Home > Citizens Bank & Trust > Securities
Citizens Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $56,875,000 | 2,438 |
| U.S. Government securities | $51,547,000 | 1,835 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $51,547,000 | 1,583 |
| Securities issued by states & political subdivisions | $5,298,000 | 2,882 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,202,000 | 1,437 |
| Mortgage-backed securities | $19,839,000 | 2,036 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,839,000 | 1,498 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $56,845,000 | 2,216 |
| Total debt securities | $56,845,000 | 2,420 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $54,074,000 | 2,476 |
| U.S. Government securities | $48,949,000 | 1,887 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $48,949,000 | 1,604 |
| Securities issued by states & political subdivisions | $5,099,000 | 2,925 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,470,000 | 1,692 |
| Mortgage-backed securities | $19,776,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,776,000 | 1,473 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $54,048,000 | 2,252 |
| Total debt securities | $54,048,000 | 2,460 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $60,459,000 | 2,407 |
| U.S. Government securities | $55,197,000 | 1,802 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $55,197,000 | 1,525 |
| Securities issued by states & political subdivisions | $5,239,000 | 2,955 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,845,000 | 1,478 |
| Mortgage-backed securities | $21,232,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,232,000 | 1,458 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $60,436,000 | 2,179 |
| Total debt securities | $60,436,000 | 2,389 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $59,731,000 | 2,498 |
| U.S. Government securities | $55,415,000 | 1,867 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $55,415,000 | 1,538 |
| Securities issued by states & political subdivisions | $4,295,000 | 3,110 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,270,000 | 1,482 |
| Mortgage-backed securities | $22,233,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,233,000 | 1,472 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $59,710,000 | 2,263 |
| Total debt securities | $59,711,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $55,146,000 | 2,628 |
| U.S. Government securities | $50,549,000 | 1,999 |
| U.S. Treasury securities | $994,000 | 2,693 |
| U.S. Government agency obligations | $49,555,000 | 1,655 |
| Securities issued by states & political subdivisions | $4,578,000 | 3,117 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,020,000 | 1,322 |
| Mortgage-backed securities | $22,757,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,757,000 | 1,477 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $55,127,000 | 2,386 |
| Total debt securities | $55,129,000 | 2,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $53,228,000 | 2,686 |
| U.S. Government securities | $48,730,000 | 2,065 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $48,730,000 | 1,694 |
| Securities issued by states & political subdivisions | $4,480,000 | 3,146 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,882,000 | 1,559 |
| Mortgage-backed securities | $23,064,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,064,000 | 1,473 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $53,210,000 | 2,448 |
| Total debt securities | $53,210,000 | 2,665 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $56,439,000 | 2,631 |
| U.S. Government securities | $51,809,000 | 1,997 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $51,809,000 | 1,649 |
| Securities issued by states & political subdivisions | $4,612,000 | 3,191 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,820,000 | 1,484 |
| Mortgage-backed securities | $25,470,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $25,470,000 | 1,462 |
| Issued or guaranteed by U.S. | $25,470,000 | 1,431 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $56,421,000 | 2,427 |
| Total debt securities | $56,421,000 | 2,617 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $58,327,000 | 2,565 |
| U.S. Government securities | $53,607,000 | 1,917 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $53,607,000 | 1,617 |
| Securities issued by states & political subdivisions | $4,698,000 | 3,199 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,317,000 | 1,418 |
| Mortgage-backed securities | $27,712,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $27,712,000 | 1,423 |
| Issued or guaranteed by U.S. | $27,712,000 | 1,398 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $58,305,000 | 2,384 |
| Total debt securities | $58,306,000 | 2,550 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $48,103,000 | 2,733 |
| U.S. Government securities | $41,674,000 | 2,074 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $41,674,000 | 1,858 |
| Securities issued by states & political subdivisions | $6,406,000 | 3,042 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,488,000 | 1,283 |
| Mortgage-backed securities | $30,879,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | $30,879,000 | 1,330 |
| Issued or guaranteed by U.S. | $30,879,000 | 1,299 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $48,080,000 | 2,568 |
| Total debt securities | $48,080,000 | 2,716 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $47,563,000 | 2,695 |
| U.S. Government securities | $41,594,000 | 2,011 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $41,594,000 | 1,842 |
| Securities issued by states & political subdivisions | $5,950,000 | 3,112 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,605,000 | 1,582 |
| Mortgage-backed securities | $28,887,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | $28,887,000 | 1,353 |
| Issued or guaranteed by U.S. | $28,887,000 | 1,320 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $47,544,000 | 2,533 |
| Total debt securities | $47,545,000 | 2,677 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $50,193,000 | 2,554 |
| U.S. Government securities | $44,206,000 | 1,885 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $44,206,000 | 1,727 |
| Securities issued by states & political subdivisions | $5,969,000 | 3,102 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,991,000 | 1,523 |
| Mortgage-backed securities | $30,492,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $30,492,000 | 1,254 |
| Issued or guaranteed by U.S. | $30,492,000 | 1,226 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $50,175,000 | 2,400 |
| Total debt securities | $50,175,000 | 2,539 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $36,503,000 | 2,854 |
| U.S. Government securities | $30,502,000 | 2,170 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $30,502,000 | 2,035 |
| Securities issued by states & political subdivisions | $5,984,000 | 3,073 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,238,000 | 1,515 |
| Mortgage-backed securities | $13,747,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $13,747,000 | 1,906 |
| Issued or guaranteed by U.S. | $13,747,000 | 1,850 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $36,486,000 | 2,681 |
| Total debt securities | $36,486,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $41,179,000 | 2,608 |
| U.S. Government securities | $33,519,000 | 1,931 |
| U.S. Treasury securities | $6,999,000 | 504 |
| U.S. Government agency obligations | $26,520,000 | 2,095 |
| Securities issued by states & political subdivisions | $7,648,000 | 2,859 |
| 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 | $36,810,000 | 1,323 |
| Mortgage-backed securities | $10,722,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $10,722,000 | 2,024 |
| Issued or guaranteed by U.S. | $10,722,000 | 1,971 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $41,167,000 | 2,442 |
| Total debt securities | $41,167,000 | 2,588 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $35,327,000 | 2,699 |
| U.S. Government securities | $28,560,000 | 2,056 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $28,560,000 | 1,953 |
| Securities issued by states & political subdivisions | $6,756,000 | 2,865 |
| 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 | $28,121,000 | 1,530 |
| Mortgage-backed securities | $11,979,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $11,979,000 | 1,909 |
| Issued or guaranteed by U.S. | $11,979,000 | 1,855 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $35,316,000 | 2,539 |
| Total debt securities | $35,314,000 | 2,683 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $36,547,000 | 2,615 |
| U.S. Government securities | $29,781,000 | 2,008 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $29,781,000 | 1,905 |
| Securities issued by states & political subdivisions | $6,755,000 | 2,813 |
| 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 | $26,479,000 | 1,605 |
| Mortgage-backed securities | $13,219,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $13,219,000 | 1,789 |
| Issued or guaranteed by U.S. | $13,219,000 | 1,739 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $36,536,000 | 2,438 |
| Total debt securities | $36,536,000 | 2,595 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $38,646,000 | 2,480 |
| U.S. Government securities | $32,073,000 | 1,939 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $32,073,000 | 1,844 |
| Securities issued by states & political subdivisions | $6,564,000 | 2,756 |
| 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 | $9,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,687,000 | 1,402 |
| Mortgage-backed securities | $27,750,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $27,750,000 | 1,088 |
| Issued or guaranteed by U.S. | $27,750,000 | 1,058 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $38,646,000 | 2,312 |
| Total debt securities | $38,636,000 | 2,461 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $44,184,000 | 2,294 |
| U.S. Government securities | $35,635,000 | 1,852 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $35,635,000 | 1,747 |
| Securities issued by states & political subdivisions | $8,534,000 | 2,482 |
| 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 | $15,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,937,000 | 1,125 |
| Mortgage-backed securities | $29,117,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $29,117,000 | 1,036 |
| Issued or guaranteed by U.S. | $29,117,000 | 1,012 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $44,184,000 | 2,132 |
| Total debt securities | $44,169,000 | 2,277 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $32,814,000 | 2,753 |
| U.S. Government securities | $25,541,000 | 2,286 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $25,541,000 | 2,167 |
| Securities issued by states & political subdivisions | $7,258,000 | 2,656 |
| 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 | $15,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,590,000 | 1,636 |
| Mortgage-backed securities | $17,037,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $17,037,000 | 1,442 |
| Issued or guaranteed by U.S. | $17,037,000 | 1,400 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $32,814,000 | 2,564 |
| Total debt securities | $32,798,000 | 2,736 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $28,682,000 | 2,967 |
| U.S. Government securities | $21,420,000 | 2,552 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $21,420,000 | 2,425 |
| Securities issued by states & political subdivisions | $7,250,000 | 2,724 |
| 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 | $12,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,182,000 | 1,643 |
| Mortgage-backed securities | $12,931,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $12,931,000 | 1,732 |
| Issued or guaranteed by U.S. | $12,931,000 | 1,702 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $28,682,000 | 2,757 |
| Total debt securities | $28,671,000 | 2,951 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $30,560,000 | 2,939 |
| U.S. Government securities | $23,873,000 | 2,446 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $23,873,000 | 2,306 |
| Securities issued by states & political subdivisions | $6,674,000 | 2,856 |
| 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 | $13,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,975,000 | 1,637 |
| Mortgage-backed securities | $12,452,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $12,452,000 | 1,760 |
| Issued or guaranteed by U.S. | $12,452,000 | 1,724 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $30,560,000 | 2,731 |
| Total debt securities | $30,547,000 | 2,924 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $33,213,000 | 2,844 |
| U.S. Government securities | $25,208,000 | 2,391 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $25,208,000 | 2,266 |
| Securities issued by states & political subdivisions | $7,994,000 | 2,741 |
| 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 | $11,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,238,000 | 1,461 |
| Mortgage-backed securities | $12,857,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $12,857,000 | 1,731 |
| Issued or guaranteed by U.S. | $12,857,000 | 1,710 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $33,213,000 | 2,632 |
| Total debt securities | $33,203,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $35,613,000 | 2,746 |
| U.S. Government securities | $27,641,000 | 2,265 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $27,641,000 | 2,163 |
| Securities issued by states & political subdivisions | $7,958,000 | 2,775 |
| 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 | $14,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,363,000 | 1,550 |
| Mortgage-backed securities | $13,367,000 | 2,355 |
| Certificates of participation in pools of residential mortgages | $13,367,000 | 1,727 |
| Issued or guaranteed by U.S. | $13,367,000 | 1,718 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $35,613,000 | 2,548 |
| Total debt securities | $35,599,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $36,493,000 | 2,745 |
| U.S. Government securities | $28,481,000 | 2,222 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $28,481,000 | 2,115 |
| Securities issued by states & political subdivisions | $7,995,000 | 2,817 |
| 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 | $17,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,052,000 | 1,526 |
| Mortgage-backed securities | $14,207,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $14,207,000 | 1,712 |
| Issued or guaranteed by U.S. | $14,207,000 | 1,637 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $36,493,000 | 2,543 |
| Total debt securities | $36,476,000 | 2,731 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $32,871,000 | 2,951 |
| U.S. Government securities | $24,265,000 | 2,516 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $24,265,000 | 2,401 |
| Securities issued by states & political subdivisions | $8,590,000 | 2,785 |
| 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 | $16,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,988,000 | 1,504 |
| Mortgage-backed securities | $11,969,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $11,969,000 | 1,930 |
| Issued or guaranteed by U.S. | $11,969,000 | 1,928 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $32,871,000 | 2,716 |
| Total debt securities | $32,855,000 | 2,933 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $33,817,000 | 2,921 |
| U.S. Government securities | $25,063,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $25,063,000 | 2,378 |
| Securities issued by states & political subdivisions | $8,739,000 | 2,828 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $15,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,808,000 | 1,572 |
| Mortgage-backed securities | $12,708,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $12,708,000 | 1,896 |
| Issued or guaranteed by U.S. | $12,708,000 | 1,895 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $33,817,000 | 2,693 |
| Total debt securities | $33,802,000 | 2,904 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $35,774,000 | 2,868 |
| U.S. Government securities | $26,923,000 | 2,407 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $26,923,000 | 2,311 |
| Securities issued by states & political subdivisions | $8,838,000 | 2,854 |
| 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 | $13,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,607,000 | 1,705 |
| Mortgage-backed securities | $13,468,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $13,468,000 | 1,857 |
| Issued or guaranteed by U.S. | $13,468,000 | 1,856 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $35,774,000 | 2,641 |
| Total debt securities | $35,761,000 | 2,848 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $37,476,000 | 2,831 |
| U.S. Government securities | $28,610,000 | 2,376 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $28,610,000 | 2,277 |
| Securities issued by states & political subdivisions | $8,853,000 | 2,878 |
| 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 | $13,000 | 988 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,895,000 | 1,677 |
| Mortgage-backed securities | $14,156,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $14,156,000 | 1,846 |
| Issued or guaranteed by U.S. | $14,156,000 | 1,845 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $37,476,000 | 2,605 |
| Total debt securities | $37,463,000 | 2,813 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $39,092,000 | 2,792 |
| U.S. Government securities | $30,935,000 | 2,259 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $30,935,000 | 2,159 |
| Securities issued by states & political subdivisions | $8,145,000 | 3,008 |
| 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 | $12,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,928,000 | 1,650 |
| Mortgage-backed securities | $15,498,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $15,486,000 | 1,802 |
| Issued or guaranteed by U.S. | $15,486,000 | 1,802 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,009 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $39,092,000 | 2,559 |
| Total debt securities | $39,080,000 | 2,775 |
| 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 | $40,688,000 | 2,714 |
| U.S. Government securities | $32,437,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $32,437,000 | 2,082 |
| Securities issued by states & political subdivisions | $8,239,000 | 3,031 |
| 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 | $12,000 | 1,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,235,000 | 1,658 |
| Mortgage-backed securities | $16,092,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $16,079,000 | 1,772 |
| Issued or guaranteed by U.S. | $16,079,000 | 1,770 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,007 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $40,688,000 | 2,485 |
| Total debt securities | $40,676,000 | 2,697 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $35,533,000 | 2,919 |
| U.S. Government securities | $28,393,000 | 2,378 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $28,393,000 | 2,288 |
| Securities issued by states & political subdivisions | $7,131,000 | 3,194 |
| 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 | $9,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,307,000 | 1,715 |
| Mortgage-backed securities | $13,306,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $13,292,000 | 1,973 |
| Issued or guaranteed by U.S. | $13,292,000 | 1,973 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,036 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $35,533,000 | 2,676 |
| Total debt securities | $35,524,000 | 2,902 |
| 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 | $37,614,000 | 2,876 |
| U.S. Government securities | $30,442,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $30,442,000 | 2,237 |
| Securities issued by states & political subdivisions | $7,165,000 | 3,187 |
| 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 | $7,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,355,000 | 1,704 |
| Mortgage-backed securities | $14,044,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $14,029,000 | 1,938 |
| Issued or guaranteed by U.S. | $14,029,000 | 1,934 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $15,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,060 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $37,614,000 | 2,631 |
| Total debt securities | $37,607,000 | 2,857 |
| 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 | $33,049,000 | 3,171 |
| U.S. Government securities | $25,811,000 | 2,655 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $25,811,000 | 2,562 |
| Securities issued by states & political subdivisions | $7,230,000 | 3,164 |
| 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 | $8,000 | 1,058 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,560,000 | 1,695 |
| Mortgage-backed securities | $13,279,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $13,263,000 | 2,015 |
| Issued or guaranteed by U.S. | $13,263,000 | 2,013 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,083 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $33,049,000 | 2,886 |
| Total debt securities | $33,041,000 | 3,147 |
| 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 | $34,072,000 | 3,140 |
| U.S. Government securities | $26,694,000 | 2,620 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,694,000 | 2,527 |
| Securities issued by states & political subdivisions | $7,373,000 | 3,175 |
| 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 | $5,000 | 1,098 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,858,000 | 1,875 |
| Mortgage-backed securities | $13,734,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | $13,717,000 | 1,982 |
| Issued or guaranteed by U.S. | $13,717,000 | 1,980 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,116 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $34,072,000 | 2,863 |
| Total debt securities | $34,067,000 | 3,118 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $36,396,000 | 3,053 |
| U.S. Government securities | $28,023,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $28,023,000 | 2,500 |
| Securities issued by states & political subdivisions | $8,368,000 | 3,054 |
| 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 | $5,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,000 | 5,358 |
| Mortgage-backed securities | $14,482,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $14,463,000 | 1,925 |
| Issued or guaranteed by U.S. | $14,463,000 | 1,924 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $19,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,157 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $36,396,000 | 2,786 |
| Total debt securities | $36,391,000 | 3,030 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $37,413,000 | 3,044 |
| U.S. Government securities | $29,596,000 | 2,575 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,596,000 | 2,487 |
| Securities issued by states & political subdivisions | $7,817,000 | 3,143 |
| 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 | $27,028,000 | 1,808 |
| Mortgage-backed securities | $15,119,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $15,099,000 | 1,944 |
| Issued or guaranteed by U.S. | $15,099,000 | 1,944 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,000 | 3,315 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,200 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $37,413,000 | 2,782 |
| Total debt securities | $37,413,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $39,591,000 | 2,964 |
| U.S. Government securities | $30,982,000 | 2,540 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $30,982,000 | 2,450 |
| Securities issued by states & political subdivisions | $8,609,000 | 3,018 |
| 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 | $27,678,000 | 1,791 |
| Mortgage-backed securities | $15,947,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $15,926,000 | 1,919 |
| Issued or guaranteed by U.S. | $15,926,000 | 1,919 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $21,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,223 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $39,591,000 | 2,710 |
| Total debt securities | $39,591,000 | 2,942 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $40,004,000 | 2,988 |
| U.S. Government securities | $31,872,000 | 2,523 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $31,872,000 | 2,441 |
| Securities issued by states & political subdivisions | $8,132,000 | 3,106 |
| 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 | $25,270,000 | 1,920 |
| Mortgage-backed securities | $16,478,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $16,456,000 | 1,915 |
| Issued or guaranteed by U.S. | $16,456,000 | 1,913 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,265 |
| 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) | $40,004,000 | 2,735 |
| Total debt securities | $40,004,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,658 |
| Fair value | $750,000 | 1,661 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $40,825,000 | 3,021 |
| U.S. Government securities | $33,901,000 | 2,495 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $33,901,000 | 2,417 |
| Securities issued by states & political subdivisions | $6,924,000 | 3,337 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,834,000 | 2,049 |
| Mortgage-backed securities | $17,034,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $17,010,000 | 1,936 |
| Issued or guaranteed by U.S. | $17,010,000 | 1,935 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $24,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,310 |
| 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) | $40,825,000 | 2,749 |
| Total debt securities | $40,825,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,762 |
| Fair value | $747,000 | 1,767 |
| 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 | $42,488,000 | 2,976 |
| U.S. Government securities | $35,197,000 | 2,469 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $35,197,000 | 2,390 |
| Securities issued by states & political subdivisions | $7,291,000 | 3,318 |
| 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 | $25,316,000 | 1,932 |
| Mortgage-backed securities | $17,254,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $17,229,000 | 1,945 |
| Issued or guaranteed by U.S. | $17,229,000 | 1,945 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,352 |
| 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) | $42,488,000 | 2,711 |
| Total debt securities | $42,488,000 | 2,951 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,802 |
| Fair value | $749,000 | 1,803 |
| 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 | $42,310,000 | 3,016 |
| U.S. Government securities | $35,582,000 | 2,468 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $35,582,000 | 2,399 |
| Securities issued by states & political subdivisions | $6,728,000 | 3,434 |
| 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 | $23,390,000 | 2,056 |
| Mortgage-backed securities | $17,697,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $17,670,000 | 1,922 |
| Issued or guaranteed by U.S. | $17,670,000 | 1,921 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $27,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,386 |
| 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) | $42,310,000 | 2,752 |
| Total debt securities | $42,310,000 | 2,985 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,838 |
| Fair value | $745,000 | 1,840 |
| 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 | $36,022,000 | 3,335 |
| U.S. Government securities | $27,796,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,796,000 | 2,803 |
| Securities issued by states & political subdivisions | $8,226,000 | 3,174 |
| 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 | $22,475,000 | 2,086 |
| Mortgage-backed securities | $13,428,000 | 2,831 |
| Certificates of participation in pools of residential mortgages | $13,399,000 | 2,270 |
| Issued or guaranteed by U.S. | $13,399,000 | 2,269 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $29,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,380 |
| 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) | $36,022,000 | 3,050 |
| Total debt securities | $36,022,000 | 3,309 |
| 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 | $36,750,000 | 3,320 |
| U.S. Government securities | $28,496,000 | 2,875 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,496,000 | 2,798 |
| Securities issued by states & political subdivisions | $8,254,000 | 3,182 |
| 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 | $15,815,000 | 2,564 |
| Mortgage-backed securities | $14,087,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $14,056,000 | 2,232 |
| Issued or guaranteed by U.S. | $14,056,000 | 2,229 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $31,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,415 |
| 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) | $36,750,000 | 3,042 |
| Total debt securities | $36,750,000 | 3,289 |
| 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 | $36,309,000 | 3,325 |
| U.S. Government securities | $27,990,000 | 2,889 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,990,000 | 2,822 |
| Securities issued by states & political subdivisions | $8,319,000 | 3,165 |
| 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 | $17,099,000 | 2,434 |
| Mortgage-backed securities | $13,594,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $13,561,000 | 2,267 |
| Issued or guaranteed by U.S. | $13,561,000 | 2,266 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,000 | 3,584 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,429 |
| 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) | $36,309,000 | 3,056 |
| Total debt securities | $36,309,000 | 3,296 |
| 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 | $24,809,000 | 4,112 |
| U.S. Government securities | $17,366,000 | 3,803 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,366,000 | 3,707 |
| Securities issued by states & political subdivisions | $7,443,000 | 3,289 |
| 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 | $18,435,000 | 2,343 |
| Mortgage-backed securities | $8,597,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $8,561,000 | 2,881 |
| Issued or guaranteed by U.S. | $8,561,000 | 2,880 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $36,000 | 3,621 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,454 |
| 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) | $24,809,000 | 3,799 |
| Total debt securities | $24,809,000 | 4,084 |
| 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 | $26,230,000 | 3,942 |
| U.S. Government securities | $18,229,000 | 3,677 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,229,000 | 3,582 |
| Securities issued by states & political subdivisions | $8,001,000 | 3,152 |
| 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 | $21,289,000 | 2,134 |
| Mortgage-backed securities | $9,415,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $9,377,000 | 2,744 |
| Issued or guaranteed by U.S. | $9,377,000 | 2,742 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $38,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,497 |
| 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) | $26,230,000 | 3,637 |
| Total debt securities | $26,230,000 | 3,915 |
| 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 | $27,249,000 | 3,900 |
| U.S. Government securities | $19,200,000 | 3,654 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,200,000 | 3,574 |
| Securities issued by states & political subdivisions | $8,049,000 | 3,129 |
| 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 | $19,669,000 | 2,244 |
| Mortgage-backed securities | $10,352,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $10,312,000 | 2,737 |
| Issued or guaranteed by U.S. | $10,312,000 | 2,734 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $40,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,566 |
| 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) | $27,249,000 | 3,600 |
| Total debt securities | $27,249,000 | 3,869 |
| 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 | $29,589,000 | 3,733 |
| U.S. Government securities | $21,405,000 | 3,497 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $21,405,000 | 3,422 |
| Securities issued by states & political subdivisions | $8,184,000 | 3,040 |
| 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 | $21,230,000 | 2,168 |
| Mortgage-backed securities | $11,037,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $10,994,000 | 2,711 |
| Issued or guaranteed by U.S. | $10,994,000 | 2,710 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $43,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,572 |
| 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) | $29,589,000 | 3,467 |
| Total debt securities | $29,589,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,729 |
| Fair value | $1,503,000 | 1,758 |
| 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 | $34,683,000 | 3,461 |
| U.S. Government securities | $26,530,000 | 3,118 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $26,530,000 | 3,059 |
| Securities issued by states & political subdivisions | $8,153,000 | 2,963 |
| 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 | $22,830,000 | 2,083 |
| Mortgage-backed securities | $11,669,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $11,625,000 | 2,633 |
| Issued or guaranteed by U.S. | $11,625,000 | 2,631 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $44,000 | 3,776 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,599 |
| 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) | $34,683,000 | 3,196 |
| Total debt securities | $34,683,000 | 3,435 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,008,000 | 1,692 |
| 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 | $35,951,000 | 3,290 |
| U.S. Government securities | $27,543,000 | 2,975 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $27,543,000 | 2,912 |
| Securities issued by states & political subdivisions | $8,408,000 | 2,877 |
| 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 | $19,370,000 | 2,202 |
| Mortgage-backed securities | $10,173,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $10,126,000 | 2,723 |
| Issued or guaranteed by U.S. | $10,126,000 | 2,723 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $47,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,459 |
| 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) | $35,951,000 | 3,020 |
| Total debt securities | $35,951,000 | 3,268 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,263 |
| Fair value | $3,522,000 | 1,259 |
| 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 | $38,315,000 | 3,096 |
| U.S. Government securities | $29,644,000 | 2,758 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,644,000 | 2,688 |
| Securities issued by states & political subdivisions | $8,671,000 | 2,781 |
| 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 | $19,735,000 | 2,150 |
| Mortgage-backed securities | $11,062,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $11,012,000 | 2,532 |
| Issued or guaranteed by U.S. | $11,012,000 | 2,527 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $50,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,439 |
| 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) | $38,315,000 | 2,831 |
| Total debt securities | $38,315,000 | 3,073 |
| Structured notes | ||
| Amortized cost | $3,645,000 | 1,291 |
| Fair value | $3,677,000 | 1,291 |
| 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 | $40,782,000 | 2,968 |
| U.S. Government securities | $31,882,000 | 2,658 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $31,882,000 | 2,584 |
| Securities issued by states & political subdivisions | $8,900,000 | 2,689 |
| 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 | $21,784,000 | 2,051 |
| Mortgage-backed securities | $11,401,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $11,348,000 | 2,448 |
| Issued or guaranteed by U.S. | $11,348,000 | 2,441 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $53,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,428 |
| 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) | $40,782,000 | 2,699 |
| Total debt securities | $40,782,000 | 2,945 |
| Structured notes | ||
| Amortized cost | $5,642,000 | 1,080 |
| Fair value | $5,681,000 | 1,082 |
| 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 | $38,770,000 | 3,045 |
| U.S. Government securities | $30,479,000 | 2,749 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $30,479,000 | 2,665 |
| Securities issued by states & political subdivisions | $8,291,000 | 2,750 |
| 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 | $21,568,000 | 2,073 |
| Mortgage-backed securities | $11,584,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $11,528,000 | 2,357 |
| Issued or guaranteed by U.S. | $11,528,000 | 2,352 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $56,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,384 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $38,770,000 | 2,771 |
| Total debt securities | $38,770,000 | 3,023 |
| Structured notes | ||
| Amortized cost | $6,892,000 | 993 |
| Fair value | $6,880,000 | 987 |
| 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 | $36,698,000 | 3,079 |
| U.S. Government securities | $26,458,000 | 2,885 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $26,458,000 | 2,795 |
| Securities issued by states & political subdivisions | $10,240,000 | 2,425 |
| 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 | $22,773,000 | 1,947 |
| Mortgage-backed securities | $5,628,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $5,570,000 | 3,221 |
| Issued or guaranteed by U.S. | $5,570,000 | 3,214 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $58,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,361 |
| 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) | $36,698,000 | 2,802 |
| Total debt securities | $36,698,000 | 3,059 |
| Structured notes | ||
| Amortized cost | $9,892,000 | 673 |
| Fair value | $9,828,000 | 671 |
| 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 | $36,626,000 | 3,044 |
| U.S. Government securities | $25,909,000 | 2,912 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $25,909,000 | 2,819 |
| Securities issued by states & political subdivisions | $10,199,000 | 2,349 |
| Other domestic debt securities | $518,000 | 2,516 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $518,000 | 272 |
| 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 | $18,128,000 | 2,279 |
| Mortgage-backed securities | $6,712,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $6,133,000 | 3,046 |
| Issued or guaranteed by U.S. | $6,133,000 | 3,038 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $61,000 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,347 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $518,000 | 272 |
| Commercial mortgage pass-through securities | $518,000 | 199 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $36,626,000 | 2,758 |
| Total debt securities | $36,626,000 | 3,020 |
| Structured notes | ||
| Amortized cost | $10,892,000 | 569 |
| Fair value | $10,960,000 | 572 |
| 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 | $34,626,000 | 3,172 |
| U.S. Government securities | $24,530,000 | 3,059 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,530,000 | 2,972 |
| Securities issued by states & political subdivisions | $9,574,000 | 2,328 |
| Other domestic debt securities | $522,000 | 2,507 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $522,000 | 265 |
| 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 | $17,233,000 | 2,383 |
| Mortgage-backed securities | $7,128,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $6,541,000 | 3,006 |
| Issued or guaranteed by U.S. | $6,541,000 | 2,998 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $65,000 | 3,587 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,268 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $522,000 | 265 |
| Commercial mortgage pass-through securities | $522,000 | 192 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $34,626,000 | 2,855 |
| Total debt securities | $34,626,000 | 3,140 |
| Structured notes | ||
| Amortized cost | $8,895,000 | 762 |
| Fair value | $8,949,000 | 759 |
| 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 | $29,140,000 | 3,551 |
| U.S. Government securities | $18,874,000 | 3,679 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,874,000 | 3,595 |
| Securities issued by states & political subdivisions | $9,741,000 | 2,271 |
| Other domestic debt securities | $525,000 | 2,563 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $525,000 | 275 |
| 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 | $16,772,000 | 2,485 |
| Mortgage-backed securities | $7,639,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $7,048,000 | 2,995 |
| Issued or guaranteed by U.S. | $7,048,000 | 2,987 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $66,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,249 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $525,000 | 275 |
| Commercial mortgage pass-through securities | $525,000 | 197 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $29,140,000 | 3,221 |
| Total debt securities | $29,140,000 | 3,523 |
| Structured notes | ||
| Amortized cost | $8,395,000 | 635 |
| Fair value | $8,382,000 | 636 |
| 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 | $25,003,000 | 3,889 |
| U.S. Government securities | $15,282,000 | 4,075 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,282,000 | 3,994 |
| Securities issued by states & political subdivisions | $9,193,000 | 2,355 |
| Other domestic debt securities | $528,000 | 2,613 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $528,000 | 264 |
| 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 | $12,071,000 | 3,029 |
| Mortgage-backed securities | $8,003,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $7,405,000 | 2,992 |
| Issued or guaranteed by U.S. | $7,405,000 | 2,985 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $70,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,245 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $528,000 | 264 |
| Commercial mortgage pass-through securities | $528,000 | 188 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $25,003,000 | 3,523 |
| Total debt securities | $25,003,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $2,395,000 | 1,412 |
| Fair value | $2,399,000 | 1,403 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $24,419,000 | 3,967 |
| U.S. Government securities | $14,537,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,537,000 | 4,120 |
| Securities issued by states & political subdivisions | $9,351,000 | 2,363 |
| Other domestic debt securities | $531,000 | 2,708 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $531,000 | 278 |
| 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 | $12,321,000 | 2,983 |
| Mortgage-backed securities | $8,239,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $7,634,000 | 3,048 |
| Issued or guaranteed by U.S. | $7,634,000 | 3,038 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $74,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,230 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $531,000 | 278 |
| Commercial mortgage pass-through securities | $531,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $24,419,000 | 3,583 |
| Total debt securities | $24,419,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $1,395,000 | 1,401 |
| Fair value | $1,396,000 | 1,401 |
| 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 | $23,683,000 | 3,991 |
| U.S. Government securities | $14,002,000 | 4,283 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,002,000 | 4,184 |
| Securities issued by states & political subdivisions | $9,147,000 | 2,340 |
| Other domestic debt securities | $534,000 | 2,752 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $534,000 | 229 |
| 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 | $12,228,000 | 3,016 |
| Mortgage-backed securities | $6,730,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $6,117,000 | 3,398 |
| Issued or guaranteed by U.S. | $6,117,000 | 3,385 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $79,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,214 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $534,000 | 229 |
| Commercial mortgage pass-through securities | $534,000 | 140 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $23,683,000 | 3,599 |
| Total debt securities | $23,682,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $145,000 | 1,938 |
| Fair value | $143,000 | 1,937 |
| 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 | $22,486,000 | 4,138 |
| U.S. Government securities | $13,106,000 | 4,506 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,106,000 | 4,426 |
| Securities issued by states & political subdivisions | $9,380,000 | 2,232 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,313,000 | 3,191 |
| Mortgage-backed securities | $7,165,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $7,082,000 | 3,260 |
| Issued or guaranteed by U.S. | $7,082,000 | 3,247 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $83,000 | 3,592 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,217 |
| 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) | $22,486,000 | 3,721 |
| Total debt securities | $22,485,000 | 4,104 |
| 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 | $18,406,000 | 4,636 |
| U.S. Government securities | $8,848,000 | 5,394 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,848,000 | 5,312 |
| Securities issued by states & political subdivisions | $9,558,000 | 2,146 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,079,000 | 3,284 |
| Mortgage-backed securities | $6,913,000 | 3,881 |
| Certificates of participation in pools of residential mortgages | $6,822,000 | 3,282 |
| Issued or guaranteed by U.S. | $6,822,000 | 3,269 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $91,000 | 3,548 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,201 |
| 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) | $18,406,000 | 4,162 |
| Total debt securities | $18,405,000 | 4,603 |
| 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 | $18,971,000 | 4,514 |
| U.S. Government securities | $9,515,000 | 5,200 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,515,000 | 5,115 |
| Securities issued by states & political subdivisions | $9,456,000 | 2,137 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,869,000 | 3,622 |
| Mortgage-backed securities | $7,005,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $6,891,000 | 3,178 |
| Issued or guaranteed by U.S. | $6,891,000 | 3,167 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $114,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,090 |
| 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) | $18,971,000 | 4,031 |
| Total debt securities | $18,972,000 | 4,482 |
| 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 | $17,278,000 | 4,790 |
| U.S. Government securities | $7,936,000 | 5,612 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,936,000 | 5,532 |
| Securities issued by states & political subdivisions | $9,342,000 | 2,189 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,063,000 | 3,537 |
| Mortgage-backed securities | $5,831,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $5,689,000 | 3,449 |
| Issued or guaranteed by U.S. | $5,689,000 | 3,433 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $142,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 3,082 |
| 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) | $17,278,000 | 4,314 |
| Total debt securities | $17,279,000 | 4,735 |
| 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 | $13,064,000 | 5,405 |
| U.S. Government securities | $4,309,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,309,000 | 6,577 |
| Securities issued by states & political subdivisions | $8,755,000 | 2,277 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,659,000 | 3,428 |
| Mortgage-backed securities | $3,171,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $3,009,000 | 4,179 |
| Issued or guaranteed by U.S. | $3,009,000 | 4,164 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $162,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,041 |
| 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) | $13,064,000 | 4,912 |
| Total debt securities | $13,066,000 | 5,335 |
| 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 | $14,592,000 | 5,226 |
| U.S. Government securities | $4,548,000 | 6,736 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,548,000 | 6,629 |
| Securities issued by states & political subdivisions | $10,044,000 | 2,059 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,309,000 | 3,342 |
| Mortgage-backed securities | $3,436,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $3,257,000 | 3,799 |
| Issued or guaranteed by U.S. | $3,257,000 | 3,783 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $179,000 | 3,297 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 2,974 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $14,592,000 | 4,674 |
| Total debt securities | $14,590,000 | 5,171 |
| 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 | $14,450,000 | 5,282 |
| U.S. Government securities | $5,300,000 | 6,606 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,300,000 | 6,492 |
| Securities issued by states & political subdivisions | $9,150,000 | 2,173 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,046,000 | 3,242 |
| Mortgage-backed securities | $2,623,000 | 4,489 |
| Certificates of participation in pools of residential mortgages | $2,409,000 | 4,013 |
| Issued or guaranteed by U.S. | $2,409,000 | 3,999 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $214,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,900 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $14,450,000 | 4,703 |
| Total debt securities | $14,451,000 | 5,232 |
| 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 | $14,868,000 | 5,225 |
| U.S. Government securities | $6,125,000 | 6,393 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,125,000 | 6,274 |
| Securities issued by states & political subdivisions | $8,743,000 | 2,234 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,091,000 | 3,241 |
| Mortgage-backed securities | $2,878,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $2,561,000 | 3,907 |
| Issued or guaranteed by U.S. | $2,561,000 | 3,895 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $317,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $317,000 | 2,773 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,868,000 | 4,632 |
| Total debt securities | $14,868,000 | 5,180 |
| 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 | $16,091,000 | 5,071 |
| U.S. Government securities | $7,215,000 | 6,113 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,215,000 | 5,995 |
| Securities issued by states & political subdivisions | $8,876,000 | 2,215 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,965,000 | 3,260 |
| Mortgage-backed securities | $3,261,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $2,771,000 | 3,804 |
| Issued or guaranteed by U.S. | $2,771,000 | 3,788 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $490,000 | 2,908 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 2,617 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $16,091,000 | 4,481 |
| Total debt securities | $16,091,000 | 5,027 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,606 |
| Fair value | $300,000 | 2,607 |
| 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 | $16,634,000 | 5,046 |
| U.S. Government securities | $7,455,000 | 6,073 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,455,000 | 5,952 |
| Securities issued by states & political subdivisions | $9,179,000 | 2,162 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,081,000 | 3,391 |
| Mortgage-backed securities | $3,511,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $2,897,000 | 3,747 |
| Issued or guaranteed by U.S. | $2,897,000 | 3,736 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $614,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,504 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $16,634,000 | 4,444 |
| Total debt securities | $16,634,000 | 5,001 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,710 |
| Fair value | $299,000 | 2,712 |
| 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 | $16,927,000 | 5,034 |
| U.S. Government securities | $7,682,000 | 6,080 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,682,000 | 5,960 |
| Securities issued by states & political subdivisions | $9,245,000 | 2,134 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,770,000 | 4,103 |
| Mortgage-backed securities | $3,448,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $2,711,000 | 3,823 |
| Issued or guaranteed by U.S. | $2,711,000 | 3,801 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $737,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $737,000 | 2,397 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $16,927,000 | 4,415 |
| Total debt securities | $16,927,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,832 |
| Fair value | $300,000 | 2,831 |
| 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 | $15,051,000 | 5,325 |
| U.S. Government securities | $7,054,000 | 6,258 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,054,000 | 6,130 |
| Securities issued by states & political subdivisions | $7,997,000 | 2,349 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,969,000 | 3,423 |
| Mortgage-backed securities | $3,175,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $2,290,000 | 4,011 |
| Issued or guaranteed by U.S. | $2,290,000 | 3,996 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $885,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $885,000 | 2,290 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $15,051,000 | 4,666 |
| Total debt securities | $15,052,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $1,795,000 | 1,745 |
| Fair value | $1,764,000 | 1,738 |
| 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 | $15,731,000 | 5,252 |
| U.S. Government securities | $7,612,000 | 6,168 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,612,000 | 6,021 |
| Securities issued by states & political subdivisions | $8,119,000 | 2,307 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,348,000 | 3,349 |
| Mortgage-backed securities | $3,517,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $2,467,000 | 3,968 |
| Issued or guaranteed by U.S. | $2,467,000 | 3,953 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,050,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $1,050,000 | 2,165 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,731,000 | 4,612 |
| Total debt securities | $15,730,000 | 5,199 |
| Structured notes | ||
| Amortized cost | $1,895,000 | 1,714 |
| Fair value | $1,873,000 | 1,712 |
| 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 | $15,504,000 | 5,286 |
| U.S. Government securities | $7,024,000 | 6,339 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,024,000 | 6,203 |
| Securities issued by states & political subdivisions | $8,480,000 | 2,231 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,975,000 | 3,387 |
| Mortgage-backed securities | $3,104,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $1,880,000 | 4,313 |
| Issued or guaranteed by U.S. | $1,880,000 | 4,295 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,224,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $1,224,000 | 2,103 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $15,504,000 | 4,609 |
| Total debt securities | $15,504,000 | 5,237 |
| Structured notes | ||
| Amortized cost | $1,895,000 | 1,707 |
| Fair value | $1,880,000 | 1,703 |
| 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 | $15,273,000 | 5,330 |
| U.S. Government securities | $6,931,000 | 6,379 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,931,000 | 6,252 |
| Securities issued by states & political subdivisions | $8,342,000 | 2,232 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,639,000 | 4,109 |
| Mortgage-backed securities | $3,502,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $2,053,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,053,000 | 4,243 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,449,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $1,449,000 | 2,027 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $15,273,000 | 4,660 |
| Total debt securities | $15,272,000 | 5,278 |
| Structured notes | ||
| Amortized cost | $1,894,000 | 1,686 |
| Fair value | $1,882,000 | 1,682 |
| 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 | $14,898,000 | 5,443 |
| U.S. Government securities | $6,931,000 | 6,436 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,931,000 | 6,304 |
| Securities issued by states & political subdivisions | $7,967,000 | 2,280 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,811,000 | 4,051 |
| Mortgage-backed securities | $3,981,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 4,223 |
| Issued or guaranteed by U.S. | $2,245,000 | 4,207 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,736,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $1,736,000 | 1,976 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $14,898,000 | 4,753 |
| Total debt securities | $14,897,000 | 5,373 |
| Structured notes | ||
| Amortized cost | $1,401,000 | 1,892 |
| Fair value | $1,393,000 | 1,892 |
| 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 | $11,549,000 | 6,146 |
| U.S. Government securities | $4,407,000 | 7,273 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,407,000 | 7,102 |
| Securities issued by states & political subdivisions | $7,142,000 | 2,460 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,136,000 | 3,995 |
| Mortgage-backed securities | $2,035,000 | 4,994 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,035,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $2,035,000 | 1,908 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,398 |
| Available-for-sale securities (fair market value) | $11,548,000 | 5,392 |
| Total debt securities | $11,550,000 | 6,075 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 1,749 |
| Fair value | $1,483,000 | 1,780 |
| 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 | $10,541,000 | 6,348 |
| U.S. Government securities | $4,442,000 | 7,282 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,442,000 | 7,124 |
| Securities issued by states & political subdivisions | $6,099,000 | 2,736 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,048,000 | 3,548 |
| Mortgage-backed securities | $2,354,000 | 4,877 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,354,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $2,354,000 | 1,853 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,463 |
| Available-for-sale securities (fair market value) | $10,540,000 | 5,596 |
| Total debt securities | $10,540,000 | 6,287 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 1,717 |
| Fair value | $1,492,000 | 1,766 |
| 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 | $10,648,000 | 6,360 |
| U.S. Government securities | $5,016,000 | 7,123 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,016,000 | 6,969 |
| Securities issued by states & political subdivisions | $5,632,000 | 2,891 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,361,000 | 4,157 |
| Mortgage-backed securities | $2,616,000 | 4,790 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,616,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,616,000 | 1,785 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 4,458 |
| Available-for-sale securities (fair market value) | $10,637,000 | 5,605 |
| Total debt securities | $10,648,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $2,103,000 | 1,455 |
| Fair value | $2,097,000 | 1,458 |
| 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 | $12,086,000 | 6,138 |
| U.S. Government securities | $5,852,000 | 6,936 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,852,000 | 6,777 |
| Securities issued by states & political subdivisions | $6,234,000 | 2,695 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,246,000 | 3,901 |
| Mortgage-backed securities | $3,765,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,765,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $3,765,000 | 1,565 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 4,515 |
| Available-for-sale securities (fair market value) | $12,075,000 | 5,395 |
| Total debt securities | $12,086,000 | 6,069 |
| Structured notes | ||
| Amortized cost | $1,803,000 | 1,619 |
| Fair value | $1,780,000 | 1,620 |
| 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 | $12,667,000 | 5,992 |
| U.S. Government securities | $6,320,000 | 6,736 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,320,000 | 6,575 |
| Securities issued by states & political subdivisions | $6,347,000 | 2,682 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,446,000 | 3,813 |
| Mortgage-backed securities | $4,400,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,400,000 | 1,705 |
| CMOs issued by government agencies or sponsored agencies | $4,400,000 | 1,504 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,000 | 4,515 |
| Available-for-sale securities (fair market value) | $12,647,000 | 5,269 |
| Total debt securities | $12,666,000 | 5,916 |
| Structured notes | ||
| Amortized cost | $1,904,000 | 1,419 |
| Fair value | $1,920,000 | 1,423 |
| 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 | $12,270,000 | 6,157 |
| U.S. Government securities | $6,222,000 | 6,839 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,222,000 | 6,659 |
| Securities issued by states & political subdivisions | $6,048,000 | 2,778 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,788,000 | 3,420 |
| Mortgage-backed securities | $4,823,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,823,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $4,823,000 | 1,527 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,000 | 4,586 |
| Available-for-sale securities (fair market value) | $12,250,000 | 5,430 |
| Total debt securities | $12,268,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $1,404,000 | 1,481 |
| Fair value | $1,399,000 | 1,485 |
| 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 | $13,579,000 | 5,804 |
| U.S. Government securities | $7,289,000 | 6,383 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,289,000 | 6,198 |
| Securities issued by states & political subdivisions | $6,290,000 | 2,710 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,254,000 | 4,000 |
| Mortgage-backed securities | $5,887,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,887,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $5,887,000 | 1,390 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,000 | 4,579 |
| Available-for-sale securities (fair market value) | $13,550,000 | 5,093 |
| Total debt securities | $13,580,000 | 5,713 |
| Structured notes | ||
| Amortized cost | $1,404,000 | 1,276 |
| Fair value | $1,402,000 | 1,278 |
| 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 | $15,161,000 | 5,454 |
| U.S. Government securities | $10,119,000 | 5,528 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,119,000 | 5,362 |
| Securities issued by states & political subdivisions | $5,042,000 | 3,026 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,397,000 | 3,652 |
| Mortgage-backed securities | $9,199,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $198,000 | 6,271 |
| Issued or guaranteed by U.S. | $198,000 | 6,249 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,001,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $9,001,000 | 1,214 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,000 | 4,589 |
| Available-for-sale securities (fair market value) | $15,124,000 | 4,769 |
| Total debt securities | $15,162,000 | 5,348 |
| Structured notes | ||
| Amortized cost | $905,000 | 1,408 |
| Fair value | $920,000 | 1,408 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,694,000 | 5,210 |
| U.S. Government securities | $12,648,000 | 4,962 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,648,000 | 4,781 |
| Securities issued by states & political subdivisions | $4,046,000 | 3,306 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,343,000 | 3,664 |
| Mortgage-backed securities | $12,134,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $891,000 | 5,481 |
| Issued or guaranteed by U.S. | $891,000 | 5,462 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,243,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $11,243,000 | 1,090 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,000 | 4,644 |
| Available-for-sale securities (fair market value) | $16,657,000 | 4,517 |
| Total debt securities | $16,693,000 | 5,112 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,534 |
| Fair value | $414,000 | 1,532 |
| 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 | $16,981,000 | 5,120 |
| U.S. Government securities | $11,874,000 | 5,138 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,874,000 | 4,959 |
| Securities issued by states & political subdivisions | $5,107,000 | 2,891 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,529,000 | 2,808 |
| Mortgage-backed securities | $10,044,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 5,131 |
| Issued or guaranteed by U.S. | $1,278,000 | 5,112 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,766,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $8,766,000 | 1,262 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,000 | 4,728 |
| Available-for-sale securities (fair market value) | $16,944,000 | 4,424 |
| Total debt securities | $16,981,000 | 5,040 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,021 |
| Fair value | $819,000 | 1,021 |
| 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 | $16,669,000 | 5,077 |
| U.S. Government securities | $11,324,000 | 5,171 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,324,000 | 4,954 |
| Securities issued by states & political subdivisions | $5,345,000 | 2,741 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,531,000 | 2,552 |
| Mortgage-backed securities | $6,635,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,131 |
| Issued or guaranteed by U.S. | $3,000 | 7,107 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,632,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $6,632,000 | 1,507 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $99,000 | 4,845 |
| Available-for-sale securities (fair market value) | $16,570,000 | 4,341 |
| Total debt securities | $16,669,000 | 4,984 |
| 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 | $15,826,000 | 5,403 |
| U.S. Government securities | $11,323,000 | 5,443 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,323,000 | 5,116 |
| Securities issued by states & political subdivisions | $4,469,000 | 3,006 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,645,000 | 2,687 |
| Mortgage-backed securities | $1,811,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $131,000 | 6,267 |
| Issued or guaranteed by U.S. | $131,000 | 6,247 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,680,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $1,680,000 | 2,290 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,000 | 5,427 |
| Available-for-sale securities (fair market value) | $15,715,000 | 4,480 |
| Total debt securities | $15,792,000 | 5,275 |
| 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 | $16,408,000 | 5,518 |
| U.S. Government securities | $13,094,000 | 5,217 |
| U.S. Treasury securities | $851,000 | 3,975 |
| U.S. Government agency obligations | $12,243,000 | 4,957 |
| Securities issued by states & political subdivisions | $3,280,000 | 3,731 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,846,000 | 2,495 |
| Mortgage-backed securities | $2,006,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $311,000 | 6,101 |
| Issued or guaranteed by U.S. | $311,000 | 6,085 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,695,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $1,695,000 | 2,443 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $154,000 | 5,795 |
| Available-for-sale securities (fair market value) | $16,254,000 | 4,501 |
| Total debt securities | $16,374,000 | 5,402 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $13,431,000 | 6,163 |
| U.S. Government securities | $10,375,000 | 5,986 |
| U.S. Treasury securities | $1,171,000 | 4,732 |
| U.S. Government agency obligations | $9,204,000 | 5,516 |
| Securities issued by states & political subdivisions | $3,056,000 | 3,939 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,266,000 | 2,965 |
| Mortgage-backed securities | $2,102,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $28,000 | 7,396 |
| Issued or guaranteed by U.S. | $28,000 | 7,374 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,074,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $2,074,000 | 2,467 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $13,431,000 | 4,936 |
| Total debt securities | $13,431,000 | 6,038 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,115,000 | 6,502 |
| U.S. Government securities | $11,781,000 | 5,884 |
| U.S. Treasury securities | $1,954,000 | 5,302 |
| U.S. Government agency obligations | $9,827,000 | 5,289 |
| Securities issued by states & political subdivisions | $1,334,000 | 5,323 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,604,000 | 2,740 |
| Mortgage-backed securities | $2,165,000 | 5,281 |
| Certificates of participation in pools of residential mortgages | $40,000 | 7,634 |
| Issued or guaranteed by U.S. | $40,000 | 7,607 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,125,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $2,125,000 | 2,532 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $13,115,000 | 4,893 |
| Total debt securities | $13,115,000 | 6,370 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,201,000 | 6,930 |
| U.S. Government securities | $11,587,000 | 6,449 |
| U.S. Treasury securities | $1,637,000 | 6,389 |
| U.S. Government agency obligations | $9,950,000 | 5,523 |
| Securities issued by states & political subdivisions | $1,614,000 | 5,212 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,614,000 | 3,934 |
| Mortgage-backed securities | $756,000 | 7,162 |
| Certificates of participation in pools of residential mortgages | $55,000 | 8,107 |
| Issued or guaranteed by U.S. | $55,000 | 8,085 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $701,000 | 4,181 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 4,023 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $13,201,000 | 5,126 |
| Total debt securities | $13,201,000 | 6,806 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,435,000 | 7,788 |
| U.S. Government securities | $10,174,000 | 7,242 |
| U.S. Treasury securities | $3,745,000 | 5,445 |
| U.S. Government agency obligations | $6,429,000 | 6,975 |
| Securities issued by states & political subdivisions | $1,261,000 | 5,911 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,071,000 | 4,646 |
| Mortgage-backed securities | $952,000 | 7,359 |
| Certificates of participation in pools of residential mortgages | $251,000 | 7,686 |
| Issued or guaranteed by U.S. | $251,000 | 7,657 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $701,000 | 4,614 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 4,445 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $11,435,000 | 5,725 |
| Total debt securities | $11,435,000 | 7,660 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,500,000 | 7,260 |
| U.S. Government securities | $13,045,000 | 6,629 |
| U.S. Treasury securities | $7,893,000 | 4,079 |
| U.S. Government agency obligations | $5,152,000 | 7,614 |
| Securities issued by states & political subdivisions | $1,455,000 | 5,906 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $704,000 | 8,196 |
| Certificates of participation in pools of residential mortgages | $208,000 | 8,314 |
| Issued or guaranteed by U.S. | $208,000 | 8,287 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $496,000 | 5,265 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 5,032 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,550,000 | 5,852 |
| Available-for-sale securities (fair market value) | $4,950,000 | 6,906 |
| Total debt securities | $14,500,000 | 7,151 |
| 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 | $13,605,000 | 7,836 |
| U.S. Government securities | $12,710,000 | 6,950 |
| U.S. Treasury securities | $9,257,000 | 3,722 |
| U.S. Government agency obligations | $3,453,000 | 9,009 |
| Securities issued by states & political subdivisions | $895,000 | 7,036 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,078,000 | 3,625 |
| Mortgage-backed securities | $313,000 | 9,631 |
| Certificates of participation in pools of residential mortgages | $313,000 | 8,599 |
| Issued or guaranteed by U.S. | $313,000 | 8,544 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,605,000 | 7,673 |
| 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 | $11,395,000 | 8,616 |
| U.S. Government securities | $10,117,000 | 8,001 |
| U.S. Treasury securities | $8,440,000 | 4,014 |
| U.S. Government agency obligations | $1,677,000 | 10,854 |
| Securities issued by states & political subdivisions | $1,278,000 | 6,065 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,800,000 | 4,622 |
| Mortgage-backed securities | $1,375,000 | 8,414 |
| Certificates of participation in pools of residential mortgages | $1,375,000 | 6,952 |
| Issued or guaranteed by U.S. | $1,375,000 | 6,887 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,395,000 | 8,486 |
| 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 |