Home > The Citizens Bank > Securities
The Citizens Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $44,644,000 | 2,739 |
| U.S. Government securities | $44,644,000 | 2,008 |
| U.S. Treasury securities | $4,877,000 | 1,856 |
| U.S. Government agency obligations | $39,767,000 | 1,863 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,543,000 | 1,855 |
| Mortgage-backed securities | $21,608,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,161,000 | 2,304 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,573,000 | 951 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $706,000 | 1,330 |
| Other commercial mortgage-backed securities | $1,168,000 | 1,065 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $44,644,000 | 2,515 |
| Total debt securities | $44,644,000 | 2,721 |
| Structured notes | ||
| Amortized cost | $906,000 | 894 |
| Fair value | $907,000 | 842 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $43,909,000 | 2,748 |
| U.S. Government securities | $43,909,000 | 2,026 |
| U.S. Treasury securities | $4,812,000 | 1,908 |
| U.S. Government agency obligations | $39,097,000 | 1,863 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,029,000 | 1,763 |
| Mortgage-backed securities | $18,642,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,418,000 | 2,392 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,390,000 | 1,013 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $693,000 | 1,301 |
| Other commercial mortgage-backed securities | $1,141,000 | 1,069 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $43,909,000 | 2,516 |
| Total debt securities | $43,910,000 | 2,732 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $44,914,000 | 2,780 |
| U.S. Government securities | $44,914,000 | 2,044 |
| U.S. Treasury securities | $5,822,000 | 1,803 |
| U.S. Government agency obligations | $39,092,000 | 1,888 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,159,000 | 1,739 |
| Mortgage-backed securities | $17,928,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,937,000 | 2,379 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,924,000 | 1,113 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $868,000 | 1,247 |
| Other commercial mortgage-backed securities | $1,199,000 | 1,061 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $44,914,000 | 2,546 |
| Total debt securities | $44,912,000 | 2,764 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $46,015,000 | 2,827 |
| U.S. Government securities | $46,015,000 | 2,097 |
| U.S. Treasury securities | $5,815,000 | 1,881 |
| U.S. Government agency obligations | $40,200,000 | 1,874 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,857,000 | 1,667 |
| Mortgage-backed securities | $18,996,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,212,000 | 2,400 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,469,000 | 1,123 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,060,000 | 1,195 |
| Other commercial mortgage-backed securities | $1,255,000 | 1,069 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $46,015,000 | 2,585 |
| Total debt securities | $46,015,000 | 2,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $46,072,000 | 2,859 |
| U.S. Government securities | $46,072,000 | 2,115 |
| U.S. Treasury securities | $5,761,000 | 1,924 |
| U.S. Government agency obligations | $40,311,000 | 1,876 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,142,000 | 1,885 |
| Mortgage-backed securities | $19,264,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,347,000 | 2,411 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,573,000 | 1,126 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,056,000 | 1,185 |
| Other commercial mortgage-backed securities | $1,288,000 | 1,062 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $46,072,000 | 2,615 |
| Total debt securities | $46,072,000 | 2,840 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $46,473,000 | 2,860 |
| U.S. Government securities | $46,473,000 | 2,127 |
| U.S. Treasury securities | $5,721,000 | 1,964 |
| U.S. Government agency obligations | $40,752,000 | 1,884 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,117,000 | 1,943 |
| Mortgage-backed securities | $19,632,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,315,000 | 2,433 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,945,000 | 1,122 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,057,000 | 1,200 |
| Other commercial mortgage-backed securities | $1,315,000 | 1,092 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $46,473,000 | 2,619 |
| Total debt securities | $46,473,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $45,949,000 | 2,919 |
| U.S. Government securities | $45,949,000 | 2,154 |
| U.S. Treasury securities | $5,811,000 | 1,925 |
| U.S. Government agency obligations | $40,138,000 | 1,933 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,537,000 | 1,881 |
| Mortgage-backed securities | $19,967,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $7,269,000 | 2,547 |
| Issued or guaranteed by U.S. | $7,269,000 | 2,477 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,829,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $10,829,000 | 1,099 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,869,000 | 1,542 |
| Commercial mortgage pass-through securities | $355,000 | 1,458 |
| Other commercial mortgage-backed securities | $1,514,000 | 1,133 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $45,949,000 | 2,699 |
| Total debt securities | $45,944,000 | 2,906 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $44,335,000 | 2,921 |
| U.S. Government securities | $44,335,000 | 2,140 |
| U.S. Treasury securities | $5,866,000 | 1,718 |
| U.S. Government agency obligations | $38,469,000 | 1,993 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,202,000 | 2,001 |
| Mortgage-backed securities | $22,051,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $7,834,000 | 2,496 |
| Issued or guaranteed by U.S. | $7,834,000 | 2,434 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,044,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $12,044,000 | 1,042 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,173,000 | 1,479 |
| Commercial mortgage pass-through securities | $479,000 | 1,383 |
| Other commercial mortgage-backed securities | $1,694,000 | 1,094 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $44,335,000 | 2,717 |
| Total debt securities | $44,335,000 | 2,905 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $42,053,000 | 2,908 |
| U.S. Government securities | $42,053,000 | 2,066 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $42,053,000 | 1,849 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,999,000 | 1,925 |
| Mortgage-backed securities | $25,042,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $8,785,000 | 2,396 |
| Issued or guaranteed by U.S. | $8,785,000 | 2,328 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $13,923,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $13,923,000 | 946 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,334,000 | 1,438 |
| Commercial mortgage pass-through securities | $491,000 | 1,367 |
| Other commercial mortgage-backed securities | $1,843,000 | 1,066 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $42,053,000 | 2,746 |
| Total debt securities | $42,052,000 | 2,891 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $40,442,000 | 2,912 |
| U.S. Government securities | $40,442,000 | 2,039 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $40,442,000 | 1,870 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,982,000 | 1,419 |
| Mortgage-backed securities | $24,958,000 | 2,006 |
| Certificates of participation in pools of residential mortgages | $9,264,000 | 2,347 |
| Issued or guaranteed by U.S. | $9,264,000 | 2,291 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $13,283,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $13,283,000 | 970 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,411,000 | 1,427 |
| Commercial mortgage pass-through securities | $500,000 | 1,379 |
| Other commercial mortgage-backed securities | $1,911,000 | 1,057 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $40,442,000 | 2,747 |
| Total debt securities | $40,442,000 | 2,891 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $34,622,000 | 3,040 |
| U.S. Government securities | $34,622,000 | 2,154 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $34,622,000 | 1,992 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,862,000 | 1,596 |
| Mortgage-backed securities | $19,121,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $5,574,000 | 2,726 |
| Issued or guaranteed by U.S. | $5,574,000 | 2,647 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $10,828,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $10,828,000 | 1,067 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,719,000 | 1,368 |
| Commercial mortgage pass-through securities | $681,000 | 1,319 |
| Other commercial mortgage-backed securities | $2,038,000 | 1,012 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $34,622,000 | 2,854 |
| Total debt securities | $34,622,000 | 3,015 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $30,819,000 | 3,072 |
| U.S. Government securities | $28,065,000 | 2,279 |
| U.S. Treasury securities | $12,500,000 | 504 |
| U.S. Government agency obligations | $15,565,000 | 2,789 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $2,754,000 | 1,372 |
| Privately issued residential mortgage-backed securities | $2,754,000 | 339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,154,000 | 1,553 |
| Mortgage-backed securities | $15,232,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $2,937,000 | 3,064 |
| Issued or guaranteed by U.S. | $183,000 | 3,744 |
| Privately issued | $2,754,000 | 143 |
| Collaterized mortgage obligations | $10,829,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $10,829,000 | 1,031 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,466,000 | 1,567 |
| Commercial mortgage pass-through securities | $689,000 | 1,312 |
| Other commercial mortgage-backed securities | $777,000 | 1,216 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $30,819,000 | 2,888 |
| Total debt securities | $30,819,000 | 3,053 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $28,489,000 | 3,055 |
| U.S. Government securities | $25,251,000 | 2,264 |
| U.S. Treasury securities | $12,568,000 | 370 |
| U.S. Government agency obligations | $12,683,000 | 2,899 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $3,238,000 | 1,264 |
| Privately issued residential mortgage-backed securities | $3,238,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,476,000 | 1,558 |
| Mortgage-backed securities | $11,499,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $3,460,000 | 2,937 |
| Issued or guaranteed by U.S. | $222,000 | 3,722 |
| Privately issued | $3,238,000 | 115 |
| Collaterized mortgage obligations | $6,358,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $6,358,000 | 1,332 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,681,000 | 1,474 |
| Commercial mortgage pass-through securities | $694,000 | 1,270 |
| Other commercial mortgage-backed securities | $987,000 | 1,142 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $28,489,000 | 2,871 |
| Total debt securities | $28,489,000 | 3,035 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $30,492,000 | 2,889 |
| U.S. Government securities | $26,661,000 | 2,139 |
| U.S. Treasury securities | $12,636,000 | 355 |
| U.S. Government agency obligations | $14,025,000 | 2,749 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $3,831,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $3,831,000 | 282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,427,000 | 1,558 |
| Mortgage-backed securities | $13,412,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $4,106,000 | 2,814 |
| Issued or guaranteed by U.S. | $275,000 | 3,696 |
| Privately issued | $3,831,000 | 117 |
| Collaterized mortgage obligations | $7,550,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $7,550,000 | 1,248 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,756,000 | 1,444 |
| Commercial mortgage pass-through securities | $700,000 | 1,255 |
| Other commercial mortgage-backed securities | $1,056,000 | 1,068 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $30,492,000 | 2,704 |
| Total debt securities | $30,492,000 | 2,870 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $19,840,000 | 3,314 |
| U.S. Government securities | $19,840,000 | 2,503 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $19,840,000 | 2,373 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,221,000 | 1,950 |
| Mortgage-backed securities | $15,375,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $4,555,000 | 2,734 |
| Issued or guaranteed by U.S. | $4,555,000 | 2,657 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,966,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $8,966,000 | 1,178 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,854,000 | 1,409 |
| Commercial mortgage pass-through securities | $703,000 | 1,251 |
| Other commercial mortgage-backed securities | $1,151,000 | 1,012 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $19,840,000 | 3,111 |
| Total debt securities | $19,840,000 | 3,291 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $16,754,000 | 3,511 |
| U.S. Government securities | $12,329,000 | 3,090 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,329,000 | 2,948 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $4,425,000 | 993 |
| Privately issued residential mortgage-backed securities | $4,425,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,506,000 | 2,411 |
| Mortgage-backed securities | $14,923,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $4,779,000 | 2,710 |
| Issued or guaranteed by U.S. | $354,000 | 3,682 |
| Privately issued | $4,425,000 | 113 |
| Collaterized mortgage obligations | $8,243,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $8,243,000 | 1,251 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,901,000 | 1,395 |
| Commercial mortgage pass-through securities | $685,000 | 1,225 |
| Other commercial mortgage-backed securities | $1,216,000 | 986 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $16,754,000 | 3,282 |
| Total debt securities | $16,754,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $14,986,000 | 3,676 |
| U.S. Government securities | $12,575,000 | 3,141 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,575,000 | 2,983 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $2,411,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $2,411,000 | 301 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,940,000 | 2,159 |
| Mortgage-backed securities | $11,133,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $2,800,000 | 3,039 |
| Issued or guaranteed by U.S. | $389,000 | 3,689 |
| Privately issued | $2,411,000 | 127 |
| Collaterized mortgage obligations | $6,348,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $6,348,000 | 1,419 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,985,000 | 1,336 |
| Commercial mortgage pass-through securities | $695,000 | 1,218 |
| Other commercial mortgage-backed securities | $1,290,000 | 931 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $14,986,000 | 3,436 |
| Total debt securities | $14,987,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $13,913,000 | 3,823 |
| U.S. Government securities | $11,929,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $11,929,000 | 3,092 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $1,984,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $1,984,000 | 330 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,145,000 | 2,736 |
| Mortgage-backed securities | $9,097,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $2,591,000 | 3,078 |
| Issued or guaranteed by U.S. | $616,000 | 3,616 |
| Privately issued | $1,975,000 | 149 |
| Collaterized mortgage obligations | $5,824,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $5,815,000 | 1,487 |
| Privately issued | $9,000 | 431 |
| Commercial mortgage-backed securities | $682,000 | 1,654 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $682,000 | 1,064 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $13,913,000 | 3,568 |
| Total debt securities | $13,913,000 | 3,801 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $1,000,000 | 507 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $14,417,000 | 3,843 |
| U.S. Government securities | $12,351,000 | 3,256 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,351,000 | 3,096 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $2,066,000 | 1,242 |
| Privately issued residential mortgage-backed securities | $2,066,000 | 303 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,499,000 | 2,987 |
| Mortgage-backed securities | $9,575,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $2,708,000 | 3,064 |
| Issued or guaranteed by U.S. | $652,000 | 3,624 |
| Privately issued | $2,056,000 | 121 |
| Collaterized mortgage obligations | $6,191,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $6,181,000 | 1,430 |
| Privately issued | $10,000 | 443 |
| Commercial mortgage-backed securities | $676,000 | 1,646 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $676,000 | 1,047 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $14,417,000 | 3,577 |
| Total debt securities | $14,414,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $1,000,000 | 554 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $14,524,000 | 3,888 |
| U.S. Government securities | $12,411,000 | 3,277 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,411,000 | 3,116 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $2,113,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $2,113,000 | 304 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,339,000 | 3,177 |
| Mortgage-backed securities | $8,915,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $2,795,000 | 3,064 |
| Issued or guaranteed by U.S. | $693,000 | 3,634 |
| Privately issued | $2,102,000 | 118 |
| Collaterized mortgage obligations | $6,120,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $6,109,000 | 1,423 |
| Privately issued | $11,000 | 462 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $14,524,000 | 3,618 |
| Total debt securities | $14,524,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 559 |
| Fair value | $996,000 | 588 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $14,818,000 | 3,901 |
| U.S. Government securities | $12,675,000 | 3,296 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,675,000 | 3,129 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $2,143,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $2,143,000 | 273 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,736,000 | 2,492 |
| Mortgage-backed securities | $9,215,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 3,051 |
| Issued or guaranteed by U.S. | $802,000 | 3,624 |
| Privately issued | $2,132,000 | 90 |
| Collaterized mortgage obligations | $6,281,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $6,270,000 | 1,390 |
| Privately issued | $11,000 | 457 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $14,818,000 | 3,634 |
| Total debt securities | $14,818,000 | 3,877 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $989,000 | 609 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $15,149,000 | 3,913 |
| U.S. Government securities | $15,138,000 | 3,091 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $15,138,000 | 2,931 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $11,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $11,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,717,000 | 2,673 |
| Mortgage-backed securities | $9,527,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $3,030,000 | 3,073 |
| Issued or guaranteed by U.S. | $3,030,000 | 3,047 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,497,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $6,486,000 | 1,351 |
| Privately issued | $11,000 | 466 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $15,149,000 | 3,637 |
| Total debt securities | $15,149,000 | 3,891 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $981,000 | 596 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $15,800,000 | 3,919 |
| U.S. Government securities | $15,788,000 | 3,044 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,788,000 | 2,889 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $12,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $12,000 | 858 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,330,000 | 2,462 |
| Mortgage-backed securities | $10,083,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $3,193,000 | 3,079 |
| Issued or guaranteed by U.S. | $3,193,000 | 2,923 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,890,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $6,878,000 | 1,320 |
| Privately issued | $12,000 | 491 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $15,800,000 | 3,642 |
| Total debt securities | $15,800,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $981,000 | 609 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $16,598,000 | 3,903 |
| U.S. Government securities | $16,586,000 | 3,048 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,586,000 | 2,909 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $12,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $12,000 | 548 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,613,000 | 2,305 |
| Mortgage-backed securities | $10,777,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $3,418,000 | 3,084 |
| Issued or guaranteed by U.S. | $3,418,000 | 3,078 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,359,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $7,347,000 | 1,280 |
| Privately issued | $12,000 | 508 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $16,598,000 | 3,624 |
| Total debt securities | $16,598,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $982,000 | 592 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $17,439,000 | 3,897 |
| U.S. Government securities | $17,427,000 | 2,988 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $17,427,000 | 2,853 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $12,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $12,000 | 555 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,315,000 | 2,198 |
| Mortgage-backed securities | $11,573,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $3,769,000 | 3,041 |
| Issued or guaranteed by U.S. | $3,769,000 | 3,038 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,804,000 | 1,270 |
| CMOs issued by government agencies or sponsored agencies | $7,792,000 | 1,225 |
| Privately issued | $12,000 | 522 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $17,439,000 | 3,613 |
| Total debt securities | $17,439,000 | 3,875 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $987,000 | 605 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $18,253,000 | 3,886 |
| U.S. Government securities | $18,241,000 | 2,945 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,241,000 | 2,827 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $12,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $12,000 | 568 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,230,000 | 2,159 |
| Mortgage-backed securities | $12,287,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $3,966,000 | 3,062 |
| Issued or guaranteed by U.S. | $3,966,000 | 3,060 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,321,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $8,309,000 | 1,190 |
| Privately issued | $12,000 | 532 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $18,253,000 | 3,597 |
| Total debt securities | $18,253,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $995,000 | 625 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $18,955,000 | 3,894 |
| U.S. Government securities | $18,943,000 | 2,952 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $18,943,000 | 2,832 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $12,000 | 2,080 |
| Privately issued residential mortgage-backed securities | $12,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,944,000 | 2,160 |
| Mortgage-backed securities | $12,956,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $4,176,000 | 3,056 |
| Issued or guaranteed by U.S. | $4,176,000 | 3,054 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,780,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $8,768,000 | 1,173 |
| Privately issued | $12,000 | 562 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $18,955,000 | 3,599 |
| Total debt securities | $18,955,000 | 3,868 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $993,000 | 684 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $19,550,000 | 3,893 |
| U.S. Government securities | $19,538,000 | 2,957 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $19,538,000 | 2,830 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $12,000 | 2,133 |
| Privately issued residential mortgage-backed securities | $12,000 | 629 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,550,000 | 2,122 |
| Mortgage-backed securities | $13,539,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $4,360,000 | 3,087 |
| Issued or guaranteed by U.S. | $4,360,000 | 3,084 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,179,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $9,167,000 | 1,142 |
| Privately issued | $12,000 | 595 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $19,550,000 | 3,584 |
| Total debt securities | $19,550,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $990,000 | 705 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $17,182,000 | 4,071 |
| U.S. Government securities | $17,170,000 | 3,114 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,170,000 | 2,986 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $12,000 | 2,154 |
| Privately issued residential mortgage-backed securities | $12,000 | 655 |
| 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 | $15,475,000 | 2,434 |
| Mortgage-backed securities | $11,899,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $4,543,000 | 3,063 |
| Issued or guaranteed by U.S. | $4,543,000 | 3,057 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,356,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $7,344,000 | 1,251 |
| Privately issued | $12,000 | 618 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $17,182,000 | 3,754 |
| Total debt securities | $17,182,000 | 4,044 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $983,000 | 697 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $18,300,000 | 3,984 |
| U.S. Government securities | $18,287,000 | 3,017 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $18,287,000 | 2,903 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $13,000 | 2,164 |
| Privately issued residential mortgage-backed securities | $13,000 | 659 |
| 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 | $11,837,000 | 2,764 |
| Mortgage-backed securities | $12,121,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $3,374,000 | 3,327 |
| Issued or guaranteed by U.S. | $3,374,000 | 3,326 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,747,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $8,734,000 | 1,176 |
| Privately issued | $13,000 | 626 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $18,300,000 | 3,669 |
| Total debt securities | $18,300,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 405 |
| Fair value | $2,499,000 | 409 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $18,545,000 | 4,037 |
| U.S. Government securities | $18,531,000 | 3,076 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $18,531,000 | 2,962 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $14,000 | 2,202 |
| Privately issued residential mortgage-backed securities | $14,000 | 677 |
| 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 | $12,191,000 | 2,774 |
| Mortgage-backed securities | $12,281,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $3,646,000 | 3,303 |
| Issued or guaranteed by U.S. | $3,646,000 | 3,299 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,635,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $8,621,000 | 1,199 |
| Privately issued | $14,000 | 640 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $18,545,000 | 3,714 |
| Total debt securities | $18,545,000 | 4,016 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 626 |
| Fair value | $1,502,000 | 629 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $19,097,000 | 4,054 |
| U.S. Government securities | $19,082,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $19,082,000 | 2,991 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $15,000 | 2,218 |
| Privately issued residential mortgage-backed securities | $15,000 | 680 |
| 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 | $13,475,000 | 2,697 |
| Mortgage-backed securities | $11,809,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $3,859,000 | 3,288 |
| Issued or guaranteed by U.S. | $3,859,000 | 3,286 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,950,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $7,935,000 | 1,264 |
| Privately issued | $15,000 | 647 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,097,000 | 3,719 |
| Total debt securities | $19,097,000 | 4,030 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $500,000 | 1,145 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $19,633,000 | 4,067 |
| U.S. Government securities | $19,617,000 | 3,105 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,617,000 | 2,990 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $16,000 | 2,204 |
| Privately issued residential mortgage-backed securities | $16,000 | 678 |
| 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 | $14,579,000 | 2,600 |
| Mortgage-backed securities | $12,346,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $4,054,000 | 3,247 |
| Issued or guaranteed by U.S. | $4,054,000 | 3,244 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,292,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $8,276,000 | 1,257 |
| Privately issued | $16,000 | 648 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,633,000 | 3,723 |
| Total debt securities | $19,633,000 | 4,038 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $990,000 | 1,084 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $20,800,000 | 4,048 |
| U.S. Government securities | $20,784,000 | 3,074 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $20,784,000 | 2,978 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $16,000 | 2,247 |
| Privately issued residential mortgage-backed securities | $16,000 | 700 |
| 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 | $15,972,000 | 2,498 |
| Mortgage-backed securities | $13,351,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $4,605,000 | 3,153 |
| Issued or guaranteed by U.S. | $4,605,000 | 3,150 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,746,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $8,730,000 | 1,230 |
| Privately issued | $16,000 | 668 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $20,800,000 | 3,702 |
| Total debt securities | $20,800,000 | 4,022 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $2,002,000 | 832 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $21,629,000 | 4,066 |
| U.S. Government securities | $21,611,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $21,611,000 | 3,004 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $18,000 | 2,272 |
| Privately issued residential mortgage-backed securities | $18,000 | 719 |
| 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 | $10,341,000 | 3,112 |
| Mortgage-backed securities | $13,107,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $5,083,000 | 3,137 |
| Issued or guaranteed by U.S. | $5,083,000 | 3,135 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,024,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $8,006,000 | 1,343 |
| Privately issued | $18,000 | 687 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,629,000 | 3,720 |
| Total debt securities | $21,629,000 | 4,044 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 763 |
| Fair value | $3,002,000 | 767 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $21,309,000 | 4,138 |
| U.S. Government securities | $21,289,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,289,000 | 3,085 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $20,000 | 2,339 |
| Privately issued residential mortgage-backed securities | $20,000 | 759 |
| 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 | $12,260,000 | 2,920 |
| Mortgage-backed securities | $12,231,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $5,809,000 | 3,075 |
| Issued or guaranteed by U.S. | $5,809,000 | 3,072 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,422,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $6,402,000 | 1,514 |
| Privately issued | $20,000 | 723 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $21,309,000 | 3,776 |
| Total debt securities | $21,309,000 | 4,110 |
| Structured notes | ||
| Amortized cost | $5,243,000 | 568 |
| Fair value | $5,258,000 | 567 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $19,490,000 | 4,325 |
| U.S. Government securities | $19,469,000 | 3,388 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $19,469,000 | 3,276 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $21,000 | 2,361 |
| Privately issued residential mortgage-backed securities | $21,000 | 759 |
| 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 | $15,098,000 | 2,651 |
| Mortgage-backed securities | $11,420,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $6,181,000 | 3,073 |
| Issued or guaranteed by U.S. | $6,181,000 | 3,070 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,239,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $5,218,000 | 1,692 |
| Privately issued | $21,000 | 721 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $19,490,000 | 3,966 |
| Total debt securities | $19,490,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $4,742,000 | 664 |
| Fair value | $4,737,000 | 661 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $17,320,000 | 4,600 |
| U.S. Government securities | $17,298,000 | 3,672 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,298,000 | 3,555 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $22,000 | 2,420 |
| Privately issued residential mortgage-backed securities | $22,000 | 790 |
| 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 | $12,604,000 | 2,905 |
| Mortgage-backed securities | $11,161,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $6,757,000 | 3,059 |
| Issued or guaranteed by U.S. | $6,757,000 | 3,057 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,404,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $4,382,000 | 1,849 |
| Privately issued | $22,000 | 754 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $17,320,000 | 4,216 |
| Total debt securities | $17,320,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $2,742,000 | 1,029 |
| Fair value | $2,737,000 | 1,027 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $18,022,000 | 4,601 |
| U.S. Government securities | $17,999,000 | 3,657 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,999,000 | 3,548 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $23,000 | 2,481 |
| Privately issued residential mortgage-backed securities | $23,000 | 812 |
| 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 | $13,839,000 | 2,779 |
| Mortgage-backed securities | $11,803,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $7,147,000 | 3,057 |
| Issued or guaranteed by U.S. | $7,147,000 | 3,057 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,656,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $4,633,000 | 1,833 |
| Privately issued | $23,000 | 778 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $18,022,000 | 4,207 |
| Total debt securities | $18,022,000 | 4,579 |
| Structured notes | ||
| Amortized cost | $2,741,000 | 1,072 |
| Fair value | $2,730,000 | 1,066 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $17,850,000 | 4,659 |
| U.S. Government securities | $17,827,000 | 3,698 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,827,000 | 3,597 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $23,000 | 2,550 |
| Privately issued residential mortgage-backed securities | $23,000 | 846 |
| 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 | $15,191,000 | 2,669 |
| Mortgage-backed securities | $12,631,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $7,759,000 | 2,988 |
| Issued or guaranteed by U.S. | $7,759,000 | 2,988 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,872,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $4,849,000 | 1,796 |
| Privately issued | $23,000 | 808 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $17,850,000 | 4,272 |
| Total debt securities | $17,850,000 | 4,638 |
| Structured notes | ||
| Amortized cost | $1,740,000 | 1,376 |
| Fair value | $1,711,000 | 1,368 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $18,257,000 | 4,620 |
| U.S. Government securities | $18,233,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,233,000 | 3,560 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $24,000 | 2,608 |
| Privately issued residential mortgage-backed securities | $24,000 | 880 |
| 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 | $17,189,000 | 2,475 |
| Mortgage-backed securities | $13,043,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $8,004,000 | 2,944 |
| Issued or guaranteed by U.S. | $8,004,000 | 2,942 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,039,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $5,015,000 | 1,774 |
| Privately issued | $24,000 | 838 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $18,257,000 | 4,240 |
| Total debt securities | $18,257,000 | 4,600 |
| Structured notes | ||
| Amortized cost | $1,739,000 | 1,359 |
| Fair value | $1,692,000 | 1,348 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $21,214,000 | 4,387 |
| U.S. Government securities | $21,188,000 | 3,402 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,188,000 | 3,315 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $26,000 | 2,680 |
| Privately issued residential mortgage-backed securities | $26,000 | 910 |
| 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 | $16,383,000 | 2,505 |
| Mortgage-backed securities | $14,300,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $8,875,000 | 2,808 |
| Issued or guaranteed by U.S. | $8,875,000 | 2,805 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,425,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $5,399,000 | 1,746 |
| Privately issued | $26,000 | 870 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $21,214,000 | 4,026 |
| Total debt securities | $21,214,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $1,738,000 | 1,344 |
| Fair value | $1,700,000 | 1,339 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $22,676,000 | 4,263 |
| U.S. Government securities | $22,648,000 | 3,273 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,648,000 | 3,187 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $28,000 | 2,738 |
| Privately issued residential mortgage-backed securities | $28,000 | 927 |
| 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 | $14,766,000 | 2,654 |
| Mortgage-backed securities | $15,585,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $9,701,000 | 2,678 |
| Issued or guaranteed by U.S. | $9,701,000 | 2,676 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,884,000 | 1,806 |
| CMOs issued by government agencies or sponsored agencies | $5,856,000 | 1,724 |
| Privately issued | $28,000 | 887 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $22,676,000 | 3,925 |
| Total debt securities | $22,676,000 | 4,229 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,038 |
| Fair value | $2,594,000 | 1,042 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $28,162,000 | 3,830 |
| U.S. Government securities | $28,134,000 | 2,925 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $28,134,000 | 2,855 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $28,000 | 2,737 |
| Privately issued residential mortgage-backed securities | $28,000 | 972 |
| 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 | $17,115,000 | 2,455 |
| Mortgage-backed securities | $19,648,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $11,926,000 | 2,422 |
| Issued or guaranteed by U.S. | $11,926,000 | 2,421 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,722,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $7,694,000 | 1,554 |
| Privately issued | $28,000 | 931 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $28,162,000 | 3,558 |
| Total debt securities | $28,162,000 | 3,803 |
| Structured notes | ||
| Amortized cost | $3,335,000 | 919 |
| Fair value | $3,337,000 | 923 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $27,456,000 | 3,861 |
| U.S. Government securities | $27,428,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,428,000 | 2,838 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $28,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $28,000 | 997 |
| 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 | $18,272,000 | 2,330 |
| Mortgage-backed securities | $21,019,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $13,092,000 | 2,308 |
| Issued or guaranteed by U.S. | $13,092,000 | 2,307 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,927,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $7,899,000 | 1,576 |
| Privately issued | $28,000 | 958 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $27,456,000 | 3,567 |
| Total debt securities | $27,456,000 | 3,830 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,003,000 | 1,262 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $28,862,000 | 3,782 |
| U.S. Government securities | $28,831,000 | 2,874 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,831,000 | 2,818 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $31,000 | 2,810 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,039 |
| 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 | $12,618,000 | 2,944 |
| Mortgage-backed securities | $23,191,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $14,649,000 | 2,280 |
| Issued or guaranteed by U.S. | $14,649,000 | 2,279 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,542,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $8,511,000 | 1,601 |
| Privately issued | $31,000 | 997 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $28,862,000 | 3,497 |
| Total debt securities | $28,862,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,005,000 | 1,355 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $29,322,000 | 3,759 |
| U.S. Government securities | $29,290,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $29,290,000 | 2,836 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $32,000 | 2,812 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,088 |
| 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 | $14,422,000 | 2,769 |
| Mortgage-backed securities | $23,117,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $15,560,000 | 2,232 |
| Issued or guaranteed by U.S. | $15,560,000 | 2,231 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,557,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $7,525,000 | 1,703 |
| Privately issued | $32,000 | 1,044 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $29,322,000 | 3,489 |
| Total debt securities | $29,322,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,219 |
| Fair value | $3,001,000 | 1,268 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $27,831,000 | 3,883 |
| U.S. Government securities | $27,795,000 | 3,031 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,795,000 | 2,975 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $36,000 | 2,806 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,120 |
| 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 | $14,154,000 | 2,780 |
| Mortgage-backed securities | $22,577,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $16,786,000 | 2,136 |
| Issued or guaranteed by U.S. | $16,786,000 | 2,133 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,791,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $5,755,000 | 1,930 |
| Privately issued | $36,000 | 1,078 |
| 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) | $27,831,000 | 3,592 |
| Total debt securities | $27,831,000 | 3,857 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,001,000 | 1,727 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $25,837,000 | 4,015 |
| U.S. Government securities | $25,791,000 | 3,112 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,791,000 | 3,039 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $46,000 | 2,804 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,197 |
| 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 | $17,285,000 | 2,366 |
| Mortgage-backed securities | $21,728,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $13,999,000 | 2,268 |
| Issued or guaranteed by U.S. | $13,999,000 | 2,264 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,729,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $7,683,000 | 1,622 |
| Privately issued | $46,000 | 1,135 |
| 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) | $25,837,000 | 3,682 |
| Total debt securities | $25,837,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,000,000 | 2,278 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $28,143,000 | 3,751 |
| U.S. Government securities | $28,085,000 | 2,862 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $28,085,000 | 2,789 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $58,000 | 2,773 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,205 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,665,000 | 2,496 |
| Mortgage-backed securities | $24,558,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $14,693,000 | 2,133 |
| Issued or guaranteed by U.S. | $14,693,000 | 2,125 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,865,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $9,807,000 | 1,438 |
| Privately issued | $58,000 | 1,139 |
| 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) | $28,143,000 | 3,455 |
| Total debt securities | $28,143,000 | 3,718 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,735 |
| Fair value | $2,001,000 | 1,824 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $31,064,000 | 3,564 |
| U.S. Government securities | $30,992,000 | 2,733 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $30,992,000 | 2,652 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $72,000 | 2,716 |
| Privately issued residential mortgage-backed securities | $72,000 | 1,212 |
| 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 | $17,959,000 | 2,319 |
| Mortgage-backed securities | $25,995,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $15,082,000 | 2,042 |
| Issued or guaranteed by U.S. | $15,082,000 | 2,040 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,913,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $10,841,000 | 1,323 |
| Privately issued | $72,000 | 1,154 |
| 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) | $31,064,000 | 3,270 |
| Total debt securities | $31,064,000 | 3,538 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,722 |
| Fair value | $2,744,000 | 1,728 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $31,659,000 | 3,498 |
| U.S. Government securities | $31,572,000 | 2,677 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $31,572,000 | 2,597 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $87,000 | 2,750 |
| Privately issued residential mortgage-backed securities | $87,000 | 1,231 |
| 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 | $15,722,000 | 2,509 |
| Mortgage-backed securities | $26,852,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $15,343,000 | 1,974 |
| Issued or guaranteed by U.S. | $15,343,000 | 1,971 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,509,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $11,422,000 | 1,235 |
| Privately issued | $87,000 | 1,173 |
| 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) | $31,659,000 | 3,210 |
| Total debt securities | $31,659,000 | 3,473 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,165 |
| Fair value | $1,714,000 | 2,176 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $28,329,000 | 3,630 |
| U.S. Government securities | $27,969,000 | 2,792 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $27,969,000 | 2,705 |
| Securities issued by states & political subdivisions | $206,000 | 5,584 |
| Other domestic debt securities | $154,000 | 2,825 |
| Privately issued residential mortgage-backed securities | $154,000 | 1,252 |
| 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 | $15,729,000 | 2,486 |
| Mortgage-backed securities | $24,923,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $13,466,000 | 2,049 |
| Issued or guaranteed by U.S. | $13,466,000 | 2,043 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,457,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $11,303,000 | 1,227 |
| Privately issued | $154,000 | 1,193 |
| 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) | $28,329,000 | 3,336 |
| Total debt securities | $28,329,000 | 3,601 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $750,000 | 2,627 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $21,955,000 | 4,139 |
| U.S. Government securities | $21,453,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,453,000 | 3,182 |
| Securities issued by states & political subdivisions | $206,000 | 5,580 |
| Other domestic debt securities | $296,000 | 2,756 |
| Privately issued residential mortgage-backed securities | $296,000 | 1,239 |
| 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 | $9,472,000 | 3,297 |
| Mortgage-backed securities | $18,807,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $5,607,000 | 3,176 |
| Issued or guaranteed by U.S. | $5,607,000 | 3,169 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,200,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $12,904,000 | 1,109 |
| Privately issued | $296,000 | 1,184 |
| 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) | $21,955,000 | 3,802 |
| Total debt securities | $21,955,000 | 4,101 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $28,937,000 | 3,551 |
| U.S. Government securities | $27,802,000 | 2,816 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,802,000 | 2,733 |
| Securities issued by states & political subdivisions | $207,000 | 5,550 |
| Other domestic debt securities | $928,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $928,000 | 1,040 |
| 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 | $10,122,000 | 3,209 |
| Mortgage-backed securities | $19,396,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $6,703,000 | 2,971 |
| Issued or guaranteed by U.S. | $6,703,000 | 2,962 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,693,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $11,765,000 | 1,088 |
| Privately issued | $928,000 | 1,003 |
| 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) | $28,937,000 | 3,242 |
| Total debt securities | $28,937,000 | 3,522 |
| Structured notes | ||
| Amortized cost | $3,171,000 | 1,586 |
| Fair value | $3,203,000 | 1,583 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $28,642,000 | 3,594 |
| U.S. Government securities | $27,444,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $27,444,000 | 2,802 |
| Securities issued by states & political subdivisions | $208,000 | 5,580 |
| Other domestic debt securities | $990,000 | 2,265 |
| Privately issued residential mortgage-backed securities | $990,000 | 1,070 |
| 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 | $10,632,000 | 3,214 |
| Mortgage-backed securities | $20,121,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $6,414,000 | 3,142 |
| Issued or guaranteed by U.S. | $6,414,000 | 3,134 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,707,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $12,717,000 | 1,020 |
| Privately issued | $990,000 | 1,029 |
| 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) | $28,642,000 | 3,264 |
| Total debt securities | $28,642,000 | 3,565 |
| Structured notes | ||
| Amortized cost | $2,173,000 | 1,702 |
| Fair value | $2,184,000 | 1,696 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $26,513,000 | 3,740 |
| U.S. Government securities | $24,478,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $24,478,000 | 3,005 |
| Securities issued by states & political subdivisions | $207,000 | 5,611 |
| Other domestic debt securities | $1,828,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $1,828,000 | 919 |
| 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 | $10,821,000 | 3,213 |
| Mortgage-backed securities | $17,926,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $6,334,000 | 3,220 |
| Issued or guaranteed by U.S. | $6,334,000 | 3,213 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,592,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $9,764,000 | 1,153 |
| Privately issued | $1,828,000 | 880 |
| 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) | $26,513,000 | 3,382 |
| Total debt securities | $26,513,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $3,176,000 | 1,137 |
| Fair value | $3,159,000 | 1,141 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $24,254,000 | 3,981 |
| U.S. Government securities | $22,157,000 | 3,272 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $22,157,000 | 3,202 |
| Securities issued by states & political subdivisions | $208,000 | 5,643 |
| Other domestic debt securities | $1,889,000 | 1,971 |
| Privately issued residential mortgage-backed securities | $1,889,000 | 968 |
| 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 | $5,349,000 | 4,305 |
| Mortgage-backed securities | $18,655,000 | 2,442 |
| Certificates of participation in pools of residential mortgages | $6,734,000 | 3,213 |
| Issued or guaranteed by U.S. | $6,734,000 | 3,206 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,921,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $10,032,000 | 1,127 |
| Privately issued | $1,889,000 | 928 |
| 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) | $24,254,000 | 3,600 |
| Total debt securities | $24,254,000 | 3,944 |
| Structured notes | ||
| Amortized cost | $1,161,000 | 1,471 |
| Fair value | $1,156,000 | 1,473 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $25,891,000 | 3,800 |
| U.S. Government securities | $23,721,000 | 3,093 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,721,000 | 3,023 |
| Securities issued by states & political subdivisions | $207,000 | 5,684 |
| Other domestic debt securities | $1,963,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $1,963,000 | 979 |
| 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 | $5,823,000 | 4,170 |
| Mortgage-backed securities | $20,459,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $7,268,000 | 3,153 |
| Issued or guaranteed by U.S. | $7,268,000 | 3,141 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,191,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $11,228,000 | 1,028 |
| Privately issued | $1,963,000 | 939 |
| 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) | $25,891,000 | 3,420 |
| Total debt securities | $25,891,000 | 3,764 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,289 |
| Fair value | $992,000 | 1,237 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $23,803,000 | 4,003 |
| U.S. Government securities | $21,458,000 | 3,376 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,458,000 | 3,308 |
| Securities issued by states & political subdivisions | $207,000 | 5,624 |
| Other domestic debt securities | $2,138,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $2,138,000 | 982 |
| 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 | $5,572,000 | 4,298 |
| Mortgage-backed securities | $20,585,000 | 2,355 |
| Certificates of participation in pools of residential mortgages | $5,313,000 | 3,677 |
| Issued or guaranteed by U.S. | $5,313,000 | 3,664 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,272,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $13,134,000 | 920 |
| Privately issued | $2,138,000 | 944 |
| 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) | $23,803,000 | 3,600 |
| Total debt securities | $23,803,000 | 3,971 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $26,793,000 | 3,714 |
| U.S. Government securities | $24,431,000 | 3,072 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $24,431,000 | 3,010 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,362,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $2,362,000 | 914 |
| 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 | $9,563,000 | 3,530 |
| Mortgage-backed securities | $26,793,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $8,589,000 | 2,944 |
| Issued or guaranteed by U.S. | $8,589,000 | 2,930 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $18,204,000 | 921 |
| CMOs issued by government agencies or sponsored agencies | $15,842,000 | 783 |
| Privately issued | $2,362,000 | 879 |
| 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) | $26,793,000 | 3,317 |
| Total debt securities | $26,793,000 | 3,675 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $27,935,000 | 3,564 |
| U.S. Government securities | $25,584,000 | 2,912 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $25,584,000 | 2,859 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,351,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $2,351,000 | 913 |
| 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 | $8,362,000 | 3,720 |
| Mortgage-backed securities | $26,933,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $8,685,000 | 2,851 |
| Issued or guaranteed by U.S. | $8,685,000 | 2,838 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $18,248,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $15,897,000 | 725 |
| Privately issued | $2,351,000 | 875 |
| 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) | $27,935,000 | 3,158 |
| Total debt securities | $27,935,000 | 3,533 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $31,978,000 | 3,285 |
| U.S. Government securities | $29,530,000 | 2,660 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $29,530,000 | 2,608 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,448,000 | 1,697 |
| Privately issued residential mortgage-backed securities | $2,448,000 | 897 |
| 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 | $9,014,000 | 3,552 |
| Mortgage-backed securities | $29,970,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $9,972,000 | 2,644 |
| Issued or guaranteed by U.S. | $9,972,000 | 2,626 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $19,998,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $17,550,000 | 672 |
| Privately issued | $2,448,000 | 854 |
| 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) | $31,978,000 | 2,942 |
| Total debt securities | $31,978,000 | 3,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $34,548,000 | 3,100 |
| U.S. Government securities | $31,935,000 | 2,491 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,935,000 | 2,438 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,613,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $2,613,000 | 841 |
| 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 | $8,236,000 | 3,695 |
| Mortgage-backed securities | $32,026,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $10,754,000 | 2,446 |
| Issued or guaranteed by U.S. | $10,754,000 | 2,432 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,272,000 | 763 |
| CMOs issued by government agencies or sponsored agencies | $18,659,000 | 617 |
| Privately issued | $2,613,000 | 803 |
| 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) | $34,548,000 | 2,765 |
| Total debt securities | $34,548,000 | 3,056 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $29,450,000 | 3,494 |
| U.S. Government securities | $26,765,000 | 2,912 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,765,000 | 2,854 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $2,685,000 | 1,459 |
| Privately issued residential mortgage-backed securities | $2,685,000 | 768 |
| 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 | $12,777,000 | 2,956 |
| Mortgage-backed securities | $25,239,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $11,134,000 | 2,155 |
| Issued or guaranteed by U.S. | $11,134,000 | 2,143 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,105,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $11,420,000 | 838 |
| Privately issued | $2,685,000 | 727 |
| 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) | $29,450,000 | 3,092 |
| Total debt securities | $29,450,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 1,424 |
| Fair value | $1,201,000 | 1,420 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $26,622,000 | 3,722 |
| U.S. Government securities | $26,622,000 | 2,958 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $26,622,000 | 2,903 |
| 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 | $9,694,000 | 3,485 |
| Mortgage-backed securities | $22,437,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $9,173,000 | 2,229 |
| Issued or guaranteed by U.S. | $9,173,000 | 2,219 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,264,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $13,264,000 | 717 |
| 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) | $26,622,000 | 3,293 |
| Total debt securities | $26,622,000 | 3,674 |
| Structured notes | ||
| Amortized cost | $1,198,000 | 1,632 |
| Fair value | $1,197,000 | 1,629 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $28,009,000 | 3,585 |
| U.S. Government securities | $27,509,000 | 2,899 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $27,509,000 | 2,831 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $500,000 | 2,274 |
| 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 | $500,000 | 1,652 |
| 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 | $9,638,000 | 3,479 |
| Mortgage-backed securities | $23,351,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $9,695,000 | 2,115 |
| Issued or guaranteed by U.S. | $9,695,000 | 2,107 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,656,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $13,656,000 | 682 |
| 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) | $28,009,000 | 3,140 |
| Total debt securities | $28,009,000 | 3,543 |
| Structured notes | ||
| Amortized cost | $1,198,000 | 1,708 |
| Fair value | $1,192,000 | 1,703 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $27,572,000 | 3,652 |
| U.S. Government securities | $27,072,000 | 2,930 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $27,072,000 | 2,853 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $500,000 | 2,283 |
| 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 | $500,000 | 1,690 |
| 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 | $10,041,000 | 3,412 |
| Mortgage-backed securities | $22,899,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $9,090,000 | 2,192 |
| Issued or guaranteed by U.S. | $9,090,000 | 2,184 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,809,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $13,809,000 | 683 |
| 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) | $27,572,000 | 3,202 |
| Total debt securities | $27,572,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $1,197,000 | 1,782 |
| Fair value | $1,189,000 | 1,780 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $28,193,000 | 3,620 |
| U.S. Government securities | $27,692,000 | 2,903 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $27,692,000 | 2,831 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $501,000 | 2,298 |
| 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 | $501,000 | 1,722 |
| 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 | $11,212,000 | 3,215 |
| Mortgage-backed securities | $23,031,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $8,349,000 | 2,315 |
| Issued or guaranteed by U.S. | $8,349,000 | 2,303 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $14,682,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $14,682,000 | 673 |
| 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) | $28,193,000 | 3,167 |
| Total debt securities | $28,193,000 | 3,570 |
| Structured notes | ||
| Amortized cost | $1,197,000 | 1,886 |
| Fair value | $1,184,000 | 1,886 |
| 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 | $17,826,000 | 4,894 |
| U.S. Government securities | $16,316,000 | 4,329 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,316,000 | 4,201 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $500,000 | 2,333 |
| 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 | $500,000 | 1,760 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,010,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,178,000 | 3,764 |
| Mortgage-backed securities | $14,615,000 | 2,153 |
| Certificates of participation in pools of residential mortgages | $2,537,000 | 3,901 |
| Issued or guaranteed by U.S. | $2,537,000 | 3,880 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,078,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $12,078,000 | 753 |
| 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) | $17,826,000 | 4,289 |
| Total debt securities | $16,816,000 | 5,007 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,452 |
| Fair value | $688,000 | 2,462 |
| 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 | $17,386,000 | 4,945 |
| U.S. Government securities | $15,876,000 | 4,373 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,876,000 | 4,246 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $499,000 | 2,388 |
| 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 | $499,000 | 1,835 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,011,000 | 1,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,364,000 | 4,225 |
| Mortgage-backed securities | $11,500,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $2,625,000 | 3,857 |
| Issued or guaranteed by U.S. | $2,625,000 | 3,842 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,875,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $8,875,000 | 909 |
| 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) | $17,386,000 | 4,305 |
| Total debt securities | $16,385,000 | 5,068 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,475,000 | 1,850 |
| 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 | $18,115,000 | 4,881 |
| U.S. Government securities | $16,613,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,613,000 | 4,164 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $502,000 | 2,414 |
| 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 | $502,000 | 1,872 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,000,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,121,000 | 4,276 |
| Mortgage-backed securities | $12,230,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $2,561,000 | 3,920 |
| Issued or guaranteed by U.S. | $2,561,000 | 3,905 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,669,000 | 1,041 |
| CMOs issued by government agencies or sponsored agencies | $9,669,000 | 855 |
| 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) | $18,115,000 | 4,245 |
| Total debt securities | $17,114,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,480,000 | 1,859 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $16,586,000 | 5,122 |
| U.S. Government securities | $15,933,000 | 4,394 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,933,000 | 4,252 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $653,000 | 2,359 |
| 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 | $653,000 | 1,853 |
| 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 | $5,708,000 | 4,370 |
| Mortgage-backed securities | $11,552,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $2,845,000 | 3,807 |
| Issued or guaranteed by U.S. | $2,845,000 | 3,791 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,707,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $8,707,000 | 915 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $16,586,000 | 4,455 |
| Total debt securities | $16,586,000 | 5,073 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,482,000 | 1,853 |
| 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 | $20,755,000 | 4,516 |
| U.S. Government securities | $19,897,000 | 3,777 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,897,000 | 3,642 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $858,000 | 2,256 |
| 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 | $858,000 | 1,796 |
| 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 | $4,725,000 | 4,693 |
| Mortgage-backed securities | $12,516,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $3,080,000 | 3,773 |
| Issued or guaranteed by U.S. | $3,080,000 | 3,759 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,436,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $9,436,000 | 895 |
| 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) | $20,755,000 | 3,905 |
| Total debt securities | $20,756,000 | 4,455 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,488,000 | 1,817 |
| 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 | $25,350,000 | 4,003 |
| U.S. Government securities | $24,335,000 | 3,303 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,335,000 | 3,183 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,015,000 | 2,149 |
| 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 | $1,015,000 | 1,699 |
| 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 | $7,170,000 | 3,968 |
| Mortgage-backed securities | $16,193,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $3,698,000 | 3,638 |
| Issued or guaranteed by U.S. | $3,698,000 | 3,623 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $12,495,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $12,495,000 | 799 |
| 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) | $25,350,000 | 3,470 |
| Total debt securities | $25,350,000 | 3,939 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,498,000 | 1,784 |
| 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 | $26,532,000 | 3,942 |
| U.S. Government securities | $25,516,000 | 3,232 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,516,000 | 3,103 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,016,000 | 2,209 |
| 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 | $1,016,000 | 1,785 |
| 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 | $9,358,000 | 3,500 |
| Mortgage-backed securities | $17,444,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $4,146,000 | 3,533 |
| Issued or guaranteed by U.S. | $4,146,000 | 3,523 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,298,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $13,298,000 | 780 |
| 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) | $26,532,000 | 3,417 |
| Total debt securities | $26,532,000 | 3,881 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,481,000 | 1,789 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $30,186,000 | 3,607 |
| U.S. Government securities | $28,133,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $28,133,000 | 2,882 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,030,000 | 2,248 |
| 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 | $1,030,000 | 1,845 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,023,000 | 1,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,134,000 | 2,809 |
| Mortgage-backed securities | $19,240,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $4,968,000 | 3,318 |
| Issued or guaranteed by U.S. | $4,968,000 | 3,305 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $14,272,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $14,272,000 | 752 |
| 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) | $30,186,000 | 3,119 |
| Total debt securities | $29,163,000 | 3,638 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,500,000 | 1,726 |
| 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 | $32,226,000 | 3,431 |
| U.S. Government securities | $30,176,000 | 2,833 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $30,176,000 | 2,718 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,041,000 | 2,268 |
| 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 | $1,041,000 | 1,896 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,009,000 | 1,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,447,000 | 3,211 |
| Mortgage-backed securities | $17,197,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | $5,210,000 | 3,257 |
| Issued or guaranteed by U.S. | $5,210,000 | 3,251 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,987,000 | 998 |
| CMOs issued by government agencies or sponsored agencies | $11,987,000 | 867 |
| 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) | $32,226,000 | 2,958 |
| Total debt securities | $31,217,000 | 3,452 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,060 |
| Fair value | $3,818,000 | 1,059 |
| 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 | $31,575,000 | 3,535 |
| U.S. Government securities | $29,550,000 | 2,898 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $29,550,000 | 2,783 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,038,000 | 2,379 |
| 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 | $1,038,000 | 2,008 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $987,000 | 1,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,552,000 | 3,840 |
| Mortgage-backed securities | $16,702,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $5,459,000 | 3,274 |
| Issued or guaranteed by U.S. | $5,459,000 | 3,266 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,243,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $11,243,000 | 899 |
| 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) | $31,575,000 | 3,038 |
| Total debt securities | $30,588,000 | 3,538 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,046 |
| Fair value | $3,770,000 | 1,041 |
| 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 | $30,914,000 | 3,582 |
| U.S. Government securities | $28,830,000 | 2,912 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $28,830,000 | 2,811 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,065,000 | 2,447 |
| 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 | $1,065,000 | 2,069 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,019,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,314,000 | 4,796 |
| Mortgage-backed securities | $18,739,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $6,209,000 | 3,107 |
| Issued or guaranteed by U.S. | $6,209,000 | 3,096 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $12,530,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $12,530,000 | 870 |
| 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) | $30,914,000 | 3,099 |
| Total debt securities | $29,895,000 | 3,590 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 906 |
| Fair value | $3,835,000 | 905 |
| 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 | $32,138,000 | 3,524 |
| U.S. Government securities | $30,072,000 | 2,904 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $30,072,000 | 2,796 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,051,000 | 2,519 |
| 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 | $1,051,000 | 2,211 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,015,000 | 1,296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,055,000 | 4,833 |
| Mortgage-backed securities | $20,059,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $6,612,000 | 3,026 |
| Issued or guaranteed by U.S. | $6,612,000 | 3,011 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,447,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $13,447,000 | 894 |
| 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) | $32,138,000 | 3,044 |
| Total debt securities | $31,123,000 | 3,560 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 797 |
| Fair value | $3,820,000 | 794 |
| 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 | $27,245,000 | 3,897 |
| U.S. Government securities | $25,196,000 | 3,229 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,196,000 | 3,108 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,057,000 | 2,624 |
| 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 | $1,057,000 | 2,323 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $992,000 | 1,393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,040,000 | 5,806 |
| Mortgage-backed securities | $18,976,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $7,115,000 | 2,906 |
| Issued or guaranteed by U.S. | $7,115,000 | 2,893 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $11,861,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $11,861,000 | 948 |
| 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) | $27,245,000 | 3,377 |
| Total debt securities | $26,253,000 | 3,919 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,633 |
| Fair value | $800,000 | 1,638 |
| 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 | $27,333,000 | 3,803 |
| U.S. Government securities | $25,803,000 | 3,069 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,803,000 | 2,944 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $533,000 | 3,171 |
| 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 | $533,000 | 2,820 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $997,000 | 1,410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,016,000 | 5,266 |
| Mortgage-backed securities | $20,246,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $8,585,000 | 2,616 |
| Issued or guaranteed by U.S. | $8,585,000 | 2,603 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $11,661,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $11,661,000 | 1,033 |
| 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) | $27,333,000 | 3,288 |
| Total debt securities | $26,336,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $13,514,000 | 5,767 |
| U.S. Government securities | $3,049,000 | 7,871 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,049,000 | 7,682 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $8,466,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $8,466,000 | 329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,999,000 | 1,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,048,000 | 5,284 |
| Mortgage-backed securities | $8,466,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $8,466,000 | 2,620 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $8,466,000 | 58 |
| 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) | $13,514,000 | 5,045 |
| Total debt securities | $11,515,000 | 6,109 |
| 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 | $11,378,000 | 6,208 |
| U.S. Government securities | $3,072,000 | 7,906 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,072,000 | 7,692 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $6,297,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $6,297,000 | 360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,009,000 | 1,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,072,000 | 5,286 |
| Mortgage-backed securities | $6,297,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $6,297,000 | 3,015 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $6,297,000 | 69 |
| 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) | $11,378,000 | 5,414 |
| Total debt securities | $9,369,000 | 6,566 |
| 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 | $4,947,000 | 7,951 |
| U.S. Government securities | $2,990,000 | 8,082 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,990,000 | 7,862 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,957,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,990,000 | 5,382 |
| 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) | $4,947,000 | 7,003 |
| Total debt securities | $2,990,000 | 8,488 |
| 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 | $9,904,000 | 6,823 |
| U.S. Government securities | $9,513,000 | 6,006 |
| U.S. Treasury securities | $2,999,000 | 1,558 |
| U.S. Government agency obligations | $6,514,000 | 6,751 |
| Securities issued by states & political subdivisions | $175,000 | 6,788 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $216,000 | 5,665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,557,000 | 3,514 |
| 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) | $9,904,000 | 5,756 |
| Total debt securities | $9,688,000 | 6,758 |
| 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 | $9,405,000 | 7,255 |
| U.S. Government securities | $8,859,000 | 6,490 |
| U.S. Treasury securities | $8,859,000 | 990 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $345,000 | 6,672 |
| 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 | $201,000 | 5,688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,950,000 | 3,679 |
| 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) | $9,405,000 | 6,030 |
| Total debt securities | $9,204,000 | 7,199 |
| 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 | $9,964,000 | 7,118 |
| U.S. Government securities | $9,576,000 | 6,247 |
| U.S. Treasury securities | $8,878,000 | 1,459 |
| U.S. Government agency obligations | $698,000 | 9,500 |
| Securities issued by states & political subdivisions | $200,000 | 7,265 |
| 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 | $188,000 | 5,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,163,000 | 3,512 |
| 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) | $9,964,000 | 5,782 |
| Total debt securities | $9,776,000 | 7,038 |
| 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 | $8,836,000 | 7,805 |
| U.S. Government securities | $8,052,000 | 7,236 |
| U.S. Treasury securities | $8,052,000 | 2,216 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $609,000 | 6,518 |
| 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 | $175,000 | 5,630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,374,000 | 3,931 |
| 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) | $8,836,000 | 6,096 |
| Total debt securities | $8,661,000 | 7,740 |
| 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 | $18,122,000 | 5,689 |
| U.S. Government securities | $17,029,000 | 4,987 |
| U.S. Treasury securities | $17,029,000 | 1,355 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $930,000 | 6,207 |
| 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 | $163,000 | 5,622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,900,000 | 1,871 |
| 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) | $14,947,000 | 2,372 |
| Available-for-sale securities (fair market value) | $3,175,000 | 8,519 |
| Total debt securities | $17,959,000 | 5,598 |
| 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 | $19,257,000 | 5,694 |
| U.S. Government securities | $18,044,000 | 5,011 |
| U.S. Treasury securities | $18,044,000 | 1,588 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $1,060,000 | 6,233 |
| 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 | $153,000 | 5,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,300,000 | 1,842 |
| 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) | $17,066,000 | 2,288 |
| Available-for-sale securities (fair market value) | $2,191,000 | 9,310 |
| Total debt securities | $19,104,000 | 5,617 |
| 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 | $20,279,000 | 5,822 |
| U.S. Government securities | $19,021,000 | 5,121 |
| U.S. Treasury securities | $19,021,000 | 1,855 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $1,115,000 | 6,434 |
| 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 | $143,000 | 5,408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,000,000 | 1,963 |
| 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) | $20,136,000 | 3,433 |
| Available-for-sale securities (fair market value) | $143,000 | 10,627 |
| Total debt securities | $20,136,000 | 5,755 |
| 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 | $20,485,000 | 6,034 |
| U.S. Government securities | $19,178,000 | 5,297 |
| U.S. Treasury securities | $19,178,000 | 1,934 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $1,176,000 | 6,483 |
| 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 | $131,000 | 5,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,700,000 | 1,867 |
| 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 | $20,354,000 | 5,932 |
| 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 | $15,163,000 | 7,296 |
| U.S. Government securities | $14,331,000 | 6,473 |
| U.S. Treasury securities | $14,331,000 | 2,596 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $721,000 | 7,164 |
| 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 | $111,000 | 4,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,192,000 | 1,997 |
| 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 | $15,052,000 | 7,212 |
| 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 |