 | 12,460 |
| U.S. Treasury securities | $2,398,000 | 8,261 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $558,000 | 7,545 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 10,209 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,956,000 | 12,500 |
| 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 |