Home > The Fullerton National Bank > Securities
The Fullerton National Bank, Securities
| 2017-12-31 | Rank | |
| Total securities | $2,576,000 | 5,198 |
| U.S. Government securities | $149,000 | 5,282 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $149,000 | 5,191 |
| Securities issued by states & political subdivisions | $2,427,000 | 3,882 |
| 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 | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,450,000 | 4,107 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $2,576,000 | 4,918 |
| Total debt securities | $2,576,000 | 5,177 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,728,000 | 5,255 |
| U.S. Government securities | $150,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $150,000 | 5,257 |
| Securities issued by states & political subdivisions | $2,578,000 | 3,896 |
| 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 | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,601,000 | 4,124 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $2,728,000 | 4,963 |
| Total debt securities | $2,728,000 | 5,231 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,786,000 | 5,295 |
| U.S. Government securities | $150,000 | 5,402 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $150,000 | 5,310 |
| Securities issued by states & political subdivisions | $2,636,000 | 3,913 |
| 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 | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,659,000 | 4,146 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,786,000 | 5,001 |
| Total debt securities | $2,785,000 | 5,271 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,659,000 | 5,371 |
| U.S. Government securities | $149,000 | 5,471 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $149,000 | 5,375 |
| Securities issued by states & political subdivisions | $2,490,000 | 3,999 |
| Other domestic debt securities | $20,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $20,000 | 352 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,453,000 | 4,241 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $20,000 | 2,151 |
| Available-for-sale securities (fair market value) | $2,639,000 | 5,067 |
| Total debt securities | $2,639,000 | 5,347 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,665,000 | 5,417 |
| U.S. Government securities | $149,000 | 5,521 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $149,000 | 5,430 |
| Securities issued by states & political subdivisions | $2,516,000 | 4,023 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,505,000 | 4,253 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $2,665,000 | 5,093 |
| Total debt securities | $2,664,000 | 5,388 |
| 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 | $2,864,000 | 5,453 |
| U.S. Government securities | $350,000 | 5,520 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $350,000 | 5,427 |
| Securities issued by states & political subdivisions | $2,514,000 | 4,037 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,583,000 | 4,305 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $2,864,000 | 5,120 |
| Total debt securities | $2,864,000 | 5,426 |
| 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 | $3,065,000 | 5,521 |
| U.S. Government securities | $351,000 | 5,611 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $351,000 | 5,520 |
| Securities issued by states & political subdivisions | $2,564,000 | 4,051 |
| Other domestic debt securities | $150,000 | 2,102 |
| 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 | $150,000 | 1,708 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,788,000 | 4,328 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $3,065,000 | 5,173 |
| Total debt securities | $3,065,000 | 5,496 |
| 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 | $2,919,000 | 5,607 |
| U.S. Government securities | $350,000 | 5,685 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $350,000 | 5,590 |
| Securities issued by states & political subdivisions | $2,418,000 | 4,111 |
| Other domestic debt securities | $151,000 | 2,121 |
| 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 | $151,000 | 1,726 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,778,000 | 4,376 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $2,919,000 | 5,256 |
| Total debt securities | $2,920,000 | 5,583 |
| 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 | $3,013,000 | 5,651 |
| U.S. Government securities | $350,000 | 5,749 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $350,000 | 5,656 |
| Securities issued by states & political subdivisions | $2,512,000 | 4,123 |
| Other domestic debt securities | $151,000 | 2,108 |
| 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 | $151,000 | 1,715 |
| 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 | $2,737,000 | 4,420 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $3,013,000 | 5,284 |
| Total debt securities | $3,013,000 | 5,624 |
| 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 | $3,735,000 | 5,654 |
| U.S. Government securities | $651,000 | 5,773 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $651,000 | 5,680 |
| Securities issued by states & political subdivisions | $2,932,000 | 4,062 |
| Other domestic debt securities | $152,000 | 2,152 |
| 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 | $152,000 | 1,734 |
| 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 | $3,105,000 | 4,404 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $3,735,000 | 5,288 |
| Total debt securities | $3,734,000 | 5,629 |
| Structured notes | ||
| Amortized cost | $287,000 | 1,638 |
| Fair value | $298,000 | 1,634 |
| 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 | $4,007,000 | 5,711 |
| U.S. Government securities | $647,000 | 5,856 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $647,000 | 5,764 |
| Securities issued by states & political subdivisions | $3,006,000 | 4,065 |
| Other domestic debt securities | $354,000 | 2,025 |
| 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 | $354,000 | 1,643 |
| 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 | $3,012,000 | 4,469 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $4,007,000 | 5,341 |
| Total debt securities | $4,007,000 | 5,685 |
| Structured notes | ||
| Amortized cost | $287,000 | 1,784 |
| Fair value | $297,000 | 1,777 |
| 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 | $3,900,000 | 5,775 |
| U.S. Government securities | $851,000 | 5,891 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $851,000 | 5,799 |
| Securities issued by states & political subdivisions | $2,694,000 | 4,153 |
| 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 | $355,000 | 270 |
| 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 | $2,928,000 | 4,569 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $3,900,000 | 5,400 |
| Total debt securities | $3,900,000 | 5,750 |
| Structured notes | ||
| Amortized cost | $286,000 | 1,896 |
| Fair value | $297,000 | 1,893 |
| 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 | $3,929,000 | 5,874 |
| U.S. Government securities | $842,000 | 5,985 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $842,000 | 5,890 |
| Securities issued by states & political subdivisions | $2,730,000 | 4,192 |
| Other domestic debt securities | $357,000 | 2,099 |
| 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 | $357,000 | 1,699 |
| 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 | $2,963,000 | 4,617 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $3,929,000 | 5,492 |
| Total debt securities | $3,930,000 | 5,849 |
| Structured notes | ||
| Amortized cost | $286,000 | 1,992 |
| Fair value | $292,000 | 1,990 |
| 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 | $3,932,000 | 5,959 |
| U.S. Government securities | $840,000 | 6,073 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $840,000 | 5,984 |
| Securities issued by states & political subdivisions | $2,732,000 | 4,231 |
| Other domestic debt securities | $360,000 | 2,163 |
| 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 | $360,000 | 1,732 |
| 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 | $2,881,000 | 4,709 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $3,932,000 | 5,572 |
| Total debt securities | $3,933,000 | 5,935 |
| Structured notes | ||
| Amortized cost | $286,000 | 2,090 |
| Fair value | $290,000 | 2,088 |
| 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 | $3,781,000 | 6,033 |
| U.S. Government securities | $638,000 | 6,182 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $638,000 | 6,087 |
| Securities issued by states & political subdivisions | $2,782,000 | 4,264 |
| Other domestic debt securities | $361,000 | 2,211 |
| 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 | $361,000 | 1,784 |
| 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 | $3,506,000 | 4,561 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $3,781,000 | 5,642 |
| Total debt securities | $3,781,000 | 6,007 |
| Structured notes | ||
| Amortized cost | $285,000 | 2,153 |
| Fair value | $287,000 | 2,151 |
| 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 | $3,516,000 | 6,118 |
| U.S. Government securities | $494,000 | 6,279 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $494,000 | 6,180 |
| Securities issued by states & political subdivisions | $2,505,000 | 4,377 |
| Other domestic debt securities | $517,000 | 2,108 |
| 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 | $517,000 | 1,667 |
| 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 | $3,148,000 | 4,683 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,516,000 | 5,716 |
| Total debt securities | $3,516,000 | 6,090 |
| Structured notes | ||
| Amortized cost | $441,000 | 2,112 |
| Fair value | $443,000 | 2,106 |
| 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 | $3,582,000 | 6,166 |
| U.S. Government securities | $351,000 | 6,376 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $351,000 | 6,278 |
| Securities issued by states & political subdivisions | $2,515,000 | 4,390 |
| Other domestic debt securities | $716,000 | 2,063 |
| 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 | $716,000 | 1,630 |
| 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 | $3,260,000 | 4,675 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,582,000 | 5,763 |
| Total debt securities | $3,582,000 | 6,137 |
| 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 | $3,344,000 | 6,269 |
| U.S. Government securities | $351,000 | 6,447 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $351,000 | 6,352 |
| Securities issued by states & political subdivisions | $2,274,000 | 4,471 |
| Other domestic debt securities | $719,000 | 2,115 |
| 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 | $719,000 | 1,666 |
| 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 | $2,955,000 | 4,815 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,344,000 | 5,867 |
| Total debt securities | $3,344,000 | 6,240 |
| 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 | $3,458,000 | 6,285 |
| U.S. Government securities | $800,000 | 6,360 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $800,000 | 6,261 |
| Securities issued by states & political subdivisions | $1,939,000 | 4,582 |
| Other domestic debt securities | $719,000 | 2,181 |
| 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 | $719,000 | 1,710 |
| 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 | $2,840,000 | 4,865 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $3,458,000 | 5,891 |
| Total debt securities | $3,458,000 | 6,257 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,344 |
| Fair value | $100,000 | 2,343 |
| 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 | $3,220,000 | 6,348 |
| U.S. Government securities | $511,000 | 6,485 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $511,000 | 6,384 |
| Securities issued by states & political subdivisions | $1,982,000 | 4,558 |
| Other domestic debt securities | $727,000 | 2,167 |
| 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 | $727,000 | 1,676 |
| 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 | $2,926,000 | 4,884 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $6,000 | 2,570 |
| Available-for-sale securities (fair market value) | $3,214,000 | 5,951 |
| Total debt securities | $3,220,000 | 6,317 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,387 |
| Fair value | $101,000 | 2,384 |
| 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 | $3,424,000 | 6,373 |
| U.S. Government securities | $715,000 | 6,491 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $715,000 | 6,385 |
| Securities issued by states & political subdivisions | $1,983,000 | 4,569 |
| Other domestic debt securities | $726,000 | 2,167 |
| 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 | $726,000 | 1,647 |
| 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 | $2,924,000 | 4,890 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $6,000 | 2,602 |
| Available-for-sale securities (fair market value) | $3,418,000 | 5,978 |
| Total debt securities | $3,424,000 | 6,341 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,261 |
| Fair value | $301,000 | 2,266 |
| 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 | $3,553,000 | 6,448 |
| U.S. Government securities | $717,000 | 6,592 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $717,000 | 6,498 |
| Securities issued by states & political subdivisions | $2,097,000 | 4,542 |
| Other domestic debt securities | $739,000 | 2,226 |
| 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 | $739,000 | 1,705 |
| 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 | $2,806,000 | 4,989 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $19,000 | 2,624 |
| Available-for-sale securities (fair market value) | $3,534,000 | 6,044 |
| Total debt securities | $3,553,000 | 6,417 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,456 |
| Fair value | $303,000 | 2,455 |
| 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 | $3,599,000 | 6,496 |
| U.S. Government securities | $718,000 | 6,670 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $718,000 | 6,575 |
| Securities issued by states & political subdivisions | $2,058,000 | 4,534 |
| Other domestic debt securities | $823,000 | 2,175 |
| 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 | $823,000 | 1,662 |
| 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 | $2,831,000 | 5,018 |
| 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) | $19,000 | 2,646 |
| Available-for-sale securities (fair market value) | $3,580,000 | 6,080 |
| Total debt securities | $3,589,000 | 6,471 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,663 |
| Fair value | $402,000 | 2,648 |
| 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 | $3,677,000 | 6,563 |
| U.S. Government securities | $820,000 | 6,723 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $820,000 | 6,623 |
| Securities issued by states & political subdivisions | $1,875,000 | 4,558 |
| Other domestic debt securities | $982,000 | 2,062 |
| 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 | $982,000 | 1,583 |
| 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 | $2,048,000 | 5,336 |
| 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) | $19,000 | 2,709 |
| Available-for-sale securities (fair market value) | $3,658,000 | 6,133 |
| Total debt securities | $3,668,000 | 6,535 |
| Structured notes | ||
| Amortized cost | $549,000 | 2,651 |
| Fair value | $552,000 | 2,649 |
| 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 | $3,517,000 | 6,607 |
| U.S. Government securities | $821,000 | 6,759 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $821,000 | 6,668 |
| Securities issued by states & political subdivisions | $1,827,000 | 4,573 |
| Other domestic debt securities | $869,000 | 2,103 |
| 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 | $869,000 | 1,551 |
| 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 | $2,081,000 | 5,070 |
| 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) | $19,000 | 2,823 |
| Available-for-sale securities (fair market value) | $3,498,000 | 6,153 |
| Total debt securities | $3,507,000 | 6,579 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,756 |
| Fair value | $452,000 | 2,749 |
| 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 | $3,470,000 | 6,680 |
| U.S. Government securities | $1,075,000 | 6,759 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,075,000 | 6,657 |
| Securities issued by states & political subdivisions | $1,710,000 | 4,571 |
| Other domestic debt securities | $685,000 | 2,187 |
| 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 | $685,000 | 1,581 |
| 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 | $2,015,000 | 5,134 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $21,000 | 2,852 |
| Available-for-sale securities (fair market value) | $3,449,000 | 6,218 |
| Total debt securities | $3,461,000 | 6,645 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,822 |
| Fair value | $456,000 | 2,816 |
| 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 | $3,265,000 | 6,799 |
| U.S. Government securities | $1,168,000 | 6,832 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,168,000 | 6,728 |
| Securities issued by states & political subdivisions | $1,603,000 | 4,594 |
| Other domestic debt securities | $494,000 | 2,316 |
| 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 | $494,000 | 1,685 |
| 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 | $1,947,000 | 5,205 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $21,000 | 2,904 |
| Available-for-sale securities (fair market value) | $3,244,000 | 6,325 |
| Total debt securities | $3,266,000 | 6,766 |
| Structured notes | ||
| Amortized cost | $350,000 | 3,004 |
| Fair value | $356,000 | 3,000 |
| 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 | $3,157,000 | 6,861 |
| U.S. Government securities | $1,054,000 | 6,905 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,054,000 | 6,795 |
| Securities issued by states & political subdivisions | $1,614,000 | 4,577 |
| Other domestic debt securities | $489,000 | 2,375 |
| 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 | $489,000 | 1,727 |
| 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 | $1,999,000 | 5,212 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $86,000 | 2,790 |
| Available-for-sale securities (fair market value) | $3,071,000 | 6,391 |
| Total debt securities | $3,158,000 | 6,821 |
| Structured notes | ||
| Amortized cost | $450,000 | 3,010 |
| Fair value | $448,000 | 3,005 |
| 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 | $2,759,000 | 6,941 |
| U.S. Government securities | $765,000 | 7,006 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $765,000 | 6,895 |
| Securities issued by states & political subdivisions | $1,505,000 | 4,632 |
| Other domestic debt securities | $489,000 | 2,514 |
| 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 | $489,000 | 1,734 |
| 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 | $1,887,000 | 5,283 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $86,000 | 2,828 |
| Available-for-sale securities (fair market value) | $2,673,000 | 6,447 |
| Total debt securities | $2,761,000 | 6,897 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,947 |
| Fair value | $348,000 | 2,945 |
| 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 | $2,601,000 | 7,008 |
| U.S. Government securities | $935,000 | 7,026 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $935,000 | 6,917 |
| Securities issued by states & political subdivisions | $1,170,000 | 4,749 |
| Other domestic debt securities | $496,000 | 2,597 |
| 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 | $496,000 | 1,752 |
| 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 | $2,021,000 | 5,281 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $88,000 | 2,896 |
| Available-for-sale securities (fair market value) | $2,513,000 | 6,507 |
| Total debt securities | $2,602,000 | 6,975 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,076 |
| Fair value | $209,000 | 3,073 |
| 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 | $2,564,000 | 7,106 |
| U.S. Government securities | $933,000 | 7,139 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $933,000 | 7,036 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,756 |
| Other domestic debt securities | $490,000 | 2,596 |
| 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 | $490,000 | 1,712 |
| 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 | $1,899,000 | 5,410 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $128,000 | 2,882 |
| Available-for-sale securities (fair market value) | $2,436,000 | 6,594 |
| Total debt securities | $2,564,000 | 7,069 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,160 |
| Fair value | $207,000 | 3,157 |
| 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 | $2,561,000 | 7,180 |
| U.S. Government securities | $927,000 | 7,230 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $927,000 | 7,123 |
| Securities issued by states & political subdivisions | $1,150,000 | 4,755 |
| Other domestic debt securities | $484,000 | 2,654 |
| 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 | $484,000 | 1,729 |
| 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 | $1,887,000 | 5,472 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $128,000 | 2,941 |
| Available-for-sale securities (fair market value) | $2,433,000 | 6,666 |
| Total debt securities | $2,563,000 | 7,142 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,959 |
| Fair value | $203,000 | 2,957 |
| 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 | $2,725,000 | 7,168 |
| U.S. Government securities | $1,071,000 | 7,201 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,071,000 | 7,099 |
| Securities issued by states & political subdivisions | $1,171,000 | 4,777 |
| Other domestic debt securities | $483,000 | 2,710 |
| 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 | $483,000 | 1,768 |
| 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 | $1,900,000 | 5,517 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $128,000 | 2,993 |
| Available-for-sale securities (fair market value) | $2,597,000 | 6,659 |
| Total debt securities | $2,725,000 | 7,129 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,725 |
| Fair value | $200,000 | 2,726 |
| 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 | $2,749,000 | 7,239 |
| U.S. Government securities | $1,106,000 | 7,264 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,106,000 | 7,171 |
| Securities issued by states & political subdivisions | $1,164,000 | 4,814 |
| Other domestic debt securities | $479,000 | 2,817 |
| 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 | $479,000 | 1,867 |
| 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 | $1,934,000 | 5,527 |
| Mortgage-backed securities | $29,000 | 6,249 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $29,000 | 3,670 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,304 |
| 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) | $145,000 | 3,054 |
| Available-for-sale securities (fair market value) | $2,604,000 | 6,718 |
| Total debt securities | $2,624,000 | 7,228 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,376 |
| Fair value | $202,000 | 2,376 |
| 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 | $2,475,000 | 7,338 |
| U.S. Government securities | $939,000 | 7,382 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $939,000 | 7,298 |
| Securities issued by states & political subdivisions | $1,074,000 | 4,867 |
| Other domestic debt securities | $462,000 | 2,881 |
| 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 | $462,000 | 1,927 |
| 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 | $1,863,000 | 5,556 |
| Mortgage-backed securities | $65,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $65,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,238 |
| 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) | $145,000 | 3,103 |
| Available-for-sale securities (fair market value) | $2,330,000 | 6,813 |
| Total debt securities | $2,475,000 | 7,295 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,197,000 | 7,232 |
| U.S. Government securities | $2,072,000 | 7,144 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,072,000 | 7,057 |
| Securities issued by states & political subdivisions | $905,000 | 4,931 |
| Other domestic debt securities | $220,000 | 3,058 |
| 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 | $220,000 | 2,274 |
| 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 | $2,526,000 | 5,339 |
| Mortgage-backed securities | $110,000 | 6,188 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $110,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 3,189 |
| 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) | $145,000 | 3,143 |
| Available-for-sale securities (fair market value) | $3,052,000 | 6,702 |
| Total debt securities | $3,197,000 | 7,188 |
| Structured notes | ||
| Amortized cost | $225,000 | 1,628 |
| Fair value | $224,000 | 1,622 |
| 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 | $3,090,000 | 7,344 |
| U.S. Government securities | $2,070,000 | 7,236 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,070,000 | 7,151 |
| Securities issued by states & political subdivisions | $875,000 | 4,909 |
| Other domestic debt securities | $145,000 | 3,074 |
| 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 | $145,000 | 2,293 |
| 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 | $2,704,000 | 5,338 |
| Mortgage-backed securities | $118,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $118,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,173 |
| 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) | $146,000 | 3,170 |
| Available-for-sale securities (fair market value) | $2,944,000 | 6,792 |
| Total debt securities | $3,090,000 | 7,304 |
| Structured notes | ||
| Amortized cost | $325,000 | 1,537 |
| Fair value | $320,000 | 1,535 |
| 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 | $3,333,000 | 7,318 |
| U.S. Government securities | $2,262,000 | 7,234 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,262,000 | 7,142 |
| Securities issued by states & political subdivisions | $922,000 | 4,866 |
| Other domestic debt securities | $149,000 | 3,027 |
| 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 | $149,000 | 2,253 |
| 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 | $2,887,000 | 5,284 |
| Mortgage-backed securities | $149,000 | 6,165 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,161 |
| Issued or guaranteed by U.S. | $23,000 | 6,141 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $126,000 | 3,430 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,077 |
| 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) | $167,000 | 3,163 |
| Available-for-sale securities (fair market value) | $3,166,000 | 6,743 |
| Total debt securities | $3,333,000 | 7,280 |
| Structured notes | ||
| Amortized cost | $474,000 | 1,460 |
| Fair value | $469,000 | 1,457 |
| 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 | $3,629,000 | 7,311 |
| U.S. Government securities | $2,461,000 | 7,228 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,461,000 | 7,140 |
| Securities issued by states & political subdivisions | $1,016,000 | 4,835 |
| Other domestic debt securities | $152,000 | 2,996 |
| 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 | $152,000 | 2,259 |
| 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 | $3,116,000 | 5,173 |
| Mortgage-backed securities | $163,000 | 6,170 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,149 |
| Issued or guaranteed by U.S. | $31,000 | 6,123 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $132,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,088 |
| 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) | $217,000 | 3,102 |
| Available-for-sale securities (fair market value) | $3,412,000 | 6,762 |
| Total debt securities | $3,629,000 | 7,255 |
| Structured notes | ||
| Amortized cost | $474,000 | 1,506 |
| Fair value | $472,000 | 1,503 |
| 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 | $3,887,000 | 7,287 |
| U.S. Government securities | $2,700,000 | 7,172 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,700,000 | 7,070 |
| Securities issued by states & political subdivisions | $1,032,000 | 4,851 |
| Other domestic debt securities | $155,000 | 2,954 |
| 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 | $155,000 | 2,214 |
| 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 | $3,870,000 | 4,879 |
| Mortgage-backed securities | $175,000 | 6,155 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,125 |
| Issued or guaranteed by U.S. | $35,000 | 6,095 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $140,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,067 |
| 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) | $242,000 | 3,118 |
| Available-for-sale securities (fair market value) | $3,645,000 | 6,723 |
| Total debt securities | $3,882,000 | 7,232 |
| Structured notes | ||
| Amortized cost | $573,000 | 1,449 |
| Fair value | $575,000 | 1,450 |
| 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 | $4,528,000 | 7,200 |
| U.S. Government securities | $3,489,000 | 7,062 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,489,000 | 6,947 |
| Securities issued by states & political subdivisions | $1,029,000 | 4,866 |
| Other domestic debt securities | $10,000 | 2,960 |
| 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 | $10,000 | 2,225 |
| 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 | $3,697,000 | 4,962 |
| Mortgage-backed securities | $182,000 | 6,051 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,030 |
| Issued or guaranteed by U.S. | $41,000 | 6,009 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $141,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,008 |
| 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) | $242,000 | 3,173 |
| Available-for-sale securities (fair market value) | $4,286,000 | 6,620 |
| Total debt securities | $4,528,000 | 7,143 |
| Structured notes | ||
| Amortized cost | $941,000 | 1,726 |
| Fair value | $949,000 | 1,719 |
| 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 | $4,628,000 | 7,214 |
| U.S. Government securities | $3,521,000 | 7,098 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,521,000 | 6,980 |
| Securities issued by states & political subdivisions | $1,097,000 | 4,805 |
| Other domestic debt securities | $10,000 | 2,928 |
| 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 | $10,000 | 2,199 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,078,000 | 4,824 |
| Mortgage-backed securities | $189,000 | 5,999 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,975 |
| Issued or guaranteed by U.S. | $45,000 | 5,952 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $144,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,963 |
| 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) | $259,000 | 3,223 |
| Available-for-sale securities (fair market value) | $4,369,000 | 6,623 |
| Total debt securities | $4,628,000 | 7,171 |
| Structured notes | ||
| Amortized cost | $1,091,000 | 1,663 |
| Fair value | $1,095,000 | 1,660 |
| 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 | $4,814,000 | 7,218 |
| U.S. Government securities | $3,664,000 | 7,118 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,664,000 | 6,993 |
| Securities issued by states & political subdivisions | $1,140,000 | 4,797 |
| Other domestic debt securities | $10,000 | 2,881 |
| 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 | $10,000 | 2,171 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,817,000 | 4,969 |
| Mortgage-backed securities | $195,000 | 6,001 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,980 |
| Issued or guaranteed by U.S. | $49,000 | 5,958 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $146,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,937 |
| 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) | $259,000 | 3,250 |
| Available-for-sale securities (fair market value) | $4,555,000 | 6,612 |
| Total debt securities | $4,814,000 | 7,173 |
| Structured notes | ||
| Amortized cost | $1,191,000 | 1,711 |
| Fair value | $1,180,000 | 1,709 |
| 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 | $4,949,000 | 7,247 |
| U.S. Government securities | $3,785,000 | 7,119 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,785,000 | 6,985 |
| Securities issued by states & political subdivisions | $1,154,000 | 4,822 |
| Other domestic debt securities | $10,000 | 2,914 |
| 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 | $10,000 | 2,210 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,859,000 | 4,973 |
| Mortgage-backed securities | $200,000 | 6,006 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,993 |
| Issued or guaranteed by U.S. | $51,000 | 5,969 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $149,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 2,932 |
| 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) | $259,000 | 3,315 |
| Available-for-sale securities (fair market value) | $4,690,000 | 6,614 |
| Total debt securities | $4,949,000 | 7,201 |
| Structured notes | ||
| Amortized cost | $1,391,000 | 1,712 |
| Fair value | $1,399,000 | 1,706 |
| 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 | $4,454,000 | 7,391 |
| U.S. Government securities | $3,369,000 | 7,288 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,369,000 | 7,161 |
| Securities issued by states & political subdivisions | $1,075,000 | 4,917 |
| Other domestic debt securities | $10,000 | 2,957 |
| 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 | $10,000 | 2,281 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,837,000 | 4,986 |
| Mortgage-backed securities | $53,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,999 |
| Issued or guaranteed by U.S. | $53,000 | 5,974 |
| 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) | $259,000 | 3,398 |
| Available-for-sale securities (fair market value) | $4,195,000 | 6,743 |
| Total debt securities | $4,454,000 | 7,337 |
| Structured notes | ||
| Amortized cost | $1,487,000 | 1,770 |
| Fair value | $1,486,000 | 1,733 |
| 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 | $4,221,000 | 7,522 |
| U.S. Government securities | $3,113,000 | 7,435 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,113,000 | 7,301 |
| Securities issued by states & political subdivisions | $1,098,000 | 4,924 |
| Other domestic debt securities | $10,000 | 3,009 |
| 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 | $10,000 | 2,327 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,144,000 | 5,283 |
| Mortgage-backed securities | $57,000 | 6,346 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,027 |
| Issued or guaranteed by U.S. | $57,000 | 5,996 |
| 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) | $276,000 | 3,465 |
| Available-for-sale securities (fair market value) | $3,945,000 | 6,858 |
| Total debt securities | $4,221,000 | 7,469 |
| Structured notes | ||
| Amortized cost | $1,337,000 | 1,926 |
| Fair value | $1,332,000 | 1,925 |
| 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 | $3,952,000 | 7,615 |
| U.S. Government securities | $2,717,000 | 7,596 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,717,000 | 7,463 |
| Securities issued by states & political subdivisions | $1,026,000 | 5,018 |
| Other domestic debt securities | $209,000 | 2,775 |
| 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 | $209,000 | 2,171 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,802,000 | 5,468 |
| Mortgage-backed securities | $62,000 | 6,377 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,052 |
| Issued or guaranteed by U.S. | $62,000 | 6,024 |
| 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) | $505,000 | 3,259 |
| Available-for-sale securities (fair market value) | $3,447,000 | 6,983 |
| Total debt securities | $3,958,000 | 7,566 |
| Structured notes | ||
| Amortized cost | $1,166,000 | 2,057 |
| Fair value | $1,138,000 | 2,057 |
| 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 | $3,691,000 | 7,720 |
| U.S. Government securities | $2,451,000 | 7,752 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,451,000 | 7,625 |
| Securities issued by states & political subdivisions | $1,030,000 | 5,026 |
| Other domestic debt securities | $210,000 | 2,853 |
| 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 | $210,000 | 2,282 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,817,000 | 5,450 |
| Mortgage-backed securities | $68,000 | 6,394 |
| Certificates of participation in pools of residential mortgages | $68,000 | 6,063 |
| Issued or guaranteed by U.S. | $68,000 | 6,039 |
| 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) | $505,000 | 3,322 |
| Available-for-sale securities (fair market value) | $3,186,000 | 7,099 |
| Total debt securities | $3,692,000 | 7,671 |
| Structured notes | ||
| Amortized cost | $1,067,000 | 2,085 |
| Fair value | $1,049,000 | 2,082 |
| 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 | $3,524,000 | 7,817 |
| U.S. Government securities | $2,283,000 | 7,814 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,283,000 | 7,685 |
| Securities issued by states & political subdivisions | $1,032,000 | 5,053 |
| Other domestic debt securities | $209,000 | 2,936 |
| 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 | $209,000 | 2,390 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,898,000 | 5,450 |
| Mortgage-backed securities | $74,000 | 6,450 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,098 |
| Issued or guaranteed by U.S. | $74,000 | 6,074 |
| 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) | $504,000 | 3,395 |
| Available-for-sale securities (fair market value) | $3,020,000 | 7,155 |
| Total debt securities | $3,522,000 | 7,768 |
| Structured notes | ||
| Amortized cost | $872,000 | 2,404 |
| Fair value | $860,000 | 2,404 |
| 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 | $3,661,000 | 7,804 |
| U.S. Government securities | $2,310,000 | 7,825 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,310,000 | 7,697 |
| Securities issued by states & political subdivisions | $1,142,000 | 4,973 |
| Other domestic debt securities | $209,000 | 2,986 |
| 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 | $209,000 | 2,457 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,871,000 | 5,458 |
| Mortgage-backed securities | $81,000 | 6,466 |
| Certificates of participation in pools of residential mortgages | $81,000 | 6,117 |
| Issued or guaranteed by U.S. | $81,000 | 6,096 |
| 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) | $611,000 | 3,359 |
| Available-for-sale securities (fair market value) | $3,050,000 | 7,172 |
| Total debt securities | $3,661,000 | 7,752 |
| Structured notes | ||
| Amortized cost | $872,000 | 2,360 |
| Fair value | $864,000 | 2,362 |
| 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 | $3,812,000 | 7,809 |
| U.S. Government securities | $2,422,000 | 7,838 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,422,000 | 7,698 |
| Securities issued by states & political subdivisions | $1,181,000 | 4,928 |
| Other domestic debt securities | $209,000 | 3,041 |
| 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 | $209,000 | 2,534 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,666,000 | 5,506 |
| Mortgage-backed securities | $90,000 | 6,487 |
| Certificates of participation in pools of residential mortgages | $90,000 | 6,144 |
| Issued or guaranteed by U.S. | $90,000 | 6,119 |
| 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) | $646,000 | 3,396 |
| Available-for-sale securities (fair market value) | $3,166,000 | 7,187 |
| Total debt securities | $3,812,000 | 7,755 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,892,000 | 7,879 |
| U.S. Government securities | $2,506,000 | 7,869 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,506,000 | 7,713 |
| Securities issued by states & political subdivisions | $1,178,000 | 4,945 |
| Other domestic debt securities | $208,000 | 3,095 |
| 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 | $208,000 | 2,623 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,742,000 | 5,530 |
| Mortgage-backed securities | $103,000 | 6,531 |
| Certificates of participation in pools of residential mortgages | $103,000 | 6,189 |
| Issued or guaranteed by U.S. | $103,000 | 6,166 |
| 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) | $645,000 | 3,442 |
| Available-for-sale securities (fair market value) | $3,247,000 | 7,230 |
| Total debt securities | $3,892,000 | 7,822 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,067,000 | 7,881 |
| U.S. Government securities | $2,624,000 | 7,868 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,624,000 | 7,717 |
| Securities issued by states & political subdivisions | $1,236,000 | 4,917 |
| Other domestic debt securities | $207,000 | 3,149 |
| 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 | $207,000 | 2,689 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,795,000 | 5,512 |
| Mortgage-backed securities | $116,000 | 6,550 |
| Certificates of participation in pools of residential mortgages | $116,000 | 6,197 |
| Issued or guaranteed by U.S. | $116,000 | 6,179 |
| 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) | $694,000 | 3,442 |
| Available-for-sale securities (fair market value) | $3,373,000 | 7,243 |
| Total debt securities | $4,067,000 | 7,817 |
| Structured notes | ||
| Amortized cost | $944,000 | 2,268 |
| Fair value | $943,000 | 2,268 |
| 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 | $4,418,000 | 7,818 |
| U.S. Government securities | $3,058,000 | 7,740 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,058,000 | 7,589 |
| Securities issued by states & political subdivisions | $1,158,000 | 5,004 |
| Other domestic debt securities | $202,000 | 3,236 |
| 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 | $202,000 | 2,783 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,496,000 | 5,653 |
| Mortgage-backed securities | $130,000 | 6,566 |
| Certificates of participation in pools of residential mortgages | $130,000 | 6,198 |
| Issued or guaranteed by U.S. | $130,000 | 6,182 |
| 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) | $610,000 | 3,572 |
| Available-for-sale securities (fair market value) | $3,808,000 | 7,170 |
| Total debt securities | $4,418,000 | 7,760 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,974,000 | 7,760 |
| U.S. Government securities | $3,581,000 | 7,652 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,581,000 | 7,493 |
| Securities issued by states & political subdivisions | $1,086,000 | 5,083 |
| Other domestic debt securities | $307,000 | 3,127 |
| 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 | $307,000 | 2,712 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,475,000 | 5,675 |
| Mortgage-backed securities | $155,000 | 6,601 |
| Certificates of participation in pools of residential mortgages | $155,000 | 6,216 |
| Issued or guaranteed by U.S. | $155,000 | 6,198 |
| 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) | $651,000 | 3,570 |
| Available-for-sale securities (fair market value) | $4,323,000 | 7,122 |
| Total debt securities | $4,974,000 | 7,692 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,175,000 | 7,938 |
| U.S. Government securities | $2,766,000 | 7,907 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,766,000 | 7,738 |
| Securities issued by states & political subdivisions | $1,102,000 | 5,067 |
| Other domestic debt securities | $307,000 | 3,227 |
| 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 | $307,000 | 2,796 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,520,000 | 5,604 |
| Mortgage-backed securities | $187,000 | 6,573 |
| Certificates of participation in pools of residential mortgages | $187,000 | 6,165 |
| Issued or guaranteed by U.S. | $187,000 | 6,143 |
| 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) | $801,000 | 3,490 |
| Available-for-sale securities (fair market value) | $3,374,000 | 7,317 |
| Total debt securities | $4,175,000 | 7,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,725,000 | 8,146 |
| U.S. Government securities | $2,300,000 | 8,125 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,300,000 | 7,959 |
| Securities issued by states & political subdivisions | $1,118,000 | 5,093 |
| Other domestic debt securities | $307,000 | 3,296 |
| 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 | $307,000 | 2,937 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,414,000 | 5,618 |
| Mortgage-backed securities | $32,000 | 7,010 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,687 |
| Issued or guaranteed by U.S. | $32,000 | 6,665 |
| 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) | $826,000 | 3,522 |
| Available-for-sale securities (fair market value) | $2,899,000 | 7,508 |
| Total debt securities | $3,725,000 | 8,073 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,856,000 | 8,352 |
| U.S. Government securities | $1,986,000 | 8,220 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,986,000 | 8,064 |
| Securities issued by states & political subdivisions | $564,000 | 5,731 |
| Other domestic debt securities | $306,000 | 3,420 |
| 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 | $306,000 | 3,045 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,641,000 | 5,474 |
| Mortgage-backed securities | $43,000 | 7,000 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,665 |
| Issued or guaranteed by U.S. | $43,000 | 6,642 |
| 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) | $927,000 | 3,477 |
| Available-for-sale securities (fair market value) | $1,929,000 | 7,771 |
| Total debt securities | $2,856,000 | 8,276 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,701,000 | 8,403 |
| U.S. Government securities | $1,457,000 | 8,413 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,457,000 | 8,257 |
| Securities issued by states & political subdivisions | $938,000 | 5,290 |
| Other domestic debt securities | $306,000 | 3,467 |
| 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 | $306,000 | 3,077 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,357,000 | 5,616 |
| Mortgage-backed securities | $62,000 | 6,985 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,610 |
| Issued or guaranteed by U.S. | $62,000 | 6,591 |
| 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) | $927,000 | 3,515 |
| Available-for-sale securities (fair market value) | $1,774,000 | 7,831 |
| Total debt securities | $2,701,000 | 8,324 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,167,000 | 8,319 |
| U.S. Government securities | $1,924,000 | 8,329 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,924,000 | 8,146 |
| Securities issued by states & political subdivisions | $937,000 | 5,245 |
| Other domestic debt securities | $306,000 | 3,514 |
| 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 | $306,000 | 3,108 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,827,000 | 5,412 |
| Mortgage-backed securities | $85,000 | 6,943 |
| Certificates of participation in pools of residential mortgages | $85,000 | 6,541 |
| Issued or guaranteed by U.S. | $85,000 | 6,522 |
| 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) | $972,000 | 3,549 |
| Available-for-sale securities (fair market value) | $2,195,000 | 7,745 |
| Total debt securities | $3,167,000 | 8,245 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,685,000 | 8,513 |
| U.S. Government securities | $1,457,000 | 8,535 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,457,000 | 8,376 |
| Securities issued by states & political subdivisions | $922,000 | 5,271 |
| Other domestic debt securities | $306,000 | 3,567 |
| 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 | $306,000 | 3,141 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,538,000 | 5,583 |
| Mortgage-backed securities | $108,000 | 6,896 |
| Certificates of participation in pools of residential mortgages | $108,000 | 6,454 |
| Issued or guaranteed by U.S. | $108,000 | 6,434 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $972,000 | 3,616 |
| Available-for-sale securities (fair market value) | $1,713,000 | 7,899 |
| Total debt securities | $2,685,000 | 8,422 |
| 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 | $2,942,000 | 8,597 |
| U.S. Government securities | $1,840,000 | 8,571 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,840,000 | 8,371 |
| Securities issued by states & political subdivisions | $787,000 | 5,514 |
| Other domestic debt securities | $315,000 | 3,608 |
| 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 | $315,000 | 3,122 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,000 | 7,260 |
| Mortgage-backed securities | $7,000 | 7,424 |
| Certificates of participation in pools of residential mortgages | $4,000 | 7,110 |
| Issued or guaranteed by U.S. | $4,000 | 7,086 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,000 | 4,520 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 4,277 |
| 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) | $1,909,000 | 3,258 |
| Available-for-sale securities (fair market value) | $1,033,000 | 8,216 |
| Total debt securities | $2,942,000 | 8,503 |
| 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 | $3,470,000 | 8,871 |
| U.S. Government securities | $2,199,000 | 8,904 |
| U.S. Treasury securities | $200,000 | 3,952 |
| U.S. Government agency obligations | $1,999,000 | 8,705 |
| Securities issued by states & political subdivisions | $703,000 | 5,764 |
| Other domestic debt securities | $487,000 | 3,025 |
| 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 | $487,000 | 2,666 |
| Foreign debt securities | NA | NA |
| Equity securities | $81,000 | 7,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,730,000 | 6,485 |
| Mortgage-backed securities | $47,000 | 7,119 |
| Certificates of participation in pools of residential mortgages | $5,000 | 7,082 |
| Issued or guaranteed by U.S. | $5,000 | 7,059 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $42,000 | 4,065 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,869 |
| 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) | $1,890,000 | 3,906 |
| Available-for-sale securities (fair market value) | $1,580,000 | 8,311 |
| Total debt securities | $3,389,000 | 8,784 |
| 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 | $2,685,000 | 9,423 |
| U.S. Government securities | $1,983,000 | 9,350 |
| U.S. Treasury securities | $601,000 | 4,206 |
| U.S. Government agency obligations | $1,382,000 | 9,213 |
| Securities issued by states & political subdivisions | $629,000 | 6,180 |
| 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 | $73,000 | 7,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,019,000 | 6,306 |
| Mortgage-backed securities | $116,000 | 7,214 |
| Certificates of participation in pools of residential mortgages | $9,000 | 7,354 |
| Issued or guaranteed by U.S. | $9,000 | 7,333 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $107,000 | 4,174 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 3,985 |
| 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) | $1,429,000 | 4,586 |
| Available-for-sale securities (fair market value) | $1,256,000 | 8,664 |
| Total debt securities | $2,612,000 | 9,347 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,292,000 | 9,715 |
| U.S. Government securities | $1,822,000 | 9,518 |
| U.S. Treasury securities | $903,000 | 5,351 |
| U.S. Government agency obligations | $919,000 | 9,392 |
| Securities issued by states & political subdivisions | $409,000 | 6,781 |
| 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 | $61,000 | 6,953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,614,000 | 6,451 |
| Mortgage-backed securities | $315,000 | 6,989 |
| Certificates of participation in pools of residential mortgages | $13,000 | 7,544 |
| Issued or guaranteed by U.S. | $13,000 | 7,520 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $302,000 | 4,081 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 3,915 |
| 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) | $1,312,000 | 5,197 |
| Available-for-sale securities (fair market value) | $980,000 | 8,903 |
| Total debt securities | $2,231,000 | 9,623 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,471,000 | 10,166 |
| U.S. Government securities | $1,759,000 | 10,137 |
| U.S. Treasury securities | $901,000 | 6,653 |
| U.S. Government agency obligations | $858,000 | 9,789 |
| Securities issued by states & political subdivisions | $498,000 | 6,744 |
| Other domestic debt securities | $150,000 | 3,060 |
| 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 | $150,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 6,827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,183,000 | 6,285 |
| Mortgage-backed securities | $356,000 | 7,253 |
| Certificates of participation in pools of residential mortgages | $15,000 | 7,844 |
| Issued or guaranteed by U.S. | $15,000 | 7,818 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $341,000 | 4,252 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 4,104 |
| 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) | $1,549,000 | 5,906 |
| Available-for-sale securities (fair market value) | $922,000 | 9,254 |
| Total debt securities | $2,407,000 | 10,088 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,101,000 | 10,508 |
| U.S. Government securities | $2,218,000 | 10,507 |
| U.S. Treasury securities | $802,000 | 7,584 |
| U.S. Government agency obligations | $1,416,000 | 9,873 |
| Securities issued by states & political subdivisions | $719,000 | 6,608 |
| Other domestic debt securities | $150,000 | 3,572 |
| 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 | $150,000 | 2,751 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 7,931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,299,000 | 6,452 |
| Mortgage-backed securities | $702,000 | 7,231 |
| Certificates of participation in pools of residential mortgages | $24,000 | 8,320 |
| Issued or guaranteed by U.S. | $24,000 | 8,294 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $678,000 | 4,197 |
| CMOs issued by government agencies or sponsored agencies | $678,000 | 4,045 |
| 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) | $1,671,000 | 6,529 |
| Available-for-sale securities (fair market value) | $1,430,000 | 9,311 |
| Total debt securities | $3,087,000 | 10,418 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,262,000 | 10,936 |
| U.S. Government securities | $2,432,000 | 10,899 |
| U.S. Treasury securities | $1,105,000 | 8,243 |
| U.S. Government agency obligations | $1,327,000 | 10,246 |
| Securities issued by states & political subdivisions | $590,000 | 7,121 |
| Other domestic debt securities | $226,000 | 3,919 |
| 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 | $226,000 | 3,070 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 8,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,277,000 | 6,590 |
| Mortgage-backed securities | $725,000 | 7,669 |
| Certificates of participation in pools of residential mortgages | $29,000 | 8,691 |
| Issued or guaranteed by U.S. | $29,000 | 8,657 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $696,000 | 4,619 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 4,449 |
| 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) | $2,020,000 | 6,638 |
| Available-for-sale securities (fair market value) | $1,242,000 | 9,823 |
| Total debt securities | $3,248,000 | 10,833 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,796,000 | 11,340 |
| U.S. Government securities | $2,668,000 | 11,428 |
| U.S. Treasury securities | $1,505,000 | 8,858 |
| U.S. Government agency obligations | $1,163,000 | 10,695 |
| Securities issued by states & political subdivisions | $742,000 | 7,142 |
| Other domestic debt securities | $372,000 | 3,960 |
| 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 | $372,000 | 3,169 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 8,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,637,000 | 7,486 |
| Mortgage-backed securities | $655,000 | 8,269 |
| Certificates of participation in pools of residential mortgages | $30,000 | 9,184 |
| Issued or guaranteed by U.S. | $30,000 | 9,155 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $625,000 | 5,050 |
| CMOs issued by government agencies or sponsored agencies | $625,000 | 4,829 |
| 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) | $3,782,000 | 8,774 |
| Available-for-sale securities (fair market value) | $14,000 | 11,120 |
| Total debt securities | $3,782,000 | 11,247 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,565,000 | 11,919 |
| U.S. Government securities | $2,223,000 | 12,089 |
| U.S. Treasury securities | $1,204,000 | 9,573 |
| U.S. Government agency obligations | $1,019,000 | 11,167 |
| Securities issued by states & political subdivisions | $917,000 | 6,990 |
| Other domestic debt securities | $411,000 | 4,503 |
| Privately issued residential mortgage-backed securities | $36,000 | 3,111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $375,000 | 3,571 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 8,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,667,000 | 7,477 |
| Mortgage-backed securities | $642,000 | 8,981 |
| Certificates of participation in pools of residential mortgages | $41,000 | 9,694 |
| Issued or guaranteed by U.S. | $41,000 | 9,643 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $601,000 | 5,512 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 5,309 |
| Privately issued | $36,000 | 2,659 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,551,000 | 11,811 |
| 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 | $3,591,000 | 12,313 |
| U.S. Government securities | $1,752,000 | 12,848 |
| U.S. Treasury securities | $800,000 | 10,787 |
| U.S. Government agency obligations | $952,000 | 11,668 |
| Securities issued by states & political subdivisions | $913,000 | 6,758 |
| Other domestic debt securities | $912,000 | 4,247 |
| Privately issued residential mortgage-backed securities | $234,000 | 2,970 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $678,000 | 3,458 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 7,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,376,000 | 8,042 |
| Mortgage-backed securities | $286,000 | 10,258 |
| Certificates of participation in pools of residential mortgages | $52,000 | 10,001 |
| Issued or guaranteed by U.S. | $52,000 | 9,927 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $234,000 | 6,546 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $234,000 | 2,529 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,577,000 | 12,193 |
| 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 |