Home > The Morris County National Bank of Naples > Securities
The Morris County National Bank of Naples, Securities
| 2020-12-31 | Rank | |
| Total securities | $20,090,000 | 3,427 |
| U.S. Government securities | $5,928,000 | 3,676 |
| U.S. Treasury securities | $3,000,000 | 724 |
| U.S. Government agency obligations | $2,928,000 | 3,941 |
| Securities issued by states & political subdivisions | $14,162,000 | 2,256 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,349,000 | 2,002 |
| Mortgage-backed securities | $2,928,000 | 3,420 |
| Certificates of participation in pools of residential mortgages | $1,732,000 | 3,306 |
| Issued or guaranteed by U.S. | $1,732,000 | 3,220 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $214,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,618 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $982,000 | 1,665 |
| Commercial mortgage pass-through securities | $982,000 | 1,183 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $20,090,000 | 3,213 |
| Total debt securities | $20,090,000 | 3,403 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $22,039,000 | 3,251 |
| U.S. Government securities | $6,089,000 | 3,680 |
| U.S. Treasury securities | $3,000,000 | 722 |
| U.S. Government agency obligations | $3,089,000 | 3,913 |
| Securities issued by states & political subdivisions | $15,950,000 | 2,028 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,618,000 | 1,972 |
| Mortgage-backed securities | $3,089,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $1,871,000 | 3,258 |
| Issued or guaranteed by U.S. | $1,871,000 | 3,169 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $229,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 2,622 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $989,000 | 1,638 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $989,000 | 1,107 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $22,039,000 | 3,044 |
| Total debt securities | $22,039,000 | 3,231 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $20,467,000 | 3,286 |
| U.S. Government securities | $3,296,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,296,000 | 3,911 |
| Securities issued by states & political subdivisions | $17,171,000 | 1,871 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,711,000 | 2,084 |
| Mortgage-backed securities | $3,296,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $2,047,000 | 3,206 |
| Issued or guaranteed by U.S. | $2,047,000 | 3,121 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $244,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,633 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,005,000 | 1,608 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,005,000 | 1,062 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $20,467,000 | 3,082 |
| Total debt securities | $20,468,000 | 3,263 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $20,055,000 | 3,302 |
| U.S. Government securities | $3,427,000 | 4,109 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,427,000 | 3,939 |
| Securities issued by states & political subdivisions | $16,628,000 | 1,764 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,444,000 | 2,058 |
| Mortgage-backed securities | $3,427,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $2,141,000 | 3,196 |
| Issued or guaranteed by U.S. | $2,141,000 | 3,102 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $253,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 2,629 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,033,000 | 1,563 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,033,000 | 1,018 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $20,055,000 | 3,094 |
| Total debt securities | $20,055,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $23,542,000 | 3,175 |
| U.S. Government securities | $3,824,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,824,000 | 3,961 |
| Securities issued by states & political subdivisions | $19,718,000 | 1,545 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,941,000 | 2,082 |
| Mortgage-backed securities | $3,638,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $2,282,000 | 3,146 |
| Issued or guaranteed by U.S. | $2,282,000 | 3,053 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $270,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 2,636 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,086,000 | 1,522 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,086,000 | 963 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $23,542,000 | 2,960 |
| Total debt securities | $23,541,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $23,897,000 | 3,174 |
| U.S. Government securities | $4,105,000 | 4,167 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,105,000 | 4,004 |
| Securities issued by states & political subdivisions | $19,792,000 | 1,530 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,096,000 | 2,101 |
| Mortgage-backed securities | $3,919,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $2,493,000 | 3,100 |
| Issued or guaranteed by U.S. | $2,493,000 | 3,000 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $287,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,639 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,139,000 | 1,499 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,139,000 | 933 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $23,897,000 | 2,954 |
| Total debt securities | $23,899,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $24,641,000 | 3,182 |
| U.S. Government securities | $4,556,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,556,000 | 4,010 |
| Securities issued by states & political subdivisions | $20,085,000 | 1,538 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,545,000 | 2,265 |
| Mortgage-backed securities | $4,120,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $2,615,000 | 3,082 |
| Issued or guaranteed by U.S. | $2,615,000 | 2,995 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $316,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 2,626 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,189,000 | 1,482 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,189,000 | 905 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $24,641,000 | 2,956 |
| Total debt securities | $24,641,000 | 3,164 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $28,496,000 | 3,028 |
| U.S. Government securities | $5,528,000 | 4,090 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,528,000 | 3,931 |
| Securities issued by states & political subdivisions | $22,968,000 | 1,455 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,009,000 | 2,207 |
| Mortgage-backed securities | $4,743,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $3,174,000 | 2,989 |
| Issued or guaranteed by U.S. | $3,174,000 | 2,901 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $324,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 2,637 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,245,000 | 1,399 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,245,000 | 826 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $28,496,000 | 2,805 |
| Total debt securities | $28,497,000 | 3,010 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $29,218,000 | 3,020 |
| U.S. Government securities | $5,779,000 | 4,097 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,779,000 | 3,955 |
| Securities issued by states & political subdivisions | $23,439,000 | 1,455 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,457,000 | 2,251 |
| Mortgage-backed securities | $5,006,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $3,364,000 | 2,965 |
| Issued or guaranteed by U.S. | $3,364,000 | 2,906 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $330,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 2,644 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,312,000 | 1,361 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,312,000 | 789 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $29,218,000 | 2,801 |
| Total debt securities | $29,218,000 | 3,003 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $29,306,000 | 3,043 |
| U.S. Government securities | $5,982,000 | 4,123 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,982,000 | 3,982 |
| Securities issued by states & political subdivisions | $23,324,000 | 1,460 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,590,000 | 2,160 |
| Mortgage-backed securities | $5,217,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $3,570,000 | 2,958 |
| Issued or guaranteed by U.S. | $3,570,000 | 2,936 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $343,000 | 2,697 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 2,638 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,304,000 | 1,343 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,304,000 | 783 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $29,306,000 | 2,820 |
| Total debt securities | $29,306,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $30,154,000 | 3,036 |
| U.S. Government securities | $6,294,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,294,000 | 3,957 |
| Securities issued by states & political subdivisions | $23,860,000 | 1,486 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,890,000 | 2,267 |
| Mortgage-backed securities | $5,527,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | $3,830,000 | 2,944 |
| Issued or guaranteed by U.S. | $3,830,000 | 2,797 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $363,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $363,000 | 2,651 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,334,000 | 1,305 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,334,000 | 765 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $30,154,000 | 2,802 |
| Total debt securities | $30,155,000 | 3,019 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $30,475,000 | 3,069 |
| U.S. Government securities | $6,598,000 | 4,129 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,598,000 | 3,987 |
| Securities issued by states & political subdivisions | $23,877,000 | 1,537 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,697,000 | 2,223 |
| Mortgage-backed securities | $5,828,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $4,106,000 | 2,934 |
| Issued or guaranteed by U.S. | $4,106,000 | 2,928 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $384,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,631 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,338,000 | 1,159 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,338,000 | 752 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $30,475,000 | 2,832 |
| Total debt securities | $30,475,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $31,711,000 | 3,042 |
| U.S. Government securities | $5,638,000 | 4,321 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,638,000 | 4,179 |
| Securities issued by states & political subdivisions | $24,707,000 | 1,545 |
| Other domestic debt securities | $1,366,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $1,366,000 | 111 |
| 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 | $14,135,000 | 2,487 |
| Mortgage-backed securities | $6,221,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | $4,446,000 | 2,910 |
| Issued or guaranteed by U.S. | $4,446,000 | 2,907 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $409,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 2,616 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,366,000 | 1,138 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,366,000 | 731 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $31,711,000 | 2,809 |
| Total debt securities | $31,712,000 | 3,024 |
| 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 | $26,656,000 | 3,339 |
| U.S. Government securities | $7,388,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,388,000 | 3,959 |
| Securities issued by states & political subdivisions | $19,268,000 | 1,895 |
| 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 | $14,588,000 | 2,465 |
| Mortgage-backed securities | $6,599,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $4,787,000 | 2,897 |
| Issued or guaranteed by U.S. | $4,787,000 | 2,895 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $434,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 2,619 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,378,000 | 1,127 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,378,000 | 722 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $26,656,000 | 3,077 |
| Total debt securities | $26,655,000 | 3,317 |
| 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 | $26,274,000 | 3,413 |
| U.S. Government securities | $7,718,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,718,000 | 3,971 |
| Securities issued by states & political subdivisions | $18,556,000 | 1,958 |
| 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 | $12,539,000 | 2,649 |
| Mortgage-backed securities | $6,931,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $5,086,000 | 2,883 |
| Issued or guaranteed by U.S. | $5,086,000 | 2,880 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $456,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,633 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,389,000 | 1,095 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,389,000 | 695 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $26,274,000 | 3,142 |
| Total debt securities | $26,274,000 | 3,390 |
| 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 | $26,761,000 | 3,412 |
| U.S. Government securities | $8,048,000 | 4,105 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,048,000 | 3,969 |
| Securities issued by states & political subdivisions | $18,713,000 | 1,961 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $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 | $20,841,000 | 2,045 |
| Mortgage-backed securities | $7,273,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $5,436,000 | 2,869 |
| Issued or guaranteed by U.S. | $5,436,000 | 2,866 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $473,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 2,661 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,364,000 | 1,060 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,364,000 | 685 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $26,761,000 | 3,138 |
| Total debt securities | $26,764,000 | 3,385 |
| 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 | $26,739,000 | 3,413 |
| U.S. Government securities | $8,450,000 | 4,043 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,450,000 | 3,910 |
| Securities issued by states & political subdivisions | $18,289,000 | 1,991 |
| 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 | $20,749,000 | 2,045 |
| Mortgage-backed securities | $7,676,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $5,826,000 | 2,823 |
| Issued or guaranteed by U.S. | $5,826,000 | 2,819 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $498,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,643 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,352,000 | 1,028 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,352,000 | 659 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $26,739,000 | 3,123 |
| Total debt securities | $26,739,000 | 3,387 |
| 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 | $23,019,000 | 3,658 |
| U.S. Government securities | $4,136,000 | 4,729 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,136,000 | 4,612 |
| Securities issued by states & political subdivisions | $18,883,000 | 1,947 |
| 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 | $21,217,000 | 2,020 |
| Mortgage-backed securities | $3,330,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $1,915,000 | 3,714 |
| Issued or guaranteed by U.S. | $1,915,000 | 3,710 |
| 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 | $1,415,000 | 973 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,415,000 | 634 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $23,019,000 | 3,367 |
| Total debt securities | $23,021,000 | 3,631 |
| 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 | $33,408,000 | 3,096 |
| U.S. Government securities | $8,250,000 | 4,182 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,250,000 | 4,062 |
| Securities issued by states & political subdivisions | $25,158,000 | 1,578 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,939,000 | 2,069 |
| Mortgage-backed securities | $6,733,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $3,510,000 | 3,335 |
| Issued or guaranteed by U.S. | $3,510,000 | 3,330 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,058,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $1,058,000 | 2,445 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,165,000 | 790 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $2,165,000 | 536 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $33,408,000 | 2,831 |
| Total debt securities | $33,408,000 | 3,076 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $37,521,000 | 2,938 |
| U.S. Government securities | $12,147,000 | 3,789 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,147,000 | 3,663 |
| Securities issued by states & political subdivisions | $25,374,000 | 1,550 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,500,000 | 2,054 |
| Mortgage-backed securities | $8,119,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $3,984,000 | 3,258 |
| Issued or guaranteed by U.S. | $3,984,000 | 3,257 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,988,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,988,000 | 2,156 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,147,000 | 780 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,147,000 | 520 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $37,521,000 | 2,678 |
| Total debt securities | $37,522,000 | 2,920 |
| 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 | $36,380,000 | 3,011 |
| U.S. Government securities | $14,405,000 | 3,595 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,405,000 | 3,464 |
| Securities issued by states & political subdivisions | $21,975,000 | 1,749 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,775,000 | 2,183 |
| Mortgage-backed securities | $8,832,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $5,061,000 | 3,018 |
| Issued or guaranteed by U.S. | $5,061,000 | 3,016 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,663,000 | 2,351 |
| CMOs issued by government agencies or sponsored agencies | $1,663,000 | 2,283 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,108,000 | 742 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,108,000 | 490 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $36,380,000 | 2,744 |
| Total debt securities | $36,380,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $245,000 | 1,509 |
| Fair value | $251,000 | 1,472 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $34,267,000 | 3,166 |
| U.S. Government securities | $13,941,000 | 3,714 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,941,000 | 3,592 |
| Securities issued by states & political subdivisions | $20,326,000 | 1,846 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,308,000 | 2,374 |
| Mortgage-backed securities | $8,373,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $5,452,000 | 2,997 |
| Issued or guaranteed by U.S. | $5,452,000 | 2,994 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $786,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 2,648 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,135,000 | 712 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,135,000 | 468 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $34,267,000 | 2,892 |
| Total debt securities | $34,268,000 | 3,141 |
| Structured notes | ||
| Amortized cost | $244,000 | 1,695 |
| Fair value | $250,000 | 1,659 |
| 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 | $35,109,000 | 3,182 |
| U.S. Government securities | $15,804,000 | 3,615 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,804,000 | 3,500 |
| Securities issued by states & political subdivisions | $19,305,000 | 1,884 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,535,000 | 2,386 |
| Mortgage-backed securities | $8,844,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $5,850,000 | 3,017 |
| Issued or guaranteed by U.S. | $5,850,000 | 3,014 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $854,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $854,000 | 2,667 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,140,000 | 674 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,140,000 | 450 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $35,109,000 | 2,904 |
| Total debt securities | $35,108,000 | 3,154 |
| Structured notes | ||
| Amortized cost | $243,000 | 1,835 |
| Fair value | $247,000 | 1,826 |
| 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 | $34,751,000 | 3,251 |
| U.S. Government securities | $16,164,000 | 3,643 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,164,000 | 3,526 |
| Securities issued by states & political subdivisions | $18,587,000 | 1,931 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,224,000 | 2,359 |
| Mortgage-backed securities | $9,407,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $6,294,000 | 2,998 |
| Issued or guaranteed by U.S. | $6,294,000 | 2,995 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $941,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $941,000 | 2,652 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,172,000 | 651 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,172,000 | 432 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $34,751,000 | 2,966 |
| Total debt securities | $34,751,000 | 3,226 |
| Structured notes | ||
| Amortized cost | $243,000 | 1,942 |
| Fair value | $247,000 | 1,945 |
| 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 | $30,746,000 | 3,513 |
| U.S. Government securities | $12,656,000 | 4,095 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,656,000 | 3,980 |
| Securities issued by states & political subdivisions | $18,090,000 | 1,971 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,229,000 | 2,372 |
| Mortgage-backed securities | $7,310,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $6,243,000 | 3,058 |
| Issued or guaranteed by U.S. | $6,243,000 | 3,055 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,067,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $1,067,000 | 2,640 |
| 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) | $30,746,000 | 3,204 |
| Total debt securities | $30,745,000 | 3,488 |
| Structured notes | ||
| Amortized cost | $711,000 | 1,682 |
| Fair value | $730,000 | 1,674 |
| 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 | $32,025,000 | 3,509 |
| U.S. Government securities | $12,834,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,834,000 | 4,066 |
| Securities issued by states & political subdivisions | $19,191,000 | 1,897 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,199,000 | 2,381 |
| Mortgage-backed securities | $7,835,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $6,570,000 | 3,090 |
| Issued or guaranteed by U.S. | $6,570,000 | 3,088 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,265,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $1,265,000 | 2,613 |
| 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) | $32,025,000 | 3,205 |
| Total debt securities | $32,025,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $708,000 | 1,787 |
| Fair value | $713,000 | 1,785 |
| 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 | $34,475,000 | 3,415 |
| U.S. Government securities | $14,707,000 | 4,030 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,707,000 | 3,915 |
| Securities issued by states & political subdivisions | $19,768,000 | 1,867 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,045,000 | 2,395 |
| Mortgage-backed securities | $9,138,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $7,595,000 | 2,987 |
| Issued or guaranteed by U.S. | $7,595,000 | 2,987 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,543,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $1,543,000 | 2,556 |
| 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) | $34,475,000 | 3,111 |
| Total debt securities | $34,477,000 | 3,387 |
| Structured notes | ||
| Amortized cost | $240,000 | 2,224 |
| Fair value | $240,000 | 2,224 |
| 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 | $33,467,000 | 3,484 |
| U.S. Government securities | $14,372,000 | 4,095 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,372,000 | 3,996 |
| Securities issued by states & political subdivisions | $19,095,000 | 1,920 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,424,000 | 2,308 |
| Mortgage-backed securities | $9,112,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $7,403,000 | 3,034 |
| Issued or guaranteed by U.S. | $7,403,000 | 3,034 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,709,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,512 |
| 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) | $33,467,000 | 3,180 |
| Total debt securities | $33,467,000 | 3,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $28,100,000 | 3,822 |
| U.S. Government securities | $12,550,000 | 4,312 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,550,000 | 4,216 |
| Securities issued by states & political subdivisions | $15,550,000 | 2,242 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,071,000 | 2,238 |
| Mortgage-backed securities | $9,846,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $8,015,000 | 2,940 |
| Issued or guaranteed by U.S. | $8,015,000 | 2,938 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,831,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $1,831,000 | 2,448 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $28,100,000 | 3,501 |
| Total debt securities | $28,098,000 | 3,791 |
| 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 | $26,457,000 | 3,970 |
| U.S. Government securities | $11,138,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,138,000 | 4,435 |
| Securities issued by states & political subdivisions | $15,319,000 | 2,259 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,200,000 | 2,369 |
| Mortgage-backed securities | $9,687,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $8,526,000 | 2,869 |
| Issued or guaranteed by U.S. | $8,526,000 | 2,866 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,161,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,727 |
| 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) | $26,457,000 | 3,639 |
| Total debt securities | $26,457,000 | 3,943 |
| 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 | $27,571,000 | 3,886 |
| U.S. Government securities | $10,680,000 | 4,561 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,680,000 | 4,461 |
| Securities issued by states & political subdivisions | $16,891,000 | 2,103 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,844,000 | 2,456 |
| Mortgage-backed securities | $9,676,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $8,353,000 | 2,856 |
| Issued or guaranteed by U.S. | $8,353,000 | 2,854 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,323,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $1,323,000 | 2,683 |
| 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) | $27,571,000 | 3,575 |
| Total debt securities | $27,571,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $28,888,000 | 3,785 |
| U.S. Government securities | $11,608,000 | 4,490 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,608,000 | 4,389 |
| Securities issued by states & political subdivisions | $17,280,000 | 2,054 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,081,000 | 2,296 |
| Mortgage-backed securities | $10,084,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $8,586,000 | 2,870 |
| Issued or guaranteed by U.S. | $8,586,000 | 2,869 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,498,000 | 2,791 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,676 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $28,888,000 | 3,512 |
| Total debt securities | $28,887,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $29,258,000 | 3,729 |
| U.S. Government securities | $12,518,000 | 4,335 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,518,000 | 4,233 |
| Securities issued by states & political subdivisions | $16,740,000 | 2,082 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,727,000 | 2,229 |
| Mortgage-backed securities | $11,250,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $9,511,000 | 2,719 |
| Issued or guaranteed by U.S. | $9,511,000 | 2,717 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,739,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $1,739,000 | 2,634 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $29,258,000 | 3,451 |
| Total debt securities | $29,257,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $28,850,000 | 3,783 |
| U.S. Government securities | $12,735,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,735,000 | 4,319 |
| Securities issued by states & political subdivisions | $16,115,000 | 2,100 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,377,000 | 2,525 |
| Mortgage-backed securities | $11,107,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $9,557,000 | 2,854 |
| Issued or guaranteed by U.S. | $9,557,000 | 2,852 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,550,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,789 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $28,850,000 | 3,498 |
| Total debt securities | $28,851,000 | 3,757 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $29,702,000 | 3,728 |
| U.S. Government securities | $13,228,000 | 4,398 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,228,000 | 4,304 |
| Securities issued by states & political subdivisions | $16,474,000 | 2,003 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,906,000 | 2,452 |
| Mortgage-backed securities | $11,592,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $10,269,000 | 2,785 |
| Issued or guaranteed by U.S. | $10,269,000 | 2,785 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,323,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $1,323,000 | 2,872 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $29,702,000 | 3,461 |
| Total debt securities | $29,702,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $30,191,000 | 3,717 |
| U.S. Government securities | $13,483,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,483,000 | 4,365 |
| Securities issued by states & political subdivisions | $16,708,000 | 1,908 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,568,000 | 2,308 |
| Mortgage-backed securities | $11,841,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $11,149,000 | 2,695 |
| Issued or guaranteed by U.S. | $11,149,000 | 2,693 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $692,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $692,000 | 3,163 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $30,191,000 | 3,457 |
| Total debt securities | $30,189,000 | 3,692 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $28,826,000 | 3,765 |
| U.S. Government securities | $11,978,000 | 4,634 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,978,000 | 4,545 |
| Securities issued by states & political subdivisions | $16,848,000 | 1,863 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,074,000 | 2,154 |
| Mortgage-backed securities | $9,577,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $8,868,000 | 2,879 |
| Issued or guaranteed by U.S. | $8,868,000 | 2,879 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $709,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 3,009 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,826,000 | 3,473 |
| Total debt securities | $28,825,000 | 3,741 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $29,877,000 | 3,615 |
| U.S. Government securities | $13,480,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,480,000 | 4,282 |
| Securities issued by states & political subdivisions | $16,397,000 | 1,847 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,766,000 | 2,299 |
| Mortgage-backed securities | $9,159,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $8,419,000 | 2,899 |
| Issued or guaranteed by U.S. | $8,419,000 | 2,895 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $740,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 2,983 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $29,877,000 | 3,333 |
| Total debt securities | $29,876,000 | 3,583 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $502,000 | 2,684 |
| 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 | $27,222,000 | 3,836 |
| U.S. Government securities | $12,457,000 | 4,657 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,457,000 | 4,540 |
| Securities issued by states & political subdivisions | $14,765,000 | 1,951 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,442,000 | 2,464 |
| Mortgage-backed securities | $7,960,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $7,470,000 | 3,015 |
| Issued or guaranteed by U.S. | $7,470,000 | 3,009 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $490,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 3,071 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $27,222,000 | 3,537 |
| Total debt securities | $27,222,000 | 3,804 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $503,000 | 2,846 |
| 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 | $27,042,000 | 3,849 |
| U.S. Government securities | $12,619,000 | 4,619 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,619,000 | 4,499 |
| Securities issued by states & political subdivisions | $14,423,000 | 1,945 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,968,000 | 2,398 |
| Mortgage-backed securities | $8,684,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $7,757,000 | 2,898 |
| Issued or guaranteed by U.S. | $7,757,000 | 2,891 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $499,000 | 3,290 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 3,012 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $428,000 | 343 |
| Commercial mortgage pass-through securities | $428,000 | 250 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $27,042,000 | 3,546 |
| Total debt securities | $27,043,000 | 3,816 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $505,000 | 2,894 |
| 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 | $24,151,000 | 3,994 |
| U.S. Government securities | $10,855,000 | 4,728 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,855,000 | 4,606 |
| Securities issued by states & political subdivisions | $13,296,000 | 2,031 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,756,000 | 2,391 |
| Mortgage-backed securities | $7,293,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $6,778,000 | 2,965 |
| Issued or guaranteed by U.S. | $6,778,000 | 2,956 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $515,000 | 3,281 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 2,989 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $24,151,000 | 3,671 |
| Total debt securities | $24,150,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $506,000 | 2,756 |
| 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 | $23,168,000 | 4,032 |
| U.S. Government securities | $9,453,000 | 4,942 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,453,000 | 4,825 |
| Securities issued by states & political subdivisions | $13,715,000 | 1,898 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,135,000 | 2,459 |
| Mortgage-backed securities | $6,185,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $6,185,000 | 3,032 |
| Issued or guaranteed by U.S. | $6,185,000 | 3,024 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $23,168,000 | 3,705 |
| Total debt securities | $23,167,000 | 3,992 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,899 |
| Fair value | $508,000 | 2,809 |
| 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 | $24,236,000 | 3,958 |
| U.S. Government securities | $9,490,000 | 5,023 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,490,000 | 4,908 |
| Securities issued by states & political subdivisions | $14,746,000 | 1,710 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,603,000 | 2,656 |
| Mortgage-backed securities | $7,125,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $7,125,000 | 2,899 |
| Issued or guaranteed by U.S. | $7,125,000 | 2,890 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $24,236,000 | 3,621 |
| Total debt securities | $24,236,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,989 |
| Fair value | $505,000 | 2,889 |
| 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 | $25,724,000 | 3,855 |
| U.S. Government securities | $11,624,000 | 4,674 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,624,000 | 4,560 |
| Securities issued by states & political subdivisions | $14,100,000 | 1,753 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,302,000 | 2,648 |
| Mortgage-backed securities | $8,758,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $8,758,000 | 2,710 |
| Issued or guaranteed by U.S. | $8,758,000 | 2,704 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $25,724,000 | 3,509 |
| Total debt securities | $25,725,000 | 3,819 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,797 |
| Fair value | $499,000 | 2,748 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $23,803,000 | 3,998 |
| U.S. Government securities | $13,171,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,171,000 | 4,321 |
| Securities issued by states & political subdivisions | $10,632,000 | 2,146 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,747,000 | 2,708 |
| Mortgage-backed securities | $11,511,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $11,511,000 | 2,397 |
| Issued or guaranteed by U.S. | $11,511,000 | 2,389 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $23,803,000 | 3,618 |
| Total debt securities | $23,802,000 | 3,970 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,538 |
| Fair value | $496,000 | 2,494 |
| 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 | $23,892,000 | 4,022 |
| U.S. Government securities | $12,770,000 | 4,491 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,770,000 | 4,397 |
| Securities issued by states & political subdivisions | $11,122,000 | 2,102 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,823,000 | 3,564 |
| Mortgage-backed securities | $11,823,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $11,823,000 | 2,425 |
| Issued or guaranteed by U.S. | $11,823,000 | 2,415 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $23,892,000 | 3,632 |
| Total debt securities | $23,893,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $24,344,000 | 3,933 |
| U.S. Government securities | $13,491,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,491,000 | 4,279 |
| Securities issued by states & political subdivisions | $10,853,000 | 2,094 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,730,000 | 3,413 |
| Mortgage-backed securities | $12,439,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $12,439,000 | 2,395 |
| Issued or guaranteed by U.S. | $12,439,000 | 2,385 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $24,344,000 | 3,537 |
| Total debt securities | $24,344,000 | 3,897 |
| 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 | $22,383,000 | 4,151 |
| U.S. Government securities | $13,007,000 | 4,526 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,007,000 | 4,446 |
| Securities issued by states & political subdivisions | $8,769,000 | 2,333 |
| Other domestic debt securities | $607,000 | 2,623 |
| 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 | $607,000 | 1,818 |
| 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 | $10,208,000 | 3,376 |
| Mortgage-backed securities | $11,951,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $11,951,000 | 2,512 |
| Issued or guaranteed by U.S. | $11,951,000 | 2,500 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $22,383,000 | 3,727 |
| Total debt securities | $22,384,000 | 4,116 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $22,963,000 | 4,093 |
| U.S. Government securities | $13,657,000 | 4,455 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,657,000 | 4,370 |
| Securities issued by states & political subdivisions | $8,703,000 | 2,301 |
| Other domestic debt securities | $603,000 | 2,574 |
| 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 | $603,000 | 1,791 |
| 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 | $10,500,000 | 3,362 |
| Mortgage-backed securities | $12,598,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $12,598,000 | 2,412 |
| Issued or guaranteed by U.S. | $12,598,000 | 2,399 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,963,000 | 3,651 |
| Total debt securities | $22,963,000 | 4,057 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $22,772,000 | 4,055 |
| U.S. Government securities | $13,411,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,411,000 | 4,386 |
| Securities issued by states & political subdivisions | $8,747,000 | 2,265 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $614,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,807,000 | 3,319 |
| Mortgage-backed securities | $11,882,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $11,882,000 | 2,401 |
| Issued or guaranteed by U.S. | $11,882,000 | 2,385 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $22,772,000 | 3,604 |
| Total debt securities | $22,158,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $20,630,000 | 4,358 |
| U.S. Government securities | $11,061,000 | 4,912 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,061,000 | 4,831 |
| Securities issued by states & political subdivisions | $8,966,000 | 2,256 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $603,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,711,000 | 3,130 |
| Mortgage-backed securities | $9,458,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $9,458,000 | 2,726 |
| Issued or guaranteed by U.S. | $9,458,000 | 2,710 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $20,630,000 | 3,901 |
| Total debt securities | $20,027,000 | 4,394 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $20,321,000 | 4,393 |
| U.S. Government securities | $10,377,000 | 5,056 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,377,000 | 4,956 |
| Securities issued by states & political subdivisions | $9,360,000 | 2,171 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $584,000 | 1,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,699,000 | 2,813 |
| Mortgage-backed securities | $8,393,000 | 3,420 |
| Certificates of participation in pools of residential mortgages | $8,393,000 | 2,782 |
| Issued or guaranteed by U.S. | $8,393,000 | 2,770 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $20,321,000 | 3,936 |
| Total debt securities | $19,737,000 | 4,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,802,000 | 4,361 |
| U.S. Government securities | $9,842,000 | 5,292 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,842,000 | 5,187 |
| Securities issued by states & political subdivisions | $10,375,000 | 2,004 |
| Other domestic debt securities | $10,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $575,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,544,000 | 2,854 |
| Mortgage-backed securities | $6,385,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $6,375,000 | 2,900 |
| Issued or guaranteed by U.S. | $6,375,000 | 2,885 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $10,000 | 1,335 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $20,802,000 | 3,862 |
| Total debt securities | $20,227,000 | 4,373 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $19,546,000 | 4,547 |
| U.S. Government securities | $8,699,000 | 5,666 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,699,000 | 5,559 |
| Securities issued by states & political subdivisions | $10,311,000 | 1,969 |
| Other domestic debt securities | $10,000 | 2,928 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $526,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,176,000 | 3,059 |
| Mortgage-backed securities | $5,280,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $5,270,000 | 3,011 |
| Issued or guaranteed by U.S. | $5,270,000 | 2,997 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $10,000 | 1,302 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $19,546,000 | 4,016 |
| Total debt securities | $19,018,000 | 4,557 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $19,672,000 | 4,534 |
| U.S. Government securities | $8,865,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,865,000 | 5,557 |
| Securities issued by states & political subdivisions | $10,235,000 | 1,961 |
| Other domestic debt securities | $10,000 | 2,881 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $562,000 | 1,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,393,000 | 3,351 |
| Mortgage-backed securities | $5,503,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $5,493,000 | 2,877 |
| Issued or guaranteed by U.S. | $5,493,000 | 2,864 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,000 | 3,558 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $10,000 | 1,256 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $19,672,000 | 3,985 |
| Total debt securities | $19,108,000 | 4,552 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $19,036,000 | 4,628 |
| U.S. Government securities | $8,404,000 | 5,784 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,404,000 | 5,666 |
| Securities issued by states & political subdivisions | $10,029,000 | 2,006 |
| Other domestic debt securities | $10,000 | 2,914 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $593,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,743,000 | 3,291 |
| Mortgage-backed securities | $4,621,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $4,611,000 | 3,111 |
| Issued or guaranteed by U.S. | $4,611,000 | 3,094 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $10,000 | 1,218 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $19,036,000 | 4,072 |
| Total debt securities | $18,441,000 | 4,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $18,521,000 | 4,753 |
| U.S. Government securities | $7,691,000 | 6,016 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,691,000 | 5,893 |
| Securities issued by states & political subdivisions | $10,234,000 | 1,964 |
| Other domestic debt securities | $10,000 | 2,957 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $586,000 | 1,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,874,000 | 3,272 |
| Mortgage-backed securities | $3,915,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $3,905,000 | 3,346 |
| Issued or guaranteed by U.S. | $3,905,000 | 3,331 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $10,000 | 1,218 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $18,521,000 | 4,184 |
| Total debt securities | $17,935,000 | 4,800 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $18,764,000 | 4,763 |
| U.S. Government securities | $7,993,000 | 5,998 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,993,000 | 5,876 |
| Securities issued by states & political subdivisions | $10,193,000 | 1,975 |
| Other domestic debt securities | $10,000 | 3,009 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $568,000 | 1,238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,434,000 | 3,191 |
| Mortgage-backed securities | $4,055,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $4,045,000 | 3,310 |
| Issued or guaranteed by U.S. | $4,045,000 | 3,292 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $10,000 | 1,193 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $18,764,000 | 4,168 |
| Total debt securities | $18,196,000 | 4,789 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,774 |
| Fair value | $448,000 | 2,768 |
| 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 | $16,995,000 | 5,009 |
| U.S. Government securities | $6,162,000 | 6,529 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,162,000 | 6,398 |
| Securities issued by states & political subdivisions | $10,287,000 | 1,904 |
| Other domestic debt securities | $10,000 | 3,079 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $536,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,630,000 | 3,304 |
| Mortgage-backed securities | $3,401,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $3,391,000 | 3,530 |
| Issued or guaranteed by U.S. | $3,391,000 | 3,517 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,000 | 3,578 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $10,000 | 1,184 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $16,995,000 | 4,366 |
| Total debt securities | $16,459,000 | 5,057 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,833 |
| Fair value | $445,000 | 2,831 |
| 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 | $16,691,000 | 5,101 |
| U.S. Government securities | $6,432,000 | 6,511 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,432,000 | 6,372 |
| Securities issued by states & political subdivisions | $9,663,000 | 2,004 |
| Other domestic debt securities | $10,000 | 3,151 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $586,000 | 1,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,925,000 | 3,255 |
| Mortgage-backed securities | $3,643,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $3,633,000 | 3,474 |
| Issued or guaranteed by U.S. | $3,633,000 | 3,460 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $10,000 | 1,177 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $16,691,000 | 4,454 |
| Total debt securities | $16,104,000 | 5,143 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,829 |
| Fair value | $444,000 | 2,826 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $16,318,000 | 5,161 |
| U.S. Government securities | $5,765,000 | 6,728 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,765,000 | 6,583 |
| Securities issued by states & political subdivisions | $9,967,000 | 1,944 |
| Other domestic debt securities | $10,000 | 3,252 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $576,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,103,000 | 3,193 |
| Mortgage-backed securities | $3,465,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $3,455,000 | 3,570 |
| Issued or guaranteed by U.S. | $3,455,000 | 3,554 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $10,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $10,000 | 1,157 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $16,318,000 | 4,497 |
| Total debt securities | $15,742,000 | 5,201 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,830 |
| Fair value | $444,000 | 2,827 |
| 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 | $16,627,000 | 5,097 |
| U.S. Government securities | $6,016,000 | 6,631 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,016,000 | 6,497 |
| Securities issued by states & political subdivisions | $10,000,000 | 1,933 |
| Other domestic debt securities | $10,000 | 3,314 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $601,000 | 1,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,088,000 | 6,361 |
| Mortgage-backed securities | $3,697,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $3,687,000 | 3,531 |
| Issued or guaranteed by U.S. | $3,687,000 | 3,517 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $10,000 | 1,140 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,627,000 | 4,436 |
| Total debt securities | $16,025,000 | 5,158 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,778 |
| Fair value | $447,000 | 2,776 |
| 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 | $17,475,000 | 5,029 |
| U.S. Government securities | $6,271,000 | 6,613 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,271,000 | 6,469 |
| Securities issued by states & political subdivisions | $10,425,000 | 1,854 |
| Other domestic debt securities | $10,000 | 3,363 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $769,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,115,000 | 3,333 |
| Mortgage-backed securities | $3,942,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $3,932,000 | 3,535 |
| Issued or guaranteed by U.S. | $3,932,000 | 3,518 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $10,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $10,000 | 1,109 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,475,000 | 4,382 |
| Total debt securities | $16,706,000 | 5,094 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,754 |
| Fair value | $448,000 | 2,752 |
| 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 | $16,431,000 | 5,239 |
| U.S. Government securities | $5,954,000 | 6,790 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,954,000 | 6,633 |
| Securities issued by states & political subdivisions | $9,725,000 | 1,957 |
| Other domestic debt securities | $10,000 | 3,414 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $742,000 | 1,305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,033,000 | 3,353 |
| Mortgage-backed securities | $4,735,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $4,725,000 | 3,347 |
| Issued or guaranteed by U.S. | $4,725,000 | 3,339 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $10,000 | 1,109 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $16,431,000 | 4,583 |
| Total debt securities | $15,689,000 | 5,297 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,723 |
| Fair value | $447,000 | 2,720 |
| 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 | $16,123,000 | 5,312 |
| U.S. Government securities | $6,331,000 | 6,674 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,331,000 | 6,524 |
| Securities issued by states & political subdivisions | $9,029,000 | 2,121 |
| Other domestic debt securities | $10,000 | 3,468 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $753,000 | 1,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,479,000 | 3,267 |
| Mortgage-backed securities | $5,093,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $5,083,000 | 3,272 |
| Issued or guaranteed by U.S. | $5,083,000 | 3,261 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,000 | 3,736 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $10,000 | 1,103 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $16,123,000 | 4,637 |
| Total debt securities | $15,370,000 | 5,364 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,667 |
| Fair value | $450,000 | 2,663 |
| 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 | $16,518,000 | 5,246 |
| U.S. Government securities | $6,877,000 | 6,530 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,877,000 | 6,373 |
| Securities issued by states & political subdivisions | $8,884,000 | 2,132 |
| Other domestic debt securities | $10,000 | 3,539 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $747,000 | 1,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,223,000 | 3,478 |
| Mortgage-backed securities | $5,636,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $5,626,000 | 3,154 |
| Issued or guaranteed by U.S. | $5,626,000 | 3,147 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,000 | 3,755 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $10,000 | 1,072 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $16,518,000 | 4,568 |
| Total debt securities | $15,771,000 | 5,314 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,638 |
| Fair value | $451,000 | 2,634 |
| 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 | $16,542,000 | 5,318 |
| U.S. Government securities | $7,253,000 | 6,500 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,253,000 | 6,333 |
| Securities issued by states & political subdivisions | $8,543,000 | 2,197 |
| Other domestic debt securities | $10,000 | 3,639 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $736,000 | 1,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,188,000 | 3,482 |
| Mortgage-backed securities | $6,041,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $6,031,000 | 3,125 |
| Issued or guaranteed by U.S. | $6,031,000 | 3,118 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,000 | 3,827 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $10,000 | 1,070 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $16,542,000 | 4,663 |
| Total debt securities | $15,806,000 | 5,345 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,598 |
| Fair value | $446,000 | 2,597 |
| 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 | $17,302,000 | 5,159 |
| U.S. Government securities | $8,131,000 | 6,200 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,131,000 | 6,039 |
| Securities issued by states & political subdivisions | $8,348,000 | 2,258 |
| Other domestic debt securities | $10,000 | 3,736 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $813,000 | 1,420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,203,000 | 3,416 |
| Mortgage-backed securities | $7,235,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $7,225,000 | 2,879 |
| Issued or guaranteed by U.S. | $7,225,000 | 2,869 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,000 | 3,902 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $10,000 | 1,124 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $17,302,000 | 4,531 |
| Total debt securities | $16,489,000 | 5,202 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,375 |
| Fair value | $452,000 | 2,374 |
| 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 | $16,447,000 | 5,364 |
| U.S. Government securities | $8,720,000 | 6,116 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,720,000 | 5,942 |
| Securities issued by states & political subdivisions | $7,013,000 | 2,543 |
| Other domestic debt securities | $10,000 | 3,784 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $704,000 | 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 | $9,145,000 | 3,345 |
| Mortgage-backed securities | $8,281,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $8,271,000 | 2,705 |
| Issued or guaranteed by U.S. | $8,271,000 | 2,690 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,000 | 3,957 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $10,000 | 952 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $16,447,000 | 4,679 |
| Total debt securities | $15,743,000 | 5,400 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,246 |
| Fair value | $449,000 | 2,246 |
| 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 | $17,627,000 | 5,095 |
| U.S. Government securities | $10,321,000 | 5,548 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,321,000 | 5,389 |
| Securities issued by states & political subdivisions | $6,971,000 | 2,547 |
| Other domestic debt securities | $10,000 | 3,897 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $325,000 | 1,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,922,000 | 3,310 |
| Mortgage-backed securities | $9,799,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $9,789,000 | 2,424 |
| Issued or guaranteed by U.S. | $9,789,000 | 2,415 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $10,000 | 4,052 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $10,000 | 1,033 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $17,627,000 | 4,447 |
| Total debt securities | $17,302,000 | 5,059 |
| 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 | $17,088,000 | 5,123 |
| U.S. Government securities | $11,357,000 | 5,231 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,357,000 | 5,067 |
| Securities issued by states & political subdivisions | $5,384,000 | 2,916 |
| Other domestic debt securities | $10,000 | 3,951 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $337,000 | 1,783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,457,000 | 3,890 |
| Mortgage-backed securities | $10,823,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | $10,805,000 | 2,296 |
| Issued or guaranteed by U.S. | $10,805,000 | 2,286 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $18,000 | 4,193 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,012 |
| Privately issued | $10,000 | 1,093 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $17,088,000 | 4,458 |
| Total debt securities | $16,751,000 | 5,085 |
| 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 | $17,449,000 | 5,077 |
| U.S. Government securities | $12,316,000 | 5,029 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,316,000 | 4,848 |
| Securities issued by states & political subdivisions | $4,301,000 | 3,203 |
| Other domestic debt securities | $30,000 | 3,958 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $802,000 | 1,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,544,000 | 3,606 |
| Mortgage-backed securities | $11,815,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $11,731,000 | 2,158 |
| Issued or guaranteed by U.S. | $11,731,000 | 2,149 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $84,000 | 4,099 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,969 |
| Privately issued | $30,000 | 1,058 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $17,449,000 | 4,400 |
| Total debt securities | $16,647,000 | 5,120 |
| 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 | $17,470,000 | 5,033 |
| U.S. Government securities | $11,893,000 | 5,135 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,893,000 | 4,955 |
| Securities issued by states & political subdivisions | $3,722,000 | 3,430 |
| Other domestic debt securities | $630,000 | 3,132 |
| Privately issued residential mortgage-backed securities | $630,000 | 824 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,225,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,380,000 | 3,406 |
| Mortgage-backed securities | $9,967,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $9,111,000 | 2,474 |
| Issued or guaranteed by U.S. | $9,111,000 | 2,459 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $856,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 3,748 |
| Privately issued | $630,000 | 741 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,470,000 | 4,354 |
| Total debt securities | $16,245,000 | 5,163 |
| 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 | $19,803,000 | 4,553 |
| U.S. Government securities | $16,048,000 | 4,185 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,048,000 | 3,991 |
| Securities issued by states & political subdivisions | $970,000 | 5,301 |
| Other domestic debt securities | $1,215,000 | 2,725 |
| Privately issued residential mortgage-backed securities | $1,215,000 | 758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,570,000 | 1,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,259,000 | 3,359 |
| Mortgage-backed securities | $13,696,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $11,494,000 | 1,918 |
| Issued or guaranteed by U.S. | $11,494,000 | 1,905 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,202,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 3,161 |
| Privately issued | $1,215,000 | 684 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $19,803,000 | 3,859 |
| Total debt securities | $18,234,000 | 4,711 |
| 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 | $20,811,000 | 4,504 |
| U.S. Government securities | $14,341,000 | 4,684 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,341,000 | 4,366 |
| Securities issued by states & political subdivisions | $3,577,000 | 3,393 |
| Other domestic debt securities | $1,448,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $1,448,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,445,000 | 1,967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,907,000 | 3,427 |
| Mortgage-backed securities | $9,516,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $6,587,000 | 2,254 |
| Issued or guaranteed by U.S. | $6,587,000 | 2,240 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,929,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $1,481,000 | 2,402 |
| Privately issued | $1,448,000 | 576 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $20,811,000 | 3,672 |
| Total debt securities | $19,366,000 | 4,603 |
| 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 | $22,660,000 | 4,440 |
| U.S. Government securities | $15,803,000 | 4,613 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $15,803,000 | 4,136 |
| Securities issued by states & political subdivisions | $3,648,000 | 3,535 |
| Other domestic debt securities | $1,690,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $1,690,000 | 639 |
| 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 | $1,519,000 | 1,826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,005,000 | 3,391 |
| Mortgage-backed securities | $12,146,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $8,706,000 | 2,050 |
| Issued or guaranteed by U.S. | $8,706,000 | 2,040 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,440,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $1,750,000 | 2,423 |
| Privately issued | $1,690,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $22,660,000 | 3,546 |
| Total debt securities | $21,141,000 | 4,531 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 345 |
| Fair value | $1,495,000 | 341 |
| 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 | $26,429,000 | 4,001 |
| U.S. Government securities | $18,252,000 | 4,183 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $18,252,000 | 3,566 |
| Securities issued by states & political subdivisions | $4,627,000 | 3,113 |
| Other domestic debt securities | $2,041,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $2,041,000 | 542 |
| 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 | $1,509,000 | 1,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,010,000 | 3,028 |
| Mortgage-backed securities | $15,237,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $10,632,000 | 1,888 |
| Issued or guaranteed by U.S. | $10,632,000 | 1,875 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,605,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $2,564,000 | 2,263 |
| Privately issued | $2,041,000 | 462 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $26,429,000 | 3,093 |
| Total debt securities | $24,920,000 | 4,064 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 454 |
| Fair value | $1,482,000 | 483 |
| 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 | $25,676,000 | 4,117 |
| U.S. Government securities | $17,466,000 | 4,517 |
| U.S. Treasury securities | $500,000 | 7,201 |
| U.S. Government agency obligations | $16,966,000 | 3,671 |
| Securities issued by states & political subdivisions | $6,028,000 | 2,375 |
| Other domestic debt securities | $1,433,000 | 1,595 |
| Privately issued residential mortgage-backed securities | $1,433,000 | 523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $749,000 | 2,837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,354,000 | 2,800 |
| Mortgage-backed securities | $10,605,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $6,385,000 | 2,552 |
| Issued or guaranteed by U.S. | $6,385,000 | 2,541 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,220,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $2,787,000 | 2,233 |
| Privately issued | $1,433,000 | 395 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $25,676,000 | 2,992 |
| Total debt securities | $24,927,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 403 |
| Fair value | $3,438,000 | 414 |
| 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 | $26,094,000 | 4,379 |
| U.S. Government securities | $17,566,000 | 4,882 |
| U.S. Treasury securities | $749,000 | 7,687 |
| U.S. Government agency obligations | $16,817,000 | 3,826 |
| Securities issued by states & political subdivisions | $6,161,000 | 2,374 |
| Other domestic debt securities | $1,613,000 | 1,681 |
| Privately issued residential mortgage-backed securities | $1,613,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $754,000 | 2,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,101,000 | 3,153 |
| Mortgage-backed securities | $8,290,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $3,327,000 | 3,917 |
| Issued or guaranteed by U.S. | $3,327,000 | 3,895 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,963,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $3,350,000 | 2,312 |
| Privately issued | $1,613,000 | 439 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $26,094,000 | 3,086 |
| Total debt securities | $25,340,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $3,905,000 | 543 |
| Fair value | $3,813,000 | 541 |
| 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 | $28,433,000 | 4,253 |
| U.S. Government securities | $18,466,000 | 4,941 |
| U.S. Treasury securities | $1,760,000 | 7,437 |
| U.S. Government agency obligations | $16,706,000 | 3,847 |
| Securities issued by states & political subdivisions | $7,575,000 | 1,951 |
| Other domestic debt securities | $1,837,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $1,576,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $261,000 | 2,950 |
| Foreign debt securities | NA | NA |
| Equity securities | $555,000 | 3,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,948,000 | 2,962 |
| Mortgage-backed securities | $9,202,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $3,581,000 | 3,877 |
| Issued or guaranteed by U.S. | $3,581,000 | 3,848 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,621,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $4,045,000 | 2,321 |
| Privately issued | $1,576,000 | 502 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $28,433,000 | 2,962 |
| Total debt securities | $27,878,000 | 4,220 |
| Structured notes | ||
| Amortized cost | $4,804,000 | 757 |
| Fair value | $4,667,000 | 761 |
| 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 | $28,331,000 | 4,480 |
| U.S. Government securities | $17,015,000 | 5,563 |
| U.S. Treasury securities | $1,942,000 | 8,425 |
| U.S. Government agency obligations | $15,073,000 | 3,990 |
| Securities issued by states & political subdivisions | $8,454,000 | 1,815 |
| Other domestic debt securities | $2,342,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $1,542,000 | 749 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $800,000 | 2,434 |
| Foreign debt securities | NA | NA |
| Equity securities | $520,000 | 2,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,004,000 | 3,514 |
| Mortgage-backed securities | $10,705,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $5,165,000 | 3,336 |
| Issued or guaranteed by U.S. | $5,165,000 | 3,317 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,540,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $3,998,000 | 2,483 |
| Privately issued | $1,542,000 | 569 |
| 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) | $9,499,000 | 5,875 |
| Available-for-sale securities (fair market value) | $18,832,000 | 2,972 |
| Total debt securities | $27,811,000 | 4,457 |
| 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 | $28,511,000 | 4,675 |
| U.S. Government securities | $20,667,000 | 4,977 |
| U.S. Treasury securities | $1,003,000 | 9,954 |
| U.S. Government agency obligations | $19,664,000 | 3,353 |
| Securities issued by states & political subdivisions | $6,334,000 | 2,441 |
| Other domestic debt securities | $542,000 | 4,107 |
| Privately issued residential mortgage-backed securities | $542,000 | 1,643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $968,000 | 2,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,813,000 | 4,196 |
| Mortgage-backed securities | $11,190,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $7,314,000 | 3,012 |
| Issued or guaranteed by U.S. | $7,314,000 | 2,982 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,876,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $3,334,000 | 3,059 |
| Privately issued | $542,000 | 1,312 |
| 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 | $27,543,000 | 4,697 |
| 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 | $23,016,000 | 5,509 |
| U.S. Government securities | $16,233,000 | 5,902 |
| U.S. Treasury securities | $1,004,000 | 10,339 |
| U.S. Government agency obligations | $15,229,000 | 4,061 |
| Securities issued by states & political subdivisions | $4,069,000 | 3,282 |
| Other domestic debt securities | $1,747,000 | 3,165 |
| Privately issued residential mortgage-backed securities | $869,000 | 1,924 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $878,000 | 3,141 |
| Foreign debt securities | NA | NA |
| Equity securities | $967,000 | 1,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,720,000 | 6,263 |
| Mortgage-backed securities | $10,611,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $8,536,000 | 2,837 |
| Issued or guaranteed by U.S. | $8,536,000 | 2,791 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,075,000 | 3,990 |
| CMOs issued by government agencies or sponsored agencies | $1,206,000 | 4,410 |
| Privately issued | $869,000 | 1,575 |
| 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 | $22,049,000 | 5,601 |
| 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 |