Home > Pioneer Bank > Securities
Pioneer Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $158,425,000 | 1,201 |
| U.S. Government securities | $116,559,000 | 1,022 |
| U.S. Treasury securities | $8,989,000 | 1,458 |
| U.S. Government agency obligations | $107,570,000 | 920 |
| Securities issued by states & political subdivisions | $37,896,000 | 1,138 |
| Other domestic debt securities | $3,970,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $3,970,000 | 1,072 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,266,000 | 799 |
| Mortgage-backed securities | $68,897,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $68,774,000 | 665 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,547 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $158,425,000 | 1,037 |
| Total debt securities | $158,425,000 | 1,184 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $153,885,000 | 1,220 |
| U.S. Government securities | $115,286,000 | 1,033 |
| U.S. Treasury securities | $7,378,000 | 1,636 |
| U.S. Government agency obligations | $107,908,000 | 919 |
| Securities issued by states & political subdivisions | $34,668,000 | 1,201 |
| Other domestic debt securities | $3,931,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $3,931,000 | 1,062 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,807,000 | 799 |
| Mortgage-backed securities | $69,066,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $68,943,000 | 653 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,542 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $153,885,000 | 1,062 |
| Total debt securities | $153,882,000 | 1,207 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $161,257,000 | 1,209 |
| U.S. Government securities | $119,954,000 | 1,033 |
| U.S. Treasury securities | $7,385,000 | 1,660 |
| U.S. Government agency obligations | $112,569,000 | 908 |
| Securities issued by states & political subdivisions | $37,310,000 | 1,185 |
| Other domestic debt securities | $3,993,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $3,993,000 | 1,070 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,001,000 | 788 |
| Mortgage-backed securities | $73,351,000 | 997 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $73,222,000 | 640 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 2,539 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $161,257,000 | 1,054 |
| Total debt securities | $161,258,000 | 1,196 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $166,091,000 | 1,237 |
| U.S. Government securities | $123,701,000 | 1,052 |
| U.S. Treasury securities | $7,420,000 | 1,730 |
| U.S. Government agency obligations | $116,281,000 | 883 |
| Securities issued by states & political subdivisions | $38,103,000 | 1,205 |
| Other domestic debt securities | $4,287,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $4,287,000 | 1,084 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,751,000 | 786 |
| Mortgage-backed securities | $76,687,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $76,552,000 | 650 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 2,569 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $166,091,000 | 1,081 |
| Total debt securities | $166,091,000 | 1,223 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $174,899,000 | 1,199 |
| U.S. Government securities | $132,896,000 | 1,011 |
| U.S. Treasury securities | $13,126,000 | 1,364 |
| U.S. Government agency obligations | $119,770,000 | 873 |
| Securities issued by states & political subdivisions | $37,705,000 | 1,241 |
| Other domestic debt securities | $4,298,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $4,298,000 | 1,089 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,833,000 | 902 |
| Mortgage-backed securities | $80,369,000 | 987 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $80,231,000 | 637 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $138,000 | 2,587 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $174,899,000 | 1,038 |
| Total debt securities | $174,899,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $168,832,000 | 1,248 |
| U.S. Government securities | $133,014,000 | 1,018 |
| U.S. Treasury securities | $10,115,000 | 1,571 |
| U.S. Government agency obligations | $122,899,000 | 858 |
| Securities issued by states & political subdivisions | $31,453,000 | 1,435 |
| Other domestic debt securities | $4,365,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $4,365,000 | 1,085 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,079,000 | 895 |
| Mortgage-backed securities | $80,125,000 | 987 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,979,000 | 644 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,599 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $168,832,000 | 1,090 |
| Total debt securities | $168,833,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $160,632,000 | 1,306 |
| U.S. Government securities | $123,275,000 | 1,090 |
| U.S. Treasury securities | $9,672,000 | 1,603 |
| U.S. Government agency obligations | $113,603,000 | 943 |
| Securities issued by states & political subdivisions | $32,757,000 | 1,442 |
| Other domestic debt securities | $4,600,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,600,000 | 1,071 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,867,000 | 931 |
| Mortgage-backed securities | $78,867,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $78,707,000 | 680 |
| Issued or guaranteed by U.S. | $78,707,000 | 671 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $160,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 2,619 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $160,632,000 | 1,165 |
| Total debt securities | $160,632,000 | 1,295 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $170,459,000 | 1,231 |
| U.S. Government securities | $131,764,000 | 1,017 |
| U.S. Treasury securities | $9,820,000 | 1,406 |
| U.S. Government agency obligations | $121,944,000 | 906 |
| Securities issued by states & political subdivisions | $33,986,000 | 1,413 |
| Other domestic debt securities | $4,709,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,709,000 | 1,048 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,151,000 | 930 |
| Mortgage-backed securities | $85,029,000 | 982 |
| Certificates of participation in pools of residential mortgages | $84,837,000 | 658 |
| Issued or guaranteed by U.S. | $84,837,000 | 650 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $192,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 2,598 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $170,459,000 | 1,102 |
| Total debt securities | $170,459,000 | 1,218 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $158,126,000 | 1,275 |
| U.S. Government securities | $116,567,000 | 1,047 |
| U.S. Treasury securities | $4,240,000 | 1,476 |
| U.S. Government agency obligations | $112,327,000 | 937 |
| Securities issued by states & political subdivisions | $36,859,000 | 1,389 |
| Other domestic debt securities | $4,700,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,700,000 | 996 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,757,000 | 873 |
| Mortgage-backed securities | $77,736,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $77,490,000 | 703 |
| Issued or guaranteed by U.S. | $77,490,000 | 691 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $246,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 2,568 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $158,126,000 | 1,168 |
| Total debt securities | $158,126,000 | 1,257 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $154,634,000 | 1,222 |
| U.S. Government securities | $115,203,000 | 992 |
| U.S. Treasury securities | $5,267,000 | 1,128 |
| U.S. Government agency obligations | $109,936,000 | 931 |
| Securities issued by states & political subdivisions | $34,718,000 | 1,422 |
| Other domestic debt securities | $4,713,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,713,000 | 936 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,089,000 | 873 |
| Mortgage-backed securities | $74,388,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $74,098,000 | 690 |
| Issued or guaranteed by U.S. | $74,098,000 | 679 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $290,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,583 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $154,634,000 | 1,125 |
| Total debt securities | $154,636,000 | 1,208 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $119,854,000 | 1,444 |
| U.S. Government securities | $84,296,000 | 1,225 |
| U.S. Treasury securities | $3,306,000 | 1,251 |
| U.S. Government agency obligations | $80,990,000 | 1,153 |
| Securities issued by states & political subdivisions | $31,841,000 | 1,474 |
| Other domestic debt securities | $3,717,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,717,000 | 976 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,068,000 | 863 |
| Mortgage-backed securities | $54,167,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $53,824,000 | 845 |
| Issued or guaranteed by U.S. | $53,824,000 | 826 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $343,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 2,548 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $119,854,000 | 1,333 |
| Total debt securities | $119,854,000 | 1,430 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $116,517,000 | 1,371 |
| U.S. Government securities | $83,701,000 | 1,117 |
| U.S. Treasury securities | $4,320,000 | 868 |
| U.S. Government agency obligations | $79,381,000 | 1,085 |
| Securities issued by states & political subdivisions | $29,886,000 | 1,492 |
| Other domestic debt securities | $2,930,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,930,000 | 1,007 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,232,000 | 885 |
| Mortgage-backed securities | $51,279,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $50,886,000 | 842 |
| Issued or guaranteed by U.S. | $50,886,000 | 822 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $393,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 2,501 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $116,517,000 | 1,276 |
| Total debt securities | $116,517,000 | 1,358 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $102,849,000 | 1,401 |
| U.S. Government securities | $74,598,000 | 1,107 |
| U.S. Treasury securities | $4,338,000 | 620 |
| U.S. Government agency obligations | $70,260,000 | 1,078 |
| Securities issued by states & political subdivisions | $27,001,000 | 1,566 |
| Other domestic debt securities | $1,250,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,250,000 | 1,253 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,885,000 | 856 |
| Mortgage-backed securities | $50,622,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $50,164,000 | 774 |
| Issued or guaranteed by U.S. | $50,164,000 | 762 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $458,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $458,000 | 2,482 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $102,849,000 | 1,308 |
| Total debt securities | $102,849,000 | 1,385 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $91,226,000 | 1,437 |
| U.S. Government securities | $70,816,000 | 1,094 |
| U.S. Treasury securities | $5,357,000 | 545 |
| U.S. Government agency obligations | $65,459,000 | 1,108 |
| Securities issued by states & political subdivisions | $20,410,000 | 1,764 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,049,000 | 785 |
| Mortgage-backed securities | $42,579,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $42,061,000 | 830 |
| Issued or guaranteed by U.S. | $42,061,000 | 813 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $518,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 2,475 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $91,226,000 | 1,337 |
| Total debt securities | $91,226,000 | 1,424 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $87,617,000 | 1,450 |
| U.S. Government securities | $73,857,000 | 1,034 |
| U.S. Treasury securities | $5,376,000 | 573 |
| U.S. Government agency obligations | $68,481,000 | 1,039 |
| Securities issued by states & political subdivisions | $13,760,000 | 2,113 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,572,000 | 806 |
| Mortgage-backed securities | $40,733,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $40,161,000 | 841 |
| Issued or guaranteed by U.S. | $40,161,000 | 824 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $572,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,476 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $87,617,000 | 1,339 |
| Total debt securities | $87,617,000 | 1,435 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $92,223,000 | 1,354 |
| U.S. Government securities | $80,957,000 | 973 |
| U.S. Treasury securities | $7,395,000 | 511 |
| U.S. Government agency obligations | $73,562,000 | 983 |
| Securities issued by states & political subdivisions | $11,266,000 | 2,183 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,960,000 | 855 |
| Mortgage-backed securities | $42,720,000 | 1,272 |
| Certificates of participation in pools of residential mortgages | $42,114,000 | 799 |
| Issued or guaranteed by U.S. | $42,114,000 | 779 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $606,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,465 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $92,223,000 | 1,256 |
| Total debt securities | $92,223,000 | 1,337 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $83,993,000 | 1,437 |
| U.S. Government securities | $74,844,000 | 1,060 |
| U.S. Treasury securities | $7,266,000 | 550 |
| U.S. Government agency obligations | $67,578,000 | 1,085 |
| Securities issued by states & political subdivisions | $9,149,000 | 2,380 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,292,000 | 1,000 |
| Mortgage-backed securities | $34,259,000 | 1,429 |
| Certificates of participation in pools of residential mortgages | $33,621,000 | 916 |
| Issued or guaranteed by U.S. | $33,621,000 | 894 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $638,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,463 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $83,993,000 | 1,335 |
| Total debt securities | $83,994,000 | 1,427 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $65,113,000 | 1,722 |
| U.S. Government securities | $58,937,000 | 1,278 |
| U.S. Treasury securities | $7,758,000 | 534 |
| U.S. Government agency obligations | $51,179,000 | 1,343 |
| Securities issued by states & political subdivisions | $6,176,000 | 2,820 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,249,000 | 1,064 |
| Mortgage-backed securities | $18,160,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $17,479,000 | 1,421 |
| Issued or guaranteed by U.S. | $17,479,000 | 1,381 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $681,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,467 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $65,113,000 | 1,594 |
| Total debt securities | $65,103,000 | 1,707 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $19,587,000 | 3,496 |
| U.S. Government securities | $17,574,000 | 2,826 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,574,000 | 2,664 |
| Securities issued by states & political subdivisions | $2,013,000 | 3,649 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,059,000 | 3,687 |
| Mortgage-backed securities | $11,386,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $10,000,000 | 1,974 |
| Issued or guaranteed by U.S. | $10,000,000 | 1,937 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,386,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,386,000 | 2,193 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $19,587,000 | 3,255 |
| Total debt securities | $19,587,000 | 3,475 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $20,480,000 | 3,476 |
| U.S. Government securities | $18,500,000 | 2,794 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,500,000 | 2,643 |
| Securities issued by states & political subdivisions | $1,980,000 | 3,720 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,129,000 | 3,729 |
| Mortgage-backed securities | $11,957,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $10,494,000 | 1,939 |
| Issued or guaranteed by U.S. | $10,494,000 | 1,895 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,463,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,463,000 | 2,168 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $20,480,000 | 3,226 |
| Total debt securities | $20,480,000 | 3,455 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $13,273,000 | 4,007 |
| U.S. Government securities | $11,208,000 | 3,433 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,208,000 | 3,277 |
| Securities issued by states & political subdivisions | $2,065,000 | 3,755 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,293,000 | 3,722 |
| Mortgage-backed securities | $4,059,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $2,548,000 | 3,136 |
| Issued or guaranteed by U.S. | $2,548,000 | 3,068 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,511,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $1,511,000 | 2,162 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $13,273,000 | 3,750 |
| Total debt securities | $13,273,000 | 3,987 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $14,411,000 | 3,967 |
| U.S. Government securities | $12,372,000 | 3,368 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,372,000 | 3,215 |
| Securities issued by states & political subdivisions | $2,039,000 | 3,811 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,347,000 | 3,745 |
| Mortgage-backed securities | $4,312,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $2,729,000 | 3,138 |
| Issued or guaranteed by U.S. | $2,729,000 | 3,109 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,583,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,583,000 | 2,143 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $14,411,000 | 3,691 |
| Total debt securities | $14,411,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $15,345,000 | 3,964 |
| U.S. Government securities | $10,815,000 | 3,535 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,815,000 | 3,396 |
| Securities issued by states & political subdivisions | $2,070,000 | 3,855 |
| Other domestic debt securities | $2,460,000 | 1,262 |
| Privately issued residential mortgage-backed securities | $2,460,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,870,000 | 3,903 |
| Mortgage-backed securities | $4,638,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $2,918,000 | 3,130 |
| Issued or guaranteed by U.S. | $458,000 | 3,793 |
| Privately issued | $2,460,000 | 199 |
| Collaterized mortgage obligations | $1,720,000 | 2,178 |
| CMOs issued by government agencies or sponsored agencies | $1,720,000 | 2,121 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $15,345,000 | 3,679 |
| Total debt securities | $15,345,000 | 3,940 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $16,113,000 | 3,937 |
| U.S. Government securities | $14,053,000 | 3,270 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,053,000 | 3,110 |
| Securities issued by states & political subdivisions | $2,060,000 | 3,903 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,992,000 | 3,917 |
| Mortgage-backed securities | $4,990,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $3,134,000 | 3,128 |
| Issued or guaranteed by U.S. | $3,134,000 | 3,122 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,856,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $1,856,000 | 2,062 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $16,113,000 | 3,660 |
| Total debt securities | $16,113,000 | 3,912 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $17,075,000 | 3,924 |
| U.S. Government securities | $14,860,000 | 3,224 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,860,000 | 3,070 |
| Securities issued by states & political subdivisions | $2,215,000 | 3,937 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,028,000 | 3,755 |
| Mortgage-backed securities | $5,322,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $3,330,000 | 3,128 |
| Issued or guaranteed by U.S. | $3,330,000 | 3,123 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,992,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $1,992,000 | 2,013 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $17,075,000 | 3,644 |
| Total debt securities | $17,075,000 | 3,901 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $17,555,000 | 3,935 |
| U.S. Government securities | $15,549,000 | 3,189 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,549,000 | 3,063 |
| Securities issued by states & political subdivisions | $2,006,000 | 4,039 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,638,000 | 3,884 |
| Mortgage-backed securities | $5,643,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $3,494,000 | 3,142 |
| Issued or guaranteed by U.S. | $3,494,000 | 3,137 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,149,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $2,149,000 | 1,992 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $17,555,000 | 3,642 |
| Total debt securities | $17,555,000 | 3,909 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $13,223,000 | 4,325 |
| U.S. Government securities | $11,593,000 | 3,626 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,593,000 | 3,491 |
| Securities issued by states & political subdivisions | $1,630,000 | 4,160 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,583,000 | 3,570 |
| Mortgage-backed securities | $6,037,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | $3,736,000 | 3,137 |
| Issued or guaranteed by U.S. | $3,736,000 | 3,135 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,301,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $2,301,000 | 1,978 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $13,223,000 | 4,025 |
| Total debt securities | $13,223,000 | 4,305 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $12,308,000 | 4,447 |
| U.S. Government securities | $11,108,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,108,000 | 3,580 |
| Securities issued by states & political subdivisions | $1,200,000 | 4,356 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,851,000 | 3,559 |
| Mortgage-backed securities | $6,391,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $3,955,000 | 3,160 |
| Issued or guaranteed by U.S. | $3,955,000 | 3,158 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,436,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $2,436,000 | 1,957 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,308,000 | 4,135 |
| Total debt securities | $12,308,000 | 4,426 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $12,982,000 | 4,396 |
| U.S. Government securities | $11,678,000 | 3,646 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,678,000 | 3,507 |
| Securities issued by states & political subdivisions | $1,304,000 | 4,360 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,225,000 | 3,190 |
| Mortgage-backed securities | $6,803,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | $4,224,000 | 3,118 |
| Issued or guaranteed by U.S. | $4,224,000 | 3,114 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,579,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,579,000 | 1,927 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $12,982,000 | 4,086 |
| Total debt securities | $12,982,000 | 4,376 |
| 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 | $13,786,000 | 4,350 |
| U.S. Government securities | $12,447,000 | 3,565 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,447,000 | 3,443 |
| Securities issued by states & political subdivisions | $1,339,000 | 4,373 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,705,000 | 3,163 |
| Mortgage-backed securities | $7,415,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $4,580,000 | 3,077 |
| Issued or guaranteed by U.S. | $4,580,000 | 3,075 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,835,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $2,835,000 | 1,888 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $13,786,000 | 4,038 |
| Total debt securities | $13,786,000 | 4,325 |
| 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 | $11,730,000 | 4,611 |
| U.S. Government securities | $10,385,000 | 3,916 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,385,000 | 3,797 |
| Securities issued by states & political subdivisions | $1,345,000 | 4,412 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,596,000 | 3,236 |
| Mortgage-backed securities | $5,131,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $2,086,000 | 3,691 |
| Issued or guaranteed by U.S. | $2,086,000 | 3,686 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,045,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $3,045,000 | 1,866 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $11,730,000 | 4,272 |
| Total debt securities | $11,730,000 | 4,588 |
| 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 | $12,223,000 | 4,645 |
| U.S. Government securities | $10,893,000 | 3,947 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,893,000 | 3,819 |
| Securities issued by states & political subdivisions | $1,330,000 | 4,434 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,976,000 | 3,517 |
| Mortgage-backed securities | $5,469,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $2,261,000 | 3,674 |
| Issued or guaranteed by U.S. | $2,261,000 | 3,671 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,208,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $3,208,000 | 1,849 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $12,223,000 | 4,289 |
| Total debt securities | $12,223,000 | 4,624 |
| 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 | $10,309,000 | 4,861 |
| U.S. Government securities | $7,992,000 | 4,382 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,992,000 | 4,258 |
| Securities issued by states & political subdivisions | $2,317,000 | 4,171 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,188,000 | 3,507 |
| Mortgage-backed securities | $7,992,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $4,676,000 | 3,094 |
| Issued or guaranteed by U.S. | $4,676,000 | 3,092 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,316,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $3,316,000 | 1,857 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $10,309,000 | 4,502 |
| Total debt securities | $10,309,000 | 4,840 |
| 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 | $10,387,000 | 4,946 |
| U.S. Government securities | $8,560,000 | 4,376 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,560,000 | 4,262 |
| Securities issued by states & political subdivisions | $1,827,000 | 4,358 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,817,000 | 3,293 |
| Mortgage-backed securities | $8,560,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $5,029,000 | 3,067 |
| Issued or guaranteed by U.S. | $5,029,000 | 3,064 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,531,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $3,531,000 | 1,842 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,387,000 | 4,586 |
| Total debt securities | $10,387,000 | 4,924 |
| 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 | $10,859,000 | 4,975 |
| U.S. Government securities | $9,056,000 | 4,445 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,056,000 | 4,328 |
| Securities issued by states & political subdivisions | $1,803,000 | 4,388 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,298,000 | 3,582 |
| Mortgage-backed securities | $9,056,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $5,375,000 | 3,092 |
| Issued or guaranteed by U.S. | $5,375,000 | 3,090 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,681,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $3,681,000 | 1,870 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $10,859,000 | 4,620 |
| Total debt securities | $10,859,000 | 4,955 |
| 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 | $13,761,000 | 4,779 |
| U.S. Government securities | $11,067,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,067,000 | 4,111 |
| Securities issued by states & political subdivisions | $2,694,000 | 4,153 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $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 | $11,161,000 | 3,038 |
| Mortgage-backed securities | $10,070,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $6,174,000 | 3,014 |
| Issued or guaranteed by U.S. | $6,174,000 | 3,011 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,896,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $3,896,000 | 1,870 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,761,000 | 4,405 |
| Total debt securities | $13,761,000 | 4,754 |
| 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 | $17,128,000 | 4,531 |
| U.S. Government securities | $11,522,000 | 4,237 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,522,000 | 4,126 |
| Securities issued by states & political subdivisions | $5,606,000 | 3,539 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,460,000 | 2,525 |
| Mortgage-backed securities | $10,531,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $6,520,000 | 3,022 |
| Issued or guaranteed by U.S. | $6,520,000 | 3,020 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,011,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $4,011,000 | 1,882 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $17,128,000 | 4,161 |
| Total debt securities | $17,128,000 | 4,515 |
| 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 | $20,215,000 | 4,352 |
| U.S. Government securities | $14,134,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,134,000 | 3,912 |
| Securities issued by states & political subdivisions | $6,081,000 | 3,475 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,492,000 | 2,273 |
| Mortgage-backed securities | $11,704,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $7,523,000 | 2,944 |
| Issued or guaranteed by U.S. | $7,523,000 | 2,942 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,181,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $4,181,000 | 1,881 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $20,215,000 | 3,987 |
| Total debt securities | $20,215,000 | 4,330 |
| 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 | $21,510,000 | 4,316 |
| U.S. Government securities | $14,851,000 | 4,006 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,851,000 | 3,892 |
| Securities issued by states & political subdivisions | $6,319,000 | 3,480 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $340,000 | 803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,492,000 | 2,216 |
| Mortgage-backed securities | $12,428,000 | 2,906 |
| Certificates of participation in pools of residential mortgages | $8,058,000 | 2,918 |
| Issued or guaranteed by U.S. | $8,058,000 | 2,918 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,370,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $4,370,000 | 1,877 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $21,510,000 | 3,940 |
| Total debt securities | $21,170,000 | 4,315 |
| 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 | $22,920,000 | 4,223 |
| U.S. Government securities | $15,692,000 | 3,940 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $15,692,000 | 3,838 |
| Securities issued by states & political subdivisions | $6,888,000 | 3,407 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $340,000 | 809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,452,000 | 2,095 |
| Mortgage-backed securities | $13,039,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $8,602,000 | 2,850 |
| Issued or guaranteed by U.S. | $8,602,000 | 2,850 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,437,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $4,437,000 | 1,861 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $6,882,000 | 1,283 |
| Available-for-sale securities (fair market value) | $16,038,000 | 4,439 |
| Total debt securities | $22,580,000 | 4,223 |
| 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 | $25,340,000 | 4,032 |
| U.S. Government securities | $16,457,000 | 3,851 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,457,000 | 3,753 |
| Securities issued by states & political subdivisions | $8,543,000 | 3,126 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $340,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,163,000 | 1,989 |
| Mortgage-backed securities | $13,558,000 | 2,811 |
| Certificates of participation in pools of residential mortgages | $9,049,000 | 2,794 |
| Issued or guaranteed by U.S. | $9,049,000 | 2,792 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,509,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $4,509,000 | 1,852 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $8,772,000 | 1,152 |
| Available-for-sale securities (fair market value) | $16,568,000 | 4,392 |
| Total debt securities | $25,000,000 | 4,026 |
| 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 | $16,846,000 | 4,802 |
| U.S. Government securities | $14,161,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,161,000 | 4,038 |
| Securities issued by states & political subdivisions | $2,685,000 | 4,356 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,592,000 | 2,592 |
| Mortgage-backed securities | $14,161,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $9,433,000 | 2,731 |
| Issued or guaranteed by U.S. | $9,433,000 | 2,728 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,728,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $4,728,000 | 1,846 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,846,000 | 4,419 |
| Total debt securities | $16,846,000 | 4,768 |
| 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 | $17,683,000 | 4,721 |
| U.S. Government securities | $14,977,000 | 4,037 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,977,000 | 3,936 |
| Securities issued by states & political subdivisions | $2,706,000 | 4,360 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,009,000 | 2,634 |
| Mortgage-backed securities | $14,977,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $10,060,000 | 2,631 |
| Issued or guaranteed by U.S. | $10,060,000 | 2,629 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,917,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $4,917,000 | 1,842 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $17,683,000 | 4,351 |
| Total debt securities | $17,683,000 | 4,687 |
| 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 | $17,453,000 | 4,752 |
| U.S. Government securities | $15,708,000 | 3,980 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,708,000 | 3,886 |
| Securities issued by states & political subdivisions | $1,745,000 | 4,643 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,258,000 | 2,741 |
| Mortgage-backed securities | $15,708,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $11,600,000 | 2,462 |
| Issued or guaranteed by U.S. | $11,600,000 | 2,461 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,108,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $4,108,000 | 2,022 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,453,000 | 4,382 |
| Total debt securities | $17,453,000 | 4,721 |
| 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 | $14,228,000 | 5,054 |
| U.S. Government securities | $12,988,000 | 4,282 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,988,000 | 4,174 |
| Securities issued by states & political subdivisions | $1,240,000 | 4,862 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,578,000 | 3,556 |
| Mortgage-backed securities | $12,988,000 | 2,988 |
| Certificates of participation in pools of residential mortgages | $8,754,000 | 2,838 |
| Issued or guaranteed by U.S. | $8,754,000 | 2,836 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,234,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $4,234,000 | 2,061 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,228,000 | 4,680 |
| Total debt securities | $14,228,000 | 5,021 |
| 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 | $18,088,000 | 4,712 |
| U.S. Government securities | $17,534,000 | 3,835 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,534,000 | 3,755 |
| Securities issued by states & political subdivisions | $554,000 | 5,254 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,159,000 | 4,302 |
| Mortgage-backed securities | $17,534,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $13,208,000 | 2,425 |
| Issued or guaranteed by U.S. | $13,208,000 | 2,423 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,326,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $4,326,000 | 2,133 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $379,000 | 2,233 |
| Available-for-sale securities (fair market value) | $17,709,000 | 4,394 |
| Total debt securities | $18,088,000 | 4,681 |
| 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 | $5,009,000 | 6,325 |
| U.S. Government securities | $4,409,000 | 5,889 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,409,000 | 5,791 |
| Securities issued by states & political subdivisions | $600,000 | 5,211 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,162,000 | 5,259 |
| Mortgage-backed securities | $4,409,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $4,116,000 | 3,914 |
| Issued or guaranteed by U.S. | $4,116,000 | 3,912 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $293,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 3,348 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $384,000 | 2,254 |
| Available-for-sale securities (fair market value) | $4,625,000 | 5,957 |
| Total debt securities | $5,009,000 | 6,297 |
| 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 | $1,155,000 | 6,901 |
| U.S. Government securities | $552,000 | 6,779 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $552,000 | 6,682 |
| Securities issued by states & political subdivisions | $603,000 | 5,197 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $940,000 | 5,797 |
| Mortgage-backed securities | $552,000 | 5,393 |
| Certificates of participation in pools of residential mortgages | $195,000 | 5,339 |
| Issued or guaranteed by U.S. | $195,000 | 5,332 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $357,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 3,337 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $388,000 | 2,304 |
| Available-for-sale securities (fair market value) | $767,000 | 6,548 |
| Total debt securities | $1,155,000 | 6,872 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,327,000 | 6,920 |
| U.S. Government securities | $589,000 | 6,812 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $589,000 | 6,719 |
| Securities issued by states & political subdivisions | $738,000 | 5,099 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,232,000 | 5,394 |
| Mortgage-backed securities | $589,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $198,000 | 5,320 |
| Issued or guaranteed by U.S. | $198,000 | 5,307 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $391,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 3,184 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $392,000 | 2,403 |
| Available-for-sale securities (fair market value) | $935,000 | 6,539 |
| Total debt securities | $1,327,000 | 6,894 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,378,000 | 7,002 |
| U.S. Government securities | $636,000 | 6,877 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $636,000 | 6,774 |
| Securities issued by states & political subdivisions | $742,000 | 5,100 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,282,000 | 5,389 |
| Mortgage-backed securities | $636,000 | 5,353 |
| Certificates of participation in pools of residential mortgages | $201,000 | 5,324 |
| Issued or guaranteed by U.S. | $201,000 | 5,307 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $435,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 3,147 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $396,000 | 2,425 |
| Available-for-sale securities (fair market value) | $982,000 | 6,604 |
| Total debt securities | $1,378,000 | 6,970 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $1,439,000 | 7,062 |
| U.S. Government securities | $692,000 | 6,965 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $692,000 | 6,855 |
| Securities issued by states & political subdivisions | $747,000 | 5,075 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,343,000 | 5,389 |
| Mortgage-backed securities | $692,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,325 |
| Issued or guaranteed by U.S. | $210,000 | 5,313 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $482,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 3,074 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $401,000 | 2,445 |
| Available-for-sale securities (fair market value) | $1,038,000 | 6,648 |
| Total debt securities | $1,439,000 | 7,032 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $1,648,000 | 7,074 |
| U.S. Government securities | $746,000 | 7,002 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $746,000 | 6,891 |
| Securities issued by states & political subdivisions | $902,000 | 4,994 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,401,000 | 5,415 |
| Mortgage-backed securities | $746,000 | 5,291 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,295 |
| Issued or guaranteed by U.S. | $230,000 | 5,284 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $516,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 3,001 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $405,000 | 2,457 |
| Available-for-sale securities (fair market value) | $1,243,000 | 6,663 |
| Total debt securities | $1,648,000 | 7,038 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $1,842,000 | 7,103 |
| U.S. Government securities | $835,000 | 6,987 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $835,000 | 6,872 |
| Securities issued by states & political subdivisions | $1,007,000 | 4,931 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,495,000 | 5,424 |
| Mortgage-backed securities | $835,000 | 5,242 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,246 |
| Issued or guaranteed by U.S. | $252,000 | 5,233 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $583,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,946 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $409,000 | 2,474 |
| Available-for-sale securities (fair market value) | $1,433,000 | 6,664 |
| Total debt securities | $1,842,000 | 7,072 |
| 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 | $1,932,000 | 7,145 |
| U.S. Government securities | $909,000 | 7,032 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $909,000 | 6,924 |
| Securities issued by states & political subdivisions | $1,023,000 | 4,849 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,572,000 | 5,463 |
| Mortgage-backed securities | $909,000 | 5,246 |
| Certificates of participation in pools of residential mortgages | $254,000 | 5,262 |
| Issued or guaranteed by U.S. | $254,000 | 5,251 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $655,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,882 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $413,000 | 2,537 |
| Available-for-sale securities (fair market value) | $1,519,000 | 6,684 |
| Total debt securities | $1,932,000 | 7,114 |
| 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 | $2,018,000 | 7,200 |
| U.S. Government securities | $991,000 | 7,127 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $991,000 | 7,022 |
| Securities issued by states & political subdivisions | $1,027,000 | 4,823 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,658,000 | 5,481 |
| Mortgage-backed securities | $991,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,299 |
| Issued or guaranteed by U.S. | $272,000 | 5,288 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $719,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $719,000 | 2,754 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $416,000 | 2,602 |
| Available-for-sale securities (fair market value) | $1,602,000 | 6,748 |
| Total debt securities | $2,018,000 | 7,164 |
| 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 | $2,223,000 | 7,240 |
| U.S. Government securities | $1,039,000 | 7,179 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,039,000 | 7,073 |
| Securities issued by states & political subdivisions | $1,184,000 | 4,732 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,846,000 | 5,489 |
| Mortgage-backed securities | $1,039,000 | 5,303 |
| Certificates of participation in pools of residential mortgages | $277,000 | 5,415 |
| Issued or guaranteed by U.S. | $277,000 | 5,404 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $762,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,695 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $420,000 | 2,654 |
| Available-for-sale securities (fair market value) | $1,803,000 | 6,787 |
| Total debt securities | $2,223,000 | 7,204 |
| 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 | $2,676,000 | 7,183 |
| U.S. Government securities | $1,108,000 | 7,192 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,108,000 | 7,087 |
| Securities issued by states & political subdivisions | $1,568,000 | 4,534 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,300,000 | 5,326 |
| Mortgage-backed securities | $1,108,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,468 |
| Issued or guaranteed by U.S. | $295,000 | 5,455 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $813,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $813,000 | 2,651 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $423,000 | 2,704 |
| Available-for-sale securities (fair market value) | $2,253,000 | 6,742 |
| Total debt securities | $2,676,000 | 7,145 |
| 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 | $3,031,000 | 7,177 |
| U.S. Government securities | $1,193,000 | 7,243 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,193,000 | 7,149 |
| Securities issued by states & political subdivisions | $1,838,000 | 4,450 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,644,000 | 5,225 |
| Mortgage-backed securities | $1,193,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $304,000 | 5,529 |
| Issued or guaranteed by U.S. | $304,000 | 5,513 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $889,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 2,591 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $427,000 | 2,777 |
| Available-for-sale securities (fair market value) | $2,604,000 | 6,718 |
| Total debt securities | $3,031,000 | 7,141 |
| 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 | $3,223,000 | 7,172 |
| U.S. Government securities | $1,323,000 | 7,256 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,323,000 | 7,168 |
| Securities issued by states & political subdivisions | $1,900,000 | 4,394 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,777,000 | 5,194 |
| Mortgage-backed securities | $1,323,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $306,000 | 5,594 |
| Issued or guaranteed by U.S. | $306,000 | 5,576 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,017,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,499 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $430,000 | 2,814 |
| Available-for-sale securities (fair market value) | $2,793,000 | 6,709 |
| Total debt securities | $3,223,000 | 7,129 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,748,000 | 7,108 |
| U.S. Government securities | $1,626,000 | 7,269 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,626,000 | 7,182 |
| Securities issued by states & political subdivisions | $2,122,000 | 4,206 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,087,000 | 5,115 |
| Mortgage-backed securities | $1,626,000 | 5,356 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,647 |
| Issued or guaranteed by U.S. | $312,000 | 5,630 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,314,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $1,314,000 | 2,383 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $434,000 | 2,862 |
| Available-for-sale securities (fair market value) | $3,314,000 | 6,651 |
| Total debt securities | $3,748,000 | 7,060 |
| 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 | $3,942,000 | 7,149 |
| U.S. Government securities | $1,717,000 | 7,343 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,717,000 | 7,256 |
| Securities issued by states & political subdivisions | $2,225,000 | 4,100 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,690,000 | 5,344 |
| Mortgage-backed securities | $1,717,000 | 5,321 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,629 |
| Issued or guaranteed by U.S. | $337,000 | 5,611 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,380,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $1,380,000 | 2,331 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $437,000 | 2,890 |
| Available-for-sale securities (fair market value) | $3,505,000 | 6,667 |
| Total debt securities | $3,942,000 | 7,107 |
| 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 | $4,165,000 | 7,104 |
| U.S. Government securities | $1,721,000 | 7,397 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,721,000 | 7,300 |
| Securities issued by states & political subdivisions | $2,444,000 | 3,981 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,823,000 | 5,314 |
| Mortgage-backed securities | $1,721,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,622 |
| Issued or guaranteed by U.S. | $337,000 | 5,605 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,384,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $1,384,000 | 2,248 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $441,000 | 2,901 |
| Available-for-sale securities (fair market value) | $3,724,000 | 6,627 |
| Total debt securities | $4,165,000 | 7,059 |
| 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 | $4,213,000 | 7,166 |
| U.S. Government securities | $1,763,000 | 7,433 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,763,000 | 7,347 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,016 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,357,000 | 5,078 |
| Mortgage-backed securities | $1,763,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $338,000 | 5,631 |
| Issued or guaranteed by U.S. | $338,000 | 5,607 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,425,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $1,425,000 | 2,231 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $444,000 | 2,907 |
| Available-for-sale securities (fair market value) | $3,769,000 | 6,661 |
| Total debt securities | $4,212,000 | 7,108 |
| 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 | $4,687,000 | 7,075 |
| U.S. Government securities | $1,953,000 | 7,413 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,953,000 | 7,317 |
| Securities issued by states & political subdivisions | $2,734,000 | 3,919 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,809,000 | 4,894 |
| Mortgage-backed securities | $1,953,000 | 5,117 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,578 |
| Issued or guaranteed by U.S. | $384,000 | 5,548 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,569,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $1,569,000 | 2,161 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $447,000 | 2,954 |
| Available-for-sale securities (fair market value) | $4,240,000 | 6,593 |
| Total debt securities | $4,687,000 | 7,012 |
| 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 | $4,703,000 | 7,158 |
| U.S. Government securities | $1,979,000 | 7,523 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,979,000 | 7,413 |
| Securities issued by states & political subdivisions | $2,724,000 | 3,906 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,834,000 | 4,912 |
| Mortgage-backed securities | $1,979,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,417 |
| Issued or guaranteed by U.S. | $412,000 | 5,396 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,567,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $1,567,000 | 2,085 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $451,000 | 2,999 |
| Available-for-sale securities (fair market value) | $4,252,000 | 6,631 |
| Total debt securities | $4,703,000 | 7,104 |
| 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 | $4,895,000 | 7,158 |
| U.S. Government securities | $2,064,000 | 7,535 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,064,000 | 7,425 |
| Securities issued by states & political subdivisions | $2,831,000 | 3,865 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,571,000 | 5,011 |
| Mortgage-backed securities | $2,064,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $442,000 | 5,310 |
| Issued or guaranteed by U.S. | $442,000 | 5,291 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,622,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $1,622,000 | 2,022 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $454,000 | 3,052 |
| Available-for-sale securities (fair market value) | $4,441,000 | 6,616 |
| Total debt securities | $4,895,000 | 7,113 |
| 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 | $4,967,000 | 7,190 |
| U.S. Government securities | $2,142,000 | 7,567 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,142,000 | 7,451 |
| Securities issued by states & political subdivisions | $2,825,000 | 3,876 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,648,000 | 5,024 |
| Mortgage-backed securities | $2,142,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,307 |
| Issued or guaranteed by U.S. | $455,000 | 5,289 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,687,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $1,687,000 | 1,981 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $458,000 | 3,079 |
| Available-for-sale securities (fair market value) | $4,509,000 | 6,626 |
| Total debt securities | $4,968,000 | 7,144 |
| 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 | $5,312,000 | 7,151 |
| U.S. Government securities | $2,256,000 | 7,565 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,256,000 | 7,450 |
| Securities issued by states & political subdivisions | $3,056,000 | 3,768 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,771,000 | 4,999 |
| Mortgage-backed securities | $2,256,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $470,000 | 5,298 |
| Issued or guaranteed by U.S. | $470,000 | 5,277 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,786,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 1,913 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $461,000 | 3,138 |
| Available-for-sale securities (fair market value) | $4,851,000 | 6,580 |
| Total debt securities | $5,312,000 | 7,106 |
| 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 | $5,591,000 | 7,131 |
| U.S. Government securities | $2,307,000 | 7,600 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,307,000 | 7,479 |
| Securities issued by states & political subdivisions | $3,284,000 | 3,706 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,148,000 | 4,867 |
| Mortgage-backed securities | $2,307,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $498,000 | 5,264 |
| Issued or guaranteed by U.S. | $498,000 | 5,244 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,809,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $1,809,000 | 1,907 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $464,000 | 3,200 |
| Available-for-sale securities (fair market value) | $5,127,000 | 6,530 |
| Total debt securities | $5,591,000 | 7,082 |
| 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 | $5,886,000 | 7,134 |
| U.S. Government securities | $2,360,000 | 7,670 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,360,000 | 7,537 |
| Securities issued by states & political subdivisions | $3,526,000 | 3,571 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,210,000 | 4,871 |
| Mortgage-backed securities | $2,360,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,267 |
| Issued or guaranteed by U.S. | $501,000 | 5,243 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,859,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $1,859,000 | 1,861 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $468,000 | 3,267 |
| Available-for-sale securities (fair market value) | $5,418,000 | 6,515 |
| Total debt securities | $5,885,000 | 7,080 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $6,162,000 | 7,085 |
| U.S. Government securities | $2,654,000 | 7,617 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,654,000 | 7,487 |
| Securities issued by states & political subdivisions | $3,508,000 | 3,585 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,497,000 | 4,786 |
| Mortgage-backed securities | $2,355,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $506,000 | 5,296 |
| Issued or guaranteed by U.S. | $506,000 | 5,274 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,849,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $1,849,000 | 1,857 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $471,000 | 3,312 |
| Available-for-sale securities (fair market value) | $5,691,000 | 6,459 |
| Total debt securities | $6,161,000 | 7,030 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $6,358,000 | 7,105 |
| U.S. Government securities | $2,785,000 | 7,645 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,785,000 | 7,512 |
| Securities issued by states & political subdivisions | $3,573,000 | 3,575 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,642,000 | 4,736 |
| Mortgage-backed securities | $2,487,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $554,000 | 5,273 |
| Issued or guaranteed by U.S. | $554,000 | 5,255 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,933,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $1,933,000 | 1,837 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $474,000 | 3,367 |
| Available-for-sale securities (fair market value) | $5,884,000 | 6,471 |
| Total debt securities | $6,359,000 | 7,049 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $6,459,000 | 7,112 |
| U.S. Government securities | $2,871,000 | 7,643 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,871,000 | 7,510 |
| Securities issued by states & political subdivisions | $3,588,000 | 3,592 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,737,000 | 4,685 |
| Mortgage-backed securities | $2,574,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,302 |
| Issued or guaranteed by U.S. | $564,000 | 5,282 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,010,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $2,010,000 | 1,821 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $478,000 | 3,436 |
| Available-for-sale securities (fair market value) | $5,981,000 | 6,490 |
| Total debt securities | $6,459,000 | 7,057 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $6,692,000 | 7,082 |
| U.S. Government securities | $3,038,000 | 7,602 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,038,000 | 7,467 |
| Securities issued by states & political subdivisions | $3,654,000 | 3,555 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,920,000 | 4,630 |
| Mortgage-backed securities | $2,740,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $578,000 | 5,325 |
| Issued or guaranteed by U.S. | $578,000 | 5,306 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,162,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $2,162,000 | 1,792 |
| 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) | $481,000 | 3,480 |
| Available-for-sale securities (fair market value) | $6,211,000 | 6,437 |
| Total debt securities | $6,692,000 | 7,026 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $7,053,000 | 7,049 |
| U.S. Government securities | $3,291,000 | 7,568 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,291,000 | 7,418 |
| Securities issued by states & political subdivisions | $3,762,000 | 3,494 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,191,000 | 4,520 |
| Mortgage-backed securities | $2,992,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $671,000 | 5,292 |
| Issued or guaranteed by U.S. | $671,000 | 5,269 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,321,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,321,000 | 1,794 |
| 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) | $485,000 | 3,545 |
| Available-for-sale securities (fair market value) | $6,568,000 | 6,378 |
| Total debt securities | $7,052,000 | 6,993 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,129,000 | 7,080 |
| U.S. Government securities | $3,355,000 | 7,620 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,355,000 | 7,454 |
| Securities issued by states & political subdivisions | $3,774,000 | 3,489 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,056,000 | 4,952 |
| Mortgage-backed securities | $2,068,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $721,000 | 5,315 |
| Issued or guaranteed by U.S. | $721,000 | 5,299 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,347,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $1,347,000 | 2,185 |
| 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) | $489,000 | 3,575 |
| Available-for-sale securities (fair market value) | $6,640,000 | 6,405 |
| Total debt securities | $7,129,000 | 7,025 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,062,000 | 7,380 |
| U.S. Government securities | $2,442,000 | 7,926 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,442,000 | 7,778 |
| Securities issued by states & political subdivisions | $3,620,000 | 3,555 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,157,000 | 4,884 |
| Mortgage-backed securities | $2,142,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $760,000 | 5,318 |
| Issued or guaranteed by U.S. | $760,000 | 5,301 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,382,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $1,382,000 | 2,222 |
| 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) | $492,000 | 3,620 |
| Available-for-sale securities (fair market value) | $5,570,000 | 6,684 |
| Total debt securities | $6,062,000 | 7,308 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $5,456,000 | 7,570 |
| U.S. Government securities | $1,539,000 | 8,252 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,539,000 | 8,118 |
| Securities issued by states & political subdivisions | $3,917,000 | 3,456 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,818,000 | 5,482 |
| Mortgage-backed securities | $1,239,000 | 5,478 |
| Certificates of participation in pools of residential mortgages | $839,000 | 5,284 |
| Issued or guaranteed by U.S. | $839,000 | 5,270 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $400,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $400,000 | 2,855 |
| 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) | $496,000 | 3,691 |
| Available-for-sale securities (fair market value) | $4,960,000 | 6,894 |
| Total debt securities | $5,456,000 | 7,504 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,103,000 | 7,728 |
| U.S. Government securities | $1,099,000 | 8,454 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,099,000 | 8,324 |
| Securities issued by states & political subdivisions | $4,004,000 | 3,412 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,685,000 | 5,562 |
| Mortgage-backed securities | $1,099,000 | 5,644 |
| Certificates of participation in pools of residential mortgages | $930,000 | 5,278 |
| Issued or guaranteed by U.S. | $930,000 | 5,262 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $169,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 3,158 |
| 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) | $499,000 | 3,716 |
| Available-for-sale securities (fair market value) | $4,604,000 | 7,053 |
| Total debt securities | $5,103,000 | 7,658 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,367,000 | 7,653 |
| U.S. Government securities | $1,202,000 | 8,414 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,202,000 | 8,281 |
| Securities issued by states & political subdivisions | $4,165,000 | 3,373 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,334,000 | 5,696 |
| Mortgage-backed securities | $1,202,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 5,249 |
| Issued or guaranteed by U.S. | $1,005,000 | 5,232 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $197,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,176 |
| 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) | $503,000 | 3,752 |
| Available-for-sale securities (fair market value) | $4,864,000 | 6,987 |
| Total debt securities | $5,367,000 | 7,575 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,989,000 | 7,820 |
| U.S. Government securities | $1,306,000 | 8,465 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,306,000 | 8,321 |
| Securities issued by states & political subdivisions | $3,664,000 | 3,567 |
| Other domestic debt securities | $19,000 | 3,762 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,072 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,558,000 | 5,547 |
| Mortgage-backed securities | $1,325,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 5,209 |
| Issued or guaranteed by U.S. | $1,084,000 | 5,188 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $241,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 3,330 |
| Privately issued | $19,000 | 923 |
| 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) | $4,989,000 | 6,987 |
| Total debt securities | $4,989,000 | 7,740 |
| 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 | $5,746,000 | 7,599 |
| U.S. Government securities | $1,494,000 | 8,385 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,494,000 | 8,231 |
| Securities issued by states & political subdivisions | $4,061,000 | 3,408 |
| Other domestic debt securities | $191,000 | 3,626 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,000 | 3,261 |
| 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 | $3,154,000 | 5,206 |
| Mortgage-backed securities | $1,520,000 | 5,455 |
| Certificates of participation in pools of residential mortgages | $1,214,000 | 5,105 |
| Issued or guaranteed by U.S. | $1,214,000 | 5,083 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $306,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 3,320 |
| Privately issued | $26,000 | 981 |
| 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) | $5,746,000 | 6,782 |
| Total debt securities | $5,746,000 | 7,513 |
| 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 | $6,562,000 | 7,345 |
| U.S. Government securities | $1,948,000 | 8,247 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,948,000 | 8,072 |
| Securities issued by states & political subdivisions | $4,407,000 | 3,244 |
| Other domestic debt securities | $207,000 | 3,637 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $166,000 | 3,288 |
| 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 | $3,833,000 | 4,881 |
| Mortgage-backed securities | $1,989,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $1,581,000 | 4,919 |
| Issued or guaranteed by U.S. | $1,581,000 | 4,900 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $408,000 | 3,545 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 3,416 |
| Privately issued | $41,000 | 1,017 |
| 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) | $6,562,000 | 6,525 |
| Total debt securities | $6,332,000 | 7,313 |
| 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 | $7,017,000 | 7,270 |
| U.S. Government securities | $2,448,000 | 8,115 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,448,000 | 7,932 |
| Securities issued by states & political subdivisions | $4,357,000 | 3,185 |
| Other domestic debt securities | $212,000 | 3,667 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $154,000 | 3,335 |
| 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 | $4,319,000 | 4,677 |
| Mortgage-backed securities | $2,506,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 4,665 |
| Issued or guaranteed by U.S. | $1,983,000 | 4,650 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $523,000 | 3,488 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,442 |
| Privately issued | $58,000 | 1,015 |
| 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) | $7,017,000 | 6,458 |
| Total debt securities | $7,017,000 | 7,175 |
| 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 | $7,601,000 | 7,137 |
| U.S. Government securities | $3,169,000 | 7,856 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,169,000 | 7,650 |
| Securities issued by states & political subdivisions | $4,202,000 | 3,225 |
| Other domestic debt securities | $230,000 | 3,693 |
| Privately issued residential mortgage-backed securities | $79,000 | 1,164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 3,368 |
| 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 | $5,045,000 | 4,401 |
| Mortgage-backed securities | $3,248,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $2,349,000 | 4,449 |
| Issued or guaranteed by U.S. | $2,349,000 | 4,434 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $899,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 3,171 |
| Privately issued | $79,000 | 1,034 |
| 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) | $7,601,000 | 6,308 |
| Total debt securities | $7,601,000 | 7,047 |
| 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 | $10,807,000 | 6,316 |
| U.S. Government securities | $6,769,000 | 6,541 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,769,000 | 6,300 |
| Securities issued by states & political subdivisions | $3,669,000 | 3,392 |
| Other domestic debt securities | $369,000 | 3,563 |
| Privately issued residential mortgage-backed securities | $214,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,000 | 3,338 |
| 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 | $8,735,000 | 3,263 |
| Mortgage-backed securities | $5,975,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $3,231,000 | 3,780 |
| Issued or guaranteed by U.S. | $3,231,000 | 3,766 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,744,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $2,530,000 | 2,362 |
| Privately issued | $214,000 | 1,020 |
| 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) | $10,807,000 | 5,433 |
| Total debt securities | $10,807,000 | 6,221 |
| 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 | $4,689,000 | 8,461 |
| U.S. Government securities | $3,094,000 | 8,564 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,094,000 | 8,224 |
| Securities issued by states & political subdivisions | $1,208,000 | 5,080 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $387,000 | 4,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,185,000 | 5,589 |
| Mortgage-backed securities | $2,595,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $934,000 | 4,861 |
| Issued or guaranteed by U.S. | $934,000 | 4,847 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,661,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $1,661,000 | 2,306 |
| 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) | $100,000 | 5,451 |
| Available-for-sale securities (fair market value) | $4,589,000 | 7,366 |
| Total debt securities | $4,302,000 | 8,483 |
| Structured notes | ||
| Amortized cost | $250,000 | 761 |
| Fair value | $251,000 | 760 |
| 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 | $5,936,000 | 8,359 |
| U.S. Government securities | $4,127,000 | 8,437 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,127,000 | 7,926 |
| Securities issued by states & political subdivisions | $1,449,000 | 5,119 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $360,000 | 4,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,651,000 | 5,298 |
| Mortgage-backed securities | $3,703,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 4,922 |
| Issued or guaranteed by U.S. | $1,098,000 | 4,907 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,605,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $2,605,000 | 2,057 |
| 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) | $275,000 | 5,607 |
| Available-for-sale securities (fair market value) | $5,661,000 | 7,199 |
| Total debt securities | $5,576,000 | 8,356 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,090 |
| Fair value | $223,000 | 1,173 |
| 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 | $6,118,000 | 8,353 |
| U.S. Government securities | $4,630,000 | 8,212 |
| U.S. Treasury securities | $202,000 | 6,564 |
| U.S. Government agency obligations | $4,428,000 | 7,495 |
| Securities issued by states & political subdivisions | $1,145,000 | 5,578 |
| 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 | $343,000 | 4,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,561,000 | 4,517 |
| Mortgage-backed securities | $3,526,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,949 |
| Issued or guaranteed by U.S. | $508,000 | 5,934 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,018,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $3,018,000 | 2,083 |
| 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) | $325,000 | 6,083 |
| Available-for-sale securities (fair market value) | $5,793,000 | 7,071 |
| Total debt securities | $5,775,000 | 8,350 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $250,000 | 1,352 |
| 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 | $7,693,000 | 8,193 |
| U.S. Government securities | $5,505,000 | 8,311 |
| U.S. Treasury securities | $203,000 | 7,692 |
| U.S. Government agency obligations | $5,302,000 | 7,137 |
| Securities issued by states & political subdivisions | $1,722,000 | 4,889 |
| 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 | $466,000 | 3,780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,397,000 | 4,801 |
| Mortgage-backed securities | $2,899,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $806,000 | 5,660 |
| Issued or guaranteed by U.S. | $806,000 | 5,642 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,093,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $2,093,000 | 2,544 |
| 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) | $845,000 | 6,455 |
| Available-for-sale securities (fair market value) | $6,848,000 | 6,759 |
| Total debt securities | $7,227,000 | 8,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,217,000 | 7,210 |
| U.S. Government securities | $9,479,000 | 7,223 |
| U.S. Treasury securities | $1,815,000 | 6,235 |
| U.S. Government agency obligations | $7,664,000 | 6,413 |
| Securities issued by states & political subdivisions | $2,034,000 | 4,748 |
| Other domestic debt securities | $255,000 | 3,194 |
| 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 | $255,000 | 2,455 |
| Foreign debt securities | NA | NA |
| Equity securities | $449,000 | 3,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,772,000 | 5,295 |
| Mortgage-backed securities | $1,995,000 | 5,885 |
| Certificates of participation in pools of residential mortgages | $1,114,000 | 5,665 |
| Issued or guaranteed by U.S. | $1,114,000 | 5,649 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $881,000 | 3,976 |
| CMOs issued by government agencies or sponsored agencies | $881,000 | 3,832 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,066,000 | 6,942 |
| Available-for-sale securities (fair market value) | $11,151,000 | 5,643 |
| Total debt securities | $11,768,000 | 7,219 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,602 |
| Fair value | $1,087,000 | 1,614 |
| 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 | $6,108,000 | 9,731 |
| U.S. Government securities | $4,841,000 | 9,643 |
| U.S. Treasury securities | $2,016,000 | 7,027 |
| U.S. Government agency obligations | $2,825,000 | 9,113 |
| Securities issued by states & political subdivisions | $822,000 | 6,671 |
| Other domestic debt securities | $260,000 | 3,770 |
| 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 | $260,000 | 2,953 |
| Foreign debt securities | NA | NA |
| Equity securities | $185,000 | 5,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,017,000 | 6,838 |
| Mortgage-backed securities | $1,320,000 | 6,917 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 6,069 |
| Issued or guaranteed by U.S. | $1,015,000 | 6,037 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $305,000 | 5,226 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 5,023 |
| 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) | $517,000 | 7,788 |
| Available-for-sale securities (fair market value) | $5,591,000 | 7,753 |
| Total debt securities | $5,923,000 | 9,703 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $1,005,000 | 2,524 |
| 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 | $8,867,000 | 9,182 |
| U.S. Government securities | $7,764,000 | 8,770 |
| U.S. Treasury securities | $4,800,000 | 5,700 |
| U.S. Government agency obligations | $2,964,000 | 9,150 |
| Securities issued by states & political subdivisions | $754,000 | 7,112 |
| Other domestic debt securities | $250,000 | 4,337 |
| 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 | $250,000 | 3,461 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 5,997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,816,000 | 4,352 |
| Mortgage-backed securities | $735,000 | 8,152 |
| Certificates of participation in pools of residential mortgages | $451,000 | 7,520 |
| Issued or guaranteed by U.S. | $451,000 | 7,486 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $284,000 | 5,689 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 5,435 |
| 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) | $754,000 | 10,923 |
| Available-for-sale securities (fair market value) | $8,113,000 | 5,406 |
| Total debt securities | $8,768,000 | 9,111 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $15,185,000 | 7,337 |
| U.S. Government securities | $14,313,000 | 6,459 |
| U.S. Treasury securities | $10,488,000 | 3,370 |
| U.S. Government agency obligations | $3,825,000 | 8,733 |
| Securities issued by states & political subdivisions | $818,000 | 7,167 |
| 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 | $54,000 | 6,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,000 | 7,550 |
| Mortgage-backed securities | $326,000 | 9,605 |
| Certificates of participation in pools of residential mortgages | $326,000 | 8,567 |
| Issued or guaranteed by U.S. | $326,000 | 8,510 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,131,000 | 7,201 |
| 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 | $14,979,000 | 7,355 |
| U.S. Government securities | $14,000,000 | 6,571 |
| U.S. Treasury securities | $9,995,000 | 3,525 |
| U.S. Government agency obligations | $4,005,000 | 8,721 |
| Securities issued by states & political subdivisions | $925,000 | 6,729 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 6,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 8,468 |
| Mortgage-backed securities | $506,000 | 9,760 |
| Certificates of participation in pools of residential mortgages | $506,000 | 8,559 |
| Issued or guaranteed by U.S. | $506,000 | 8,498 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,925,000 | 7,249 |
| 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 |