Home > Pioneer Federal Savings and Loan Association > Securities
Pioneer Federal Savings and Loan Association, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,027,000 | 3,737 |
| U.S. Government securities | $9,500,000 | 3,615 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $9,500,000 | 3,272 |
| Securities issued by states & political subdivisions | $4,222,000 | 3,008 |
| Other domestic debt securities | $419,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $419,000 | 546 |
| 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 | $475,000 | 3,850 |
| Mortgage-backed securities | $8,239,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,820,000 | 2,240 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $419,000 | 405 |
| 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) | $2,836,000 | 1,315 |
| Available-for-sale securities (fair market value) | $11,305,000 | 3,689 |
| Total debt securities | $14,138,000 | 3,799 |
| 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 | $15,682,000 | 3,772 |
| U.S. Government securities | $9,464,000 | 3,630 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $9,464,000 | 3,263 |
| Securities issued by states & political subdivisions | $4,102,000 | 3,035 |
| Other domestic debt securities | $422,000 | 2,179 |
| Privately issued residential mortgage-backed securities | $422,000 | 529 |
| 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 | $475,000 | 3,861 |
| Mortgage-backed securities | $8,259,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,837,000 | 2,232 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $422,000 | 401 |
| 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) | $2,928,000 | 1,326 |
| Available-for-sale securities (fair market value) | $11,060,000 | 3,700 |
| Total debt securities | $13,988,000 | 3,820 |
| 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 | $16,110,000 | 3,795 |
| U.S. Government securities | $9,936,000 | 3,638 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $9,936,000 | 3,277 |
| Securities issued by states & political subdivisions | $4,322,000 | 3,054 |
| Other domestic debt securities | $449,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $449,000 | 532 |
| 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 | $475,000 | 3,860 |
| Mortgage-backed securities | $8,683,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,234,000 | 2,238 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $449,000 | 396 |
| 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) | $3,044,000 | 1,324 |
| Available-for-sale securities (fair market value) | $11,663,000 | 3,711 |
| Total debt securities | $14,708,000 | 3,825 |
| 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 | $17,286,000 | 3,829 |
| U.S. Government securities | $10,280,000 | 3,691 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $10,280,000 | 3,269 |
| Securities issued by states & political subdivisions | $5,171,000 | 3,013 |
| Other domestic debt securities | $469,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $469,000 | 555 |
| 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 | $475,000 | 3,872 |
| Mortgage-backed securities | $9,022,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,553,000 | 2,260 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $469,000 | 408 |
| 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) | $3,146,000 | 1,354 |
| Available-for-sale securities (fair market value) | $12,774,000 | 3,743 |
| Total debt securities | $15,920,000 | 3,860 |
| 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 | $17,162,000 | 3,861 |
| U.S. Government securities | $10,443,000 | 3,710 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $10,443,000 | 3,273 |
| Securities issued by states & political subdivisions | $5,092,000 | 3,062 |
| Other domestic debt securities | $474,000 | 2,263 |
| Privately issued residential mortgage-backed securities | $474,000 | 573 |
| 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 | $475,000 | 3,834 |
| Mortgage-backed securities | $9,180,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,706,000 | 2,272 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $474,000 | 409 |
| 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) | $3,259,000 | 1,370 |
| Available-for-sale securities (fair market value) | $12,750,000 | 3,763 |
| Total debt securities | $16,010,000 | 3,880 |
| 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 | $23,181,000 | 3,617 |
| U.S. Government securities | $10,611,000 | 3,710 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $10,611,000 | 3,268 |
| Securities issued by states & political subdivisions | $5,057,000 | 3,079 |
| Other domestic debt securities | $485,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $485,000 | 558 |
| 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 | $475,000 | 3,856 |
| Mortgage-backed securities | $9,361,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,876,000 | 2,268 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $485,000 | 414 |
| 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) | $3,805,000 | 1,312 |
| Available-for-sale securities (fair market value) | $12,348,000 | 3,803 |
| Total debt securities | $16,152,000 | 3,889 |
| 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 | $23,412,000 | 3,651 |
| U.S. Government securities | $10,839,000 | 3,716 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $10,839,000 | 3,281 |
| Securities issued by states & political subdivisions | $5,445,000 | 3,089 |
| Other domestic debt securities | $519,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $519,000 | 569 |
| 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 | $475,000 | 3,885 |
| Mortgage-backed securities | $9,473,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $8,954,000 | 2,356 |
| Issued or guaranteed by U.S. | $8,954,000 | 2,294 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $519,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $519,000 | 416 |
| 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) | $4,094,000 | 1,228 |
| Available-for-sale securities (fair market value) | $12,709,000 | 3,819 |
| Total debt securities | $16,802,000 | 3,899 |
| 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 | $22,922,000 | 3,618 |
| U.S. Government securities | $10,322,000 | 3,686 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $10,322,000 | 3,305 |
| Securities issued by states & political subdivisions | $5,004,000 | 3,162 |
| Other domestic debt securities | $558,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $558,000 | 541 |
| 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 | $475,000 | 3,906 |
| Mortgage-backed securities | $8,939,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $8,381,000 | 2,431 |
| Issued or guaranteed by U.S. | $8,381,000 | 2,373 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $558,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $558,000 | 389 |
| 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) | $4,253,000 | 1,119 |
| Available-for-sale securities (fair market value) | $11,631,000 | 3,855 |
| Total debt securities | $15,886,000 | 3,901 |
| 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 | $22,166,000 | 3,599 |
| U.S. Government securities | $10,206,000 | 3,584 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $10,206,000 | 3,292 |
| Securities issued by states & political subdivisions | $5,222,000 | 3,184 |
| Other domestic debt securities | $80,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $80,000 | 608 |
| 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 | $475,000 | 3,932 |
| Mortgage-backed securities | $8,122,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $8,042,000 | 2,459 |
| Issued or guaranteed by U.S. | $8,042,000 | 2,385 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $80,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $80,000 | 417 |
| 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) | $4,525,000 | 998 |
| Available-for-sale securities (fair market value) | $10,983,000 | 3,868 |
| Total debt securities | $15,509,000 | 3,853 |
| 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 | $22,492,000 | 3,530 |
| U.S. Government securities | $10,757,000 | 3,488 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,757,000 | 3,246 |
| Securities issued by states & political subdivisions | $5,282,000 | 3,194 |
| Other domestic debt securities | $82,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $82,000 | 586 |
| 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 | $475,000 | 3,958 |
| Mortgage-backed securities | $8,643,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $8,561,000 | 2,422 |
| Issued or guaranteed by U.S. | $8,561,000 | 2,360 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $82,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $82,000 | 407 |
| 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) | $4,700,000 | 965 |
| Available-for-sale securities (fair market value) | $11,421,000 | 3,850 |
| Total debt securities | $16,121,000 | 3,810 |
| 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 | $22,589,000 | 3,489 |
| U.S. Government securities | $11,410,000 | 3,409 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $11,410,000 | 3,185 |
| Securities issued by states & political subdivisions | $5,426,000 | 3,167 |
| Other domestic debt securities | $114,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $114,000 | 577 |
| 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 | $475,000 | 3,995 |
| Mortgage-backed securities | $9,187,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $9,073,000 | 2,350 |
| Issued or guaranteed by U.S. | $9,073,000 | 2,286 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $114,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $114,000 | 385 |
| 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) | $5,060,000 | 909 |
| Available-for-sale securities (fair market value) | $11,890,000 | 3,805 |
| Total debt securities | $16,950,000 | 3,733 |
| 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 | $20,669,000 | 3,490 |
| U.S. Government securities | $10,365,000 | 3,388 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $10,365,000 | 3,201 |
| Securities issued by states & political subdivisions | $5,810,000 | 3,090 |
| Other domestic debt securities | $211,000 | 2,100 |
| Privately issued residential mortgage-backed securities | $211,000 | 557 |
| 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 | $475,000 | 4,012 |
| Mortgage-backed securities | $9,265,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $9,054,000 | 2,288 |
| Issued or guaranteed by U.S. | $9,054,000 | 2,219 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $211,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $211,000 | 360 |
| 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) | $5,935,000 | 832 |
| Available-for-sale securities (fair market value) | $10,451,000 | 3,828 |
| Total debt securities | $16,386,000 | 3,686 |
| 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 | $19,969,000 | 3,435 |
| U.S. Government securities | $10,740,000 | 3,215 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $10,740,000 | 3,066 |
| Securities issued by states & political subdivisions | $5,301,000 | 3,154 |
| Other domestic debt securities | $364,000 | 1,958 |
| Privately issued residential mortgage-backed securities | $364,000 | 505 |
| 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 | $475,000 | 4,041 |
| Mortgage-backed securities | $9,665,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $9,301,000 | 2,156 |
| Issued or guaranteed by U.S. | $9,301,000 | 2,100 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $364,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $364,000 | 330 |
| 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) | $6,293,000 | 809 |
| Available-for-sale securities (fair market value) | $10,112,000 | 3,797 |
| Total debt securities | $16,405,000 | 3,604 |
| 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 | $20,295,000 | 3,341 |
| U.S. Government securities | $11,736,000 | 3,093 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,736,000 | 2,950 |
| Securities issued by states & political subdivisions | $4,620,000 | 3,168 |
| Other domestic debt securities | $539,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $539,000 | 468 |
| 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 | $475,000 | 4,051 |
| Mortgage-backed securities | $10,834,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $10,295,000 | 2,036 |
| Issued or guaranteed by U.S. | $10,295,000 | 1,977 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $539,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $539,000 | 295 |
| 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) | $6,770,000 | 790 |
| Available-for-sale securities (fair market value) | $10,125,000 | 3,767 |
| Total debt securities | $16,895,000 | 3,512 |
| 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 | $19,649,000 | 3,328 |
| U.S. Government securities | $11,509,000 | 3,117 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $11,509,000 | 2,978 |
| Securities issued by states & political subdivisions | $4,601,000 | 3,115 |
| Other domestic debt securities | $696,000 | 1,717 |
| Privately issued residential mortgage-backed securities | $696,000 | 425 |
| 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 | $475,000 | 4,098 |
| Mortgage-backed securities | $10,622,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $9,926,000 | 2,051 |
| Issued or guaranteed by U.S. | $9,926,000 | 1,996 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $696,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $696,000 | 260 |
| 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) | $7,226,000 | 779 |
| Available-for-sale securities (fair market value) | $9,580,000 | 3,796 |
| Total debt securities | $16,805,000 | 3,503 |
| 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 | $18,539,000 | 3,391 |
| U.S. Government securities | $12,108,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,108,000 | 2,966 |
| Securities issued by states & political subdivisions | $4,727,000 | 3,042 |
| Other domestic debt securities | $766,000 | 1,632 |
| Privately issued residential mortgage-backed securities | $766,000 | 433 |
| 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 | $938,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,138 |
| Mortgage-backed securities | $11,291,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $10,525,000 | 1,992 |
| Issued or guaranteed by U.S. | $10,525,000 | 1,935 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $766,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $766,000 | 261 |
| 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) | $8,349,000 | 737 |
| Available-for-sale securities (fair market value) | $10,190,000 | 3,764 |
| Total debt securities | $17,601,000 | 3,440 |
| 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 | $19,389,000 | 3,400 |
| U.S. Government securities | $13,980,000 | 3,012 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $13,980,000 | 2,852 |
| Securities issued by states & political subdivisions | $4,950,000 | 3,004 |
| Other domestic debt securities | $272,000 | 1,804 |
| Privately issued residential mortgage-backed securities | $272,000 | 490 |
| 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 | $187,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,208 |
| Mortgage-backed securities | $10,518,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $10,246,000 | 1,967 |
| Issued or guaranteed by U.S. | $10,246,000 | 1,913 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $272,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $272,000 | 319 |
| 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) | $8,968,000 | 743 |
| Available-for-sale securities (fair market value) | $10,421,000 | 3,798 |
| Total debt securities | $19,203,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 355 |
| Fair value | $1,489,000 | 358 |
| 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 | $20,462,000 | 3,366 |
| U.S. Government securities | $14,380,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,380,000 | 2,857 |
| Securities issued by states & political subdivisions | $5,038,000 | 3,012 |
| Other domestic debt securities | $302,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $302,000 | 512 |
| 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 | $742,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,271 |
| Mortgage-backed securities | $10,932,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $10,630,000 | 1,923 |
| Issued or guaranteed by U.S. | $10,630,000 | 1,866 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $302,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $302,000 | 306 |
| 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) | $9,842,000 | 760 |
| Available-for-sale securities (fair market value) | $10,620,000 | 3,825 |
| Total debt securities | $19,720,000 | 3,402 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 436 |
| Fair value | $1,499,000 | 443 |
| 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 | $20,847,000 | 3,402 |
| U.S. Government securities | $14,921,000 | 3,007 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,921,000 | 2,844 |
| Securities issued by states & political subdivisions | $5,504,000 | 3,001 |
| Other domestic debt securities | $331,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $331,000 | 472 |
| 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 | $91,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,315 |
| Mortgage-backed securities | $12,288,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $11,957,000 | 1,805 |
| Issued or guaranteed by U.S. | $11,957,000 | 1,772 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $331,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $331,000 | 308 |
| 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) | $11,436,000 | 732 |
| Available-for-sale securities (fair market value) | $9,411,000 | 3,983 |
| Total debt securities | $20,757,000 | 3,390 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $995,000 | 612 |
| 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 | $22,566,000 | 3,341 |
| U.S. Government securities | $16,246,000 | 2,945 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,246,000 | 2,784 |
| Securities issued by states & political subdivisions | $5,845,000 | 2,989 |
| Other domestic debt securities | $358,000 | 1,808 |
| Privately issued residential mortgage-backed securities | $358,000 | 477 |
| 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 | $117,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,368 |
| Mortgage-backed securities | $13,606,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $13,248,000 | 1,700 |
| Issued or guaranteed by U.S. | $13,248,000 | 1,669 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $358,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $358,000 | 318 |
| 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) | $12,968,000 | 717 |
| Available-for-sale securities (fair market value) | $9,598,000 | 4,014 |
| Total debt securities | $22,449,000 | 3,328 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 559 |
| Fair value | $981,000 | 638 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $23,000,000 | 3,358 |
| U.S. Government securities | $16,672,000 | 2,927 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,672,000 | 2,766 |
| Securities issued by states & political subdivisions | $5,899,000 | 3,031 |
| Other domestic debt securities | $370,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $370,000 | 444 |
| 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 | $59,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,415 |
| Mortgage-backed securities | $13,916,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $13,546,000 | 1,678 |
| Issued or guaranteed by U.S. | $13,546,000 | 1,658 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $370,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $370,000 | 314 |
| 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) | $13,466,000 | 745 |
| Available-for-sale securities (fair market value) | $9,534,000 | 4,060 |
| Total debt securities | $22,942,000 | 3,341 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $959,000 | 668 |
| 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 | $24,440,000 | 3,306 |
| U.S. Government securities | $18,111,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $18,111,000 | 2,701 |
| Securities issued by states & political subdivisions | $5,924,000 | 3,064 |
| Other domestic debt securities | $380,000 | 1,754 |
| Privately issued residential mortgage-backed securities | $380,000 | 389 |
| 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 | $25,000 | 584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,478 |
| Mortgage-backed securities | $14,370,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $13,990,000 | 1,676 |
| Issued or guaranteed by U.S. | $13,990,000 | 1,669 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $380,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $380,000 | 313 |
| 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) | $14,983,000 | 714 |
| Available-for-sale securities (fair market value) | $9,457,000 | 4,118 |
| Total debt securities | $24,414,000 | 3,286 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $963,000 | 634 |
| 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 | $26,945,000 | 3,204 |
| U.S. Government securities | $19,712,000 | 2,735 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $19,712,000 | 2,597 |
| Securities issued by states & political subdivisions | $6,208,000 | 3,077 |
| Other domestic debt securities | $398,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $398,000 | 625 |
| 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 | $627,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,525 |
| Mortgage-backed securities | $15,774,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | $15,376,000 | 1,622 |
| Issued or guaranteed by U.S. | $15,376,000 | 1,556 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $398,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $398,000 | 319 |
| 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) | $15,771,000 | 713 |
| Available-for-sale securities (fair market value) | $11,174,000 | 4,036 |
| Total debt securities | $26,318,000 | 3,217 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $972,000 | 638 |
| 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 | $28,344,000 | 3,165 |
| U.S. Government securities | $21,453,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $21,453,000 | 2,562 |
| Securities issued by states & political subdivisions | $6,317,000 | 3,091 |
| Other domestic debt securities | $414,000 | 1,759 |
| Privately issued residential mortgage-backed securities | $414,000 | 357 |
| 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 | $160,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,594 |
| Mortgage-backed securities | $16,936,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $16,522,000 | 1,581 |
| Issued or guaranteed by U.S. | $16,522,000 | 1,578 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $414,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $414,000 | 332 |
| 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) | $17,381,000 | 706 |
| Available-for-sale securities (fair market value) | $10,963,000 | 4,094 |
| Total debt securities | $28,183,000 | 3,145 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $977,000 | 612 |
| 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 | $28,800,000 | 3,195 |
| U.S. Government securities | $22,380,000 | 2,644 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $22,380,000 | 2,518 |
| Securities issued by states & political subdivisions | $6,236,000 | 3,181 |
| Other domestic debt securities | $161,000 | 1,916 |
| Privately issued residential mortgage-backed securities | $161,000 | 432 |
| 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 | $23,000 | 938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,672 |
| Mortgage-backed securities | $17,414,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $17,253,000 | 1,571 |
| Issued or guaranteed by U.S. | $17,253,000 | 1,570 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $161,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $161,000 | 404 |
| 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) | $17,938,000 | 707 |
| Available-for-sale securities (fair market value) | $10,862,000 | 4,154 |
| Total debt securities | $28,776,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $993,000 | 582 |
| 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 | $27,372,000 | 3,294 |
| U.S. Government securities | $20,673,000 | 2,780 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $20,673,000 | 2,673 |
| Securities issued by states & political subdivisions | $5,981,000 | 3,261 |
| Other domestic debt securities | $666,000 | 1,649 |
| Privately issued residential mortgage-backed securities | $166,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $500,000 | 1,437 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $52,000 | 854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,721 |
| Mortgage-backed securities | $16,194,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $16,028,000 | 1,685 |
| Issued or guaranteed by U.S. | $16,028,000 | 1,683 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $166,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $166,000 | 405 |
| 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) | $19,282,000 | 706 |
| Available-for-sale securities (fair market value) | $8,090,000 | 4,440 |
| Total debt securities | $27,319,000 | 3,272 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $996,000 | 619 |
| 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 | $25,478,000 | 3,463 |
| U.S. Government securities | $18,456,000 | 2,983 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $18,456,000 | 2,865 |
| Securities issued by states & political subdivisions | $5,692,000 | 3,331 |
| Other domestic debt securities | $673,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $173,000 | 449 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $500,000 | 1,464 |
| Foreign debt securities | $500,000 | 252 |
| Equity securities | $157,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 4,764 |
| Mortgage-backed securities | $14,912,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $14,739,000 | 1,811 |
| Issued or guaranteed by U.S. | $14,739,000 | 1,810 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $173,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $173,000 | 418 |
| 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) | $20,481,000 | 685 |
| Available-for-sale securities (fair market value) | $4,997,000 | 4,778 |
| Total debt securities | $25,319,000 | 3,448 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $499,000 | 826 |
| 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 | $25,685,000 | 3,484 |
| U.S. Government securities | $18,499,000 | 3,036 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $18,499,000 | 2,904 |
| Securities issued by states & political subdivisions | $5,023,000 | 3,484 |
| Other domestic debt securities | $1,178,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $178,000 | 477 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,000,000 | 1,283 |
| Foreign debt securities | $500,000 | 251 |
| Equity securities | $485,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 4,667 |
| Mortgage-backed securities | $14,433,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $14,255,000 | 1,871 |
| Issued or guaranteed by U.S. | $14,255,000 | 1,871 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $178,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $178,000 | 448 |
| 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) | $22,107,000 | 674 |
| Available-for-sale securities (fair market value) | $3,578,000 | 4,982 |
| Total debt securities | $25,199,000 | 3,494 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $999,000 | 655 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $25,557,000 | 3,483 |
| U.S. Government securities | $18,763,000 | 2,995 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,763,000 | 2,867 |
| Securities issued by states & political subdivisions | $5,060,000 | 3,490 |
| Other domestic debt securities | $1,197,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $197,000 | 490 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,000,000 | 1,287 |
| Foreign debt securities | $500,000 | 249 |
| Equity securities | $37,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 4,717 |
| Mortgage-backed securities | $15,067,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $14,870,000 | 1,852 |
| Issued or guaranteed by U.S. | $14,870,000 | 1,850 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $197,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $197,000 | 458 |
| 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) | $22,407,000 | 674 |
| Available-for-sale securities (fair market value) | $3,150,000 | 5,049 |
| Total debt securities | $25,518,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $499,000 | 857 |
| 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 | $26,643,000 | 3,428 |
| U.S. Government securities | $19,608,000 | 2,929 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $19,608,000 | 2,818 |
| Securities issued by states & political subdivisions | $4,987,000 | 3,528 |
| Other domestic debt securities | $1,206,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $206,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,000,000 | 1,294 |
| Foreign debt securities | $500,000 | 252 |
| Equity securities | $342,000 | 703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 4,780 |
| Mortgage-backed securities | $15,905,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $15,699,000 | 1,803 |
| Issued or guaranteed by U.S. | $15,699,000 | 1,803 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $206,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $206,000 | 460 |
| 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) | $23,075,000 | 661 |
| Available-for-sale securities (fair market value) | $3,568,000 | 5,039 |
| Total debt securities | $26,301,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $500,000 | 832 |
| Fair value | $502,000 | 835 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $25,439,000 | 3,554 |
| U.S. Government securities | $19,513,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $19,513,000 | 2,876 |
| Securities issued by states & political subdivisions | $4,132,000 | 3,728 |
| Other domestic debt securities | $1,214,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $214,000 | 505 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,288 |
| Foreign debt securities | $499,000 | 261 |
| Equity securities | $81,000 | 830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 4,869 |
| Mortgage-backed securities | $15,219,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $15,005,000 | 1,865 |
| Issued or guaranteed by U.S. | $15,005,000 | 1,861 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $214,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $214,000 | 473 |
| 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) | $24,263,000 | 671 |
| Available-for-sale securities (fair market value) | $1,176,000 | 5,384 |
| Total debt securities | $25,350,000 | 3,537 |
| Structured notes | ||
| Amortized cost | $500,000 | 968 |
| Fair value | $503,000 | 970 |
| 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 | $27,412,000 | 3,487 |
| U.S. Government securities | $21,413,000 | 2,931 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $21,413,000 | 2,821 |
| Securities issued by states & political subdivisions | $3,951,000 | 3,762 |
| Other domestic debt securities | $1,219,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $219,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,307 |
| Foreign debt securities | $500,000 | 247 |
| Equity securities | $329,000 | 724 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 4,922 |
| Mortgage-backed securities | $15,506,000 | 2,350 |
| Certificates of participation in pools of residential mortgages | $15,287,000 | 1,852 |
| Issued or guaranteed by U.S. | $15,287,000 | 1,851 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $219,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $219,000 | 479 |
| 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) | $26,199,000 | 658 |
| Available-for-sale securities (fair market value) | $1,213,000 | 5,448 |
| Total debt securities | $27,081,000 | 3,488 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 698 |
| Fair value | $2,002,000 | 631 |
| 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 | $28,585,000 | 3,447 |
| U.S. Government securities | $23,680,000 | 2,807 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,680,000 | 2,706 |
| Securities issued by states & political subdivisions | $3,074,000 | 3,984 |
| Other domestic debt securities | $1,226,000 | 1,511 |
| Privately issued residential mortgage-backed securities | $226,000 | 505 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,293 |
| Foreign debt securities | $500,000 | 233 |
| Equity securities | $105,000 | 818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 4,971 |
| Mortgage-backed securities | $16,033,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $15,807,000 | 1,813 |
| Issued or guaranteed by U.S. | $15,807,000 | 1,811 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $226,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $226,000 | 479 |
| 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) | $28,474,000 | 634 |
| Available-for-sale securities (fair market value) | $111,000 | 5,642 |
| Total debt securities | $28,478,000 | 3,429 |
| Structured notes | ||
| Amortized cost | $3,097,000 | 552 |
| Fair value | $3,095,000 | 552 |
| 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 | $29,958,000 | 3,418 |
| U.S. Government securities | $22,756,000 | 2,918 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $22,756,000 | 2,824 |
| Securities issued by states & political subdivisions | $3,240,000 | 3,989 |
| Other domestic debt securities | $1,231,000 | 1,515 |
| Privately issued residential mortgage-backed securities | $231,000 | 515 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,301 |
| Foreign debt securities | $500,000 | 236 |
| Equity securities | $2,231,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,035 |
| Mortgage-backed securities | $14,141,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $13,910,000 | 1,983 |
| Issued or guaranteed by U.S. | $13,910,000 | 1,982 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $231,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $231,000 | 488 |
| 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) | $27,721,000 | 637 |
| Available-for-sale securities (fair market value) | $2,237,000 | 5,452 |
| Total debt securities | $27,725,000 | 3,531 |
| Structured notes | ||
| Amortized cost | $3,597,000 | 605 |
| Fair value | $3,605,000 | 606 |
| 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 | $27,625,000 | 3,632 |
| U.S. Government securities | $20,969,000 | 3,133 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $20,969,000 | 3,042 |
| Securities issued by states & political subdivisions | $3,033,000 | 4,057 |
| Other domestic debt securities | $1,241,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $241,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,000,000 | 1,309 |
| Foreign debt securities | $500,000 | 243 |
| Equity securities | $1,882,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,081 |
| Mortgage-backed securities | $11,696,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $11,455,000 | 2,263 |
| Issued or guaranteed by U.S. | $11,455,000 | 2,262 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $241,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $241,000 | 497 |
| 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) | $25,737,000 | 675 |
| Available-for-sale securities (fair market value) | $1,888,000 | 5,568 |
| Total debt securities | $25,742,000 | 3,723 |
| Structured notes | ||
| Amortized cost | $4,096,000 | 620 |
| Fair value | $4,077,000 | 622 |
| 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 | $27,044,000 | 3,714 |
| U.S. Government securities | $20,540,000 | 3,235 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $20,540,000 | 3,134 |
| Securities issued by states & political subdivisions | $3,069,000 | 4,052 |
| Other domestic debt securities | $1,249,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $250,000 | 563 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $999,000 | 1,359 |
| Foreign debt securities | $500,000 | 250 |
| Equity securities | $1,686,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,152 |
| Mortgage-backed securities | $11,696,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $11,446,000 | 2,289 |
| Issued or guaranteed by U.S. | $11,446,000 | 2,289 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $250,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $250,000 | 531 |
| 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) | $25,352,000 | 684 |
| Available-for-sale securities (fair market value) | $1,692,000 | 5,650 |
| Total debt securities | $25,357,000 | 3,800 |
| Structured notes | ||
| Amortized cost | $3,698,000 | 743 |
| Fair value | $3,597,000 | 751 |
| 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 | $24,373,000 | 3,932 |
| U.S. Government securities | $18,463,000 | 3,481 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,463,000 | 3,372 |
| Securities issued by states & political subdivisions | $2,462,000 | 4,274 |
| Other domestic debt securities | $1,256,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $257,000 | 564 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $999,000 | 1,361 |
| Foreign debt securities | $500,000 | 227 |
| Equity securities | $1,692,000 | 463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,222 |
| Mortgage-backed securities | $10,587,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $10,330,000 | 2,476 |
| Issued or guaranteed by U.S. | $10,330,000 | 2,471 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $257,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $257,000 | 533 |
| 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) | $22,674,000 | 728 |
| Available-for-sale securities (fair market value) | $1,699,000 | 5,744 |
| Total debt securities | $22,680,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 894 |
| Fair value | $2,974,000 | 892 |
| 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 | $24,928,000 | 3,985 |
| U.S. Government securities | $18,658,000 | 3,554 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $18,658,000 | 3,435 |
| Securities issued by states & political subdivisions | $2,489,000 | 4,314 |
| Other domestic debt securities | $1,266,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $267,000 | 600 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $999,000 | 1,405 |
| Foreign debt securities | $500,000 | 228 |
| Equity securities | $2,015,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,286 |
| Mortgage-backed securities | $11,011,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $10,744,000 | 2,502 |
| Issued or guaranteed by U.S. | $10,744,000 | 2,499 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $267,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $267,000 | 573 |
| 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) | $22,837,000 | 736 |
| Available-for-sale securities (fair market value) | $2,091,000 | 5,774 |
| Total debt securities | $22,903,000 | 4,129 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,072 |
| Fair value | $2,456,000 | 1,066 |
| 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 | $25,439,000 | 3,995 |
| U.S. Government securities | $19,277,000 | 3,535 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,277,000 | 3,433 |
| Securities issued by states & political subdivisions | $2,489,000 | 4,356 |
| Other domestic debt securities | $1,275,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $275,000 | 613 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,000,000 | 1,423 |
| Foreign debt securities | $500,000 | 230 |
| Equity securities | $1,898,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,340 |
| Mortgage-backed securities | $11,447,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $11,172,000 | 2,486 |
| Issued or guaranteed by U.S. | $11,172,000 | 2,485 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $275,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $275,000 | 587 |
| 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) | $23,465,000 | 717 |
| Available-for-sale securities (fair market value) | $1,974,000 | 5,851 |
| Total debt securities | $23,539,000 | 4,118 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,120 |
| Fair value | $2,465,000 | 1,108 |
| 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 | $25,845,000 | 4,001 |
| U.S. Government securities | $19,803,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,803,000 | 3,399 |
| Securities issued by states & political subdivisions | $2,525,000 | 4,370 |
| Other domestic debt securities | $1,282,000 | 1,701 |
| Privately issued residential mortgage-backed securities | $282,000 | 633 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,000,000 | 1,448 |
| Foreign debt securities | $500,000 | 227 |
| Equity securities | $1,735,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,384 |
| Mortgage-backed securities | $11,447,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $11,165,000 | 2,509 |
| Issued or guaranteed by U.S. | $11,165,000 | 2,508 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $282,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $282,000 | 607 |
| 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) | $24,034,000 | 696 |
| Available-for-sale securities (fair market value) | $1,811,000 | 5,926 |
| Total debt securities | $24,109,000 | 4,099 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,044 |
| Fair value | $2,947,000 | 1,017 |
| 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 | $24,327,000 | 4,115 |
| U.S. Government securities | $18,303,000 | 3,655 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,303,000 | 3,556 |
| Securities issued by states & political subdivisions | $2,525,000 | 4,387 |
| Other domestic debt securities | $1,790,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $290,000 | 663 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,500,000 | 1,289 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,709,000 | 488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,443 |
| Mortgage-backed securities | $9,808,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $9,518,000 | 2,721 |
| Issued or guaranteed by U.S. | $9,518,000 | 2,720 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $290,000 | 3,275 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $290,000 | 632 |
| 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) | $22,542,000 | 712 |
| Available-for-sale securities (fair market value) | $1,785,000 | 5,992 |
| Total debt securities | $22,617,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,023 |
| Fair value | $2,907,000 | 1,002 |
| 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 | $25,201,000 | 4,077 |
| U.S. Government securities | $19,197,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,197,000 | 3,496 |
| Securities issued by states & political subdivisions | $2,570,000 | 4,379 |
| Other domestic debt securities | $1,798,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $298,000 | 688 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,500,000 | 1,318 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,636,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,495 |
| Mortgage-backed securities | $10,147,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $9,849,000 | 2,687 |
| Issued or guaranteed by U.S. | $9,849,000 | 2,684 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $298,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $298,000 | 658 |
| 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) | $23,481,000 | 674 |
| Available-for-sale securities (fair market value) | $1,720,000 | 6,068 |
| Total debt securities | $23,563,000 | 4,163 |
| Structured notes | ||
| Amortized cost | $3,997,000 | 855 |
| Fair value | $3,911,000 | 837 |
| 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 | $24,854,000 | 4,105 |
| U.S. Government securities | $18,476,000 | 3,664 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,476,000 | 3,570 |
| Securities issued by states & political subdivisions | $2,970,000 | 4,280 |
| Other domestic debt securities | $1,808,000 | 1,663 |
| Privately issued residential mortgage-backed securities | $308,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,500,000 | 1,342 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,600,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,494 |
| Mortgage-backed securities | $9,278,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $8,970,000 | 2,760 |
| Issued or guaranteed by U.S. | $8,970,000 | 2,758 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $308,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $308,000 | 670 |
| 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) | $23,165,000 | 634 |
| Available-for-sale securities (fair market value) | $1,689,000 | 6,105 |
| Total debt securities | $23,250,000 | 4,186 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 989 |
| Fair value | $2,918,000 | 973 |
| 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 | $20,742,000 | 4,453 |
| U.S. Government securities | $14,411,000 | 4,136 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,411,000 | 4,035 |
| Securities issued by states & political subdivisions | $2,799,000 | 4,319 |
| Other domestic debt securities | $1,822,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $323,000 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,499,000 | 1,345 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,710,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,556 |
| Mortgage-backed securities | $6,398,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $6,075,000 | 3,297 |
| Issued or guaranteed by U.S. | $6,075,000 | 3,295 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $323,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $323,000 | 701 |
| 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) | $18,942,000 | 687 |
| Available-for-sale securities (fair market value) | $1,800,000 | 6,144 |
| Total debt securities | $19,027,000 | 4,571 |
| 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 | $19,288,000 | 4,543 |
| U.S. Government securities | $12,975,000 | 4,283 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,975,000 | 4,175 |
| Securities issued by states & political subdivisions | $2,799,000 | 4,309 |
| Other domestic debt securities | $1,829,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $329,000 | 772 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,500,000 | 1,300 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,685,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,000 | 5,601 |
| Mortgage-backed securities | $5,925,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $5,596,000 | 3,389 |
| Issued or guaranteed by U.S. | $5,596,000 | 3,387 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $329,000 | 3,392 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $329,000 | 740 |
| 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) | $17,511,000 | 715 |
| Available-for-sale securities (fair market value) | $1,777,000 | 6,200 |
| Total debt securities | $17,599,000 | 4,676 |
| 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 | $16,616,000 | 4,872 |
| U.S. Government securities | $10,918,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,918,000 | 4,558 |
| Securities issued by states & political subdivisions | $2,673,000 | 4,351 |
| Other domestic debt securities | $1,335,000 | 1,854 |
| Privately issued residential mortgage-backed securities | $334,000 | 814 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,001,000 | 1,540 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,690,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,686 |
| Mortgage-backed securities | $3,346,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $3,012,000 | 4,157 |
| Issued or guaranteed by U.S. | $3,012,000 | 4,155 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $334,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $334,000 | 781 |
| 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) | $14,833,000 | 809 |
| Available-for-sale securities (fair market value) | $1,783,000 | 6,278 |
| Total debt securities | $14,922,000 | 5,033 |
| 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 | $12,241,000 | 5,427 |
| U.S. Government securities | $6,301,000 | 5,528 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,301,000 | 5,414 |
| Securities issued by states & political subdivisions | $2,673,000 | 4,335 |
| Other domestic debt securities | $841,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $341,000 | 868 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $500,000 | 1,827 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,426,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,758 |
| Mortgage-backed securities | $3,583,000 | 4,546 |
| Certificates of participation in pools of residential mortgages | $3,242,000 | 4,134 |
| Issued or guaranteed by U.S. | $3,242,000 | 4,132 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $341,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $341,000 | 834 |
| 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) | $9,719,000 | 995 |
| Available-for-sale securities (fair market value) | $2,522,000 | 6,236 |
| Total debt securities | $9,808,000 | 5,685 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,801,000 | 5,512 |
| U.S. Government securities | $6,935,000 | 5,516 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,935,000 | 5,406 |
| Securities issued by states & political subdivisions | $2,765,000 | 4,220 |
| Other domestic debt securities | $348,000 | 2,493 |
| Privately issued residential mortgage-backed securities | $348,000 | 899 |
| 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 | $1,753,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $977,000 | 5,786 |
| Mortgage-backed securities | $3,215,000 | 4,653 |
| Certificates of participation in pools of residential mortgages | $2,867,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,867,000 | 4,256 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $348,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $348,000 | 865 |
| 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) | $9,947,000 | 994 |
| Available-for-sale securities (fair market value) | $1,854,000 | 6,391 |
| Total debt securities | $10,042,000 | 5,701 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,938,000 | 5,615 |
| U.S. Government securities | $6,536,000 | 5,577 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,536,000 | 5,471 |
| Securities issued by states & political subdivisions | $2,765,000 | 4,202 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,637,000 | 446 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,028,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $3,028,000 | 4,126 |
| Issued or guaranteed by U.S. | $3,028,000 | 4,119 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,258,000 | 1,045 |
| Available-for-sale securities (fair market value) | $1,680,000 | 6,431 |
| Total debt securities | $9,301,000 | 5,788 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $12,339,000 | 5,399 |
| U.S. Government securities | $7,231,000 | 5,417 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,231,000 | 5,310 |
| Securities issued by states & political subdivisions | $2,485,000 | 4,273 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,623,000 | 365 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,220,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $3,220,000 | 4,011 |
| Issued or guaranteed by U.S. | $3,220,000 | 3,997 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,656,000 | 978 |
| Available-for-sale securities (fair market value) | $1,683,000 | 6,498 |
| Total debt securities | $9,716,000 | 5,720 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $10,431,000 | 5,752 |
| U.S. Government securities | $6,318,000 | 5,751 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,318,000 | 5,628 |
| Securities issued by states & political subdivisions | $2,457,000 | 4,262 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,656,000 | 464 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,317,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $2,317,000 | 4,271 |
| Issued or guaranteed by U.S. | $2,317,000 | 4,259 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,747,000 | 1,096 |
| Available-for-sale securities (fair market value) | $1,684,000 | 6,560 |
| Total debt securities | $8,775,000 | 5,968 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $9,219,000 | 5,918 |
| U.S. Government securities | $4,902,000 | 6,062 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,902,000 | 5,935 |
| Securities issued by states & political subdivisions | $2,070,000 | 4,390 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,247,000 | 406 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,401,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $2,401,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,401,000 | 4,188 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,546,000 | 1,179 |
| Available-for-sale securities (fair market value) | $1,673,000 | 6,595 |
| Total debt securities | $6,972,000 | 6,221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $9,140,000 | 5,842 |
| U.S. Government securities | $5,002,000 | 5,915 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,002,000 | 5,783 |
| Securities issued by states & political subdivisions | $2,070,000 | 4,377 |
| Other domestic debt securities | $500,000 | 2,471 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,678 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,568,000 | 482 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,498,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 4,064 |
| Issued or guaranteed by U.S. | $2,498,000 | 4,055 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,475,000 | 1,191 |
| Available-for-sale securities (fair market value) | $1,665,000 | 6,624 |
| Total debt securities | $7,572,000 | 6,055 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $10,442,000 | 5,602 |
| U.S. Government securities | $6,111,000 | 5,640 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,111,000 | 5,521 |
| Securities issued by states & political subdivisions | $2,111,000 | 4,293 |
| Other domestic debt securities | $500,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,705 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,720,000 | 498 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,604,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $2,604,000 | 4,003 |
| Issued or guaranteed by U.S. | $2,604,000 | 3,993 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,773,000 | 1,125 |
| Available-for-sale securities (fair market value) | $1,669,000 | 6,667 |
| Total debt securities | $8,722,000 | 5,849 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $9,636,000 | 5,791 |
| U.S. Government securities | $5,242,000 | 5,967 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,242,000 | 5,848 |
| Securities issued by states & political subdivisions | $2,194,000 | 4,219 |
| Other domestic debt securities | $500,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,665 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,700,000 | 525 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,734,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $2,734,000 | 4,002 |
| Issued or guaranteed by U.S. | $2,734,000 | 3,993 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,995,000 | 1,206 |
| Available-for-sale securities (fair market value) | $1,641,000 | 6,743 |
| Total debt securities | $7,936,000 | 6,074 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $9,181,000 | 5,944 |
| U.S. Government securities | $4,902,000 | 6,164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,902,000 | 6,047 |
| Securities issued by states & political subdivisions | $2,157,000 | 4,226 |
| Other domestic debt securities | $500,000 | 2,616 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,681 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,622,000 | 535 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,891,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $2,891,000 | 4,087 |
| Issued or guaranteed by U.S. | $2,891,000 | 4,080 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,574,000 | 1,253 |
| Available-for-sale securities (fair market value) | $1,607,000 | 6,816 |
| Total debt securities | $7,559,000 | 6,187 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $8,169,000 | 6,108 |
| U.S. Government securities | $4,024,000 | 6,365 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,024,000 | 6,271 |
| Securities issued by states & political subdivisions | $2,112,000 | 4,278 |
| Other domestic debt securities | $500,000 | 2,671 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,718 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,533,000 | 564 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,010,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $3,010,000 | 4,131 |
| Issued or guaranteed by U.S. | $3,010,000 | 4,124 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,575,000 | 1,345 |
| Available-for-sale securities (fair market value) | $1,594,000 | 6,870 |
| Total debt securities | $6,636,000 | 6,365 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $8,729,000 | 6,058 |
| U.S. Government securities | $4,701,000 | 6,232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,701,000 | 6,144 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,381 |
| Other domestic debt securities | $500,000 | 2,773 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,813 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,532,000 | 615 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,636,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $2,636,000 | 4,362 |
| Issued or guaranteed by U.S. | $2,636,000 | 4,355 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,148,000 | 1,350 |
| Available-for-sale securities (fair market value) | $1,581,000 | 6,927 |
| Total debt securities | $7,197,000 | 6,297 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $8,428,000 | 6,107 |
| U.S. Government securities | $3,861,000 | 6,506 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,861,000 | 6,415 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,523 |
| Other domestic debt securities | $1,500,000 | 2,164 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,297 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,427,000 | 686 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,837,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $2,837,000 | 4,359 |
| Issued or guaranteed by U.S. | $2,837,000 | 4,346 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,911,000 | 1,387 |
| Available-for-sale securities (fair market value) | $1,517,000 | 6,989 |
| Total debt securities | $7,001,000 | 6,352 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $8,636,000 | 6,151 |
| U.S. Government securities | $3,992,000 | 6,577 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,992,000 | 6,490 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,451 |
| Other domestic debt securities | $500,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,912 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,504,000 | 531 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,970,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $2,970,000 | 4,409 |
| Issued or guaranteed by U.S. | $2,970,000 | 4,398 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,141,000 | 1,384 |
| Available-for-sale securities (fair market value) | $1,495,000 | 7,045 |
| Total debt securities | $6,132,000 | 6,584 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $6,561,000 | 6,601 |
| U.S. Government securities | $3,584,000 | 6,805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,584,000 | 6,710 |
| Securities issued by states & political subdivisions | $1,443,000 | 4,520 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,534,000 | 633 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,584,000 | 4,986 |
| Certificates of participation in pools of residential mortgages | $2,584,000 | 4,507 |
| Issued or guaranteed by U.S. | $2,584,000 | 4,495 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,027,000 | 1,629 |
| Available-for-sale securities (fair market value) | $1,534,000 | 7,070 |
| Total debt securities | $5,027,000 | 6,887 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $7,136,000 | 6,455 |
| U.S. Government securities | $4,228,000 | 6,624 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,228,000 | 6,527 |
| Securities issued by states & political subdivisions | $1,324,000 | 4,573 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,584,000 | 632 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,228,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,601 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,587 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,462,000 | 1,582 |
| Available-for-sale securities (fair market value) | $1,674,000 | 7,071 |
| Total debt securities | $5,552,000 | 6,756 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $7,205,000 | 6,493 |
| U.S. Government securities | $4,372,000 | 6,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,372,000 | 6,534 |
| Securities issued by states & political subdivisions | $1,120,000 | 4,749 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,713,000 | 833 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,372,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $2,372,000 | 4,547 |
| Issued or guaranteed by U.S. | $2,372,000 | 4,529 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,398,000 | 1,587 |
| Available-for-sale securities (fair market value) | $1,807,000 | 7,100 |
| Total debt securities | $5,492,000 | 6,815 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $7,525,000 | 6,445 |
| U.S. Government securities | $4,535,000 | 6,610 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,535,000 | 6,508 |
| Securities issued by states & political subdivisions | $1,086,000 | 4,794 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,904,000 | 830 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,535,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $2,535,000 | 4,378 |
| Issued or guaranteed by U.S. | $2,535,000 | 4,361 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,618,000 | 1,579 |
| Available-for-sale securities (fair market value) | $1,907,000 | 7,111 |
| Total debt securities | $5,621,000 | 6,802 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $8,144,000 | 6,407 |
| U.S. Government securities | $5,236,000 | 6,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,236,000 | 6,406 |
| Securities issued by states & political subdivisions | $1,085,000 | 4,821 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,823,000 | 805 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,736,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $2,736,000 | 4,025 |
| Issued or guaranteed by U.S. | $2,736,000 | 4,009 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,237,000 | 1,548 |
| Available-for-sale securities (fair market value) | $1,907,000 | 7,143 |
| Total debt securities | $6,321,000 | 6,721 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $7,009,000 | 6,694 |
| U.S. Government securities | $4,100,000 | 6,921 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,100,000 | 6,817 |
| Securities issued by states & political subdivisions | $1,089,000 | 4,814 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,820,000 | 790 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,101,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,145 |
| Issued or guaranteed by U.S. | $2,101,000 | 4,132 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,125,000 | 1,730 |
| Available-for-sale securities (fair market value) | $1,884,000 | 7,184 |
| Total debt securities | $5,189,000 | 7,051 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $8,185,000 | 6,464 |
| U.S. Government securities | $5,277,000 | 6,650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,277,000 | 6,523 |
| Securities issued by states & political subdivisions | $1,004,000 | 4,897 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,904,000 | 784 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,278,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $2,278,000 | 4,031 |
| Issued or guaranteed by U.S. | $2,278,000 | 4,019 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,323,000 | 1,595 |
| Available-for-sale securities (fair market value) | $1,862,000 | 7,217 |
| Total debt securities | $6,281,000 | 6,853 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $8,366,000 | 6,456 |
| U.S. Government securities | $5,464,000 | 6,644 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,464,000 | 6,514 |
| Securities issued by states & political subdivisions | $1,005,000 | 4,945 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,897,000 | 811 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,465,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $2,465,000 | 3,945 |
| Issued or guaranteed by U.S. | $2,465,000 | 3,927 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,516,000 | 1,584 |
| Available-for-sale securities (fair market value) | $1,850,000 | 7,241 |
| Total debt securities | $6,469,000 | 6,852 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $8,588,000 | 6,464 |
| U.S. Government securities | $5,725,000 | 6,596 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,725,000 | 6,463 |
| Securities issued by states & political subdivisions | $1,004,000 | 4,983 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,859,000 | 829 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,725,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $2,725,000 | 3,829 |
| Issued or guaranteed by U.S. | $2,725,000 | 3,817 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,761,000 | 1,605 |
| Available-for-sale securities (fair market value) | $1,827,000 | 7,285 |
| Total debt securities | $6,729,000 | 6,817 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $8,726,000 | 6,483 |
| U.S. Government securities | $5,960,000 | 6,597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,960,000 | 6,466 |
| Securities issued by states & political subdivisions | $1,014,000 | 5,002 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,752,000 | 850 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,960,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $2,960,000 | 3,716 |
| Issued or guaranteed by U.S. | $2,960,000 | 3,694 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,916,000 | 1,640 |
| Available-for-sale securities (fair market value) | $1,810,000 | 7,342 |
| Total debt securities | $6,974,000 | 6,840 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $9,602,000 | 6,311 |
| U.S. Government securities | $6,787,000 | 6,342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,787,000 | 6,209 |
| Securities issued by states & political subdivisions | $1,013,000 | 5,027 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,802,000 | 831 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,287,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $3,287,000 | 3,575 |
| Issued or guaranteed by U.S. | $3,287,000 | 3,561 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,859,000 | 1,558 |
| Available-for-sale securities (fair market value) | $1,743,000 | 7,381 |
| Total debt securities | $7,800,000 | 6,656 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $9,750,000 | 6,341 |
| U.S. Government securities | $7,062,000 | 6,318 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,062,000 | 6,173 |
| Securities issued by states & political subdivisions | $1,014,000 | 5,044 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,674,000 | 884 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,561,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $3,561,000 | 3,499 |
| Issued or guaranteed by U.S. | $3,561,000 | 3,485 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,013,000 | 1,567 |
| Available-for-sale securities (fair market value) | $1,737,000 | 7,422 |
| Total debt securities | $8,076,000 | 6,663 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $9,999,000 | 6,334 |
| U.S. Government securities | $7,327,000 | 6,254 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,327,000 | 6,116 |
| Securities issued by states & political subdivisions | $1,014,000 | 5,071 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,658,000 | 911 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,826,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $3,826,000 | 3,434 |
| Issued or guaranteed by U.S. | $3,826,000 | 3,420 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,275,000 | 1,581 |
| Available-for-sale securities (fair market value) | $1,724,000 | 7,482 |
| Total debt securities | $8,341,000 | 6,644 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $11,139,000 | 6,104 |
| U.S. Government securities | $7,682,000 | 6,164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,682,000 | 6,031 |
| Securities issued by states & political subdivisions | $1,019,000 | 5,072 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,438,000 | 761 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,180,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $4,180,000 | 3,362 |
| Issued or guaranteed by U.S. | $4,180,000 | 3,348 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,427,000 | 1,485 |
| Available-for-sale securities (fair market value) | $1,712,000 | 7,498 |
| Total debt securities | $8,701,000 | 6,560 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $11,785,000 | 6,005 |
| U.S. Government securities | $8,050,000 | 6,090 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,050,000 | 5,948 |
| Securities issued by states & political subdivisions | $1,039,000 | 5,033 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,696,000 | 736 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,547,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $4,547,000 | 3,319 |
| Issued or guaranteed by U.S. | $4,547,000 | 3,305 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,077,000 | 1,435 |
| Available-for-sale securities (fair market value) | $1,708,000 | 7,544 |
| Total debt securities | $9,089,000 | 6,505 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $12,287,000 | 5,988 |
| U.S. Government securities | $9,480,000 | 5,805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,480,000 | 5,661 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,059 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,763,000 | 947 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,977,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $4,977,000 | 3,277 |
| Issued or guaranteed by U.S. | $4,977,000 | 3,270 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,550,000 | 1,439 |
| Available-for-sale securities (fair market value) | $1,737,000 | 7,617 |
| Total debt securities | $10,524,000 | 6,281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $13,563,000 | 5,762 |
| U.S. Government securities | $10,864,000 | 5,512 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,864,000 | 5,351 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,079 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,655,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,351,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $5,351,000 | 3,193 |
| Issued or guaranteed by U.S. | $5,351,000 | 3,184 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,831,000 | 1,355 |
| Available-for-sale securities (fair market value) | $1,732,000 | 7,640 |
| Total debt securities | $11,908,000 | 6,026 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $11,728,000 | 6,159 |
| U.S. Government securities | $8,243,000 | 6,131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,243,000 | 5,978 |
| Securities issued by states & political subdivisions | $1,065,000 | 5,095 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,420,000 | 857 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,722,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $3,722,000 | 3,764 |
| Issued or guaranteed by U.S. | $3,722,000 | 3,758 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,994,000 | 1,479 |
| Available-for-sale securities (fair market value) | $1,734,000 | 7,676 |
| Total debt securities | $9,308,000 | 6,589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $13,165,000 | 5,914 |
| U.S. Government securities | $8,526,000 | 6,149 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,526,000 | 5,992 |
| Securities issued by states & political subdivisions | $1,130,000 | 5,033 |
| Other domestic debt securities | $1,777,000 | 1,976 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,777,000 | 1,636 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,732,000 | 1,031 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,497,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $3,497,000 | 3,901 |
| Issued or guaranteed by U.S. | $3,497,000 | 3,892 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,436,000 | 1,383 |
| Available-for-sale securities (fair market value) | $1,729,000 | 7,749 |
| Total debt securities | $11,433,000 | 6,197 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $14,611,000 | 5,638 |
| U.S. Government securities | $9,027,000 | 5,979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,027,000 | 5,819 |
| Securities issued by states & political subdivisions | $1,145,000 | 5,014 |
| Other domestic debt securities | $2,777,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,777,000 | 1,373 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,662,000 | 1,114 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,977,000 | 4,402 |
| Certificates of participation in pools of residential mortgages | $3,977,000 | 3,772 |
| Issued or guaranteed by U.S. | $3,977,000 | 3,764 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,836,000 | 1,262 |
| Available-for-sale securities (fair market value) | $1,775,000 | 7,735 |
| Total debt securities | $12,949,000 | 5,857 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $14,380,000 | 5,729 |
| U.S. Government securities | $8,812,000 | 6,081 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,812,000 | 5,912 |
| Securities issued by states & political subdivisions | $1,145,000 | 5,065 |
| Other domestic debt securities | $2,777,000 | 1,753 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,777,000 | 1,473 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,646,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,250,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $4,250,000 | 3,649 |
| Issued or guaranteed by U.S. | $4,250,000 | 3,636 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $12,607,000 | 1,277 |
| Available-for-sale securities (fair market value) | $1,773,000 | 7,811 |
| Total debt securities | $12,734,000 | 5,960 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $13,730,000 | 5,770 |
| U.S. Government securities | $8,178,000 | 6,120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,178,000 | 5,931 |
| Securities issued by states & political subdivisions | $1,186,000 | 5,049 |
| Other domestic debt securities | $2,777,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,777,000 | 1,562 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,589,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,597,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $3,597,000 | 3,881 |
| Issued or guaranteed by U.S. | $3,597,000 | 3,868 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $11,947,000 | 1,310 |
| Available-for-sale securities (fair market value) | $1,783,000 | 7,810 |
| Total debt securities | $12,141,000 | 6,004 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $13,299,000 | 5,812 |
| U.S. Government securities | $7,292,000 | 6,311 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,292,000 | 6,141 |
| Securities issued by states & political subdivisions | $1,351,000 | 4,875 |
| Other domestic debt securities | $2,777,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,777,000 | 1,625 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,879,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,697,000 | 4,538 |
| Certificates of participation in pools of residential mortgages | $3,697,000 | 3,867 |
| Issued or guaranteed by U.S. | $3,697,000 | 3,856 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $11,512,000 | 1,325 |
| Available-for-sale securities (fair market value) | $1,787,000 | 7,826 |
| Total debt securities | $11,420,000 | 6,074 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $12,688,000 | 5,938 |
| U.S. Government securities | $7,666,000 | 6,254 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,666,000 | 6,076 |
| Securities issued by states & political subdivisions | $779,000 | 5,435 |
| Other domestic debt securities | $2,000,000 | 2,218 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,918 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,243,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,069,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $4,069,000 | 3,739 |
| Issued or guaranteed by U.S. | $4,069,000 | 3,728 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,906,000 | 1,391 |
| Available-for-sale securities (fair market value) | $1,782,000 | 7,854 |
| Total debt securities | $10,445,000 | 6,305 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $11,907,000 | 6,084 |
| U.S. Government securities | $7,963,000 | 6,175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,963,000 | 5,979 |
| Securities issued by states & political subdivisions | $680,000 | 5,555 |
| Other domestic debt securities | $1,500,000 | 2,492 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 2,181 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,764,000 | 1,161 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,355,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $3,355,000 | 4,009 |
| Issued or guaranteed by U.S. | $3,355,000 | 3,996 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,119,000 | 1,488 |
| Available-for-sale securities (fair market value) | $1,788,000 | 7,882 |
| Total debt securities | $10,143,000 | 6,385 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $7,837,000 | 7,080 |
| U.S. Government securities | $4,774,000 | 7,322 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,774,000 | 7,076 |
| Securities issued by states & political subdivisions | $616,000 | 5,742 |
| Other domestic debt securities | $991,000 | 2,957 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $991,000 | 2,552 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,456,000 | 1,166 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,275,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $3,275,000 | 3,754 |
| Issued or guaranteed by U.S. | $3,275,000 | 3,740 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,254,000 | 2,240 |
| Available-for-sale securities (fair market value) | $2,583,000 | 7,748 |
| Total debt securities | $6,381,000 | 7,407 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $10,683,000 | 6,594 |
| U.S. Government securities | $8,467,000 | 6,346 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,467,000 | 6,004 |
| Securities issued by states & political subdivisions | $581,000 | 5,942 |
| Other domestic debt securities | $495,000 | 2,998 |
| 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 | $495,000 | 2,637 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,140,000 | 2,326 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,968,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $2,968,000 | 3,385 |
| Issued or guaranteed by U.S. | $2,968,000 | 3,372 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,979,000 | 2,331 |
| Available-for-sale securities (fair market value) | $3,704,000 | 7,646 |
| Total debt securities | $9,543,000 | 6,799 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $9,923,000 | 7,096 |
| U.S. Government securities | $7,184,000 | 7,102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,184,000 | 6,573 |
| Securities issued by states & political subdivisions | $597,000 | 6,227 |
| Other domestic debt securities | $495,000 | 2,844 |
| 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 | $495,000 | 2,417 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,647,000 | 1,722 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,705,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $2,705,000 | 3,754 |
| Issued or guaranteed by U.S. | $2,705,000 | 3,737 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,674,000 | 2,665 |
| Available-for-sale securities (fair market value) | $3,249,000 | 7,998 |
| Total debt securities | $8,276,000 | 7,444 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,136,000 | 7,662 |
| U.S. Government securities | $6,984,000 | 7,159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,984,000 | 6,319 |
| Securities issued by states & political subdivisions | $202,000 | 7,252 |
| 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 | $950,000 | 2,410 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,461,000 | 5,037 |
| Certificates of participation in pools of residential mortgages | $2,461,000 | 4,096 |
| Issued or guaranteed by U.S. | $2,461,000 | 4,076 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,762,000 | 4,310 |
| Available-for-sale securities (fair market value) | $5,374,000 | 7,232 |
| Total debt securities | $7,186,000 | 7,838 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,558,000 | 7,894 |
| U.S. Government securities | $8,014,000 | 7,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,014,000 | 5,966 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $501,000 | 2,331 |
| 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 | $501,000 | 1,854 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 7,185 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,487,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $3,487,000 | 3,490 |
| Issued or guaranteed by U.S. | $3,487,000 | 3,477 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,111,000 | 5,533 |
| Available-for-sale securities (fair market value) | $6,447,000 | 6,897 |
| Total debt securities | $8,515,000 | 7,786 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $11,593,000 | 7,405 |
| U.S. Government securities | $11,009,000 | 6,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,009,000 | 5,200 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $520,000 | 2,595 |
| 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 | $520,000 | 1,974 |
| Foreign debt securities | NA | NA |
| Equity securities | $115,000 | 6,182 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $51,000 | 146 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,507,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $3,507,000 | 3,819 |
| Issued or guaranteed by U.S. | $3,507,000 | 3,795 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,417,000 | 6,011 |
| Available-for-sale securities (fair market value) | $9,176,000 | 6,244 |
| Total debt securities | $11,529,000 | 7,303 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $10,309,000 | 8,168 |
| U.S. Government securities | $9,875,000 | 7,370 |
| U.S. Treasury securities | $7,903,000 | 3,315 |
| U.S. Government agency obligations | $1,972,000 | 9,771 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $498,000 | 3,233 |
| 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 | $498,000 | 2,541 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $64,000 | 128 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,474,000 | 6,764 |
| Certificates of participation in pools of residential mortgages | $1,474,000 | 5,477 |
| Issued or guaranteed by U.S. | $1,474,000 | 5,449 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $10,309,000 | 6,056 |
| Total debt securities | $10,373,000 | 8,014 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $12,489,000 | 7,887 |
| U.S. Government securities | $11,562,000 | 7,137 |
| U.S. Treasury securities | $9,562,000 | 3,554 |
| U.S. Government agency obligations | $2,000,000 | 9,924 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $998,000 | 2,829 |
| 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 | $998,000 | 2,262 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $71,000 | 177 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,500,000 | 7,138 |
| Certificates of participation in pools of residential mortgages | $1,500,000 | 5,742 |
| Issued or guaranteed by U.S. | $1,500,000 | 5,716 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $12,489,000 | 4,910 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $12,560,000 | 7,747 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $15,679,000 | 7,188 |
| U.S. Government securities | $13,113,000 | 6,813 |
| U.S. Treasury securities | $10,843,000 | 3,298 |
| U.S. Government agency obligations | $2,270,000 | 10,003 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $2,650,000 | 2,031 |
| 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 | $2,650,000 | 1,545 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $84,000 | 140 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,770,000 | 7,520 |
| Certificates of participation in pools of residential mortgages | $1,770,000 | 6,011 |
| Issued or guaranteed by U.S. | $1,770,000 | 5,959 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $15,763,000 | 7,022 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $16,908,000 | 6,843 |
| U.S. Government securities | $14,348,000 | 6,469 |
| U.S. Treasury securities | $8,119,000 | 4,131 |
| U.S. Government agency obligations | $6,229,000 | 7,217 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $2,656,000 | 2,514 |
| 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 | $2,656,000 | 1,757 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $96,000 | 219 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,531,000 | 7,149 |
| Certificates of participation in pools of residential mortgages | $2,501,000 | 5,603 |
| Issued or guaranteed by U.S. | $2,501,000 | 5,539 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $30,000 | 7,211 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 6,558 |
| Privately issued | NA | NA |
| 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 | $17,004,000 | 6,691 |
| 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 |