Home > The Citizens Bank > Securities
The Citizens Bank, Securities
| 2020-03-31 | Rank | |
| Total securities | $20,285,000 | 3,285 |
| U.S. Government securities | $20,285,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $20,285,000 | 2,359 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,265,000 | 1,934 |
| Mortgage-backed securities | $4,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,052 |
| Issued or guaranteed by U.S. | $4,000 | 3,984 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $16,277,000 | 540 |
| Available-for-sale securities (fair market value) | $4,008,000 | 4,276 |
| Total debt securities | $20,279,000 | 3,260 |
| 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 | $27,728,000 | 2,968 |
| U.S. Government securities | $27,728,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $27,728,000 | 2,036 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,724,000 | 1,501 |
| Mortgage-backed securities | $4,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,082 |
| Issued or guaranteed by U.S. | $4,000 | 4,020 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $27,724,000 | 426 |
| Available-for-sale securities (fair market value) | $4,000 | 4,768 |
| Total debt securities | $27,728,000 | 2,950 |
| 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 | $36,217,000 | 2,604 |
| U.S. Government securities | $36,217,000 | 1,842 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $36,217,000 | 1,748 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,026,000 | 1,395 |
| Mortgage-backed securities | $5,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,115 |
| Issued or guaranteed by U.S. | $5,000 | 4,045 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $36,212,000 | 385 |
| Available-for-sale securities (fair market value) | $5,000 | 4,851 |
| Total debt securities | $36,217,000 | 2,587 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $39,019,000 | 2,536 |
| U.S. Government securities | $39,019,000 | 1,791 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $39,019,000 | 1,689 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,794,000 | 1,467 |
| Mortgage-backed securities | $8,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,145 |
| Issued or guaranteed by U.S. | $5,000 | 4,079 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,000 | 2,922 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,857 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $39,014,000 | 385 |
| Available-for-sale securities (fair market value) | $5,000 | 4,898 |
| Total debt securities | $39,019,000 | 2,516 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $39,048,000 | 2,562 |
| U.S. Government securities | $39,048,000 | 1,803 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $39,048,000 | 1,695 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,873,000 | 1,429 |
| Mortgage-backed securities | $31,000 | 4,277 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,179 |
| Issued or guaranteed by U.S. | $6,000 | 4,112 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $25,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 2,830 |
| Privately issued | $0 | 499 |
| 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) | $39,042,000 | 395 |
| Available-for-sale securities (fair market value) | $6,000 | 4,939 |
| Total debt securities | $39,048,000 | 2,544 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $38,402,000 | 2,616 |
| U.S. Government securities | $38,402,000 | 1,827 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $38,402,000 | 1,718 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,778,000 | 1,341 |
| Mortgage-backed securities | $55,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,218 |
| Issued or guaranteed by U.S. | $6,000 | 4,165 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $49,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 2,816 |
| Privately issued | $0 | 498 |
| 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) | $38,396,000 | 418 |
| Available-for-sale securities (fair market value) | $6,000 | 4,982 |
| Total debt securities | $38,403,000 | 2,597 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $40,437,000 | 2,555 |
| U.S. Government securities | $40,437,000 | 1,771 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $40,437,000 | 1,675 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,797,000 | 1,392 |
| Mortgage-backed securities | $85,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $10,000 | 4,262 |
| Issued or guaranteed by U.S. | $10,000 | 4,240 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $75,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 2,808 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $40,430,000 | 415 |
| Available-for-sale securities (fair market value) | $7,000 | 5,053 |
| Total debt securities | $40,437,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $40,607,000 | 2,575 |
| U.S. Government securities | $40,607,000 | 1,753 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $40,607,000 | 1,655 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,926,000 | 1,420 |
| Mortgage-backed securities | $119,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,298 |
| Issued or guaranteed by U.S. | $13,000 | 4,185 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $106,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 2,802 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $40,600,000 | 418 |
| Available-for-sale securities (fair market value) | $7,000 | 5,111 |
| Total debt securities | $40,607,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $41,153,000 | 2,586 |
| U.S. Government securities | $40,653,000 | 1,793 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $40,653,000 | 1,700 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $500,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $500,000 | 1,372 |
| 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 | $32,938,000 | 1,447 |
| Mortgage-backed securities | $161,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $19,000 | 4,322 |
| Issued or guaranteed by U.S. | $19,000 | 4,315 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $142,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 2,775 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $41,146,000 | 421 |
| Available-for-sale securities (fair market value) | $7,000 | 5,169 |
| Total debt securities | $41,155,000 | 2,569 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $42,116,000 | 2,573 |
| U.S. Government securities | $41,116,000 | 1,775 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $41,116,000 | 1,701 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $1,000,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,000,000 | 1,213 |
| 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 | $30,583,000 | 1,542 |
| Mortgage-backed securities | $212,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $26,000 | 4,359 |
| Issued or guaranteed by U.S. | $26,000 | 4,354 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $186,000 | 2,820 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 2,744 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $42,108,000 | 419 |
| Available-for-sale securities (fair market value) | $8,000 | 5,234 |
| Total debt securities | $42,116,000 | 2,556 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $39,455,000 | 2,696 |
| U.S. Government securities | $38,455,000 | 1,881 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $38,455,000 | 1,798 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $1,000,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,000,000 | 1,246 |
| 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 | $30,505,000 | 1,550 |
| Mortgage-backed securities | $275,000 | 4,393 |
| Certificates of participation in pools of residential mortgages | $34,000 | 4,399 |
| Issued or guaranteed by U.S. | $34,000 | 4,395 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $241,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,727 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $39,447,000 | 460 |
| Available-for-sale securities (fair market value) | $8,000 | 5,285 |
| Total debt securities | $39,455,000 | 2,677 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $42,116,000 | 2,643 |
| U.S. Government securities | $41,116,000 | 1,829 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $41,116,000 | 1,750 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $1,000,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,000,000 | 1,275 |
| 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 | $29,668,000 | 1,616 |
| Mortgage-backed securities | $342,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $43,000 | 4,421 |
| Issued or guaranteed by U.S. | $43,000 | 4,416 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $299,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 2,711 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $41,607,000 | 452 |
| Available-for-sale securities (fair market value) | $509,000 | 5,240 |
| Total debt securities | $42,116,000 | 2,629 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $41,651,000 | 2,691 |
| U.S. Government securities | $40,152,000 | 1,901 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $40,152,000 | 1,814 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $1,499,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,499,000 | 1,148 |
| 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 | $29,379,000 | 1,629 |
| Mortgage-backed securities | $421,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $52,000 | 4,469 |
| Issued or guaranteed by U.S. | $52,000 | 4,466 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $369,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,710 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $41,141,000 | 467 |
| Available-for-sale securities (fair market value) | $510,000 | 5,301 |
| Total debt securities | $41,651,000 | 2,674 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $37,423,000 | 2,845 |
| U.S. Government securities | $35,675,000 | 2,037 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,675,000 | 1,936 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $1,748,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,748,000 | 1,081 |
| 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 | $26,371,000 | 1,735 |
| Mortgage-backed securities | $506,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $62,000 | 4,498 |
| Issued or guaranteed by U.S. | $62,000 | 4,493 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $444,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $444,000 | 2,667 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $36,912,000 | 495 |
| Available-for-sale securities (fair market value) | $511,000 | 5,349 |
| Total debt securities | $37,423,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $35,698,000 | 2,913 |
| U.S. Government securities | $34,202,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $34,202,000 | 2,007 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,496,000 | 1,428 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,496,000 | 1,152 |
| 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 | $23,975,000 | 1,877 |
| Mortgage-backed securities | $601,000 | 4,444 |
| Certificates of participation in pools of residential mortgages | $73,000 | 4,522 |
| Issued or guaranteed by U.S. | $73,000 | 4,519 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $528,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,649 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $35,185,000 | 512 |
| Available-for-sale securities (fair market value) | $513,000 | 5,401 |
| Total debt securities | $35,698,000 | 2,896 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $31,901,000 | 3,183 |
| U.S. Government securities | $30,406,000 | 2,332 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $30,406,000 | 2,240 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,495,000 | 1,448 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,495,000 | 1,156 |
| 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 | $22,736,000 | 1,973 |
| Mortgage-backed securities | $700,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $84,000 | 4,579 |
| Issued or guaranteed by U.S. | $84,000 | 4,574 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $616,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $616,000 | 2,638 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $31,388,000 | 562 |
| Available-for-sale securities (fair market value) | $513,000 | 5,479 |
| Total debt securities | $31,901,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $37,520,000 | 2,940 |
| U.S. Government securities | $36,026,000 | 2,135 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $36,026,000 | 2,054 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,494,000 | 1,460 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,494,000 | 1,164 |
| 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 | $27,215,000 | 1,763 |
| Mortgage-backed securities | $829,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $96,000 | 4,613 |
| Issued or guaranteed by U.S. | $96,000 | 4,610 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $733,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 2,604 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $37,005,000 | 528 |
| Available-for-sale securities (fair market value) | $515,000 | 5,538 |
| Total debt securities | $37,520,000 | 2,923 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $37,901,000 | 2,944 |
| U.S. Government securities | $36,409,000 | 2,161 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $36,409,000 | 2,071 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,492,000 | 1,450 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,492,000 | 1,164 |
| 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 | $27,479,000 | 1,755 |
| Mortgage-backed securities | $936,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $109,000 | 4,632 |
| Issued or guaranteed by U.S. | $109,000 | 4,628 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $827,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 2,599 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $37,386,000 | 534 |
| Available-for-sale securities (fair market value) | $515,000 | 5,587 |
| Total debt securities | $37,901,000 | 2,922 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $34,955,000 | 3,128 |
| U.S. Government securities | $33,464,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $33,464,000 | 2,237 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,491,000 | 1,446 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,491,000 | 1,150 |
| 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 | $26,010,000 | 1,837 |
| Mortgage-backed securities | $1,054,000 | 4,460 |
| Certificates of participation in pools of residential mortgages | $123,000 | 4,675 |
| Issued or guaranteed by U.S. | $123,000 | 4,670 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $931,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,584 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $34,437,000 | 561 |
| Available-for-sale securities (fair market value) | $518,000 | 5,663 |
| Total debt securities | $34,955,000 | 3,102 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,246 |
| Fair value | $1,000,000 | 1,190 |
| 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 | $37,860,000 | 3,016 |
| U.S. Government securities | $35,866,000 | 2,279 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $35,866,000 | 2,190 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,994,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,994,000 | 1,045 |
| 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 | $27,032,000 | 1,807 |
| Mortgage-backed securities | $1,193,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $137,000 | 4,743 |
| Issued or guaranteed by U.S. | $137,000 | 4,740 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,056,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $1,056,000 | 2,576 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $35,832,000 | 552 |
| Available-for-sale securities (fair market value) | $2,028,000 | 5,548 |
| Total debt securities | $37,860,000 | 2,993 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,378 |
| Fair value | $1,000,000 | 1,280 |
| 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 | $41,485,000 | 2,876 |
| U.S. Government securities | $39,500,000 | 2,164 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $39,500,000 | 2,079 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,985,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,985,000 | 1,060 |
| 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 | $26,768,000 | 1,834 |
| Mortgage-backed securities | $1,323,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $152,000 | 4,786 |
| Issued or guaranteed by U.S. | $152,000 | 4,780 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,171,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,566 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $39,456,000 | 514 |
| Available-for-sale securities (fair market value) | $2,029,000 | 5,600 |
| Total debt securities | $41,485,000 | 2,854 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $39,197,000 | 3,045 |
| U.S. Government securities | $37,201,000 | 2,287 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $37,201,000 | 2,204 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,996,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,996,000 | 1,064 |
| 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 | $25,772,000 | 1,884 |
| Mortgage-backed securities | $1,458,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $168,000 | 4,844 |
| Issued or guaranteed by U.S. | $168,000 | 4,838 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,290,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,290,000 | 2,566 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $36,155,000 | 546 |
| Available-for-sale securities (fair market value) | $3,042,000 | 5,575 |
| Total debt securities | $39,197,000 | 3,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $39,594,000 | 3,085 |
| U.S. Government securities | $37,600,000 | 2,320 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $37,600,000 | 2,240 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,994,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,994,000 | 1,083 |
| 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 | $22,334,000 | 2,079 |
| Mortgage-backed securities | $1,600,000 | 4,599 |
| Certificates of participation in pools of residential mortgages | $184,000 | 4,916 |
| Issued or guaranteed by U.S. | $184,000 | 4,913 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,416,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $1,416,000 | 2,561 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $35,793,000 | 557 |
| Available-for-sale securities (fair market value) | $3,801,000 | 5,583 |
| Total debt securities | $39,594,000 | 3,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $39,292,000 | 3,156 |
| U.S. Government securities | $37,308,000 | 2,350 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $37,308,000 | 2,284 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,984,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,984,000 | 1,129 |
| 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 | $21,888,000 | 2,124 |
| Mortgage-backed securities | $1,764,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $211,000 | 4,944 |
| Issued or guaranteed by U.S. | $211,000 | 4,941 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,553,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 2,552 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $35,480,000 | 547 |
| Available-for-sale securities (fair market value) | $3,812,000 | 5,638 |
| Total debt securities | $39,292,000 | 3,127 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $37,903,000 | 3,232 |
| U.S. Government securities | $35,920,000 | 2,451 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $35,920,000 | 2,383 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,983,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,983,000 | 1,153 |
| 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 | $21,783,000 | 2,132 |
| Mortgage-backed securities | $865,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $230,000 | 4,980 |
| Issued or guaranteed by U.S. | $230,000 | 4,976 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $635,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $635,000 | 2,973 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $34,085,000 | 555 |
| Available-for-sale securities (fair market value) | $3,818,000 | 5,681 |
| Total debt securities | $37,903,000 | 3,198 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $30,015,000 | 3,701 |
| U.S. Government securities | $27,980,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,980,000 | 2,790 |
| Securities issued by states & political subdivisions | $54,000 | 5,468 |
| Other domestic debt securities | $1,981,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,981,000 | 1,181 |
| 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 | $21,183,000 | 2,159 |
| Mortgage-backed securities | $957,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $250,000 | 5,006 |
| Issued or guaranteed by U.S. | $250,000 | 5,001 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $707,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $707,000 | 2,922 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $24,715,000 | 678 |
| Available-for-sale securities (fair market value) | $5,300,000 | 5,575 |
| Total debt securities | $30,015,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $21,877,000 | 4,324 |
| U.S. Government securities | $19,843,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,843,000 | 3,430 |
| Securities issued by states & political subdivisions | $54,000 | 5,508 |
| Other domestic debt securities | $1,980,000 | 1,575 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,980,000 | 1,223 |
| 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 | $19,626,000 | 2,254 |
| Mortgage-backed securities | $1,060,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $270,000 | 5,032 |
| Issued or guaranteed by U.S. | $270,000 | 5,026 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $790,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $790,000 | 2,896 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $12,067,000 | 971 |
| Available-for-sale securities (fair market value) | $9,810,000 | 5,127 |
| Total debt securities | $21,877,000 | 4,296 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $25,023,000 | 4,089 |
| U.S. Government securities | $22,991,000 | 3,249 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,991,000 | 3,166 |
| Securities issued by states & political subdivisions | $54,000 | 5,510 |
| Other domestic debt securities | $1,978,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,978,000 | 1,252 |
| 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 | $22,525,000 | 2,049 |
| Mortgage-backed securities | $1,191,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $301,000 | 5,009 |
| Issued or guaranteed by U.S. | $301,000 | 5,002 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $890,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,882 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $13,210,000 | 880 |
| Available-for-sale securities (fair market value) | $11,813,000 | 4,925 |
| Total debt securities | $25,023,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $25,703,000 | 4,031 |
| U.S. Government securities | $23,172,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $23,172,000 | 3,176 |
| Securities issued by states & political subdivisions | $54,000 | 5,548 |
| Other domestic debt securities | $2,477,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,477,000 | 1,083 |
| 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 | $24,927,000 | 1,948 |
| Mortgage-backed securities | $1,337,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,019 |
| Issued or guaranteed by U.S. | $337,000 | 5,015 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,000,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,860 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $13,364,000 | 843 |
| Available-for-sale securities (fair market value) | $12,339,000 | 4,916 |
| Total debt securities | $25,703,000 | 4,006 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $27,961,000 | 3,820 |
| U.S. Government securities | $25,366,000 | 3,042 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $25,366,000 | 2,974 |
| Securities issued by states & political subdivisions | $119,000 | 5,552 |
| Other domestic debt securities | $2,476,000 | 1,436 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,476,000 | 1,054 |
| 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 | $24,716,000 | 1,924 |
| Mortgage-backed securities | $1,498,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $374,000 | 5,027 |
| Issued or guaranteed by U.S. | $374,000 | 5,023 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,124,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $1,124,000 | 2,861 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $13,610,000 | 828 |
| Available-for-sale securities (fair market value) | $14,351,000 | 4,662 |
| Total debt securities | $27,963,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $22,666,000 | 4,280 |
| U.S. Government securities | $20,072,000 | 3,578 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,072,000 | 3,499 |
| Securities issued by states & political subdivisions | $119,000 | 5,597 |
| Other domestic debt securities | $2,475,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,475,000 | 1,091 |
| 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 | $21,423,000 | 2,127 |
| Mortgage-backed securities | $1,676,000 | 4,941 |
| Certificates of participation in pools of residential mortgages | $416,000 | 5,108 |
| Issued or guaranteed by U.S. | $416,000 | 5,102 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,260,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000 | 2,884 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $13,798,000 | 833 |
| Available-for-sale securities (fair market value) | $8,868,000 | 5,386 |
| Total debt securities | $22,666,000 | 4,250 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $21,060,000 | 4,478 |
| U.S. Government securities | $18,468,000 | 3,795 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,468,000 | 3,722 |
| Securities issued by states & political subdivisions | $119,000 | 5,621 |
| Other domestic debt securities | $2,473,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,473,000 | 1,096 |
| 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 | $20,769,000 | 2,199 |
| Mortgage-backed securities | $1,861,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $463,000 | 5,112 |
| Issued or guaranteed by U.S. | $463,000 | 5,104 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,398,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 2,853 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $16,465,000 | 751 |
| Available-for-sale securities (fair market value) | $4,595,000 | 5,964 |
| Total debt securities | $21,060,000 | 4,448 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $26,429,000 | 4,021 |
| U.S. Government securities | $22,904,000 | 3,428 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,904,000 | 3,363 |
| Securities issued by states & political subdivisions | $119,000 | 5,608 |
| Other domestic debt securities | $2,472,000 | 1,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,472,000 | 1,076 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $934,000 | 608 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,668,000 | 2,092 |
| Mortgage-backed securities | $2,070,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $513,000 | 5,096 |
| Issued or guaranteed by U.S. | $513,000 | 5,091 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,557,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $1,557,000 | 2,820 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $19,890,000 | 681 |
| Available-for-sale securities (fair market value) | $6,539,000 | 5,749 |
| Total debt securities | $25,493,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $29,764,000 | 3,691 |
| U.S. Government securities | $26,172,000 | 3,077 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $26,172,000 | 3,005 |
| Securities issued by states & political subdivisions | $184,000 | 5,567 |
| Other domestic debt securities | $2,471,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,471,000 | 1,012 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $937,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,691,000 | 1,913 |
| Mortgage-backed securities | $2,295,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $565,000 | 5,035 |
| Issued or guaranteed by U.S. | $565,000 | 5,024 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,730,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $1,730,000 | 2,650 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $27,207,000 | 555 |
| Available-for-sale securities (fair market value) | $2,557,000 | 6,293 |
| Total debt securities | $28,827,000 | 3,740 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $20,185,000 | 4,490 |
| U.S. Government securities | $16,591,000 | 3,971 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $16,591,000 | 3,882 |
| Securities issued by states & political subdivisions | $184,000 | 5,576 |
| Other domestic debt securities | $2,470,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,470,000 | 986 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $940,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,837,000 | 2,385 |
| Mortgage-backed securities | $621,000 | 5,358 |
| Certificates of participation in pools of residential mortgages | $620,000 | 5,007 |
| Issued or guaranteed by U.S. | $620,000 | 4,995 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,000 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,561 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $17,608,000 | 730 |
| Available-for-sale securities (fair market value) | $2,577,000 | 6,345 |
| Total debt securities | $19,245,000 | 4,563 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $18,197,000 | 4,763 |
| U.S. Government securities | $14,618,000 | 4,322 |
| U.S. Treasury securities | $500,000 | 1,058 |
| U.S. Government agency obligations | $14,118,000 | 4,281 |
| Securities issued by states & political subdivisions | $184,000 | 5,577 |
| Other domestic debt securities | $2,468,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,468,000 | 922 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $927,000 | 598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,609,000 | 2,442 |
| Mortgage-backed securities | $696,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $695,000 | 4,975 |
| Issued or guaranteed by U.S. | $695,000 | 4,965 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,550 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $14,590,000 | 838 |
| Available-for-sale securities (fair market value) | $3,607,000 | 6,267 |
| Total debt securities | $17,270,000 | 4,826 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $19,783,000 | 4,569 |
| U.S. Government securities | $16,220,000 | 4,076 |
| U.S. Treasury securities | $500,000 | 1,088 |
| U.S. Government agency obligations | $15,720,000 | 4,013 |
| Securities issued by states & political subdivisions | $184,000 | 5,601 |
| Other domestic debt securities | $2,467,000 | 1,437 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,467,000 | 940 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $912,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,698,000 | 2,253 |
| Mortgage-backed securities | $760,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $759,000 | 4,911 |
| Issued or guaranteed by U.S. | $759,000 | 4,904 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,524 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $17,157,000 | 750 |
| Available-for-sale securities (fair market value) | $2,626,000 | 6,455 |
| Total debt securities | $18,871,000 | 4,639 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $23,602,000 | 4,036 |
| U.S. Government securities | $20,040,000 | 3,470 |
| U.S. Treasury securities | $6,000,000 | 457 |
| U.S. Government agency obligations | $14,040,000 | 4,078 |
| Securities issued by states & political subdivisions | $184,000 | 5,617 |
| Other domestic debt securities | $2,466,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,466,000 | 943 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $912,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,747,000 | 2,015 |
| Mortgage-backed securities | $832,000 | 5,245 |
| Certificates of participation in pools of residential mortgages | $831,000 | 4,809 |
| Issued or guaranteed by U.S. | $831,000 | 4,801 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,508 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $20,440,000 | 660 |
| Available-for-sale securities (fair market value) | $3,162,000 | 6,358 |
| Total debt securities | $22,690,000 | 4,080 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $16,439,000 | 4,788 |
| U.S. Government securities | $12,999,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,999,000 | 4,220 |
| Securities issued by states & political subdivisions | $224,000 | 5,549 |
| Other domestic debt securities | $2,290,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,290,000 | 957 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $926,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,815,000 | 2,694 |
| Mortgage-backed securities | $910,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $909,000 | 4,773 |
| Issued or guaranteed by U.S. | $909,000 | 4,766 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,497 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $12,389,000 | 935 |
| Available-for-sale securities (fair market value) | $4,050,000 | 6,226 |
| Total debt securities | $15,513,000 | 4,876 |
| 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 | $18,422,000 | 4,583 |
| U.S. Government securities | $14,613,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,613,000 | 4,052 |
| Securities issued by states & political subdivisions | $264,000 | 5,479 |
| Other domestic debt securities | $2,288,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,288,000 | 926 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,257,000 | 595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,070,000 | 3,063 |
| Mortgage-backed securities | $984,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $983,000 | 4,769 |
| Issued or guaranteed by U.S. | $983,000 | 4,762 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,424 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $13,482,000 | 916 |
| Available-for-sale securities (fair market value) | $4,940,000 | 6,136 |
| Total debt securities | $17,165,000 | 4,687 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $19,476,000 | 4,508 |
| U.S. Government securities | $15,692,000 | 4,052 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,692,000 | 3,961 |
| Securities issued by states & political subdivisions | $264,000 | 5,508 |
| Other domestic debt securities | $2,287,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,287,000 | 955 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,233,000 | 592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,364,000 | 2,429 |
| Mortgage-backed securities | $1,057,000 | 5,295 |
| Certificates of participation in pools of residential mortgages | $1,056,000 | 4,849 |
| Issued or guaranteed by U.S. | $1,056,000 | 4,840 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,409 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $14,504,000 | 881 |
| Available-for-sale securities (fair market value) | $4,972,000 | 6,213 |
| Total debt securities | $18,243,000 | 4,595 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $23,001,000 | 4,080 |
| U.S. Government securities | $18,659,000 | 3,671 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,659,000 | 3,600 |
| Securities issued by states & political subdivisions | $334,000 | 5,449 |
| Other domestic debt securities | $2,787,000 | 1,595 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,787,000 | 881 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,221,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,780,000 | 2,312 |
| Mortgage-backed securities | $1,130,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 4,889 |
| Issued or guaranteed by U.S. | $1,128,000 | 4,879 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,399 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $16,473,000 | 826 |
| Available-for-sale securities (fair market value) | $6,528,000 | 5,908 |
| Total debt securities | $21,780,000 | 4,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $16,475,000 | 4,867 |
| U.S. Government securities | $12,156,000 | 4,591 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,156,000 | 4,494 |
| Securities issued by states & political subdivisions | $334,000 | 5,484 |
| Other domestic debt securities | $2,793,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,793,000 | 939 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,192,000 | 669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,959,000 | 3,355 |
| Mortgage-backed securities | $1,225,000 | 5,360 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 4,944 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,932 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,000 | 3,767 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,394 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $8,172,000 | 1,263 |
| Available-for-sale securities (fair market value) | $8,303,000 | 5,618 |
| Total debt securities | $15,283,000 | 4,982 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $24,678,000 | 3,909 |
| U.S. Government securities | $20,469,000 | 3,419 |
| U.S. Treasury securities | $3,992,000 | 414 |
| U.S. Government agency obligations | $16,477,000 | 3,824 |
| Securities issued by states & political subdivisions | $334,000 | 5,509 |
| Other domestic debt securities | $2,688,000 | 1,736 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,688,000 | 957 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,187,000 | 720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,186,000 | 2,218 |
| Mortgage-backed securities | $1,314,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,951 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,938 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $15,202,000 | 882 |
| Available-for-sale securities (fair market value) | $9,476,000 | 5,413 |
| Total debt securities | $23,491,000 | 3,982 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $25,550,000 | 3,843 |
| U.S. Government securities | $20,593,000 | 3,456 |
| U.S. Treasury securities | $3,977,000 | 371 |
| U.S. Government agency obligations | $16,616,000 | 3,870 |
| Securities issued by states & political subdivisions | $334,000 | 5,448 |
| Other domestic debt securities | $3,447,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,447,000 | 846 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,176,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,308,000 | 2,237 |
| Mortgage-backed securities | $1,425,000 | 5,413 |
| Certificates of participation in pools of residential mortgages | $1,425,000 | 4,978 |
| Issued or guaranteed by U.S. | $1,425,000 | 4,962 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,726,000 | 873 |
| Available-for-sale securities (fair market value) | $9,824,000 | 5,397 |
| Total debt securities | $24,374,000 | 3,916 |
| 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 | $29,531,000 | 3,501 |
| U.S. Government securities | $24,546,000 | 3,063 |
| U.S. Treasury securities | $5,956,000 | 251 |
| U.S. Government agency obligations | $18,590,000 | 3,666 |
| Securities issued by states & political subdivisions | $380,000 | 5,369 |
| Other domestic debt securities | $3,428,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,428,000 | 826 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,177,000 | 688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,874,000 | 2,583 |
| Mortgage-backed securities | $1,551,000 | 5,366 |
| Certificates of participation in pools of residential mortgages | $1,551,000 | 4,919 |
| Issued or guaranteed by U.S. | $1,551,000 | 4,906 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,099,000 | 775 |
| Available-for-sale securities (fair market value) | $10,432,000 | 5,292 |
| Total debt securities | $28,354,000 | 3,545 |
| 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 | $23,829,000 | 3,926 |
| U.S. Government securities | $19,059,000 | 3,632 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,059,000 | 3,559 |
| Securities issued by states & political subdivisions | $415,000 | 5,326 |
| Other domestic debt securities | $3,176,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,176,000 | 840 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,179,000 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,941,000 | 2,865 |
| Mortgage-backed securities | $1,634,000 | 5,294 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 4,852 |
| Issued or guaranteed by U.S. | $1,634,000 | 4,837 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,745,000 | 1,109 |
| Available-for-sale securities (fair market value) | $13,084,000 | 4,827 |
| Total debt securities | $22,650,000 | 4,027 |
| 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 | $21,204,000 | 4,291 |
| U.S. Government securities | $15,744,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,744,000 | 4,049 |
| Securities issued by states & political subdivisions | $415,000 | 5,377 |
| Other domestic debt securities | $3,864,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,864,000 | 824 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,181,000 | 954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,500,000 | 2,640 |
| Mortgage-backed securities | $1,723,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $1,723,000 | 4,825 |
| Issued or guaranteed by U.S. | $1,723,000 | 4,805 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,383,000 | 1,465 |
| Available-for-sale securities (fair market value) | $14,821,000 | 4,650 |
| Total debt securities | $20,023,000 | 4,395 |
| 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 | $20,907,000 | 4,310 |
| U.S. Government securities | $17,278,000 | 3,887 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,278,000 | 3,824 |
| Securities issued by states & political subdivisions | $415,000 | 5,389 |
| Other domestic debt securities | $2,008,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,008,000 | 1,128 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,206,000 | 968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,358,000 | 2,425 |
| Mortgage-backed securities | $1,017,000 | 5,544 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 5,116 |
| Issued or guaranteed by U.S. | $1,017,000 | 5,090 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,444,000 | 1,606 |
| Available-for-sale securities (fair market value) | $15,463,000 | 4,552 |
| Total debt securities | $19,695,000 | 4,409 |
| 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 | $20,143,000 | 4,437 |
| U.S. Government securities | $17,027,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,027,000 | 3,919 |
| Securities issued by states & political subdivisions | $415,000 | 5,410 |
| Other domestic debt securities | $1,496,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,496,000 | 1,221 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,205,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,627,000 | 2,512 |
| Mortgage-backed securities | $1,163,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $1,122,000 | 4,846 |
| Issued or guaranteed by U.S. | $1,122,000 | 4,826 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $41,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,169 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,601,000 | 2,417 |
| Available-for-sale securities (fair market value) | $18,542,000 | 4,123 |
| Total debt securities | $18,938,000 | 4,537 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $19,117,000 | 4,596 |
| U.S. Government securities | $15,959,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,959,000 | 4,134 |
| Securities issued by states & political subdivisions | $445,000 | 5,408 |
| Other domestic debt securities | $1,523,000 | 1,724 |
| 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 | $1,523,000 | 1,178 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,190,000 | 902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,716,000 | 2,595 |
| Mortgage-backed securities | $1,303,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 4,644 |
| Issued or guaranteed by U.S. | $1,218,000 | 4,631 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $85,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,042 |
| 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) | $595,000 | 2,959 |
| Available-for-sale securities (fair market value) | $18,522,000 | 4,139 |
| Total debt securities | $17,927,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $19,035,000 | 4,604 |
| U.S. Government securities | $15,905,000 | 4,250 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,905,000 | 4,143 |
| Securities issued by states & political subdivisions | $445,000 | 5,428 |
| Other domestic debt securities | $1,514,000 | 1,654 |
| 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 | $1,514,000 | 1,137 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,171,000 | 915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,442,000 | 2,617 |
| Mortgage-backed securities | $1,441,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 4,572 |
| Issued or guaranteed by U.S. | $1,310,000 | 4,558 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $131,000 | 3,269 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,952 |
| 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) | $597,000 | 2,984 |
| Available-for-sale securities (fair market value) | $18,438,000 | 4,131 |
| Total debt securities | $17,864,000 | 4,714 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $19,487,000 | 4,563 |
| U.S. Government securities | $16,321,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,321,000 | 4,100 |
| Securities issued by states & political subdivisions | $445,000 | 5,482 |
| Other domestic debt securities | $1,521,000 | 1,672 |
| 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 | $1,521,000 | 1,155 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,200,000 | 933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,652,000 | 2,608 |
| Mortgage-backed securities | $1,708,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $1,523,000 | 4,456 |
| Issued or guaranteed by U.S. | $1,523,000 | 4,439 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $185,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 2,899 |
| 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) | $604,000 | 3,013 |
| Available-for-sale securities (fair market value) | $18,883,000 | 4,089 |
| Total debt securities | $18,287,000 | 4,691 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $19,400,000 | 4,634 |
| U.S. Government securities | $16,240,000 | 4,282 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,240,000 | 4,176 |
| Securities issued by states & political subdivisions | $445,000 | 5,524 |
| Other domestic debt securities | $1,520,000 | 1,679 |
| 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 | $1,520,000 | 1,176 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,195,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,487,000 | 2,749 |
| Mortgage-backed securities | $1,866,000 | 4,780 |
| Certificates of participation in pools of residential mortgages | $1,630,000 | 4,379 |
| Issued or guaranteed by U.S. | $1,630,000 | 4,364 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $236,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,855 |
| 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) | $605,000 | 3,079 |
| Available-for-sale securities (fair market value) | $18,795,000 | 4,150 |
| Total debt securities | $18,203,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $19,520,000 | 4,642 |
| U.S. Government securities | $16,329,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,329,000 | 4,200 |
| Securities issued by states & political subdivisions | $475,000 | 5,543 |
| Other domestic debt securities | $1,515,000 | 1,686 |
| 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 | $1,515,000 | 1,194 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,201,000 | 961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,820,000 | 2,705 |
| Mortgage-backed securities | $2,028,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 4,338 |
| Issued or guaranteed by U.S. | $1,734,000 | 4,315 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $294,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 2,769 |
| 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) | $649,000 | 3,122 |
| Available-for-sale securities (fair market value) | $18,871,000 | 4,151 |
| Total debt securities | $18,319,000 | 4,770 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $21,577,000 | 4,357 |
| U.S. Government securities | $16,328,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,328,000 | 4,168 |
| Securities issued by states & political subdivisions | $475,000 | 5,560 |
| Other domestic debt securities | $3,604,000 | 1,188 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,546,000 | 789 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,170,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,388,000 | 2,515 |
| Mortgage-backed securities | $2,335,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $1,924,000 | 4,227 |
| Issued or guaranteed by U.S. | $1,924,000 | 4,212 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $411,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 2,676 |
| Privately issued | $58,000 | 1,114 |
| 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) | $660,000 | 3,151 |
| Available-for-sale securities (fair market value) | $20,917,000 | 3,875 |
| Total debt securities | $20,406,000 | 4,456 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $22,504,000 | 4,307 |
| U.S. Government securities | $16,638,000 | 4,292 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,638,000 | 4,159 |
| Securities issued by states & political subdivisions | $475,000 | 5,597 |
| Other domestic debt securities | $4,194,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $141,000 | 1,126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,053,000 | 774 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,197,000 | 985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,957,000 | 2,445 |
| Mortgage-backed securities | $2,639,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $2,078,000 | 4,166 |
| Issued or guaranteed by U.S. | $2,078,000 | 4,152 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $561,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,619 |
| Privately issued | $141,000 | 1,044 |
| 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) | $663,000 | 3,200 |
| Available-for-sale securities (fair market value) | $21,841,000 | 3,790 |
| Total debt securities | $21,307,000 | 4,386 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $22,886,000 | 4,266 |
| U.S. Government securities | $16,901,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,901,000 | 4,105 |
| Securities issued by states & political subdivisions | $475,000 | 5,617 |
| Other domestic debt securities | $4,294,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $215,000 | 1,066 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,079,000 | 798 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,216,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,931,000 | 2,650 |
| Mortgage-backed securities | $2,957,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $2,258,000 | 4,088 |
| Issued or guaranteed by U.S. | $2,258,000 | 4,073 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $699,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 2,576 |
| Privately issued | $215,000 | 984 |
| 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) | $664,000 | 3,290 |
| Available-for-sale securities (fair market value) | $22,222,000 | 3,747 |
| Total debt securities | $21,670,000 | 4,341 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $8,936,000 | 6,565 |
| U.S. Government securities | $7,889,000 | 6,092 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,889,000 | 5,959 |
| Securities issued by states & political subdivisions | $600,000 | 5,481 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $447,000 | 1,432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,245,000 | 3,712 |
| Mortgage-backed securities | $253,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $253,000 | 5,757 |
| Issued or guaranteed by U.S. | $253,000 | 5,739 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $853,000 | 3,204 |
| Available-for-sale securities (fair market value) | $8,083,000 | 6,022 |
| Total debt securities | $8,489,000 | 6,607 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $9,004,000 | 6,581 |
| U.S. Government securities | $7,891,000 | 6,156 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,891,000 | 6,011 |
| Securities issued by states & political subdivisions | $660,000 | 5,418 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $453,000 | 1,446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,247,000 | 3,717 |
| Mortgage-backed securities | $257,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,793 |
| Issued or guaranteed by U.S. | $257,000 | 5,768 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $917,000 | 3,214 |
| Available-for-sale securities (fair market value) | $8,087,000 | 6,058 |
| Total debt securities | $8,551,000 | 6,639 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,007,000 | 6,639 |
| U.S. Government securities | $7,876,000 | 6,214 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,876,000 | 6,062 |
| Securities issued by states & political subdivisions | $685,000 | 5,405 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $446,000 | 1,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,698,000 | 3,867 |
| Mortgage-backed securities | $261,000 | 6,255 |
| Certificates of participation in pools of residential mortgages | $261,000 | 5,858 |
| Issued or guaranteed by U.S. | $261,000 | 5,839 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $946,000 | 3,253 |
| Available-for-sale securities (fair market value) | $8,061,000 | 6,107 |
| Total debt securities | $8,561,000 | 6,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $9,078,000 | 6,664 |
| U.S. Government securities | $7,940,000 | 6,189 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,940,000 | 6,047 |
| Securities issued by states & political subdivisions | $685,000 | 5,429 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $453,000 | 1,517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,474,000 | 3,902 |
| Mortgage-backed securities | $265,000 | 6,294 |
| Certificates of participation in pools of residential mortgages | $265,000 | 5,890 |
| Issued or guaranteed by U.S. | $265,000 | 5,876 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $950,000 | 3,277 |
| Available-for-sale securities (fair market value) | $8,128,000 | 6,081 |
| Total debt securities | $8,625,000 | 6,691 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $9,130,000 | 6,695 |
| U.S. Government securities | $7,989,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,989,000 | 6,061 |
| Securities issued by states & political subdivisions | $685,000 | 5,466 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $456,000 | 1,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,517,000 | 3,863 |
| Mortgage-backed securities | $269,000 | 6,342 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,921 |
| Issued or guaranteed by U.S. | $269,000 | 5,908 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $954,000 | 3,336 |
| Available-for-sale securities (fair market value) | $8,176,000 | 6,119 |
| Total debt securities | $8,674,000 | 6,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $8,615,000 | 6,878 |
| U.S. Government securities | $7,388,000 | 6,472 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,388,000 | 6,304 |
| Securities issued by states & political subdivisions | $780,000 | 5,393 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $447,000 | 1,573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,396,000 | 3,868 |
| Mortgage-backed securities | $273,000 | 6,410 |
| Certificates of participation in pools of residential mortgages | $273,000 | 5,981 |
| Issued or guaranteed by U.S. | $273,000 | 5,969 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,053,000 | 3,280 |
| Available-for-sale securities (fair market value) | $7,562,000 | 6,349 |
| Total debt securities | $8,168,000 | 6,895 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $8,318,000 | 6,928 |
| U.S. Government securities | $7,075,000 | 6,494 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,075,000 | 6,342 |
| Securities issued by states & political subdivisions | $780,000 | 5,394 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $463,000 | 1,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,629,000 | 3,765 |
| Mortgage-backed securities | $351,000 | 6,335 |
| Certificates of participation in pools of residential mortgages | $351,000 | 5,885 |
| Issued or guaranteed by U.S. | $351,000 | 5,870 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,131,000 | 3,247 |
| Available-for-sale securities (fair market value) | $7,187,000 | 6,412 |
| Total debt securities | $7,855,000 | 6,957 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $6,599,000 | 7,417 |
| U.S. Government securities | $5,360,000 | 7,120 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,360,000 | 6,928 |
| Securities issued by states & political subdivisions | $780,000 | 5,449 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $459,000 | 1,616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,913,000 | 4,151 |
| Mortgage-backed securities | $356,000 | 6,372 |
| Certificates of participation in pools of residential mortgages | $356,000 | 5,936 |
| Issued or guaranteed by U.S. | $356,000 | 5,915 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,136,000 | 3,283 |
| Available-for-sale securities (fair market value) | $5,463,000 | 6,879 |
| Total debt securities | $6,140,000 | 7,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,737,000 | 7,603 |
| U.S. Government securities | $4,469,000 | 7,306 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,469,000 | 7,128 |
| Securities issued by states & political subdivisions | $805,000 | 5,456 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $463,000 | 1,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,022,000 | 4,828 |
| Mortgage-backed securities | $457,000 | 6,308 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,985 |
| Issued or guaranteed by U.S. | $359,000 | 5,960 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $98,000 | 3,795 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 3,600 |
| 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) | $1,164,000 | 3,312 |
| Available-for-sale securities (fair market value) | $4,573,000 | 7,055 |
| Total debt securities | $5,274,000 | 7,618 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,240,000 | 7,425 |
| U.S. Government securities | $4,088,000 | 7,412 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,088,000 | 7,226 |
| Securities issued by states & political subdivisions | $1,119,000 | 5,071 |
| Other domestic debt securities | $559,000 | 3,143 |
| 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 | $559,000 | 2,789 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $474,000 | 1,685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,006,000 | 4,392 |
| Mortgage-backed securities | $1,545,000 | 5,555 |
| Certificates of participation in pools of residential mortgages | $364,000 | 6,019 |
| Issued or guaranteed by U.S. | $364,000 | 5,998 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,181,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,732 |
| 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) | $1,483,000 | 3,152 |
| Available-for-sale securities (fair market value) | $4,757,000 | 7,012 |
| Total debt securities | $5,766,000 | 7,458 |
| 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 | $7,107,000 | 7,244 |
| U.S. Government securities | $4,955,000 | 7,162 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,955,000 | 6,959 |
| Securities issued by states & political subdivisions | $1,121,000 | 5,011 |
| Other domestic debt securities | $557,000 | 3,168 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $557,000 | 2,804 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $474,000 | 1,692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,828,000 | 4,135 |
| Mortgage-backed securities | $2,408,000 | 5,140 |
| Certificates of participation in pools of residential mortgages | $368,000 | 6,012 |
| Issued or guaranteed by U.S. | $368,000 | 5,993 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,040,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $2,040,000 | 2,433 |
| 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) | $1,489,000 | 3,187 |
| Available-for-sale securities (fair market value) | $5,618,000 | 6,789 |
| Total debt securities | $6,633,000 | 7,272 |
| 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 | $7,128,000 | 7,249 |
| U.S. Government securities | $4,975,000 | 7,182 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,975,000 | 6,972 |
| Securities issued by states & political subdivisions | $1,122,000 | 5,028 |
| Other domestic debt securities | $554,000 | 3,192 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $554,000 | 2,818 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $477,000 | 1,685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,417,000 | 3,906 |
| Mortgage-backed securities | $2,431,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $373,000 | 5,986 |
| Issued or guaranteed by U.S. | $373,000 | 5,967 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,058,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $2,058,000 | 2,474 |
| 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) | $2,495,000 | 2,836 |
| Available-for-sale securities (fair market value) | $4,633,000 | 7,059 |
| Total debt securities | $6,651,000 | 7,279 |
| 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 | $3,793,000 | 8,335 |
| U.S. Government securities | $1,639,000 | 8,645 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,639,000 | 8,451 |
| Securities issued by states & political subdivisions | $1,693,000 | 4,557 |
| 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 | $461,000 | 1,641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,748,000 | 5,497 |
| Mortgage-backed securities | $1,139,000 | 5,783 |
| Certificates of participation in pools of residential mortgages | $631,000 | 5,556 |
| Issued or guaranteed by U.S. | $631,000 | 5,534 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $508,000 | 3,725 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 3,559 |
| 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) | $2,824,000 | 2,859 |
| Available-for-sale securities (fair market value) | $969,000 | 8,275 |
| Total debt securities | $3,332,000 | 8,376 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $514,000 | 532 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $8,929,000 | 7,113 |
| U.S. Government securities | $6,537,000 | 7,105 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,537,000 | 6,739 |
| Securities issued by states & political subdivisions | $1,695,000 | 4,640 |
| 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 | $697,000 | 3,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,381,000 | 4,111 |
| Mortgage-backed securities | $6,037,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 4,651 |
| Issued or guaranteed by U.S. | $1,139,000 | 4,637 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,898,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $4,898,000 | 1,400 |
| 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) | $3,334,000 | 3,285 |
| Available-for-sale securities (fair market value) | $5,595,000 | 7,047 |
| Total debt securities | $8,232,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $462,000 | 632 |
| 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 | $9,671,000 | 7,172 |
| U.S. Government securities | $7,194,000 | 7,095 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,194,000 | 6,569 |
| Securities issued by states & political subdivisions | $1,797,000 | 4,790 |
| 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 | $680,000 | 3,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,563,000 | 4,412 |
| Mortgage-backed securities | $6,194,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 4,780 |
| Issued or guaranteed by U.S. | $1,263,000 | 4,764 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,931,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $4,931,000 | 1,492 |
| 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) | $4,060,000 | 3,365 |
| Available-for-sale securities (fair market value) | $5,611,000 | 7,222 |
| Total debt securities | $8,991,000 | 7,260 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 444 |
| Fair value | $959,000 | 552 |
| 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 | $10,578,000 | 6,919 |
| U.S. Government securities | $7,880,000 | 6,816 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,880,000 | 5,955 |
| Securities issued by states & political subdivisions | $1,963,000 | 4,736 |
| 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 | $735,000 | 2,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,150,000 | 3,233 |
| Mortgage-backed securities | $6,879,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $1,595,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,595,000 | 4,662 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,284,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $5,284,000 | 1,610 |
| 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) | $4,559,000 | 3,568 |
| Available-for-sale securities (fair market value) | $6,019,000 | 6,999 |
| Total debt securities | $9,843,000 | 7,010 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 590 |
| Fair value | $966,000 | 756 |
| 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 | $13,473,000 | 6,395 |
| U.S. Government securities | $10,758,000 | 6,227 |
| U.S. Treasury securities | $1,485,000 | 5,825 |
| U.S. Government agency obligations | $9,273,000 | 5,478 |
| Securities issued by states & political subdivisions | $1,965,000 | 4,644 |
| 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 | $750,000 | 2,833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,178,000 | 2,840 |
| Mortgage-backed securities | $7,771,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $2,327,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,327,000 | 4,139 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $5,444,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $5,444,000 | 1,559 |
| 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) | $5,794,000 | 3,860 |
| Available-for-sale securities (fair market value) | $7,679,000 | 6,469 |
| Total debt securities | $12,723,000 | 6,486 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 911 |
| Fair value | $1,428,000 | 1,012 |
| 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 | $12,311,000 | 7,184 |
| U.S. Government securities | $9,535,000 | 7,194 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $9,535,000 | 5,662 |
| Securities issued by states & political subdivisions | $2,302,000 | 4,513 |
| 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 | $474,000 | 3,644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,682,000 | 3,019 |
| Mortgage-backed securities | $8,033,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $2,747,000 | 4,248 |
| Issued or guaranteed by U.S. | $2,747,000 | 4,227 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,286,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $5,286,000 | 1,771 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,525,000 | 4,111 |
| Available-for-sale securities (fair market value) | $5,786,000 | 7,417 |
| Total debt securities | $11,778,000 | 7,215 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 1,310 |
| Fair value | $1,407,000 | 1,445 |
| 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 | $12,673,000 | 7,376 |
| U.S. Government securities | $10,087,000 | 7,274 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $10,087,000 | 5,443 |
| Securities issued by states & political subdivisions | $2,092,000 | 4,795 |
| 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 | $494,000 | 3,331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,246,000 | 3,127 |
| Mortgage-backed securities | $8,383,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $3,047,000 | 4,142 |
| Issued or guaranteed by U.S. | $3,047,000 | 4,115 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,336,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $5,336,000 | 1,986 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,512,000 | 4,389 |
| Available-for-sale securities (fair market value) | $6,161,000 | 7,487 |
| Total debt securities | $12,061,000 | 7,439 |
| Structured notes | ||
| Amortized cost | $1,503,000 | 2,013 |
| Fair value | $1,398,000 | 2,188 |
| 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 | $13,655,000 | 7,497 |
| U.S. Government securities | $10,425,000 | 7,571 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $10,425,000 | 5,232 |
| Securities issued by states & political subdivisions | $2,757,000 | 4,397 |
| 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 | $473,000 | 3,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,389,000 | 4,538 |
| Mortgage-backed securities | $8,921,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $3,552,000 | 4,031 |
| Issued or guaranteed by U.S. | $3,552,000 | 4,004 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,369,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $5,369,000 | 2,099 |
| 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) | $7,588,000 | 6,648 |
| Available-for-sale securities (fair market value) | $6,067,000 | 6,324 |
| Total debt securities | $13,064,000 | 7,568 |
| 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 | $15,392,000 | 7,272 |
| U.S. Government securities | $10,960,000 | 7,614 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $10,960,000 | 5,244 |
| Securities issued by states & political subdivisions | $3,628,000 | 3,816 |
| 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 | $804,000 | 2,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,293,000 | 3,951 |
| Mortgage-backed securities | $8,691,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $3,926,000 | 4,299 |
| Issued or guaranteed by U.S. | $3,926,000 | 4,261 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,765,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $4,765,000 | 2,545 |
| 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 | $14,451,000 | 7,437 |
| 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 | $12,132,000 | 8,336 |
| U.S. Government securities | $8,429,000 | 8,785 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $8,429,000 | 6,139 |
| Securities issued by states & political subdivisions | $2,898,000 | 4,147 |
| 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 | $805,000 | 2,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,220,000 | 3,865 |
| Mortgage-backed securities | $7,434,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $1,355,000 | 6,974 |
| Issued or guaranteed by U.S. | $1,355,000 | 6,910 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,079,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $6,079,000 | 2,118 |
| 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 | $11,200,000 | 8,543 |
| 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 |