Home > The Citizens Bank > Securities
The Citizens Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $43,373,000 | 2,783 |
| U.S. Government securities | $16,829,000 | 3,162 |
| U.S. Treasury securities | $1,470,000 | 2,417 |
| U.S. Government agency obligations | $15,359,000 | 2,871 |
| Securities issued by states & political subdivisions | $17,578,000 | 1,924 |
| Other domestic debt securities | $8,892,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $8,892,000 | 294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,505,000 | 1,714 |
| Mortgage-backed securities | $11,966,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $587,000 | 3,326 |
| Privately issued | $8,892,000 | 69 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,669,000 | 1,980 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $818,000 | 1,138 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $43,299,000 | 2,557 |
| Total debt securities | $43,299,000 | 2,769 |
| Structured notes | ||
| Amortized cost | $750,000 | 904 |
| Fair value | $683,000 | 913 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $41,617,000 | 2,816 |
| U.S. Government securities | $16,345,000 | 3,196 |
| U.S. Treasury securities | $1,951,000 | 2,358 |
| U.S. Government agency obligations | $14,394,000 | 2,919 |
| Securities issued by states & political subdivisions | $16,460,000 | 1,971 |
| Other domestic debt securities | $8,760,000 | 1,079 |
| Privately issued residential mortgage-backed securities | $8,760,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,766,000 | 1,770 |
| Mortgage-backed securities | $11,290,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $569,000 | 3,352 |
| Privately issued | $8,760,000 | 67 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,098 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $815,000 | 1,135 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $41,565,000 | 2,574 |
| Total debt securities | $41,564,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $750,000 | 924 |
| Fair value | $660,000 | 935 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $43,396,000 | 2,827 |
| U.S. Government securities | $16,640,000 | 3,235 |
| U.S. Treasury securities | $1,937,000 | 2,389 |
| U.S. Government agency obligations | $14,703,000 | 2,953 |
| Securities issued by states & political subdivisions | $17,293,000 | 1,984 |
| Other domestic debt securities | $9,405,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $9,405,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,818,000 | 1,615 |
| Mortgage-backed securities | $12,076,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $609,000 | 3,350 |
| Privately issued | $9,405,000 | 68 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,223,000 | 2,081 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $839,000 | 1,132 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $43,338,000 | 2,588 |
| Total debt securities | $43,336,000 | 2,811 |
| Structured notes | ||
| Amortized cost | $750,000 | 974 |
| Fair value | $667,000 | 985 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $40,662,000 | 3,022 |
| U.S. Government securities | $12,806,000 | 3,565 |
| U.S. Treasury securities | $1,440,000 | 2,615 |
| U.S. Government agency obligations | $11,366,000 | 3,191 |
| Securities issued by states & political subdivisions | $17,819,000 | 2,053 |
| Other domestic debt securities | $9,989,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $9,989,000 | 285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,945,000 | 1,496 |
| Mortgage-backed securities | $12,834,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $650,000 | 3,419 |
| Privately issued | $9,989,000 | 81 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,307,000 | 2,111 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $888,000 | 1,128 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $40,614,000 | 2,766 |
| Total debt securities | $40,614,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,029 |
| Fair value | $667,000 | 1,040 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $40,188,000 | 3,047 |
| U.S. Government securities | $12,775,000 | 3,571 |
| U.S. Treasury securities | $1,434,000 | 2,639 |
| U.S. Government agency obligations | $11,341,000 | 3,215 |
| Securities issued by states & political subdivisions | $17,411,000 | 2,074 |
| Other domestic debt securities | $9,972,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $9,972,000 | 268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,945,000 | 1,449 |
| Mortgage-backed securities | $12,899,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $664,000 | 3,435 |
| Privately issued | $9,972,000 | 62 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,357,000 | 2,107 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $906,000 | 1,162 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $40,158,000 | 2,796 |
| Total debt securities | $40,156,000 | 3,026 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,015 |
| Fair value | $655,000 | 1,027 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $42,459,000 | 3,012 |
| U.S. Government securities | $13,469,000 | 3,560 |
| U.S. Treasury securities | $1,464,000 | 2,594 |
| U.S. Government agency obligations | $12,005,000 | 3,200 |
| Securities issued by states & political subdivisions | $18,009,000 | 2,093 |
| Other domestic debt securities | $10,951,000 | 958 |
| Privately issued residential mortgage-backed securities | $10,951,000 | 260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,928,000 | 1,465 |
| Mortgage-backed securities | $14,101,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $11,685,000 | 2,120 |
| Issued or guaranteed by U.S. | $734,000 | 3,444 |
| Privately issued | $10,951,000 | 65 |
| Collaterized mortgage obligations | $1,482,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,101 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $934,000 | 1,737 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $934,000 | 1,230 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $42,429,000 | 2,788 |
| Total debt securities | $42,430,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $750,000 | 993 |
| Fair value | $688,000 | 1,002 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $42,270,000 | 2,991 |
| U.S. Government securities | $11,703,000 | 3,600 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $11,703,000 | 3,210 |
| Securities issued by states & political subdivisions | $18,719,000 | 2,065 |
| Other domestic debt securities | $11,818,000 | 892 |
| Privately issued residential mortgage-backed securities | $11,818,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,880,000 | 1,492 |
| Mortgage-backed securities | $15,266,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $12,653,000 | 2,078 |
| Issued or guaranteed by U.S. | $835,000 | 3,428 |
| Privately issued | $11,818,000 | 58 |
| Collaterized mortgage obligations | $1,629,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $1,629,000 | 2,066 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $984,000 | 1,704 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $984,000 | 1,206 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $42,240,000 | 2,788 |
| Total debt securities | $42,241,000 | 2,978 |
| Structured notes | ||
| Amortized cost | $750,000 | 879 |
| Fair value | $704,000 | 891 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $44,222,000 | 2,855 |
| U.S. Government securities | $11,640,000 | 3,463 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $11,640,000 | 3,167 |
| Securities issued by states & political subdivisions | $20,443,000 | 2,028 |
| Other domestic debt securities | $12,109,000 | 856 |
| Privately issued residential mortgage-backed securities | $12,109,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,406,000 | 1,476 |
| Mortgage-backed securities | $14,871,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $13,070,000 | 2,052 |
| Issued or guaranteed by U.S. | $961,000 | 3,399 |
| Privately issued | $12,109,000 | 69 |
| Collaterized mortgage obligations | $1,801,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $1,801,000 | 2,026 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $44,192,000 | 2,689 |
| Total debt securities | $44,193,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $750,000 | 778 |
| Fair value | $744,000 | 785 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $43,515,000 | 2,809 |
| U.S. Government securities | $12,082,000 | 3,388 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $12,082,000 | 3,149 |
| Securities issued by states & political subdivisions | $19,595,000 | 2,028 |
| Other domestic debt securities | $11,808,000 | 823 |
| Privately issued residential mortgage-backed securities | $11,808,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,209,000 | 1,636 |
| Mortgage-backed securities | $14,904,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $12,966,000 | 2,061 |
| Issued or guaranteed by U.S. | $1,158,000 | 3,389 |
| Privately issued | $11,808,000 | 66 |
| Collaterized mortgage obligations | $1,938,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $1,938,000 | 2,019 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $43,485,000 | 2,652 |
| Total debt securities | $43,486,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $750,000 | 689 |
| Fair value | $748,000 | 699 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $40,035,000 | 2,850 |
| U.S. Government securities | $11,962,000 | 3,357 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $11,962,000 | 3,131 |
| Securities issued by states & political subdivisions | $17,656,000 | 2,125 |
| Other domestic debt securities | $10,387,000 | 842 |
| Privately issued residential mortgage-backed securities | $10,387,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,890,000 | 1,595 |
| Mortgage-backed securities | $12,395,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $11,901,000 | 2,112 |
| Issued or guaranteed by U.S. | $1,514,000 | 3,318 |
| Privately issued | $10,387,000 | 72 |
| Collaterized mortgage obligations | $494,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,460 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $40,005,000 | 2,693 |
| Total debt securities | $40,006,000 | 2,834 |
| Structured notes | ||
| Amortized cost | $748,000 | 639 |
| Fair value | $748,000 | 633 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $33,031,000 | 2,991 |
| U.S. Government securities | $9,032,000 | 3,489 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,032,000 | 3,315 |
| Securities issued by states & political subdivisions | $16,074,000 | 2,163 |
| Other domestic debt securities | $7,895,000 | 932 |
| Privately issued residential mortgage-backed securities | $7,895,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,320,000 | 1,617 |
| Mortgage-backed securities | $10,300,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $9,697,000 | 2,230 |
| Issued or guaranteed by U.S. | $1,802,000 | 3,229 |
| Privately issued | $7,895,000 | 98 |
| Collaterized mortgage obligations | $603,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $603,000 | 2,379 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $33,001,000 | 2,809 |
| Total debt securities | $33,001,000 | 2,971 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $32,609,000 | 2,897 |
| U.S. Government securities | $10,539,000 | 3,232 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $10,539,000 | 3,082 |
| Securities issued by states & political subdivisions | $14,964,000 | 2,203 |
| Other domestic debt securities | $7,076,000 | 927 |
| Privately issued residential mortgage-backed securities | $7,076,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,842,000 | 1,684 |
| Mortgage-backed securities | $9,778,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $9,084,000 | 2,174 |
| Issued or guaranteed by U.S. | $2,008,000 | 3,167 |
| Privately issued | $7,076,000 | 81 |
| Collaterized mortgage obligations | $694,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $694,000 | 2,361 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $32,579,000 | 2,723 |
| Total debt securities | $32,579,000 | 2,880 |
| Structured notes | ||
| Amortized cost | $99,000 | 360 |
| Fair value | $99,000 | 360 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $28,522,000 | 2,968 |
| U.S. Government securities | $9,651,000 | 3,298 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $9,651,000 | 3,148 |
| Securities issued by states & political subdivisions | $14,171,000 | 2,155 |
| Other domestic debt securities | $4,672,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $4,672,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,742,000 | 1,699 |
| Mortgage-backed securities | $6,466,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $5,678,000 | 2,569 |
| Issued or guaranteed by U.S. | $1,006,000 | 3,434 |
| Privately issued | $4,672,000 | 107 |
| Collaterized mortgage obligations | $788,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $788,000 | 2,348 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $28,494,000 | 2,781 |
| Total debt securities | $28,495,000 | 2,950 |
| Structured notes | ||
| Amortized cost | $99,000 | 358 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $27,919,000 | 2,952 |
| U.S. Government securities | $7,956,000 | 3,467 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,956,000 | 3,321 |
| Securities issued by states & political subdivisions | $14,729,000 | 2,040 |
| Other domestic debt securities | $5,206,000 | 967 |
| Privately issued residential mortgage-backed securities | $5,206,000 | 227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,012,000 | 1,754 |
| Mortgage-backed securities | $7,148,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $6,241,000 | 2,472 |
| Issued or guaranteed by U.S. | $1,035,000 | 3,422 |
| Privately issued | $5,206,000 | 95 |
| Collaterized mortgage obligations | $907,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,332 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $27,891,000 | 2,765 |
| Total debt securities | $27,890,000 | 2,932 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $27,992,000 | 2,923 |
| U.S. Government securities | $14,946,000 | 2,862 |
| U.S. Treasury securities | $2,000,000 | 901 |
| U.S. Government agency obligations | $12,946,000 | 2,897 |
| Securities issued by states & political subdivisions | $13,023,000 | 2,050 |
| 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 | $23,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,881,000 | 1,648 |
| Mortgage-backed securities | $7,229,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $6,216,000 | 2,496 |
| Issued or guaranteed by U.S. | $6,216,000 | 2,413 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,013,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,287 |
| 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) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $27,992,000 | 2,741 |
| Total debt securities | $27,970,000 | 2,903 |
| 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 | $28,766,000 | 2,913 |
| U.S. Government securities | $14,839,000 | 2,935 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,839,000 | 2,777 |
| Securities issued by states & political subdivisions | $13,890,000 | 1,941 |
| 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 | $37,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,493,000 | 1,761 |
| Mortgage-backed securities | $7,560,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $6,447,000 | 2,400 |
| Issued or guaranteed by U.S. | $6,447,000 | 2,338 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,113,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $1,113,000 | 2,271 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $28,766,000 | 2,728 |
| Total debt securities | $28,730,000 | 2,895 |
| 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 | $27,190,000 | 3,001 |
| U.S. Government securities | $12,963,000 | 3,142 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,963,000 | 2,985 |
| Securities issued by states & political subdivisions | $14,190,000 | 1,927 |
| 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 | $37,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,806,000 | 1,751 |
| Mortgage-backed securities | $5,139,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $3,936,000 | 2,787 |
| Issued or guaranteed by U.S. | $3,936,000 | 2,704 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,203,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $1,203,000 | 2,268 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $27,190,000 | 2,803 |
| Total debt securities | $27,153,000 | 2,993 |
| 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 | $26,891,000 | 3,071 |
| U.S. Government securities | $12,078,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,078,000 | 3,120 |
| Securities issued by states & political subdivisions | $14,782,000 | 1,919 |
| 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 | $31,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,521,000 | 1,762 |
| Mortgage-backed securities | $3,292,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 3,229 |
| Issued or guaranteed by U.S. | $2,036,000 | 3,141 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,256,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $1,256,000 | 2,232 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $26,891,000 | 2,852 |
| Total debt securities | $26,862,000 | 3,055 |
| 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 | $26,385,000 | 3,150 |
| U.S. Government securities | $11,538,000 | 3,351 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,538,000 | 3,201 |
| Securities issued by states & political subdivisions | $14,814,000 | 1,978 |
| 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 | $33,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,282,000 | 2,106 |
| Mortgage-backed securities | $2,903,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $2,139,000 | 3,223 |
| Issued or guaranteed by U.S. | $2,139,000 | 3,133 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $764,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $764,000 | 2,433 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $26,385,000 | 2,914 |
| Total debt securities | $26,352,000 | 3,132 |
| 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 | $23,582,000 | 3,327 |
| U.S. Government securities | $8,377,000 | 3,768 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,377,000 | 3,601 |
| Securities issued by states & political subdivisions | $15,178,000 | 1,986 |
| 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 | $27,000 | 529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,957,000 | 2,859 |
| Mortgage-backed securities | $1,934,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 3,537 |
| Issued or guaranteed by U.S. | $1,165,000 | 3,466 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $769,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $769,000 | 2,441 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $23,582,000 | 3,077 |
| Total debt securities | $23,555,000 | 3,307 |
| 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 | $23,346,000 | 3,365 |
| U.S. Government securities | $8,278,000 | 3,832 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,278,000 | 3,676 |
| Securities issued by states & political subdivisions | $15,033,000 | 2,025 |
| 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 | $35,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,348,000 | 2,181 |
| Mortgage-backed securities | $1,987,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 3,572 |
| Issued or guaranteed by U.S. | $1,197,000 | 3,544 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $790,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $790,000 | 2,432 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $23,346,000 | 3,109 |
| Total debt securities | $23,313,000 | 3,349 |
| 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 | $23,738,000 | 3,390 |
| U.S. Government securities | $8,495,000 | 3,805 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,495,000 | 3,647 |
| Securities issued by states & political subdivisions | $15,201,000 | 2,065 |
| 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 | $42,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,681,000 | 2,370 |
| Mortgage-backed securities | $2,100,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $1,264,000 | 3,609 |
| Issued or guaranteed by U.S. | $1,264,000 | 3,438 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $836,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,435 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $23,738,000 | 3,126 |
| Total debt securities | $23,695,000 | 3,368 |
| 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 | $24,565,000 | 3,380 |
| U.S. Government securities | $8,618,000 | 3,868 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,618,000 | 3,715 |
| Securities issued by states & political subdivisions | $15,907,000 | 2,043 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $40,000 | 599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,868,000 | 3,096 |
| Mortgage-backed securities | $2,203,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 3,635 |
| Issued or guaranteed by U.S. | $1,326,000 | 3,628 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $877,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $877,000 | 2,408 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $24,565,000 | 3,112 |
| Total debt securities | $24,525,000 | 3,358 |
| 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 | $25,298,000 | 3,376 |
| U.S. Government securities | $8,851,000 | 3,866 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,851,000 | 3,722 |
| Securities issued by states & political subdivisions | $16,409,000 | 2,069 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $38,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,511,000 | 3,041 |
| Mortgage-backed securities | $2,340,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 3,649 |
| Issued or guaranteed by U.S. | $1,405,000 | 3,643 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $935,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $935,000 | 2,374 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $25,298,000 | 3,114 |
| Total debt securities | $25,260,000 | 3,353 |
| 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 | $26,173,000 | 3,373 |
| U.S. Government securities | $9,127,000 | 3,856 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,127,000 | 3,714 |
| Securities issued by states & political subdivisions | $17,013,000 | 2,049 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $33,000 | 919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,373,000 | 1,980 |
| Mortgage-backed securities | $2,494,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $1,485,000 | 3,685 |
| Issued or guaranteed by U.S. | $1,485,000 | 3,678 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,009,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,351 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $26,173,000 | 3,107 |
| Total debt securities | $26,140,000 | 3,350 |
| 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 | $26,375,000 | 3,407 |
| U.S. Government securities | $9,284,000 | 3,889 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,284,000 | 3,755 |
| Securities issued by states & political subdivisions | $17,059,000 | 2,062 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $32,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,177,000 | 2,141 |
| Mortgage-backed securities | $2,627,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 3,695 |
| Issued or guaranteed by U.S. | $1,554,000 | 3,689 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,073,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $1,073,000 | 2,352 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $26,375,000 | 3,138 |
| Total debt securities | $26,344,000 | 3,386 |
| 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 | $27,002,000 | 3,392 |
| U.S. Government securities | $10,268,000 | 3,810 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,268,000 | 3,667 |
| Securities issued by states & political subdivisions | $16,705,000 | 2,110 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $29,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,973,000 | 2,748 |
| Mortgage-backed securities | $2,733,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $1,604,000 | 3,748 |
| Issued or guaranteed by U.S. | $1,604,000 | 3,743 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,129,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $1,129,000 | 2,363 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $27,002,000 | 3,122 |
| Total debt securities | $26,974,000 | 3,368 |
| 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 | $25,796,000 | 3,463 |
| U.S. Government securities | $10,319,000 | 3,800 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,319,000 | 3,658 |
| Securities issued by states & political subdivisions | $15,446,000 | 2,215 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $31,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,491,000 | 2,592 |
| Mortgage-backed securities | $2,864,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $1,657,000 | 3,770 |
| Issued or guaranteed by U.S. | $1,657,000 | 3,763 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,207,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,207,000 | 2,344 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $25,796,000 | 3,172 |
| Total debt securities | $25,767,000 | 3,437 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $22,969,000 | 3,663 |
| U.S. Government securities | $7,907,000 | 4,143 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,907,000 | 4,020 |
| Securities issued by states & political subdivisions | $15,038,000 | 2,265 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $24,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,376,000 | 2,011 |
| Mortgage-backed securities | $2,075,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $716,000 | 4,149 |
| Issued or guaranteed by U.S. | $716,000 | 4,146 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,359,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $1,359,000 | 2,310 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $22,969,000 | 3,370 |
| Total debt securities | $22,947,000 | 3,635 |
| 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 | $25,040,000 | 3,578 |
| U.S. Government securities | $9,367,000 | 4,036 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,367,000 | 3,909 |
| Securities issued by states & political subdivisions | $15,655,000 | 2,224 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $18,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,314,000 | 2,117 |
| Mortgage-backed securities | $2,233,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $748,000 | 4,191 |
| Issued or guaranteed by U.S. | $748,000 | 4,186 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,485,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,290 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $25,040,000 | 3,288 |
| Total debt securities | $25,020,000 | 3,554 |
| 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 | $25,349,000 | 3,613 |
| U.S. Government securities | $10,262,000 | 4,024 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,262,000 | 3,904 |
| Securities issued by states & political subdivisions | $15,069,000 | 2,266 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $18,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,668,000 | 2,564 |
| Mortgage-backed securities | $2,336,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $769,000 | 4,215 |
| Issued or guaranteed by U.S. | $769,000 | 4,211 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,567,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $1,567,000 | 2,284 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $25,349,000 | 3,314 |
| Total debt securities | $25,331,000 | 3,588 |
| 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 | $26,844,000 | 3,559 |
| U.S. Government securities | $11,242,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,242,000 | 3,786 |
| Securities issued by states & political subdivisions | $15,602,000 | 2,225 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,614,000 | 2,800 |
| Mortgage-backed securities | $2,441,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $783,000 | 4,238 |
| Issued or guaranteed by U.S. | $783,000 | 4,235 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,658,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $1,658,000 | 2,285 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $26,844,000 | 3,267 |
| Total debt securities | $26,839,000 | 3,535 |
| 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 | $27,716,000 | 3,560 |
| U.S. Government securities | $11,960,000 | 3,944 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,960,000 | 3,817 |
| Securities issued by states & political subdivisions | $15,756,000 | 2,208 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,022,000 | 2,317 |
| Mortgage-backed securities | $2,588,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $813,000 | 4,285 |
| Issued or guaranteed by U.S. | $813,000 | 4,280 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,775,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $1,775,000 | 2,258 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $27,716,000 | 3,259 |
| Total debt securities | $27,716,000 | 3,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $28,548,000 | 3,567 |
| U.S. Government securities | $12,913,000 | 3,937 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,913,000 | 3,816 |
| Securities issued by states & political subdivisions | $15,635,000 | 2,205 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,093,000 | 2,138 |
| Mortgage-backed securities | $2,748,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $832,000 | 4,360 |
| Issued or guaranteed by U.S. | $832,000 | 4,356 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,916,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $1,916,000 | 2,273 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $28,548,000 | 3,267 |
| Total debt securities | $28,548,000 | 3,542 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| 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 | $28,593,000 | 3,619 |
| U.S. Government securities | $12,908,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,908,000 | 3,897 |
| Securities issued by states & political subdivisions | $15,685,000 | 2,188 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,910,000 | 3,080 |
| Mortgage-backed securities | $2,974,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $874,000 | 4,398 |
| Issued or guaranteed by U.S. | $874,000 | 4,393 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,100,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $2,100,000 | 2,245 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $28,593,000 | 3,300 |
| Total debt securities | $28,591,000 | 3,594 |
| 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 | $28,311,000 | 3,670 |
| U.S. Government securities | $13,516,000 | 3,998 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,516,000 | 3,880 |
| Securities issued by states & political subdivisions | $14,795,000 | 2,280 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,797,000 | 3,104 |
| Mortgage-backed securities | $3,097,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $890,000 | 4,469 |
| Issued or guaranteed by U.S. | $890,000 | 4,462 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,207,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $2,207,000 | 2,254 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $28,311,000 | 3,352 |
| Total debt securities | $28,311,000 | 3,643 |
| 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 | $28,045,000 | 3,754 |
| U.S. Government securities | $13,387,000 | 4,111 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,387,000 | 3,992 |
| Securities issued by states & political subdivisions | $14,658,000 | 2,317 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,854,000 | 2,047 |
| Mortgage-backed securities | $3,181,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $900,000 | 4,559 |
| Issued or guaranteed by U.S. | $900,000 | 4,556 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,281,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $2,281,000 | 2,279 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $28,045,000 | 3,430 |
| Total debt securities | $28,042,000 | 3,730 |
| 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 | $28,233,000 | 3,792 |
| U.S. Government securities | $13,481,000 | 4,173 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,481,000 | 4,064 |
| Securities issued by states & political subdivisions | $14,752,000 | 2,320 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,860,000 | 2,342 |
| Mortgage-backed securities | $3,308,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $924,000 | 4,589 |
| Issued or guaranteed by U.S. | $924,000 | 4,586 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,384,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $2,384,000 | 2,290 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $28,233,000 | 3,468 |
| Total debt securities | $28,232,000 | 3,762 |
| 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 | $28,929,000 | 3,776 |
| U.S. Government securities | $13,314,000 | 4,220 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,314,000 | 4,121 |
| Securities issued by states & political subdivisions | $15,615,000 | 2,239 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,305,000 | 3,241 |
| Mortgage-backed securities | $3,398,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $927,000 | 4,624 |
| Issued or guaranteed by U.S. | $927,000 | 4,620 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,471,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $2,471,000 | 2,275 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $28,929,000 | 3,449 |
| Total debt securities | $28,928,000 | 3,748 |
| 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 | $28,859,000 | 3,773 |
| U.S. Government securities | $12,699,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,699,000 | 4,202 |
| Securities issued by states & political subdivisions | $16,160,000 | 2,176 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,619,000 | 3,194 |
| Mortgage-backed securities | $3,474,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $932,000 | 4,643 |
| Issued or guaranteed by U.S. | $932,000 | 4,639 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,542,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $2,542,000 | 2,227 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $28,859,000 | 3,449 |
| Total debt securities | $28,860,000 | 3,742 |
| 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 | $29,939,000 | 3,725 |
| U.S. Government securities | $13,125,000 | 4,276 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,125,000 | 4,172 |
| Securities issued by states & political subdivisions | $16,814,000 | 2,124 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,649,000 | 2,692 |
| Mortgage-backed securities | $3,649,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $963,000 | 4,667 |
| Issued or guaranteed by U.S. | $963,000 | 4,663 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,686,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $2,686,000 | 2,220 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $29,939,000 | 3,416 |
| Total debt securities | $29,941,000 | 3,693 |
| 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 | $31,364,000 | 3,614 |
| U.S. Government securities | $13,430,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $13,430,000 | 4,120 |
| Securities issued by states & political subdivisions | $17,934,000 | 2,021 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,964,000 | 2,861 |
| Mortgage-backed securities | $3,738,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $972,000 | 4,644 |
| Issued or guaranteed by U.S. | $972,000 | 4,640 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,766,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $2,766,000 | 2,252 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $31,364,000 | 3,332 |
| Total debt securities | $31,364,000 | 3,581 |
| 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 | $32,316,000 | 3,585 |
| U.S. Government securities | $13,500,000 | 4,250 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,500,000 | 4,141 |
| Securities issued by states & political subdivisions | $18,816,000 | 1,918 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,866,000 | 3,338 |
| Mortgage-backed securities | $3,971,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $1,035,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,035,000 | 4,661 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,936,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $2,936,000 | 2,235 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $32,316,000 | 3,317 |
| Total debt securities | $32,307,000 | 3,545 |
| 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 | $28,654,000 | 3,773 |
| U.S. Government securities | $10,084,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,084,000 | 4,583 |
| Securities issued by states & political subdivisions | $18,570,000 | 1,914 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,942,000 | 3,153 |
| Mortgage-backed securities | $1,991,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,991,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 2,562 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $28,654,000 | 3,485 |
| Total debt securities | $28,653,000 | 3,746 |
| 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 | $24,668,000 | 4,102 |
| U.S. Government securities | $7,179,000 | 5,255 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,179,000 | 5,162 |
| Securities issued by states & political subdivisions | $17,489,000 | 1,963 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,566,000 | 3,227 |
| Mortgage-backed securities | $2,049,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,049,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $2,049,000 | 2,620 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $24,668,000 | 3,783 |
| Total debt securities | $24,668,000 | 4,079 |
| Structured notes | ||
| Amortized cost | $699,000 | 2,091 |
| Fair value | $705,000 | 2,079 |
| 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 | $24,351,000 | 4,181 |
| U.S. Government securities | $7,142,000 | 5,382 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,142,000 | 5,278 |
| Securities issued by states & political subdivisions | $17,209,000 | 1,938 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,778,000 | 3,572 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $24,351,000 | 3,854 |
| Total debt securities | $24,350,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $1,699,000 | 1,677 |
| Fair value | $1,707,000 | 1,674 |
| 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 | $25,164,000 | 4,140 |
| U.S. Government securities | $8,972,000 | 5,161 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,972,000 | 5,060 |
| Securities issued by states & political subdivisions | $16,192,000 | 1,956 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,505,000 | 3,641 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $25,164,000 | 3,803 |
| Total debt securities | $25,164,000 | 4,101 |
| Structured notes | ||
| Amortized cost | $3,197,000 | 1,349 |
| Fair value | $3,201,000 | 1,347 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $25,371,000 | 4,057 |
| U.S. Government securities | $9,082,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,082,000 | 4,989 |
| Securities issued by states & political subdivisions | $16,289,000 | 1,913 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,022,000 | 3,382 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $25,371,000 | 3,721 |
| Total debt securities | $25,371,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $3,696,000 | 1,240 |
| Fair value | $3,713,000 | 1,237 |
| 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 | $20,440,000 | 4,459 |
| U.S. Government securities | $3,938,000 | 6,122 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,938,000 | 6,010 |
| Securities issued by states & political subdivisions | $16,502,000 | 1,837 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,411,000 | 2,837 |
| Mortgage-backed securities | $201,000 | 5,621 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $201,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 3,297 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $20,440,000 | 4,096 |
| Total debt securities | $20,439,000 | 4,423 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 1,680 |
| Fair value | $2,221,000 | 1,678 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $23,254,000 | 4,222 |
| U.S. Government securities | $7,041,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,041,000 | 5,481 |
| Securities issued by states & political subdivisions | $16,213,000 | 1,816 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,320,000 | 3,008 |
| Mortgage-backed securities | $226,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $226,000 | 3,544 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 3,260 |
| 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) | $50,000 | 2,839 |
| Available-for-sale securities (fair market value) | $23,204,000 | 3,880 |
| Total debt securities | $23,253,000 | 4,186 |
| Structured notes | ||
| Amortized cost | $3,198,000 | 1,559 |
| Fair value | $3,220,000 | 1,556 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $24,092,000 | 4,112 |
| U.S. Government securities | $7,545,000 | 5,485 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,545,000 | 5,375 |
| Securities issued by states & political subdivisions | $16,547,000 | 1,740 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,464,000 | 3,875 |
| Mortgage-backed securities | $238,000 | 5,596 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $238,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,205 |
| 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) | $50,000 | 2,857 |
| Available-for-sale securities (fair market value) | $24,042,000 | 3,795 |
| Total debt securities | $24,091,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $3,696,000 | 1,513 |
| Fair value | $3,660,000 | 1,513 |
| 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 | $23,203,000 | 4,068 |
| U.S. Government securities | $6,422,000 | 5,589 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,422,000 | 5,475 |
| Securities issued by states & political subdivisions | $16,781,000 | 1,675 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,960,000 | 3,969 |
| Mortgage-backed securities | $288,000 | 5,570 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $288,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 3,147 |
| 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) | $50,000 | 2,889 |
| Available-for-sale securities (fair market value) | $23,153,000 | 3,752 |
| Total debt securities | $23,202,000 | 4,035 |
| Structured notes | ||
| Amortized cost | $3,696,000 | 1,388 |
| Fair value | $3,675,000 | 1,394 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $20,561,000 | 4,288 |
| U.S. Government securities | $5,836,000 | 5,714 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,836,000 | 5,596 |
| Securities issued by states & political subdivisions | $14,725,000 | 1,790 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,516,000 | 2,975 |
| Mortgage-backed securities | $339,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $339,000 | 3,397 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 3,086 |
| 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) | $50,000 | 2,964 |
| Available-for-sale securities (fair market value) | $20,511,000 | 3,929 |
| Total debt securities | $20,562,000 | 4,251 |
| Structured notes | ||
| Amortized cost | $2,197,000 | 1,804 |
| Fair value | $2,243,000 | 1,799 |
| 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 | $19,538,000 | 4,454 |
| U.S. Government securities | $6,378,000 | 5,715 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,378,000 | 5,602 |
| Securities issued by states & political subdivisions | $13,160,000 | 1,873 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,177,000 | 2,924 |
| Mortgage-backed securities | $367,000 | 5,599 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $367,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 2,980 |
| 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) | $50,000 | 3,040 |
| Available-for-sale securities (fair market value) | $19,488,000 | 4,049 |
| Total debt securities | $19,538,000 | 4,410 |
| Structured notes | ||
| Amortized cost | $1,698,000 | 2,199 |
| Fair value | $1,732,000 | 2,192 |
| 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 | $22,872,000 | 4,132 |
| U.S. Government securities | $9,579,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,579,000 | 4,994 |
| Securities issued by states & political subdivisions | $13,293,000 | 1,835 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,227,000 | 4,322 |
| Mortgage-backed securities | $403,000 | 5,688 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $403,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 2,928 |
| 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) | $125,000 | 2,943 |
| Available-for-sale securities (fair market value) | $22,747,000 | 3,763 |
| Total debt securities | $22,872,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $2,698,000 | 1,549 |
| Fair value | $2,689,000 | 1,550 |
| 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 | $22,122,000 | 4,183 |
| U.S. Government securities | $8,785,000 | 5,212 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,785,000 | 5,112 |
| Securities issued by states & political subdivisions | $13,337,000 | 1,834 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,392,000 | 4,039 |
| Mortgage-backed securities | $446,000 | 5,728 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $446,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 2,895 |
| 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) | $125,000 | 2,999 |
| Available-for-sale securities (fair market value) | $21,997,000 | 3,810 |
| Total debt securities | $22,122,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $2,698,000 | 1,309 |
| Fair value | $2,679,000 | 1,307 |
| 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 | $20,948,000 | 4,328 |
| U.S. Government securities | $7,164,000 | 5,605 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,164,000 | 5,514 |
| Securities issued by states & political subdivisions | $13,784,000 | 1,788 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,497,000 | 3,107 |
| Mortgage-backed securities | $1,943,000 | 5,112 |
| Certificates of participation in pools of residential mortgages | $1,471,000 | 4,834 |
| Issued or guaranteed by U.S. | $1,471,000 | 4,823 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $472,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $472,000 | 2,877 |
| 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) | $125,000 | 3,082 |
| Available-for-sale securities (fair market value) | $20,823,000 | 3,927 |
| Total debt securities | $20,948,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,734 |
| Fair value | $992,000 | 1,729 |
| 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 | $22,373,000 | 4,153 |
| U.S. Government securities | $8,820,000 | 5,225 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,820,000 | 5,129 |
| Securities issued by states & political subdivisions | $13,553,000 | 1,760 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,174,000 | 3,682 |
| Mortgage-backed securities | $2,065,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $1,583,000 | 4,854 |
| Issued or guaranteed by U.S. | $1,583,000 | 4,839 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $482,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 2,847 |
| 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) | $175,000 | 3,068 |
| Available-for-sale securities (fair market value) | $22,198,000 | 3,752 |
| Total debt securities | $22,369,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,289 |
| Fair value | $981,000 | 1,273 |
| 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 | $24,360,000 | 3,953 |
| U.S. Government securities | $11,158,000 | 4,865 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,158,000 | 4,777 |
| Securities issued by states & political subdivisions | $13,202,000 | 1,716 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,817,000 | 3,117 |
| Mortgage-backed securities | $1,732,000 | 5,317 |
| Certificates of participation in pools of residential mortgages | $1,732,000 | 4,869 |
| Issued or guaranteed by U.S. | $1,732,000 | 4,853 |
| 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) | $220,000 | 3,050 |
| Available-for-sale securities (fair market value) | $24,140,000 | 3,574 |
| Total debt securities | $24,357,000 | 3,917 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $495,000 | 1,385 |
| 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 | $25,107,000 | 3,882 |
| U.S. Government securities | $12,784,000 | 4,617 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,784,000 | 4,531 |
| Securities issued by states & political subdivisions | $12,323,000 | 1,774 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,714,000 | 4,068 |
| Mortgage-backed securities | $1,828,000 | 5,281 |
| Certificates of participation in pools of residential mortgages | $1,828,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,828,000 | 4,802 |
| 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) | $301,000 | 2,985 |
| Available-for-sale securities (fair market value) | $24,806,000 | 3,502 |
| Total debt securities | $25,108,000 | 3,846 |
| 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 | $25,912,000 | 3,737 |
| U.S. Government securities | $14,347,000 | 4,294 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,347,000 | 4,218 |
| Securities issued by states & political subdivisions | $11,565,000 | 1,833 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,494,000 | 3,058 |
| Mortgage-backed securities | $1,878,000 | 5,213 |
| Certificates of participation in pools of residential mortgages | $1,878,000 | 4,758 |
| Issued or guaranteed by U.S. | $1,878,000 | 4,743 |
| 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) | $301,000 | 3,006 |
| Available-for-sale securities (fair market value) | $25,611,000 | 3,350 |
| Total debt securities | $25,909,000 | 3,703 |
| 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 | $25,768,000 | 3,806 |
| U.S. Government securities | $14,217,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,217,000 | 4,281 |
| Securities issued by states & political subdivisions | $11,551,000 | 1,856 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,296,000 | 3,331 |
| Mortgage-backed securities | $2,031,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 4,693 |
| Issued or guaranteed by U.S. | $2,031,000 | 4,673 |
| 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) | $311,000 | 3,008 |
| Available-for-sale securities (fair market value) | $25,457,000 | 3,415 |
| Total debt securities | $25,776,000 | 3,760 |
| 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 | $23,044,000 | 4,058 |
| U.S. Government securities | $12,814,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,814,000 | 4,520 |
| Securities issued by states & political subdivisions | $10,230,000 | 2,020 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,589,000 | 3,827 |
| Mortgage-backed securities | $933,000 | 5,603 |
| Certificates of participation in pools of residential mortgages | $933,000 | 5,177 |
| Issued or guaranteed by U.S. | $933,000 | 5,150 |
| 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) | $411,000 | 2,975 |
| Available-for-sale securities (fair market value) | $22,633,000 | 3,673 |
| Total debt securities | $23,050,000 | 4,004 |
| 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 | $23,402,000 | 4,050 |
| U.S. Government securities | $13,509,000 | 4,587 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,509,000 | 4,494 |
| Securities issued by states & political subdivisions | $9,893,000 | 2,079 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,178,000 | 4,456 |
| Mortgage-backed securities | $957,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $957,000 | 4,974 |
| Issued or guaranteed by U.S. | $957,000 | 4,952 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $516,000 | 2,936 |
| Available-for-sale securities (fair market value) | $22,886,000 | 3,644 |
| Total debt securities | $23,407,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,456 |
| Fair value | $1,101,000 | 1,459 |
| 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 | $23,110,000 | 4,104 |
| U.S. Government securities | $13,380,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,380,000 | 4,602 |
| Securities issued by states & political subdivisions | $9,527,000 | 2,108 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $203,000 | 1,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,652,000 | 3,659 |
| Mortgage-backed securities | $999,000 | 5,269 |
| Certificates of participation in pools of residential mortgages | $999,000 | 4,807 |
| Issued or guaranteed by U.S. | $999,000 | 4,791 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $600,000 | 2,950 |
| Available-for-sale securities (fair market value) | $22,510,000 | 3,683 |
| Total debt securities | $22,916,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,652 |
| Fair value | $1,098,000 | 1,658 |
| 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 | $22,406,000 | 4,169 |
| U.S. Government securities | $12,881,000 | 4,812 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,881,000 | 4,696 |
| Securities issued by states & political subdivisions | $9,325,000 | 2,127 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $200,000 | 1,466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,370,000 | 3,913 |
| Mortgage-backed securities | $1,023,000 | 5,243 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 4,782 |
| Issued or guaranteed by U.S. | $1,023,000 | 4,768 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $750,000 | 2,898 |
| Available-for-sale securities (fair market value) | $21,656,000 | 3,759 |
| Total debt securities | $22,207,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,734 |
| Fair value | $1,086,000 | 1,740 |
| 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 | $22,529,000 | 4,178 |
| U.S. Government securities | $12,611,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,611,000 | 4,755 |
| Securities issued by states & political subdivisions | $9,513,000 | 2,100 |
| Other domestic debt securities | $200,000 | 2,664 |
| 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 | $200,000 | 2,031 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $205,000 | 1,486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,693,000 | 4,361 |
| Mortgage-backed securities | $1,064,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 4,750 |
| Issued or guaranteed by U.S. | $1,064,000 | 4,731 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $799,000 | 2,906 |
| Available-for-sale securities (fair market value) | $21,730,000 | 3,751 |
| Total debt securities | $22,324,000 | 4,147 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,817 |
| Fair value | $1,091,000 | 1,817 |
| 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 | $22,220,000 | 4,256 |
| U.S. Government securities | $12,429,000 | 4,969 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,429,000 | 4,846 |
| Securities issued by states & political subdivisions | $9,385,000 | 2,119 |
| Other domestic debt securities | $201,000 | 2,697 |
| 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 | $201,000 | 2,081 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $205,000 | 1,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,999,000 | 4,043 |
| Mortgage-backed securities | $648,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $648,000 | 5,129 |
| Issued or guaranteed by U.S. | $648,000 | 5,110 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $849,000 | 2,954 |
| Available-for-sale securities (fair market value) | $21,371,000 | 3,813 |
| Total debt securities | $22,012,000 | 4,228 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,807 |
| Fair value | $1,386,000 | 1,812 |
| 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 | $21,658,000 | 4,354 |
| U.S. Government securities | $12,340,000 | 5,031 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,340,000 | 4,911 |
| Securities issued by states & political subdivisions | $8,911,000 | 2,187 |
| Other domestic debt securities | $202,000 | 2,734 |
| 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 | $202,000 | 2,118 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $205,000 | 1,566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,883,000 | 4,077 |
| Mortgage-backed securities | $667,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $667,000 | 5,121 |
| Issued or guaranteed by U.S. | $667,000 | 5,097 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $919,000 | 2,977 |
| Available-for-sale securities (fair market value) | $20,739,000 | 3,910 |
| Total debt securities | $21,451,000 | 4,322 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 1,753 |
| Fair value | $1,581,000 | 1,753 |
| 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 | $20,806,000 | 4,463 |
| U.S. Government securities | $11,489,000 | 5,241 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,489,000 | 5,102 |
| Securities issued by states & political subdivisions | $8,916,000 | 2,160 |
| Other domestic debt securities | $202,000 | 2,783 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $202,000 | 2,178 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $199,000 | 1,598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,993,000 | 4,048 |
| Mortgage-backed securities | $709,000 | 5,562 |
| Certificates of participation in pools of residential mortgages | $709,000 | 5,115 |
| Issued or guaranteed by U.S. | $709,000 | 5,092 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,065,000 | 2,906 |
| Available-for-sale securities (fair market value) | $19,741,000 | 4,003 |
| Total debt securities | $20,609,000 | 4,429 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,813 |
| Fair value | $1,553,000 | 1,818 |
| 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 | $20,577,000 | 4,545 |
| U.S. Government securities | $11,409,000 | 5,262 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,409,000 | 5,126 |
| Securities issued by states & political subdivisions | $8,759,000 | 2,184 |
| Other domestic debt securities | $204,000 | 2,862 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $204,000 | 2,287 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $205,000 | 1,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,685,000 | 4,728 |
| Mortgage-backed securities | $743,000 | 5,573 |
| Certificates of participation in pools of residential mortgages | $743,000 | 5,118 |
| Issued or guaranteed by U.S. | $743,000 | 5,098 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,065,000 | 2,969 |
| Available-for-sale securities (fair market value) | $19,512,000 | 4,061 |
| Total debt securities | $20,371,000 | 4,510 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,813 |
| Fair value | $1,566,000 | 1,816 |
| 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 | $20,376,000 | 4,581 |
| U.S. Government securities | $11,336,000 | 5,278 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,336,000 | 5,141 |
| Securities issued by states & political subdivisions | $8,628,000 | 2,198 |
| Other domestic debt securities | $206,000 | 2,941 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,000 | 2,394 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $206,000 | 1,629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,350,000 | 4,822 |
| Mortgage-backed securities | $880,000 | 5,513 |
| Certificates of participation in pools of residential mortgages | $880,000 | 5,027 |
| Issued or guaranteed by U.S. | $880,000 | 5,008 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,414,000 | 2,882 |
| Available-for-sale securities (fair market value) | $18,962,000 | 4,129 |
| Total debt securities | $20,170,000 | 4,552 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,800 |
| Fair value | $1,570,000 | 1,806 |
| 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 | $19,767,000 | 4,639 |
| U.S. Government securities | $10,493,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,493,000 | 5,314 |
| Securities issued by states & political subdivisions | $8,858,000 | 2,126 |
| Other domestic debt securities | $208,000 | 2,990 |
| 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 | $208,000 | 2,459 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $208,000 | 1,636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,884,000 | 4,651 |
| Mortgage-backed securities | $455,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,468 |
| Issued or guaranteed by U.S. | $455,000 | 5,446 |
| 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) | $1,464,000 | 2,890 |
| Available-for-sale securities (fair market value) | $18,303,000 | 4,206 |
| Total debt securities | $19,559,000 | 4,620 |
| Structured notes | ||
| Amortized cost | $1,598,000 | 1,767 |
| Fair value | $1,589,000 | 1,763 |
| 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 | $19,998,000 | 4,639 |
| U.S. Government securities | $10,625,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,625,000 | 5,325 |
| Securities issued by states & political subdivisions | $8,956,000 | 2,090 |
| Other domestic debt securities | $210,000 | 3,039 |
| 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 | $210,000 | 2,532 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $207,000 | 1,665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,429,000 | 5,177 |
| Mortgage-backed securities | $537,000 | 5,860 |
| Certificates of participation in pools of residential mortgages | $537,000 | 5,417 |
| Issued or guaranteed by U.S. | $537,000 | 5,391 |
| 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) | $1,554,000 | 2,901 |
| Available-for-sale securities (fair market value) | $18,444,000 | 4,225 |
| Total debt securities | $19,790,000 | 4,598 |
| Structured notes | ||
| Amortized cost | $1,598,000 | 1,765 |
| Fair value | $1,594,000 | 1,759 |
| 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 | $20,321,000 | 4,672 |
| U.S. Government securities | $10,812,000 | 5,500 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,812,000 | 5,356 |
| Securities issued by states & political subdivisions | $9,091,000 | 2,069 |
| Other domestic debt securities | $211,000 | 3,090 |
| 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 | $211,000 | 2,620 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $207,000 | 1,702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,563,000 | 5,149 |
| Mortgage-backed securities | $624,000 | 5,859 |
| Certificates of participation in pools of residential mortgages | $624,000 | 5,403 |
| Issued or guaranteed by U.S. | $624,000 | 5,385 |
| 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) | $1,729,000 | 2,862 |
| Available-for-sale securities (fair market value) | $18,592,000 | 4,279 |
| Total debt securities | $20,112,000 | 4,639 |
| Structured notes | ||
| Amortized cost | $1,597,000 | 1,735 |
| Fair value | $1,573,000 | 1,730 |
| 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 | $19,876,000 | 4,744 |
| U.S. Government securities | $10,391,000 | 5,607 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,391,000 | 5,450 |
| Securities issued by states & political subdivisions | $9,058,000 | 2,113 |
| Other domestic debt securities | $216,000 | 3,133 |
| 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 | $216,000 | 2,673 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $211,000 | 1,731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,967,000 | 4,620 |
| Mortgage-backed securities | $160,000 | 6,471 |
| Certificates of participation in pools of residential mortgages | $160,000 | 6,096 |
| Issued or guaranteed by U.S. | $160,000 | 6,077 |
| 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) | $1,792,000 | 2,864 |
| Available-for-sale securities (fair market value) | $18,084,000 | 4,374 |
| Total debt securities | $19,665,000 | 4,714 |
| Structured notes | ||
| Amortized cost | $1,597,000 | 1,703 |
| Fair value | $1,589,000 | 1,699 |
| 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 | $19,971,000 | 4,712 |
| U.S. Government securities | $10,693,000 | 5,544 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,693,000 | 5,385 |
| Securities issued by states & political subdivisions | $8,847,000 | 2,139 |
| Other domestic debt securities | $220,000 | 3,180 |
| 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 | $220,000 | 2,734 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $211,000 | 1,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,762,000 | 4,698 |
| Mortgage-backed securities | $180,000 | 6,487 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,095 |
| Issued or guaranteed by U.S. | $180,000 | 6,079 |
| 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) | $1,832,000 | 2,889 |
| Available-for-sale securities (fair market value) | $18,139,000 | 4,341 |
| Total debt securities | $19,758,000 | 4,667 |
| Structured notes | ||
| Amortized cost | $1,596,000 | 1,695 |
| Fair value | $1,603,000 | 1,691 |
| 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 | $19,538,000 | 4,858 |
| U.S. Government securities | $10,671,000 | 5,625 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,671,000 | 5,466 |
| Securities issued by states & political subdivisions | $8,443,000 | 2,217 |
| Other domestic debt securities | $217,000 | 3,294 |
| 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 | $217,000 | 2,852 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $207,000 | 1,791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,223,000 | 5,298 |
| Mortgage-backed securities | $199,000 | 6,527 |
| Certificates of participation in pools of residential mortgages | $199,000 | 6,126 |
| Issued or guaranteed by U.S. | $199,000 | 6,109 |
| 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) | $1,831,000 | 2,897 |
| Available-for-sale securities (fair market value) | $17,707,000 | 4,495 |
| Total debt securities | $19,331,000 | 4,829 |
| Structured notes | ||
| Amortized cost | $1,596,000 | 1,679 |
| Fair value | $1,561,000 | 1,681 |
| 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 | $19,283,000 | 4,879 |
| U.S. Government securities | $10,171,000 | 5,692 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,171,000 | 5,551 |
| Securities issued by states & political subdivisions | $8,470,000 | 2,234 |
| Other domestic debt securities | $430,000 | 3,105 |
| 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 | $430,000 | 2,691 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $212,000 | 1,831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,361,000 | 5,169 |
| Mortgage-backed securities | $238,000 | 6,497 |
| Certificates of participation in pools of residential mortgages | $238,000 | 6,072 |
| Issued or guaranteed by U.S. | $238,000 | 6,049 |
| 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) | $1,946,000 | 2,855 |
| Available-for-sale securities (fair market value) | $17,337,000 | 4,519 |
| Total debt securities | $19,070,000 | 4,842 |
| Structured notes | ||
| Amortized cost | $1,595,000 | 1,486 |
| Fair value | $1,615,000 | 1,479 |
| 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 | $18,826,000 | 4,983 |
| U.S. Government securities | $10,121,000 | 5,732 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,121,000 | 5,571 |
| Securities issued by states & political subdivisions | $8,064,000 | 2,310 |
| Other domestic debt securities | $430,000 | 3,178 |
| 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 | $430,000 | 2,845 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $211,000 | 1,852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,293,000 | 5,177 |
| Mortgage-backed securities | $273,000 | 6,485 |
| Certificates of participation in pools of residential mortgages | $273,000 | 6,064 |
| Issued or guaranteed by U.S. | $273,000 | 6,040 |
| 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) | $2,258,000 | 2,758 |
| Available-for-sale securities (fair market value) | $16,568,000 | 4,661 |
| Total debt securities | $18,616,000 | 4,935 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,377 |
| Fair value | $195,000 | 2,407 |
| 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 | $18,477,000 | 4,947 |
| U.S. Government securities | $10,073,000 | 5,606 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,073,000 | 5,444 |
| Securities issued by states & political subdivisions | $7,761,000 | 2,369 |
| Other domestic debt securities | $432,000 | 3,297 |
| 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 | $432,000 | 2,948 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $211,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,416,000 | 5,088 |
| Mortgage-backed securities | $330,000 | 6,452 |
| Certificates of participation in pools of residential mortgages | $330,000 | 6,024 |
| Issued or guaranteed by U.S. | $330,000 | 5,998 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,361,000 | 2,756 |
| Available-for-sale securities (fair market value) | $16,116,000 | 4,671 |
| Total debt securities | $18,267,000 | 4,900 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,128 |
| Fair value | $195,000 | 2,155 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $19,065,000 | 4,823 |
| U.S. Government securities | $10,957,000 | 5,332 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,957,000 | 5,165 |
| Securities issued by states & political subdivisions | $7,455,000 | 2,409 |
| Other domestic debt securities | $440,000 | 3,346 |
| 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 | $440,000 | 2,987 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $213,000 | 1,924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,201,000 | 4,718 |
| Mortgage-backed securities | $434,000 | 6,389 |
| Certificates of participation in pools of residential mortgages | $434,000 | 5,927 |
| Issued or guaranteed by U.S. | $434,000 | 5,907 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,509,000 | 2,713 |
| Available-for-sale securities (fair market value) | $16,556,000 | 4,538 |
| Total debt securities | $18,848,000 | 4,757 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,443 |
| Fair value | $801,000 | 1,446 |
| 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 | $16,843,000 | 5,181 |
| U.S. Government securities | $8,776,000 | 5,911 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,776,000 | 5,734 |
| Securities issued by states & political subdivisions | $7,418,000 | 2,330 |
| Other domestic debt securities | $434,000 | 3,407 |
| 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 | $434,000 | 3,025 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $215,000 | 1,918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,931,000 | 4,095 |
| Mortgage-backed securities | $561,000 | 6,285 |
| Certificates of participation in pools of residential mortgages | $561,000 | 5,782 |
| Issued or guaranteed by U.S. | $561,000 | 5,766 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,608,000 | 2,725 |
| Available-for-sale securities (fair market value) | $14,235,000 | 4,912 |
| Total debt securities | $16,628,000 | 5,126 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,487 |
| Fair value | $499,000 | 1,488 |
| 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 | $13,589,000 | 5,728 |
| U.S. Government securities | $5,724,000 | 6,901 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,724,000 | 6,696 |
| Securities issued by states & political subdivisions | $7,213,000 | 2,350 |
| Other domestic debt securities | $437,000 | 3,438 |
| 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 | $437,000 | 3,042 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $215,000 | 1,923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,880,000 | 3,771 |
| Mortgage-backed securities | $736,000 | 6,142 |
| Certificates of participation in pools of residential mortgages | $697,000 | 5,639 |
| Issued or guaranteed by U.S. | $697,000 | 5,623 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $39,000 | 4,252 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 4,064 |
| 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) | $2,642,000 | 2,780 |
| Available-for-sale securities (fair market value) | $10,947,000 | 5,516 |
| Total debt securities | $13,375,000 | 5,677 |
| 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 | $13,017,000 | 5,782 |
| U.S. Government securities | $5,596,000 | 6,992 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,596,000 | 6,757 |
| Securities issued by states & political subdivisions | $6,802,000 | 2,341 |
| Other domestic debt securities | $415,000 | 3,511 |
| 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 | $415,000 | 3,038 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $204,000 | 1,876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,057,000 | 5,902 |
| Mortgage-backed securities | $1,658,000 | 5,472 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 5,109 |
| Issued or guaranteed by U.S. | $1,125,000 | 5,086 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $533,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 3,512 |
| 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) | $2,825,000 | 2,858 |
| Available-for-sale securities (fair market value) | $10,192,000 | 5,578 |
| Total debt securities | $12,813,000 | 5,730 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $11,983,000 | 6,239 |
| U.S. Government securities | $4,565,000 | 7,941 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,565,000 | 7,613 |
| Securities issued by states & political subdivisions | $6,773,000 | 2,256 |
| 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 | $645,000 | 3,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,736,000 | 4,754 |
| Mortgage-backed securities | $174,000 | 6,696 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $174,000 | 3,819 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 3,638 |
| 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) | $3,228,000 | 3,320 |
| Available-for-sale securities (fair market value) | $8,755,000 | 6,061 |
| Total debt securities | $11,338,000 | 6,281 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,862,000 | 6,818 |
| U.S. Government securities | $3,835,000 | 8,574 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,835,000 | 8,070 |
| Securities issued by states & political subdivisions | $6,442,000 | 2,459 |
| 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 | $585,000 | 3,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,606,000 | 4,393 |
| Mortgage-backed securities | $420,000 | 6,581 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $420,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 3,498 |
| 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) | $2,877,000 | 3,827 |
| Available-for-sale securities (fair market value) | $7,985,000 | 6,444 |
| Total debt securities | $10,277,000 | 6,867 |
| Structured notes | ||
| Amortized cost | $900,000 | 638 |
| Fair value | $894,000 | 626 |
| 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 | $10,965,000 | 6,817 |
| U.S. Government securities | $4,179,000 | 8,431 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,179,000 | 7,606 |
| Securities issued by states & political subdivisions | $6,239,000 | 2,530 |
| 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 | $547,000 | 3,394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,064,000 | 4,761 |
| Mortgage-backed securities | $1,489,000 | 5,677 |
| Certificates of participation in pools of residential mortgages | $176,000 | 6,718 |
| Issued or guaranteed by U.S. | $176,000 | 6,697 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,313,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $1,313,000 | 2,889 |
| 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) | $3,275,000 | 4,056 |
| Available-for-sale securities (fair market value) | $7,690,000 | 6,449 |
| Total debt securities | $10,418,000 | 6,827 |
| Structured notes | ||
| Amortized cost | $700,000 | 862 |
| Fair value | $687,000 | 870 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,765,000 | 6,050 |
| U.S. Government securities | $9,257,000 | 6,757 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $9,257,000 | 5,481 |
| Securities issued by states & political subdivisions | $5,093,000 | 2,708 |
| 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 | $415,000 | 4,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,715,000 | 4,178 |
| Mortgage-backed securities | $2,372,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $345,000 | 6,498 |
| Issued or guaranteed by U.S. | $345,000 | 6,476 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,027,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $2,027,000 | 2,577 |
| 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) | $3,147,000 | 4,962 |
| Available-for-sale securities (fair market value) | $11,618,000 | 5,276 |
| Total debt securities | $14,350,000 | 6,024 |
| Structured notes | ||
| Amortized cost | $1,341,000 | 1,039 |
| Fair value | $1,308,000 | 1,038 |
| 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 | $16,141,000 | 6,115 |
| U.S. Government securities | $12,608,000 | 6,138 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $12,608,000 | 4,764 |
| Securities issued by states & political subdivisions | $3,132,000 | 3,840 |
| 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 | $401,000 | 3,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,012,000 | 4,158 |
| Mortgage-backed securities | $3,605,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $472,000 | 6,755 |
| Issued or guaranteed by U.S. | $472,000 | 6,735 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,133,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $3,133,000 | 2,400 |
| 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) | $2,523,000 | 5,931 |
| Available-for-sale securities (fair market value) | $13,618,000 | 5,043 |
| Total debt securities | $15,740,000 | 6,116 |
| Structured notes | ||
| Amortized cost | $2,029,000 | 984 |
| Fair value | $1,981,000 | 1,064 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,741,000 | 7,044 |
| U.S. Government securities | $10,601,000 | 7,082 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $10,601,000 | 5,289 |
| Securities issued by states & political subdivisions | $2,740,000 | 4,193 |
| 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 | $400,000 | 3,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,034,000 | 3,448 |
| Mortgage-backed securities | $3,616,000 | 5,160 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,616,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $3,616,000 | 2,471 |
| 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) | $2,012,000 | 6,645 |
| Available-for-sale securities (fair market value) | $11,729,000 | 5,635 |
| Total debt securities | $13,341,000 | 7,025 |
| Structured notes | ||
| Amortized cost | $3,015,000 | 1,165 |
| Fair value | $2,928,000 | 1,225 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,232,000 | 7,337 |
| U.S. Government securities | $11,409,000 | 7,197 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $11,409,000 | 4,885 |
| Securities issued by states & political subdivisions | $2,444,000 | 4,693 |
| 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 | $379,000 | 3,589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,200,000 | 3,443 |
| Mortgage-backed securities | $3,962,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $199,000 | 8,353 |
| Issued or guaranteed by U.S. | $199,000 | 8,327 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,763,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $3,763,000 | 2,577 |
| 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) | $1,844,000 | 10,162 |
| Available-for-sale securities (fair market value) | $12,388,000 | 4,138 |
| Total debt securities | $13,853,000 | 7,326 |
| 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 | $16,668,000 | 6,929 |
| U.S. Government securities | $13,780,000 | 6,609 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $13,780,000 | 4,454 |
| Securities issued by states & political subdivisions | $2,089,000 | 5,193 |
| Other domestic debt securities | $404,000 | 4,528 |
| Privately issued residential mortgage-backed securities | $404,000 | 1,882 |
| 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 | $395,000 | 3,431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,998,000 | 3,014 |
| Mortgage-backed securities | $5,565,000 | 4,994 |
| Certificates of participation in pools of residential mortgages | $293,000 | 8,662 |
| Issued or guaranteed by U.S. | $293,000 | 8,606 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,272,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $4,868,000 | 2,511 |
| Privately issued | $404,000 | 1,534 |
| 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 | $16,273,000 | 6,883 |
| 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 | $16,485,000 | 6,942 |
| U.S. Government securities | $13,965,000 | 6,582 |
| U.S. Treasury securities | $200,000 | 11,887 |
| U.S. Government agency obligations | $13,765,000 | 4,388 |
| Securities issued by states & political subdivisions | $1,418,000 | 5,830 |
| Other domestic debt securities | $727,000 | 4,583 |
| Privately issued residential mortgage-backed securities | $727,000 | 2,056 |
| 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 | $375,000 | 3,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,076,000 | 3,937 |
| Mortgage-backed securities | $6,552,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $1,679,000 | 6,545 |
| Issued or guaranteed by U.S. | $1,679,000 | 6,485 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,873,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $4,146,000 | 2,676 |
| Privately issued | $727,000 | 1,697 |
| 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 | $16,110,000 | 6,929 |
| 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 |