Home > The Pioneer National Bank of Duluth > Securities
The Pioneer National Bank of Duluth, Securities
| 2018-03-31 | Rank | |
| Total securities | $4,519,000 | 4,957 |
| U.S. Government securities | $1,345,000 | 4,965 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,345,000 | 4,831 |
| Securities issued by states & political subdivisions | $3,096,000 | 3,672 |
| Other domestic debt securities | $78,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $62,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $16,000 | 391 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $1,169,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $748,000 | 3,884 |
| Issued or guaranteed by U.S. | $748,000 | 3,877 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $421,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 2,649 |
| Privately issued | $62,000 | 452 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $4,519,000 | 4,678 |
| Total debt securities | $4,519,000 | 4,937 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $4,654,000 | 5,006 |
| U.S. Government securities | $1,425,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,425,000 | 4,873 |
| Securities issued by states & political subdivisions | $3,141,000 | 3,731 |
| Other domestic debt securities | $88,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $72,000 | 484 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $16,000 | 365 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $1,255,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $794,000 | 3,907 |
| Issued or guaranteed by U.S. | $794,000 | 3,901 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $461,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,625 |
| Privately issued | $72,000 | 456 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $4,654,000 | 4,722 |
| Total debt securities | $4,654,000 | 4,983 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $4,761,000 | 5,061 |
| U.S. Government securities | $1,507,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,507,000 | 4,909 |
| Securities issued by states & political subdivisions | $3,160,000 | 3,778 |
| Other domestic debt securities | $94,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $78,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $16,000 | 360 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $1,340,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $845,000 | 3,934 |
| Issued or guaranteed by U.S. | $845,000 | 3,929 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $495,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 2,630 |
| Privately issued | $78,000 | 461 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $4,761,000 | 4,772 |
| Total debt securities | $4,761,000 | 5,037 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $4,851,000 | 5,094 |
| U.S. Government securities | $1,579,000 | 5,071 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,579,000 | 4,947 |
| Securities issued by states & political subdivisions | $3,170,000 | 3,805 |
| Other domestic debt securities | $102,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $85,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $17,000 | 345 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,418,000 | 4,049 |
| Certificates of participation in pools of residential mortgages | $888,000 | 3,950 |
| Issued or guaranteed by U.S. | $888,000 | 3,943 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $530,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 2,638 |
| Privately issued | $85,000 | 478 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $4,851,000 | 4,799 |
| Total debt securities | $4,851,000 | 5,070 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $4,442,000 | 5,193 |
| U.S. Government securities | $1,228,000 | 5,225 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,228,000 | 5,105 |
| Securities issued by states & political subdivisions | $3,108,000 | 3,861 |
| Other domestic debt securities | $106,000 | 2,061 |
| Privately issued residential mortgage-backed securities | $88,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $18,000 | 353 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $1,073,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $523,000 | 4,167 |
| Issued or guaranteed by U.S. | $523,000 | 4,163 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $550,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,668 |
| Privately issued | $88,000 | 504 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $4,442,000 | 4,890 |
| Total debt securities | $4,442,000 | 5,166 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,521,000 | 5,329 |
| U.S. Government securities | $787,000 | 5,351 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $787,000 | 5,240 |
| Securities issued by states & political subdivisions | $2,597,000 | 4,004 |
| Other domestic debt securities | $137,000 | 2,064 |
| Privately issued residential mortgage-backed securities | $119,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $18,000 | 352 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $664,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $540,000 | 4,188 |
| Issued or guaranteed by U.S. | $540,000 | 4,181 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $124,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,036 |
| Privately issued | $119,000 | 495 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,521,000 | 5,008 |
| Total debt securities | $3,521,000 | 5,306 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,911,000 | 5,447 |
| U.S. Government securities | $583,000 | 5,454 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $583,000 | 5,354 |
| Securities issued by states & political subdivisions | $2,177,000 | 4,119 |
| Other domestic debt securities | $151,000 | 2,064 |
| Privately issued residential mortgage-backed securities | $132,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $19,000 | 355 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $715,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $578,000 | 4,208 |
| Issued or guaranteed by U.S. | $578,000 | 4,205 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $137,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,067 |
| Privately issued | $132,000 | 495 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,911,000 | 5,115 |
| Total debt securities | $2,911,000 | 5,420 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,971,000 | 5,529 |
| U.S. Government securities | $615,000 | 5,545 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $615,000 | 5,449 |
| Securities issued by states & political subdivisions | $2,189,000 | 4,144 |
| Other domestic debt securities | $167,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $147,000 | 538 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $20,000 | 364 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $982,000 | 4,866 |
| Mortgage-backed securities | $762,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $610,000 | 4,250 |
| Issued or guaranteed by U.S. | $610,000 | 4,245 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $152,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,094 |
| Privately issued | $147,000 | 506 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,971,000 | 5,184 |
| Total debt securities | $2,971,000 | 5,505 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,991,000 | 5,599 |
| U.S. Government securities | $644,000 | 5,622 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $644,000 | 5,526 |
| Securities issued by states & political subdivisions | $2,168,000 | 4,172 |
| Other domestic debt securities | $179,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $158,000 | 538 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $21,000 | 361 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $982,000 | 4,921 |
| Mortgage-backed securities | $802,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $638,000 | 4,273 |
| Issued or guaranteed by U.S. | $638,000 | 4,269 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $164,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,120 |
| Privately issued | $158,000 | 509 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,991,000 | 5,244 |
| Total debt securities | $2,991,000 | 5,575 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,233,000 | 5,742 |
| U.S. Government securities | $659,000 | 5,678 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $659,000 | 5,585 |
| Securities issued by states & political subdivisions | $1,381,000 | 4,455 |
| Other domestic debt securities | $193,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $171,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $22,000 | 368 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $982,000 | 4,967 |
| Mortgage-backed securities | $830,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $653,000 | 4,296 |
| Issued or guaranteed by U.S. | $653,000 | 4,293 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $177,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,158 |
| Privately issued | $171,000 | 509 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,233,000 | 5,378 |
| Total debt securities | $2,233,000 | 5,717 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,320,000 | 5,813 |
| U.S. Government securities | $717,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $717,000 | 5,668 |
| Securities issued by states & political subdivisions | $1,395,000 | 4,506 |
| Other domestic debt securities | $208,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $185,000 | 543 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $23,000 | 379 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,000 | 5,032 |
| Mortgage-backed securities | $902,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $710,000 | 4,335 |
| Issued or guaranteed by U.S. | $710,000 | 4,330 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $192,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,197 |
| Privately issued | $185,000 | 515 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,320,000 | 5,444 |
| Total debt securities | $2,320,000 | 5,790 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,393,000 | 5,880 |
| U.S. Government securities | $779,000 | 5,824 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $779,000 | 5,732 |
| Securities issued by states & political subdivisions | $1,390,000 | 4,530 |
| Other domestic debt securities | $224,000 | 2,123 |
| Privately issued residential mortgage-backed securities | $200,000 | 554 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $24,000 | 381 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $977,000 | 5,080 |
| Mortgage-backed securities | $979,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $769,000 | 4,385 |
| Issued or guaranteed by U.S. | $769,000 | 4,381 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $210,000 | 3,128 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,234 |
| Privately issued | $200,000 | 527 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,393,000 | 5,502 |
| Total debt securities | $2,393,000 | 5,856 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,499,000 | 5,926 |
| U.S. Government securities | $831,000 | 5,893 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $831,000 | 5,802 |
| Securities issued by states & political subdivisions | $1,424,000 | 4,529 |
| Other domestic debt securities | $244,000 | 2,166 |
| Privately issued residential mortgage-backed securities | $219,000 | 588 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $25,000 | 391 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $993,000 | 5,141 |
| Mortgage-backed securities | $1,050,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $814,000 | 4,423 |
| Issued or guaranteed by U.S. | $814,000 | 4,418 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $236,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,235 |
| Privately issued | $219,000 | 557 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,499,000 | 5,541 |
| Total debt securities | $2,499,000 | 5,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,562,000 | 6,016 |
| U.S. Government securities | $880,000 | 5,978 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $880,000 | 5,883 |
| Securities issued by states & political subdivisions | $1,417,000 | 4,604 |
| Other domestic debt securities | $265,000 | 2,149 |
| Privately issued residential mortgage-backed securities | $239,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $26,000 | 389 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $988,000 | 5,213 |
| Mortgage-backed securities | $1,119,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $856,000 | 4,481 |
| Issued or guaranteed by U.S. | $856,000 | 4,474 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $263,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,260 |
| Privately issued | $239,000 | 547 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,562,000 | 5,626 |
| Total debt securities | $2,561,000 | 5,995 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,693,000 | 6,091 |
| U.S. Government securities | $949,000 | 6,047 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $949,000 | 5,958 |
| Securities issued by states & political subdivisions | $1,433,000 | 4,645 |
| Other domestic debt securities | $311,000 | 2,185 |
| Privately issued residential mortgage-backed securities | $284,000 | 590 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $27,000 | 394 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 5,273 |
| Mortgage-backed securities | $1,233,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $915,000 | 4,551 |
| Issued or guaranteed by U.S. | $915,000 | 4,548 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $318,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,296 |
| Privately issued | $284,000 | 562 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,693,000 | 5,699 |
| Total debt securities | $2,693,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,784,000 | 6,150 |
| U.S. Government securities | $1,023,000 | 6,087 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,023,000 | 5,996 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,698 |
| Other domestic debt securities | $336,000 | 2,228 |
| Privately issued residential mortgage-backed securities | $308,000 | 593 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $28,000 | 415 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 5,336 |
| Mortgage-backed securities | $1,331,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $976,000 | 4,559 |
| Issued or guaranteed by U.S. | $976,000 | 4,557 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $355,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,320 |
| Privately issued | $308,000 | 567 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,784,000 | 5,755 |
| Total debt securities | $2,784,000 | 6,126 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $3,360,000 | 6,136 |
| U.S. Government securities | $1,570,000 | 6,045 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,570,000 | 5,951 |
| Securities issued by states & political subdivisions | $1,428,000 | 4,725 |
| Other domestic debt securities | $362,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $333,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $29,000 | 431 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $758,000 | 5,455 |
| Mortgage-backed securities | $1,415,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 4,578 |
| Issued or guaranteed by U.S. | $1,022,000 | 4,574 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $393,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,334 |
| Privately issued | $333,000 | 579 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,360,000 | 5,730 |
| Total debt securities | $3,360,000 | 6,107 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,609,000 | 6,162 |
| U.S. Government securities | $1,651,000 | 6,094 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,651,000 | 5,994 |
| Securities issued by states & political subdivisions | $1,568,000 | 4,709 |
| Other domestic debt securities | $390,000 | 2,317 |
| Privately issued residential mortgage-backed securities | $360,000 | 626 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $30,000 | 434 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $753,000 | 5,527 |
| Mortgage-backed securities | $1,524,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,089,000 | 4,571 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $435,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,324 |
| Privately issued | $360,000 | 598 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,609,000 | 5,761 |
| Total debt securities | $3,609,000 | 6,134 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,309,000 | 6,277 |
| U.S. Government securities | $1,293,000 | 6,217 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,293,000 | 6,124 |
| Securities issued by states & political subdivisions | $1,589,000 | 4,720 |
| Other domestic debt securities | $427,000 | 2,346 |
| Privately issued residential mortgage-backed securities | $397,000 | 643 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $30,000 | 443 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $720,000 | 5,600 |
| Mortgage-backed securities | $1,690,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,198,000 | 4,572 |
| Issued or guaranteed by U.S. | $1,198,000 | 4,568 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $492,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,338 |
| Privately issued | $397,000 | 616 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,309,000 | 5,874 |
| Total debt securities | $3,309,000 | 6,247 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $3,469,000 | 6,284 |
| U.S. Government securities | $1,414,000 | 6,202 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,414,000 | 6,102 |
| Securities issued by states & political subdivisions | $1,586,000 | 4,712 |
| Other domestic debt securities | $469,000 | 2,386 |
| Privately issued residential mortgage-backed securities | $438,000 | 652 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $31,000 | 453 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,000 | 5,777 |
| Mortgage-backed securities | $1,852,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $1,295,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,295,000 | 4,515 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $557,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,336 |
| Privately issued | $438,000 | 625 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $3,469,000 | 5,890 |
| Total debt securities | $3,469,000 | 6,256 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $3,978,000 | 6,259 |
| U.S. Government securities | $1,592,000 | 6,212 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,592,000 | 6,105 |
| Securities issued by states & political subdivisions | $1,855,000 | 4,600 |
| Other domestic debt securities | $531,000 | 2,280 |
| Privately issued residential mortgage-backed securities | $498,000 | 663 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $33,000 | 450 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,000 | 5,839 |
| Mortgage-backed securities | $2,090,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $1,445,000 | 4,497 |
| Issued or guaranteed by U.S. | $1,445,000 | 4,495 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $645,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 3,332 |
| Privately issued | $498,000 | 640 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,978,000 | 5,869 |
| Total debt securities | $3,978,000 | 6,232 |
| 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 | $4,219,000 | 6,274 |
| U.S. Government securities | $1,786,000 | 6,229 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,786,000 | 6,123 |
| Securities issued by states & political subdivisions | $1,862,000 | 4,613 |
| Other domestic debt securities | $571,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $535,000 | 681 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $36,000 | 424 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,000 | 5,881 |
| Mortgage-backed securities | $2,321,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $1,612,000 | 4,461 |
| Issued or guaranteed by U.S. | $1,612,000 | 4,460 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $709,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 3,363 |
| Privately issued | $535,000 | 657 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $4,219,000 | 5,872 |
| Total debt securities | $4,219,000 | 6,245 |
| 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 | $4,440,000 | 6,337 |
| U.S. Government securities | $1,940,000 | 6,315 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,940,000 | 6,220 |
| Securities issued by states & political subdivisions | $1,898,000 | 4,614 |
| Other domestic debt securities | $602,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $565,000 | 721 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $37,000 | 415 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,000 | 5,957 |
| Mortgage-backed securities | $2,505,000 | 4,732 |
| Certificates of participation in pools of residential mortgages | $1,740,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,740,000 | 4,533 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $765,000 | 3,244 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 3,412 |
| Privately issued | $565,000 | 693 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $4,440,000 | 5,934 |
| Total debt securities | $4,440,000 | 6,308 |
| 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 | $3,524,000 | 6,509 |
| U.S. Government securities | $1,008,000 | 6,590 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,008,000 | 6,490 |
| Securities issued by states & political subdivisions | $1,886,000 | 4,601 |
| Other domestic debt securities | $630,000 | 2,272 |
| Privately issued residential mortgage-backed securities | $593,000 | 772 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $37,000 | 370 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 6,024 |
| Mortgage-backed securities | $1,601,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $779,000 | 4,950 |
| Issued or guaranteed by U.S. | $779,000 | 4,947 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $822,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 3,395 |
| Privately issued | $593,000 | 746 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,524,000 | 6,089 |
| Total debt securities | $3,524,000 | 6,479 |
| 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 | $4,180,000 | 6,486 |
| U.S. Government securities | $1,605,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,605,000 | 6,444 |
| Securities issued by states & political subdivisions | $1,880,000 | 4,555 |
| Other domestic debt securities | $695,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $659,000 | 789 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $36,000 | 323 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,000 | 6,058 |
| Mortgage-backed securities | $1,764,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $853,000 | 4,927 |
| Issued or guaranteed by U.S. | $853,000 | 4,925 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $911,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,417 |
| Privately issued | $659,000 | 762 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,180,000 | 6,063 |
| Total debt securities | $4,180,000 | 6,456 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $500,000 | 2,745 |
| 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 | $4,530,000 | 6,475 |
| U.S. Government securities | $1,698,000 | 6,550 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,698,000 | 6,456 |
| Securities issued by states & political subdivisions | $2,040,000 | 4,476 |
| Other domestic debt securities | $792,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $755,000 | 833 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $37,000 | 252 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,000 | 5,767 |
| Mortgage-backed securities | $1,952,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $923,000 | 4,861 |
| Issued or guaranteed by U.S. | $923,000 | 4,854 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,029,000 | 3,104 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 3,266 |
| Privately issued | $755,000 | 794 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $4,530,000 | 6,020 |
| Total debt securities | $4,530,000 | 6,444 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $501,000 | 2,629 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $4,944,000 | 6,474 |
| U.S. Government securities | $1,809,000 | 6,590 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,809,000 | 6,488 |
| Securities issued by states & political subdivisions | $2,233,000 | 4,362 |
| Other domestic debt securities | $902,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $863,000 | 837 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $39,000 | 241 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,000 | 5,794 |
| Mortgage-backed securities | $2,170,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $1,009,000 | 4,814 |
| Issued or guaranteed by U.S. | $1,009,000 | 4,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,161,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 3,227 |
| Privately issued | $863,000 | 794 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $4,944,000 | 6,011 |
| Total debt securities | $4,944,000 | 6,439 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $501,000 | 2,701 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $4,500,000 | 6,637 |
| U.S. Government securities | $1,909,000 | 6,684 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,909,000 | 6,574 |
| Securities issued by states & political subdivisions | $2,175,000 | 4,377 |
| Other domestic debt securities | $416,000 | 2,374 |
| Privately issued residential mortgage-backed securities | $377,000 | 1,035 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $39,000 | 237 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,000 | 5,932 |
| Mortgage-backed securities | $1,781,000 | 4,929 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 4,770 |
| Issued or guaranteed by U.S. | $1,080,000 | 4,762 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $701,000 | 3,213 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,184 |
| Privately issued | $377,000 | 982 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $4,500,000 | 6,159 |
| Total debt securities | $4,500,000 | 6,600 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $505,000 | 2,833 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,244,000 | 6,534 |
| U.S. Government securities | $2,005,000 | 6,689 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,005,000 | 6,583 |
| Securities issued by states & political subdivisions | $2,619,000 | 4,162 |
| Other domestic debt securities | $620,000 | 2,203 |
| Privately issued residential mortgage-backed securities | $475,000 | 1,027 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $41,000 | 236 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $104,000 | 1,983 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,000 | 5,962 |
| Mortgage-backed securities | $1,983,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $1,162,000 | 4,689 |
| Issued or guaranteed by U.S. | $1,162,000 | 4,682 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $821,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 3,124 |
| Privately issued | $475,000 | 974 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,244,000 | 6,059 |
| Total debt securities | $5,140,000 | 6,521 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,976 |
| Fair value | $497,000 | 2,955 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $4,973,000 | 6,537 |
| U.S. Government securities | $2,128,000 | 6,634 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,128,000 | 6,519 |
| Securities issued by states & political subdivisions | $2,168,000 | 4,342 |
| Other domestic debt securities | $677,000 | 2,318 |
| Privately issued residential mortgage-backed securities | $529,000 | 1,057 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $44,000 | 220 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $104,000 | 1,991 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,000 | 6,053 |
| Mortgage-backed securities | $2,167,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $1,264,000 | 4,568 |
| Issued or guaranteed by U.S. | $1,264,000 | 4,561 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $903,000 | 3,061 |
| CMOs issued by government agencies or sponsored agencies | $374,000 | 3,092 |
| Privately issued | $529,000 | 1,003 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,973,000 | 6,043 |
| Total debt securities | $4,869,000 | 6,529 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,785,000 | 6,593 |
| U.S. Government securities | $1,826,000 | 6,776 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,826,000 | 6,655 |
| Securities issued by states & political subdivisions | $2,204,000 | 4,264 |
| Other domestic debt securities | $755,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $609,000 | 1,109 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $42,000 | 210 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $104,000 | 2,036 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $2,435,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 4,487 |
| Issued or guaranteed by U.S. | $1,420,000 | 4,480 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,015,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 3,047 |
| Privately issued | $609,000 | 1,056 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,785,000 | 6,079 |
| Total debt securities | $4,681,000 | 6,583 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,865,000 | 6,662 |
| U.S. Government securities | $2,498,000 | 6,715 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,498,000 | 6,600 |
| Securities issued by states & political subdivisions | $1,579,000 | 4,486 |
| Other domestic debt securities | $788,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $643,000 | 1,143 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $41,000 | 210 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $104,000 | 1,992 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $2,637,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,479 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,471 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,076,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,933 |
| Privately issued | $643,000 | 1,094 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,865,000 | 6,157 |
| Total debt securities | $4,761,000 | 6,640 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,615,000 | 6,610 |
| U.S. Government securities | $2,647,000 | 6,765 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,647,000 | 6,657 |
| Securities issued by states & political subdivisions | $1,899,000 | 4,352 |
| Other domestic debt securities | $1,069,000 | 2,158 |
| Privately issued residential mortgage-backed securities | $662,000 | 1,177 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $40,000 | 214 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $367,000 | 1,805 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $2,799,000 | 4,656 |
| Certificates of participation in pools of residential mortgages | $1,655,000 | 4,568 |
| Issued or guaranteed by U.S. | $1,655,000 | 4,557 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,144,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 2,865 |
| Privately issued | $662,000 | 1,125 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,615,000 | 6,090 |
| Total debt securities | $5,500,000 | 6,595 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,898,000 | 6,562 |
| U.S. Government securities | $2,794,000 | 6,715 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,794,000 | 6,618 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,331 |
| Other domestic debt securities | $1,104,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $708,000 | 1,196 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $42,000 | 239 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $354,000 | 1,852 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $2,986,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $1,772,000 | 4,594 |
| Issued or guaranteed by U.S. | $1,772,000 | 4,587 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,214,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,851 |
| Privately issued | $708,000 | 1,144 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,898,000 | 6,031 |
| Total debt securities | $5,799,000 | 6,550 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,107,000 | 6,571 |
| U.S. Government securities | $2,937,000 | 6,742 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,937,000 | 6,647 |
| Securities issued by states & political subdivisions | $2,030,000 | 4,353 |
| Other domestic debt securities | $1,140,000 | 2,307 |
| Privately issued residential mortgage-backed securities | $761,000 | 1,238 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $41,000 | 245 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $338,000 | 1,952 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $3,177,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $1,885,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,885,000 | 4,634 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,292,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 2,823 |
| Privately issued | $761,000 | 1,182 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,107,000 | 6,038 |
| Total debt securities | $6,022,000 | 6,551 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $6,455,000 | 6,520 |
| U.S. Government securities | $3,361,000 | 6,642 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,361,000 | 6,553 |
| Securities issued by states & political subdivisions | $2,001,000 | 4,347 |
| Other domestic debt securities | $1,093,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $730,000 | 1,276 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $43,000 | 268 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $320,000 | 2,025 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $3,314,000 | 4,712 |
| Certificates of participation in pools of residential mortgages | $2,026,000 | 4,642 |
| Issued or guaranteed by U.S. | $2,026,000 | 4,628 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,288,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 2,788 |
| Privately issued | $730,000 | 1,215 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,455,000 | 6,000 |
| Total debt securities | $6,382,000 | 6,487 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,688,000 | 6,510 |
| U.S. Government securities | $4,090,000 | 6,549 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,090,000 | 6,464 |
| Securities issued by states & political subdivisions | $1,463,000 | 4,561 |
| Other domestic debt securities | $1,135,000 | 2,257 |
| Privately issued residential mortgage-backed securities | $792,000 | 1,291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,000 | 337 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 2,152 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $3,599,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $2,216,000 | 4,658 |
| Issued or guaranteed by U.S. | $2,216,000 | 4,645 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,383,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,798 |
| Privately issued | $792,000 | 1,230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $6,688,000 | 5,971 |
| Total debt securities | $6,618,000 | 6,482 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,695,000 | 6,564 |
| U.S. Government securities | $3,647,000 | 6,782 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,647,000 | 6,689 |
| Securities issued by states & political subdivisions | $1,889,000 | 4,270 |
| Other domestic debt securities | $1,159,000 | 2,185 |
| Privately issued residential mortgage-backed securities | $812,000 | 1,214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $59,000 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $288,000 | 2,121 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $3,166,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $2,316,000 | 4,604 |
| Issued or guaranteed by U.S. | $2,316,000 | 4,591 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $850,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,281 |
| Privately issued | $812,000 | 1,159 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $6,695,000 | 6,014 |
| Total debt securities | $6,647,000 | 6,536 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,919,000 | 6,509 |
| U.S. Government securities | $3,677,000 | 6,790 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,677,000 | 6,696 |
| Securities issued by states & political subdivisions | $1,915,000 | 4,264 |
| Other domestic debt securities | $1,327,000 | 2,061 |
| Privately issued residential mortgage-backed securities | $947,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,000 | 293 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $322,000 | 2,063 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 6,311 |
| Mortgage-backed securities | $3,346,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $2,361,000 | 4,545 |
| Issued or guaranteed by U.S. | $2,361,000 | 4,532 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $985,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,208 |
| Privately issued | $947,000 | 1,113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,919,000 | 5,938 |
| Total debt securities | $6,824,000 | 6,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $7,430,000 | 6,447 |
| U.S. Government securities | $3,755,000 | 6,812 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,755,000 | 6,712 |
| Securities issued by states & political subdivisions | $1,915,000 | 4,281 |
| Other domestic debt securities | $1,760,000 | 1,932 |
| Privately issued residential mortgage-backed securities | $984,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,000 | 279 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $714,000 | 1,747 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,000 | 6,330 |
| Mortgage-backed securities | $3,459,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $2,436,000 | 4,530 |
| Issued or guaranteed by U.S. | $2,436,000 | 4,512 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,023,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,237 |
| Privately issued | $984,000 | 1,076 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $7,430,000 | 5,877 |
| Total debt securities | $7,430,000 | 6,389 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $7,761,000 | 6,397 |
| U.S. Government securities | $4,038,000 | 6,767 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,038,000 | 6,661 |
| Securities issued by states & political subdivisions | $1,951,000 | 4,273 |
| Other domestic debt securities | $1,772,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $1,039,000 | 1,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $67,000 | 275 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $666,000 | 1,726 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $516,000 | 6,325 |
| Mortgage-backed securities | $3,767,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $2,685,000 | 4,325 |
| Issued or guaranteed by U.S. | $2,685,000 | 4,308 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,082,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,213 |
| Privately issued | $1,039,000 | 1,035 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $7,761,000 | 5,840 |
| Total debt securities | $7,761,000 | 6,329 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,373,000 | 6,355 |
| U.S. Government securities | $4,380,000 | 6,787 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,380,000 | 6,677 |
| Securities issued by states & political subdivisions | $2,136,000 | 4,210 |
| Other domestic debt securities | $1,857,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $1,100,000 | 983 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $79,000 | 253 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $678,000 | 1,604 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,000 | 6,390 |
| Mortgage-backed securities | $3,899,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $2,756,000 | 4,013 |
| Issued or guaranteed by U.S. | $2,756,000 | 3,997 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,143,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,164 |
| Privately issued | $1,100,000 | 932 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,373,000 | 5,761 |
| Total debt securities | $8,373,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,964,000 | 6,492 |
| U.S. Government securities | $3,905,000 | 7,004 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,905,000 | 6,892 |
| Securities issued by states & political subdivisions | $2,128,000 | 4,200 |
| Other domestic debt securities | $1,931,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $1,135,000 | 945 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $85,000 | 247 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $711,000 | 1,546 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 6,417 |
| Mortgage-backed securities | $3,479,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $2,299,000 | 4,057 |
| Issued or guaranteed by U.S. | $2,299,000 | 4,043 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,180,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,123 |
| Privately issued | $1,135,000 | 898 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,964,000 | 5,878 |
| Total debt securities | $7,964,000 | 6,434 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,589,000 | 6,598 |
| U.S. Government securities | $3,969,000 | 7,010 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,969,000 | 6,894 |
| Securities issued by states & political subdivisions | $2,114,000 | 4,191 |
| Other domestic debt securities | $1,506,000 | 1,663 |
| Privately issued residential mortgage-backed securities | $683,000 | 1,025 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $89,000 | 244 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $734,000 | 1,501 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 6,517 |
| Mortgage-backed securities | $3,115,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $2,386,000 | 3,976 |
| Issued or guaranteed by U.S. | $2,386,000 | 3,964 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $729,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,105 |
| Privately issued | $683,000 | 968 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $7,589,000 | 5,943 |
| Total debt securities | $7,589,000 | 6,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,904,000 | 6,567 |
| U.S. Government securities | $4,188,000 | 6,977 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,188,000 | 6,841 |
| Securities issued by states & political subdivisions | $2,152,000 | 4,192 |
| Other domestic debt securities | $1,564,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $720,000 | 981 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $95,000 | 258 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $749,000 | 1,520 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 6,508 |
| Mortgage-backed securities | $3,351,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 3,884 |
| Issued or guaranteed by U.S. | $2,581,000 | 3,867 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $770,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,113 |
| Privately issued | $720,000 | 920 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,904,000 | 5,905 |
| Total debt securities | $7,904,000 | 6,508 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,434,000 | 6,494 |
| U.S. Government securities | $4,308,000 | 6,989 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,308,000 | 6,863 |
| Securities issued by states & political subdivisions | $2,538,000 | 4,029 |
| Other domestic debt securities | $1,588,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $736,000 | 955 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $100,000 | 245 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $752,000 | 1,546 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,000 | 6,476 |
| Mortgage-backed securities | $3,491,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $2,703,000 | 3,840 |
| Issued or guaranteed by U.S. | $2,703,000 | 3,828 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $788,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,121 |
| Privately issued | $736,000 | 902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,434,000 | 5,835 |
| Total debt securities | $8,434,000 | 6,433 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,306,000 | 6,361 |
| U.S. Government securities | $4,741,000 | 6,946 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,741,000 | 6,815 |
| Securities issued by states & political subdivisions | $3,248,000 | 3,680 |
| Other domestic debt securities | $1,317,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $456,000 | 1,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $109,000 | 269 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $752,000 | 1,563 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $602,000 | 6,545 |
| Mortgage-backed securities | $3,348,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $2,838,000 | 3,771 |
| Issued or guaranteed by U.S. | $2,838,000 | 3,749 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $510,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,098 |
| Privately issued | $456,000 | 944 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $9,306,000 | 5,680 |
| Total debt securities | $9,306,000 | 6,299 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,832 |
| Fair value | $298,000 | 2,842 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,342,000 | 6,600 |
| U.S. Government securities | $4,291,000 | 7,101 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,291,000 | 6,963 |
| Securities issued by states & political subdivisions | $2,725,000 | 3,894 |
| Other domestic debt securities | $1,326,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $469,000 | 990 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $112,000 | 269 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $745,000 | 1,623 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $595,000 | 6,587 |
| Mortgage-backed securities | $3,436,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $2,914,000 | 3,745 |
| Issued or guaranteed by U.S. | $2,914,000 | 3,730 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $522,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,103 |
| Privately issued | $469,000 | 927 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,342,000 | 5,887 |
| Total debt securities | $8,342,000 | 6,543 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,887 |
| Fair value | $294,000 | 2,900 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,272,000 | 6,673 |
| U.S. Government securities | $4,027,000 | 7,224 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,027,000 | 7,077 |
| Securities issued by states & political subdivisions | $2,876,000 | 3,863 |
| Other domestic debt securities | $1,369,000 | 1,829 |
| Privately issued residential mortgage-backed securities | $485,000 | 968 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $120,000 | 279 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $764,000 | 1,671 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,000 | 6,612 |
| Mortgage-backed securities | $3,175,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $2,632,000 | 3,893 |
| Issued or guaranteed by U.S. | $2,632,000 | 3,877 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $543,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,097 |
| Privately issued | $485,000 | 907 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $8,272,000 | 5,958 |
| Total debt securities | $8,272,000 | 6,620 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,438 |
| Fair value | $794,000 | 2,428 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $8,114,000 | 6,732 |
| U.S. Government securities | $3,903,000 | 7,286 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,903,000 | 7,138 |
| Securities issued by states & political subdivisions | $3,036,000 | 3,818 |
| Other domestic debt securities | $1,175,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $510,000 | 916 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $128,000 | 279 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $537,000 | 1,930 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,000 | 6,651 |
| Mortgage-backed securities | $3,376,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $2,804,000 | 3,826 |
| Issued or guaranteed by U.S. | $2,804,000 | 3,811 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $572,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,106 |
| Privately issued | $510,000 | 854 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $8,114,000 | 6,009 |
| Total debt securities | $8,113,000 | 6,679 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,430 |
| Fair value | $792,000 | 2,421 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,299,000 | 6,937 |
| U.S. Government securities | $4,155,000 | 7,235 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,155,000 | 7,088 |
| Securities issued by states & political subdivisions | $2,948,000 | 3,855 |
| Other domestic debt securities | $196,000 | 3,047 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $137,000 | 291 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,000 | 2,662 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 6,680 |
| Mortgage-backed securities | $3,113,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $3,041,000 | 3,786 |
| Issued or guaranteed by U.S. | $3,041,000 | 3,772 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,094 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,299,000 | 6,187 |
| Total debt securities | $7,299,000 | 6,879 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,393 |
| Fair value | $794,000 | 2,382 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,690,000 | 6,899 |
| U.S. Government securities | $4,785,000 | 7,074 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,785,000 | 6,930 |
| Securities issued by states & political subdivisions | $2,682,000 | 3,951 |
| Other domestic debt securities | $223,000 | 3,031 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $152,000 | 293 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,000 | 2,732 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $603,000 | 6,678 |
| Mortgage-backed securities | $3,438,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $3,357,000 | 3,747 |
| Issued or guaranteed by U.S. | $3,357,000 | 3,733 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $81,000 | 3,431 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,117 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,690,000 | 6,131 |
| Total debt securities | $7,690,000 | 6,840 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,384 |
| Fair value | $797,000 | 2,369 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,359,000 | 6,801 |
| U.S. Government securities | $4,485,000 | 7,239 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,485,000 | 7,071 |
| Securities issued by states & political subdivisions | $3,327,000 | 3,651 |
| Other domestic debt securities | $547,000 | 2,619 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $161,000 | 289 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $386,000 | 2,434 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 6,721 |
| Mortgage-backed securities | $3,148,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $3,060,000 | 3,938 |
| Issued or guaranteed by U.S. | $3,060,000 | 3,928 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $88,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,153 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $8,359,000 | 6,046 |
| Total debt securities | $8,359,000 | 6,744 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,370 |
| Fair value | $791,000 | 2,358 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,468,000 | 6,773 |
| U.S. Government securities | $4,278,000 | 7,331 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,278,000 | 7,170 |
| Securities issued by states & political subdivisions | $3,602,000 | 3,565 |
| Other domestic debt securities | $588,000 | 2,629 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $180,000 | 293 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $408,000 | 2,463 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $607,000 | 6,732 |
| Mortgage-backed securities | $2,422,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $2,319,000 | 4,311 |
| Issued or guaranteed by U.S. | $2,319,000 | 4,297 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $103,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,161 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $8,468,000 | 6,015 |
| Total debt securities | $8,468,000 | 6,715 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,310 |
| Fair value | $801,000 | 2,297 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $9,696,000 | 6,566 |
| U.S. Government securities | $4,986,000 | 7,139 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,986,000 | 6,988 |
| Securities issued by states & political subdivisions | $4,099,000 | 3,384 |
| Other domestic debt securities | $611,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $183,000 | 311 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $428,000 | 2,500 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $609,000 | 6,757 |
| Mortgage-backed securities | $2,666,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $2,550,000 | 4,224 |
| Issued or guaranteed by U.S. | $2,550,000 | 4,214 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $116,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 3,162 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,696,000 | 5,812 |
| Total debt securities | $9,696,000 | 6,500 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,575 |
| Fair value | $503,000 | 2,429 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,018,000 | 6,577 |
| U.S. Government securities | $5,194,000 | 7,140 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,194,000 | 6,978 |
| Securities issued by states & political subdivisions | $4,169,000 | 3,364 |
| Other domestic debt securities | $655,000 | 2,718 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $203,000 | 312 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $452,000 | 2,598 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $609,000 | 6,783 |
| Mortgage-backed securities | $2,945,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $2,817,000 | 4,155 |
| Issued or guaranteed by U.S. | $2,817,000 | 4,146 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $128,000 | 3,512 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,212 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,018,000 | 5,818 |
| Total debt securities | $10,018,000 | 6,504 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,145 |
| Fair value | $995,000 | 2,007 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,623,000 | 6,443 |
| U.S. Government securities | $5,598,000 | 6,989 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,598,000 | 6,820 |
| Securities issued by states & political subdivisions | $4,327,000 | 3,317 |
| Other domestic debt securities | $698,000 | 2,779 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $217,000 | 325 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $481,000 | 2,658 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $617,000 | 6,758 |
| Mortgage-backed securities | $3,526,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $3,362,000 | 3,983 |
| Issued or guaranteed by U.S. | $3,362,000 | 3,975 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $164,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 3,219 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,623,000 | 5,706 |
| Total debt securities | $10,625,000 | 6,354 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $504,000 | 2,211 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $12,657,000 | 6,069 |
| U.S. Government securities | $7,020,000 | 6,591 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,020,000 | 6,424 |
| Securities issued by states & political subdivisions | $4,640,000 | 3,225 |
| Other domestic debt securities | $997,000 | 2,627 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $234,000 | 341 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $763,000 | 2,462 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $621,000 | 6,763 |
| Mortgage-backed securities | $3,906,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $3,719,000 | 3,838 |
| Issued or guaranteed by U.S. | $3,719,000 | 3,826 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $187,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 3,382 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,657,000 | 5,329 |
| Total debt securities | $12,657,000 | 5,979 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,469,000 | 5,819 |
| U.S. Government securities | $8,017,000 | 6,164 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,017,000 | 5,978 |
| Securities issued by states & political subdivisions | $4,395,000 | 3,281 |
| Other domestic debt securities | $1,057,000 | 2,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $258,000 | 356 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $799,000 | 2,551 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 6,789 |
| Mortgage-backed securities | $4,578,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $4,348,000 | 3,624 |
| Issued or guaranteed by U.S. | $4,348,000 | 3,612 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $230,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 3,408 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $13,469,000 | 5,105 |
| Total debt securities | $13,469,000 | 5,729 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $15,337,000 | 5,417 |
| U.S. Government securities | $9,871,000 | 5,592 |
| U.S. Treasury securities | $528,000 | 1,810 |
| U.S. Government agency obligations | $9,343,000 | 5,541 |
| Securities issued by states & political subdivisions | $4,658,000 | 3,156 |
| Other domestic debt securities | $808,000 | 2,927 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $294,000 | 364 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $514,000 | 2,879 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,000 | 6,771 |
| Mortgage-backed securities | $6,897,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $5,804,000 | 3,214 |
| Issued or guaranteed by U.S. | $5,804,000 | 3,201 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,093,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,786 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $15,337,000 | 4,729 |
| Total debt securities | $15,337,000 | 5,314 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $15,218,000 | 5,457 |
| U.S. Government securities | $10,337,000 | 5,509 |
| U.S. Treasury securities | $534,000 | 1,828 |
| U.S. Government agency obligations | $9,803,000 | 5,441 |
| Securities issued by states & political subdivisions | $4,074,000 | 3,289 |
| Other domestic debt securities | $807,000 | 2,975 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $310,000 | 370 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,000 | 2,971 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $731,000 | 6,781 |
| Mortgage-backed securities | $7,349,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $5,463,000 | 3,295 |
| Issued or guaranteed by U.S. | $5,463,000 | 3,284 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,886,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,886,000 | 2,529 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $15,218,000 | 4,741 |
| Total debt securities | $15,221,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $17,077,000 | 5,103 |
| U.S. Government securities | $11,559,000 | 5,226 |
| U.S. Treasury securities | $539,000 | 1,919 |
| U.S. Government agency obligations | $11,020,000 | 5,157 |
| Securities issued by states & political subdivisions | $4,157,000 | 3,240 |
| Other domestic debt securities | $1,361,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $620,000 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $741,000 | 2,707 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $759,000 | 6,802 |
| Mortgage-backed securities | $8,005,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $6,060,000 | 3,058 |
| Issued or guaranteed by U.S. | $6,060,000 | 3,046 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,945,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,945,000 | 2,529 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,077,000 | 4,403 |
| Total debt securities | $17,077,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,425,000 | 5,123 |
| U.S. Government securities | $11,910,000 | 5,030 |
| U.S. Treasury securities | $543,000 | 2,355 |
| U.S. Government agency obligations | $11,367,000 | 4,944 |
| Securities issued by states & political subdivisions | $3,777,000 | 3,346 |
| Other domestic debt securities | $738,000 | 3,138 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $738,000 | 2,708 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $870,000 | 6,886 |
| Mortgage-backed securities | $7,983,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $5,155,000 | 3,094 |
| Issued or guaranteed by U.S. | $5,155,000 | 3,078 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,828,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $2,828,000 | 2,269 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $16,425,000 | 4,368 |
| Total debt securities | $16,425,000 | 5,033 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $17,482,000 | 5,081 |
| U.S. Government securities | $12,701,000 | 5,097 |
| U.S. Treasury securities | $1,038,000 | 2,530 |
| U.S. Government agency obligations | $11,663,000 | 5,032 |
| Securities issued by states & political subdivisions | $4,112,000 | 3,152 |
| Other domestic debt securities | $503,000 | 2,922 |
| 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 | $503,000 | 2,561 |
| Foreign debt securities | NA | NA |
| Equity securities | $166,000 | 6,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $947,000 | 7,163 |
| Mortgage-backed securities | $8,409,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $6,060,000 | 2,364 |
| Issued or guaranteed by U.S. | $6,060,000 | 2,349 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,349,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $2,349,000 | 2,008 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $17,482,000 | 4,168 |
| Total debt securities | $17,316,000 | 4,989 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $15,792,000 | 5,630 |
| U.S. Government securities | $11,024,000 | 5,791 |
| U.S. Treasury securities | $499,000 | 4,557 |
| U.S. Government agency obligations | $10,525,000 | 5,427 |
| Securities issued by states & political subdivisions | $4,108,000 | 3,320 |
| Other domestic debt securities | $494,000 | 2,851 |
| 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 | $494,000 | 2,425 |
| Foreign debt securities | NA | NA |
| Equity securities | $166,000 | 6,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,675,000 | 4,775 |
| Mortgage-backed securities | $7,329,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $3,937,000 | 3,165 |
| Issued or guaranteed by U.S. | $3,937,000 | 3,152 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,392,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $3,392,000 | 1,822 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $15,792,000 | 4,587 |
| Total debt securities | $15,626,000 | 5,564 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,090 |
| Fair value | $250,000 | 1,087 |
| 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 | $18,391,000 | 5,116 |
| U.S. Government securities | $13,670,000 | 5,081 |
| U.S. Treasury securities | $1,510,000 | 4,433 |
| U.S. Government agency obligations | $12,160,000 | 4,700 |
| Securities issued by states & political subdivisions | $4,555,000 | 3,145 |
| 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 | $166,000 | 5,751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 8,248 |
| Mortgage-backed securities | $10,361,000 | 2,650 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,693 |
| Issued or guaranteed by U.S. | $2,000 | 7,672 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $10,359,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $10,359,000 | 1,060 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $18,391,000 | 4,055 |
| Total debt securities | $18,225,000 | 5,026 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $248,000 | 1,397 |
| 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 | $19,151,000 | 5,076 |
| U.S. Government securities | $14,482,000 | 5,171 |
| U.S. Treasury securities | $1,996,000 | 5,250 |
| U.S. Government agency obligations | $12,486,000 | 4,553 |
| Securities issued by states & political subdivisions | $4,503,000 | 2,973 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $166,000 | 5,700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,712 |
| Mortgage-backed securities | $9,422,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,986 |
| Issued or guaranteed by U.S. | $3,000 | 7,960 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $9,419,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $9,419,000 | 1,108 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,468,000 | 4,369 |
| Available-for-sale securities (fair market value) | $14,683,000 | 4,560 |
| Total debt securities | $18,985,000 | 4,986 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $248,000 | 2,536 |
| 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 | $17,066,000 | 5,924 |
| U.S. Government securities | $12,434,000 | 6,193 |
| U.S. Treasury securities | $2,246,000 | 5,714 |
| U.S. Government agency obligations | $10,188,000 | 5,445 |
| Securities issued by states & political subdivisions | $4,545,000 | 3,030 |
| Other domestic debt securities | $23,000 | 4,253 |
| 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 | $23,000 | 3,202 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 6,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,118 |
| Mortgage-backed securities | $5,595,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $14,000 | 8,410 |
| Issued or guaranteed by U.S. | $14,000 | 8,382 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,581,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $5,581,000 | 1,713 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,924,000 | 4,731 |
| Available-for-sale securities (fair market value) | $12,142,000 | 5,383 |
| Total debt securities | $17,002,000 | 5,826 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,515 |
| Fair value | $1,240,000 | 1,516 |
| 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 | $19,948,000 | 5,555 |
| U.S. Government securities | $15,653,000 | 5,552 |
| U.S. Treasury securities | $3,527,000 | 5,591 |
| U.S. Government agency obligations | $12,126,000 | 4,834 |
| Securities issued by states & political subdivisions | $4,122,000 | 3,267 |
| Other domestic debt securities | $139,000 | 4,239 |
| 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 | $139,000 | 3,336 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $752,000 | 8,482 |
| Mortgage-backed securities | $4,420,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $18,000 | 8,771 |
| Issued or guaranteed by U.S. | $18,000 | 8,737 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,402,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $4,402,000 | 2,206 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,876,000 | 4,650 |
| Available-for-sale securities (fair market value) | $14,072,000 | 5,054 |
| Total debt securities | $19,914,000 | 5,463 |
| Structured notes | ||
| Amortized cost | $1,748,000 | 1,920 |
| Fair value | $1,715,000 | 1,913 |
| 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 | $12,059,000 | 8,038 |
| U.S. Government securities | $9,803,000 | 7,821 |
| U.S. Treasury securities | $2,453,000 | 7,720 |
| U.S. Government agency obligations | $7,350,000 | 6,482 |
| Securities issued by states & political subdivisions | $2,022,000 | 5,164 |
| Other domestic debt securities | $200,000 | 4,578 |
| 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 | $200,000 | 3,654 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,000 | 9,349 |
| Mortgage-backed securities | $2,004,000 | 6,654 |
| Certificates of participation in pools of residential mortgages | $499,000 | 7,389 |
| Issued or guaranteed by U.S. | $499,000 | 7,361 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,505,000 | 4,034 |
| CMOs issued by government agencies or sponsored agencies | $1,505,000 | 3,854 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,962,000 | 7,465 |
| Available-for-sale securities (fair market value) | $6,097,000 | 6,309 |
| Total debt securities | $12,025,000 | 7,937 |
| 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 | $11,617,000 | 8,492 |
| U.S. Government securities | $10,158,000 | 7,933 |
| U.S. Treasury securities | $2,253,000 | 8,143 |
| U.S. Government agency obligations | $7,905,000 | 6,420 |
| Securities issued by states & political subdivisions | $1,425,000 | 6,133 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,397 |
| Mortgage-backed securities | $634,000 | 8,994 |
| Certificates of participation in pools of residential mortgages | $28,000 | 9,778 |
| Issued or guaranteed by U.S. | $28,000 | 9,726 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $606,000 | 5,500 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 5,262 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,583,000 | 8,360 |
| 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 | $10,985,000 | 8,754 |
| U.S. Government securities | $9,188,000 | 8,423 |
| U.S. Treasury securities | $4,873,000 | 5,934 |
| U.S. Government agency obligations | $4,315,000 | 8,469 |
| Securities issued by states & political subdivisions | $972,000 | 6,636 |
| Other domestic debt securities | $795,000 | 4,451 |
| Privately issued residential mortgage-backed securities | $795,000 | 2,005 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,714 |
| Mortgage-backed securities | $2,334,000 | 7,307 |
| Certificates of participation in pools of residential mortgages | $1,038,000 | 7,450 |
| Issued or guaranteed by U.S. | $1,038,000 | 7,395 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,296,000 | 4,686 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 5,422 |
| Privately issued | $795,000 | 1,647 |
| 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 | $10,955,000 | 8,639 |
| 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 |