Home > Mission Bank > Securities
Mission Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $241,994,000 | 836 |
| U.S. Government securities | $140,793,000 | 864 |
| U.S. Treasury securities | $24,707,000 | 801 |
| U.S. Government agency obligations | $116,086,000 | 877 |
| Securities issued by states & political subdivisions | $84,676,000 | 549 |
| Other domestic debt securities | $15,957,000 | 801 |
| Privately issued residential mortgage-backed securities | $5,365,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $10,592,000 | 257 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,901,000 | 1,031 |
| Mortgage-backed securities | $87,476,000 | 873 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,202,000 | 955 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $36,549,000 | 487 |
| Privately issued | $5,365,000 | 281 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,953,000 | 1,000 |
| Other commercial mortgage-backed securities | $2,407,000 | 900 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $241,426,000 | 696 |
| Total debt securities | $241,426,000 | 829 |
| 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 | $237,399,000 | 839 |
| U.S. Government securities | $134,535,000 | 897 |
| U.S. Treasury securities | $24,264,000 | 838 |
| U.S. Government agency obligations | $110,271,000 | 906 |
| Securities issued by states & political subdivisions | $88,428,000 | 489 |
| Other domestic debt securities | $13,886,000 | 852 |
| Privately issued residential mortgage-backed securities | $6,214,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $7,672,000 | 296 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,756,000 | 997 |
| Mortgage-backed securities | $81,078,000 | 897 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,663,000 | 967 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,984,000 | 534 |
| Privately issued | $6,214,000 | 250 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,843,000 | 1,002 |
| Other commercial mortgage-backed securities | $2,374,000 | 885 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $236,849,000 | 694 |
| Total debt securities | $236,849,000 | 828 |
| 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 | $251,213,000 | 812 |
| U.S. Government securities | $142,823,000 | 880 |
| U.S. Treasury securities | $26,277,000 | 801 |
| U.S. Government agency obligations | $116,546,000 | 889 |
| Securities issued by states & political subdivisions | $92,553,000 | 499 |
| Other domestic debt securities | $15,294,000 | 813 |
| Privately issued residential mortgage-backed securities | $6,834,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $8,460,000 | 264 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,476,000 | 1,542 |
| Mortgage-backed securities | $84,675,000 | 898 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,456,000 | 971 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,109,000 | 530 |
| Privately issued | $6,834,000 | 247 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,890,000 | 990 |
| Other commercial mortgage-backed securities | $2,386,000 | 886 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $250,670,000 | 679 |
| Total debt securities | $250,670,000 | 805 |
| 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 | $258,110,000 | 826 |
| U.S. Government securities | $148,266,000 | 891 |
| U.S. Treasury securities | $26,385,000 | 840 |
| U.S. Government agency obligations | $121,881,000 | 857 |
| Securities issued by states & political subdivisions | $92,836,000 | 536 |
| Other domestic debt securities | $16,473,000 | 820 |
| Privately issued residential mortgage-backed securities | $7,476,000 | 327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $8,997,000 | 261 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,359,000 | 2,194 |
| Mortgage-backed securities | $88,321,000 | 906 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,344,000 | 984 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $33,164,000 | 547 |
| Privately issued | $7,476,000 | 248 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,931,000 | 1,008 |
| Other commercial mortgage-backed securities | $2,406,000 | 907 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $257,575,000 | 695 |
| Total debt securities | $257,575,000 | 817 |
| 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 | $249,325,000 | 865 |
| U.S. Government securities | $136,319,000 | 983 |
| U.S. Treasury securities | $28,205,000 | 859 |
| U.S. Government agency obligations | $108,114,000 | 939 |
| Securities issued by states & political subdivisions | $94,817,000 | 537 |
| Other domestic debt securities | $17,665,000 | 802 |
| Privately issued residential mortgage-backed securities | $8,210,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $9,455,000 | 271 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,893,000 | 1,712 |
| Mortgage-backed securities | $94,314,000 | 869 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,604,000 | 968 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,915,000 | 523 |
| Privately issued | $8,210,000 | 234 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,529,000 | 930 |
| Other commercial mortgage-backed securities | $3,056,000 | 852 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $248,801,000 | 731 |
| Total debt securities | $248,801,000 | 858 |
| 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 | $225,801,000 | 957 |
| U.S. Government securities | $118,294,000 | 1,121 |
| U.S. Treasury securities | $28,112,000 | 884 |
| U.S. Government agency obligations | $90,182,000 | 1,093 |
| Securities issued by states & political subdivisions | $90,078,000 | 579 |
| Other domestic debt securities | $16,902,000 | 792 |
| Privately issued residential mortgage-backed securities | $6,791,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $10,111,000 | 199 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,832,000 | 1,586 |
| Mortgage-backed securities | $87,108,000 | 928 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,983,000 | 1,110 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,482,000 | 519 |
| Privately issued | $6,791,000 | 249 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,557,000 | 946 |
| Other commercial mortgage-backed securities | $3,295,000 | 856 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $225,274,000 | 813 |
| Total debt securities | $225,274,000 | 946 |
| 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 | $213,787,000 | 1,010 |
| U.S. Government securities | $121,037,000 | 1,110 |
| U.S. Treasury securities | $26,497,000 | 897 |
| U.S. Government agency obligations | $94,540,000 | 1,093 |
| Securities issued by states & political subdivisions | $88,154,000 | 610 |
| Other domestic debt securities | $4,071,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $4,071,000 | 384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,724,000 | 1,515 |
| Mortgage-backed securities | $88,119,000 | 945 |
| Certificates of participation in pools of residential mortgages | $37,453,000 | 1,151 |
| Issued or guaranteed by U.S. | $37,453,000 | 1,131 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $33,838,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $29,767,000 | 606 |
| Privately issued | $4,071,000 | 288 |
| Commercial mortgage-backed securities | $16,828,000 | 691 |
| Commercial mortgage pass-through securities | $2,610,000 | 925 |
| Other commercial mortgage-backed securities | $14,218,000 | 508 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $213,262,000 | 888 |
| Total debt securities | $213,262,000 | 1,002 |
| 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 | $228,316,000 | 956 |
| U.S. Government securities | $123,613,000 | 1,077 |
| U.S. Treasury securities | $20,909,000 | 914 |
| U.S. Government agency obligations | $102,704,000 | 1,024 |
| Securities issued by states & political subdivisions | $99,951,000 | 554 |
| Other domestic debt securities | $4,218,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $4,218,000 | 358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,539,000 | 1,414 |
| Mortgage-backed securities | $95,917,000 | 903 |
| Certificates of participation in pools of residential mortgages | $40,638,000 | 1,107 |
| Issued or guaranteed by U.S. | $40,638,000 | 1,092 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $36,841,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $32,623,000 | 579 |
| Privately issued | $4,218,000 | 262 |
| Commercial mortgage-backed securities | $18,438,000 | 649 |
| Commercial mortgage pass-through securities | $2,866,000 | 894 |
| Other commercial mortgage-backed securities | $15,572,000 | 478 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $227,782,000 | 853 |
| Total debt securities | $227,782,000 | 947 |
| 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 | $240,481,000 | 883 |
| U.S. Government securities | $125,256,000 | 984 |
| U.S. Treasury securities | $12,401,000 | 910 |
| U.S. Government agency obligations | $112,855,000 | 930 |
| Securities issued by states & political subdivisions | $110,271,000 | 517 |
| Other domestic debt securities | $4,410,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $4,410,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,898,000 | 1,316 |
| Mortgage-backed securities | $105,676,000 | 829 |
| Certificates of participation in pools of residential mortgages | $44,230,000 | 1,031 |
| Issued or guaranteed by U.S. | $44,230,000 | 1,014 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $41,183,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $36,773,000 | 522 |
| Privately issued | $4,410,000 | 223 |
| Commercial mortgage-backed securities | $20,263,000 | 605 |
| Commercial mortgage pass-through securities | $3,212,000 | 845 |
| Other commercial mortgage-backed securities | $17,051,000 | 443 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $239,937,000 | 807 |
| Total debt securities | $239,937,000 | 876 |
| 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 | $227,053,000 | 871 |
| U.S. Government securities | $125,937,000 | 915 |
| U.S. Treasury securities | $12,570,000 | 754 |
| U.S. Government agency obligations | $113,367,000 | 914 |
| Securities issued by states & political subdivisions | $100,579,000 | 546 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,963,000 | 1,262 |
| Mortgage-backed securities | $101,232,000 | 832 |
| Certificates of participation in pools of residential mortgages | $40,784,000 | 1,082 |
| Issued or guaranteed by U.S. | $40,784,000 | 1,061 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $41,155,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $41,155,000 | 477 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $19,293,000 | 611 |
| Commercial mortgage pass-through securities | $638,000 | 1,322 |
| Other commercial mortgage-backed securities | $18,655,000 | 417 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $226,516,000 | 797 |
| Total debt securities | $226,516,000 | 862 |
| 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 | $196,231,000 | 960 |
| U.S. Government securities | $104,772,000 | 1,029 |
| U.S. Treasury securities | $12,426,000 | 667 |
| U.S. Government agency obligations | $92,346,000 | 1,019 |
| Securities issued by states & political subdivisions | $90,927,000 | 594 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,930,000 | 1,242 |
| Mortgage-backed securities | $79,757,000 | 960 |
| Certificates of participation in pools of residential mortgages | $24,880,000 | 1,444 |
| Issued or guaranteed by U.S. | $24,880,000 | 1,410 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $34,914,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $34,914,000 | 508 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $19,963,000 | 583 |
| Commercial mortgage pass-through securities | $723,000 | 1,304 |
| Other commercial mortgage-backed securities | $19,240,000 | 400 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $195,699,000 | 884 |
| Total debt securities | $195,699,000 | 950 |
| 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 | $178,644,000 | 955 |
| U.S. Government securities | $96,257,000 | 994 |
| U.S. Treasury securities | $2,472,000 | 1,069 |
| U.S. Government agency obligations | $93,785,000 | 948 |
| Securities issued by states & political subdivisions | $81,854,000 | 611 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,296,000 | 1,252 |
| Mortgage-backed securities | $80,817,000 | 900 |
| Certificates of participation in pools of residential mortgages | $26,057,000 | 1,340 |
| Issued or guaranteed by U.S. | $26,057,000 | 1,303 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $32,945,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $32,945,000 | 511 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $21,815,000 | 524 |
| Commercial mortgage pass-through securities | $719,000 | 1,303 |
| Other commercial mortgage-backed securities | $21,096,000 | 363 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $178,111,000 | 879 |
| Total debt securities | $178,111,000 | 947 |
| 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 | $155,543,000 | 1,014 |
| U.S. Government securities | $89,283,000 | 959 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $89,283,000 | 910 |
| Securities issued by states & political subdivisions | $65,742,000 | 736 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,074,000 | 1,294 |
| Mortgage-backed securities | $81,873,000 | 826 |
| Certificates of participation in pools of residential mortgages | $23,018,000 | 1,330 |
| Issued or guaranteed by U.S. | $23,018,000 | 1,302 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $27,556,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $27,556,000 | 579 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $31,299,000 | 387 |
| Commercial mortgage pass-through securities | $5,092,000 | 640 |
| Other commercial mortgage-backed securities | $26,207,000 | 299 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $155,025,000 | 922 |
| Total debt securities | $155,025,000 | 1,001 |
| 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 | $109,484,000 | 1,261 |
| U.S. Government securities | $61,519,000 | 1,238 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $61,519,000 | 1,165 |
| Securities issued by states & political subdivisions | $45,495,000 | 940 |
| Other domestic debt securities | $1,956,000 | 1,441 |
| 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 | $1,956,000 | 1,081 |
| 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 | $40,633,000 | 1,204 |
| Mortgage-backed securities | $56,956,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $8,400,000 | 2,228 |
| Issued or guaranteed by U.S. | $8,400,000 | 2,162 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $24,414,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $24,414,000 | 635 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $24,142,000 | 441 |
| Commercial mortgage pass-through securities | $5,169,000 | 621 |
| Other commercial mortgage-backed securities | $18,973,000 | 341 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $108,970,000 | 1,175 |
| Total debt securities | $108,970,000 | 1,248 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 131 |
| Fair value | $1,956,000 | 150 |
| 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 | $88,470,000 | 1,438 |
| U.S. Government securities | $61,726,000 | 1,222 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $61,726,000 | 1,149 |
| Securities issued by states & political subdivisions | $24,273,000 | 1,479 |
| Other domestic debt securities | $1,961,000 | 1,366 |
| 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 | $1,961,000 | 1,025 |
| 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 | $25,156,000 | 1,656 |
| Mortgage-backed securities | $56,965,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $6,952,000 | 2,365 |
| Issued or guaranteed by U.S. | $6,952,000 | 2,298 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $26,968,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $26,968,000 | 603 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $23,045,000 | 451 |
| Commercial mortgage pass-through securities | $5,169,000 | 615 |
| Other commercial mortgage-backed securities | $17,876,000 | 358 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $87,960,000 | 1,332 |
| Total debt securities | $87,960,000 | 1,425 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 150 |
| Fair value | $1,960,000 | 164 |
| 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 | $70,454,000 | 1,642 |
| U.S. Government securities | $56,302,000 | 1,299 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $56,302,000 | 1,232 |
| Securities issued by states & political subdivisions | $12,550,000 | 2,083 |
| Other domestic debt securities | $1,091,000 | 1,499 |
| 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 | $25,303,000 | 1,599 |
| Mortgage-backed securities | $52,422,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $8,749,000 | 2,178 |
| Issued or guaranteed by U.S. | $8,749,000 | 2,110 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $20,700,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $20,700,000 | 766 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $22,973,000 | 462 |
| Commercial mortgage pass-through securities | $4,953,000 | 604 |
| Other commercial mortgage-backed securities | $18,020,000 | 355 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $69,943,000 | 1,526 |
| Total debt securities | $69,944,000 | 1,631 |
| 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 | $70,933,000 | 1,629 |
| U.S. Government securities | $58,513,000 | 1,284 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $58,513,000 | 1,215 |
| Securities issued by states & political subdivisions | $9,726,000 | 2,320 |
| Other domestic debt securities | $2,173,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $2,173,000 | 143 |
| 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 | $23,079,000 | 1,689 |
| Mortgage-backed securities | $55,466,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $9,474,000 | 2,039 |
| Issued or guaranteed by U.S. | $9,474,000 | 1,984 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $22,010,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $22,010,000 | 738 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $23,982,000 | 436 |
| Commercial mortgage pass-through securities | $4,877,000 | 609 |
| Other commercial mortgage-backed securities | $19,105,000 | 331 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $70,412,000 | 1,516 |
| Total debt securities | $70,412,000 | 1,625 |
| 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 | $62,341,000 | 1,783 |
| U.S. Government securities | $56,036,000 | 1,330 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $56,036,000 | 1,251 |
| Securities issued by states & political subdivisions | $3,583,000 | 3,260 |
| Other domestic debt securities | $2,201,000 | 1,238 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $2,201,000 | 139 |
| 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 | $23,650,000 | 1,674 |
| Mortgage-backed securities | $52,785,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $12,493,000 | 1,782 |
| Issued or guaranteed by U.S. | $12,493,000 | 1,728 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $19,762,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $19,762,000 | 785 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $20,530,000 | 471 |
| Commercial mortgage pass-through securities | $3,886,000 | 686 |
| Other commercial mortgage-backed securities | $16,644,000 | 342 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $61,820,000 | 1,656 |
| Total debt securities | $61,820,000 | 1,769 |
| 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 | $55,106,000 | 1,969 |
| U.S. Government securities | $48,903,000 | 1,487 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $48,903,000 | 1,394 |
| Securities issued by states & political subdivisions | $3,549,000 | 3,320 |
| Other domestic debt securities | $2,138,000 | 1,231 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $2,138,000 | 131 |
| 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 | $21,765,000 | 1,803 |
| Mortgage-backed securities | $46,500,000 | 1,148 |
| Certificates of participation in pools of residential mortgages | $13,438,000 | 1,697 |
| Issued or guaranteed by U.S. | $13,438,000 | 1,667 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $21,460,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $21,460,000 | 717 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $11,602,000 | 629 |
| Commercial mortgage pass-through securities | $788,000 | 1,184 |
| Other commercial mortgage-backed securities | $10,814,000 | 406 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $54,590,000 | 1,845 |
| Total debt securities | $54,590,000 | 1,973 |
| 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 | $50,225,000 | 2,160 |
| U.S. Government securities | $44,362,000 | 1,625 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $44,362,000 | 1,533 |
| Securities issued by states & political subdivisions | $5,345,000 | 3,080 |
| 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 | $21,239,000 | 1,854 |
| Mortgage-backed securities | $40,787,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $12,673,000 | 1,741 |
| Issued or guaranteed by U.S. | $12,673,000 | 1,706 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $27,323,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $27,323,000 | 591 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $791,000 | 1,536 |
| Commercial mortgage pass-through securities | $791,000 | 1,156 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $49,707,000 | 2,003 |
| Total debt securities | $49,707,000 | 2,152 |
| 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 | $53,132,000 | 2,089 |
| U.S. Government securities | $47,116,000 | 1,547 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $47,116,000 | 1,468 |
| Securities issued by states & political subdivisions | $5,510,000 | 3,098 |
| 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 | $22,316,000 | 1,795 |
| Mortgage-backed securities | $43,443,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $13,494,000 | 1,683 |
| Issued or guaranteed by U.S. | $13,494,000 | 1,663 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $28,704,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $28,704,000 | 571 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,245,000 | 1,372 |
| Commercial mortgage pass-through securities | $1,245,000 | 1,009 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $52,626,000 | 1,940 |
| Total debt securities | $52,625,000 | 2,088 |
| 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 | $55,104,000 | 2,054 |
| U.S. Government securities | $47,981,000 | 1,526 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $47,981,000 | 1,452 |
| Securities issued by states & political subdivisions | $6,608,000 | 2,953 |
| 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 | $18,332,000 | 2,033 |
| Mortgage-backed securities | $45,912,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $14,394,000 | 1,643 |
| Issued or guaranteed by U.S. | $14,394,000 | 1,637 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $30,260,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $30,260,000 | 533 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,258,000 | 1,351 |
| Commercial mortgage pass-through securities | $1,258,000 | 989 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $54,589,000 | 1,896 |
| Total debt securities | $54,591,000 | 2,053 |
| 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 | $57,368,000 | 2,021 |
| U.S. Government securities | $51,780,000 | 1,427 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $51,780,000 | 1,367 |
| Securities issued by states & political subdivisions | $5,065,000 | 3,266 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,740,000 | 1,977 |
| Mortgage-backed securities | $49,623,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $15,533,000 | 1,614 |
| Issued or guaranteed by U.S. | $15,533,000 | 1,548 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $32,665,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $32,665,000 | 506 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,425,000 | 1,285 |
| Commercial mortgage pass-through securities | $1,425,000 | 926 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $56,845,000 | 1,865 |
| Total debt securities | $56,845,000 | 2,018 |
| 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 | $62,722,000 | 1,901 |
| U.S. Government securities | $57,027,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $57,027,000 | 1,314 |
| Securities issued by states & political subdivisions | $5,180,000 | 3,292 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,093,000 | 2,263 |
| Mortgage-backed securities | $55,584,000 | 995 |
| Certificates of participation in pools of residential mortgages | $20,023,000 | 1,400 |
| Issued or guaranteed by U.S. | $20,023,000 | 1,396 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $35,561,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $35,561,000 | 475 |
| 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) | $62,207,000 | 1,761 |
| Total debt securities | $62,206,000 | 1,896 |
| 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 | $66,771,000 | 1,848 |
| U.S. Government securities | $61,239,000 | 1,315 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $61,239,000 | 1,252 |
| Securities issued by states & political subdivisions | $5,017,000 | 3,379 |
| 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 | $515,000 | 592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,481,000 | 2,182 |
| Mortgage-backed securities | $59,788,000 | 950 |
| Certificates of participation in pools of residential mortgages | $21,721,000 | 1,341 |
| Issued or guaranteed by U.S. | $21,721,000 | 1,340 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $38,067,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $38,067,000 | 460 |
| 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) | $66,771,000 | 1,713 |
| Total debt securities | $66,256,000 | 1,841 |
| 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 | $71,679,000 | 1,778 |
| U.S. Government securities | $66,463,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $66,463,000 | 1,196 |
| Securities issued by states & political subdivisions | $4,705,000 | 3,473 |
| 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 | $511,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,628,000 | 2,366 |
| Mortgage-backed securities | $64,989,000 | 890 |
| Certificates of participation in pools of residential mortgages | $23,553,000 | 1,295 |
| Issued or guaranteed by U.S. | $23,553,000 | 1,293 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $41,436,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $41,436,000 | 436 |
| 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) | $71,679,000 | 1,639 |
| Total debt securities | $71,168,000 | 1,774 |
| 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 | $75,420,000 | 1,738 |
| U.S. Government securities | $70,197,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $70,197,000 | 1,164 |
| Securities issued by states & political subdivisions | $4,717,000 | 3,509 |
| 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 | $506,000 | 621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,859,000 | 2,293 |
| Mortgage-backed securities | $68,695,000 | 869 |
| Certificates of participation in pools of residential mortgages | $25,364,000 | 1,264 |
| Issued or guaranteed by U.S. | $25,364,000 | 1,263 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $43,331,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $43,331,000 | 429 |
| 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) | $75,420,000 | 1,595 |
| Total debt securities | $74,914,000 | 1,733 |
| 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 | $71,462,000 | 1,828 |
| U.S. Government securities | $66,303,000 | 1,299 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $66,303,000 | 1,241 |
| Securities issued by states & political subdivisions | $4,653,000 | 3,548 |
| 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 | $506,000 | 625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,073,000 | 2,225 |
| Mortgage-backed securities | $64,794,000 | 924 |
| Certificates of participation in pools of residential mortgages | $25,561,000 | 1,280 |
| Issued or guaranteed by U.S. | $25,561,000 | 1,279 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $39,233,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $39,233,000 | 464 |
| 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) | $71,462,000 | 1,674 |
| Total debt securities | $70,956,000 | 1,821 |
| 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 | $62,283,000 | 2,028 |
| U.S. Government securities | $57,136,000 | 1,436 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $57,136,000 | 1,369 |
| Securities issued by states & political subdivisions | $4,648,000 | 3,576 |
| 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 | $499,000 | 646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,338,000 | 2,141 |
| Mortgage-backed securities | $55,126,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $19,350,000 | 1,566 |
| Issued or guaranteed by U.S. | $19,350,000 | 1,566 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $35,776,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $35,776,000 | 491 |
| 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) | $62,283,000 | 1,864 |
| Total debt securities | $61,784,000 | 2,022 |
| 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 | $56,247,000 | 2,171 |
| U.S. Government securities | $50,524,000 | 1,571 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $50,524,000 | 1,502 |
| Securities issued by states & political subdivisions | $3,623,000 | 3,787 |
| Other domestic debt securities | $1,604,000 | 1,383 |
| 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 | $1,604,000 | 1,102 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $496,000 | 658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,137,000 | 2,024 |
| Mortgage-backed securities | $48,491,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | $16,535,000 | 1,743 |
| Issued or guaranteed by U.S. | $16,535,000 | 1,742 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $31,956,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $31,956,000 | 519 |
| 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) | $56,247,000 | 1,991 |
| Total debt securities | $55,751,000 | 2,154 |
| 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 | $56,379,000 | 2,195 |
| U.S. Government securities | $49,618,000 | 1,635 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $49,618,000 | 1,557 |
| Securities issued by states & political subdivisions | $3,641,000 | 3,824 |
| Other domestic debt securities | $2,621,000 | 1,175 |
| 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 | $2,621,000 | 923 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $499,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,462,000 | 2,390 |
| Mortgage-backed securities | $47,563,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $18,517,000 | 1,629 |
| Issued or guaranteed by U.S. | $18,517,000 | 1,625 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $29,046,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $29,046,000 | 571 |
| 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) | $56,379,000 | 1,996 |
| Total debt securities | $55,880,000 | 2,181 |
| 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 | $60,805,000 | 2,124 |
| U.S. Government securities | $53,569,000 | 1,577 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $53,569,000 | 1,506 |
| Securities issued by states & political subdivisions | $3,597,000 | 3,831 |
| Other domestic debt securities | $3,145,000 | 1,101 |
| 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 | $3,145,000 | 845 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $494,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,504,000 | 2,579 |
| Mortgage-backed securities | $51,427,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $20,002,000 | 1,564 |
| Issued or guaranteed by U.S. | $20,002,000 | 1,563 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $31,425,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $31,425,000 | 555 |
| 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) | $60,805,000 | 1,927 |
| Total debt securities | $60,311,000 | 2,114 |
| 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 | $62,799,000 | 2,097 |
| U.S. Government securities | $54,746,000 | 1,581 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $54,746,000 | 1,502 |
| Securities issued by states & political subdivisions | $2,984,000 | 4,006 |
| Other domestic debt securities | $4,075,000 | 957 |
| 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 | $4,075,000 | 722 |
| Foreign debt securities | $501,000 | 231 |
| Equity securities | $493,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,137,000 | 2,848 |
| Mortgage-backed securities | $52,580,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | $19,723,000 | 1,581 |
| Issued or guaranteed by U.S. | $19,723,000 | 1,580 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $32,857,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $32,857,000 | 550 |
| 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) | $62,799,000 | 1,916 |
| Total debt securities | $62,306,000 | 2,077 |
| 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 | $59,047,000 | 2,202 |
| U.S. Government securities | $50,561,000 | 1,687 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $50,561,000 | 1,617 |
| Securities issued by states & political subdivisions | $2,971,000 | 4,052 |
| Other domestic debt securities | $4,511,000 | 921 |
| 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 | $4,511,000 | 684 |
| Foreign debt securities | $507,000 | 227 |
| Equity securities | $497,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,663,000 | 4,016 |
| Mortgage-backed securities | $48,368,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $19,355,000 | 1,611 |
| Issued or guaranteed by U.S. | $19,355,000 | 1,611 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $29,013,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $29,013,000 | 588 |
| 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) | $59,047,000 | 2,001 |
| Total debt securities | $58,550,000 | 2,196 |
| 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 | $58,591,000 | 2,251 |
| U.S. Government securities | $49,282,000 | 1,788 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $49,282,000 | 1,712 |
| Securities issued by states & political subdivisions | $1,453,000 | 4,505 |
| Other domestic debt securities | $6,846,000 | 745 |
| 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 | $6,846,000 | 537 |
| Foreign debt securities | $512,000 | 232 |
| Equity securities | $498,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,065,000 | 3,987 |
| Mortgage-backed securities | $47,060,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $19,838,000 | 1,631 |
| Issued or guaranteed by U.S. | $19,838,000 | 1,631 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,222,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $27,222,000 | 641 |
| 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) | $58,591,000 | 2,043 |
| Total debt securities | $58,093,000 | 2,249 |
| 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 | $60,878,000 | 2,215 |
| U.S. Government securities | $51,498,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $51,498,000 | 1,691 |
| Securities issued by states & political subdivisions | $1,472,000 | 4,509 |
| Other domestic debt securities | $6,892,000 | 733 |
| 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 | $6,892,000 | 529 |
| Foreign debt securities | $517,000 | 235 |
| Equity securities | $499,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,505,000 | 3,967 |
| Mortgage-backed securities | $51,498,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $21,467,000 | 1,565 |
| Issued or guaranteed by U.S. | $21,467,000 | 1,565 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $30,031,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $30,031,000 | 609 |
| 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) | $60,878,000 | 1,998 |
| Total debt securities | $60,379,000 | 2,205 |
| 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 | $64,774,000 | 2,153 |
| U.S. Government securities | $53,639,000 | 1,699 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $53,639,000 | 1,624 |
| Securities issued by states & political subdivisions | $1,463,000 | 4,584 |
| Other domestic debt securities | $8,652,000 | 631 |
| 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 | $8,652,000 | 446 |
| Foreign debt securities | $521,000 | 219 |
| Equity securities | $499,000 | 706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,925,000 | 3,928 |
| Mortgage-backed securities | $53,639,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $22,920,000 | 1,519 |
| Issued or guaranteed by U.S. | $22,920,000 | 1,517 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $30,719,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $30,719,000 | 616 |
| 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) | $64,774,000 | 1,934 |
| Total debt securities | $64,275,000 | 2,143 |
| 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 | $64,475,000 | 2,193 |
| U.S. Government securities | $52,776,000 | 1,777 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $52,776,000 | 1,706 |
| Securities issued by states & political subdivisions | $1,461,000 | 4,633 |
| Other domestic debt securities | $9,225,000 | 633 |
| 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 | $9,225,000 | 434 |
| Foreign debt securities | $527,000 | 218 |
| Equity securities | $486,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,332,000 | 3,893 |
| Mortgage-backed securities | $52,776,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $24,387,000 | 1,493 |
| Issued or guaranteed by U.S. | $24,387,000 | 1,492 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $28,389,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $28,389,000 | 673 |
| 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) | $64,475,000 | 1,972 |
| Total debt securities | $63,987,000 | 2,181 |
| 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 | $64,587,000 | 2,187 |
| U.S. Government securities | $51,818,000 | 1,819 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $51,818,000 | 1,752 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,685 |
| Other domestic debt securities | $10,297,000 | 610 |
| 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 | $10,297,000 | 416 |
| Foreign debt securities | $532,000 | 218 |
| Equity securities | $485,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,978,000 | 4,201 |
| Mortgage-backed securities | $51,818,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $24,808,000 | 1,513 |
| Issued or guaranteed by U.S. | $24,808,000 | 1,513 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $27,010,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $27,010,000 | 708 |
| 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) | $64,587,000 | 1,971 |
| Total debt securities | $64,102,000 | 2,180 |
| 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 | $60,342,000 | 2,332 |
| U.S. Government securities | $47,239,000 | 1,990 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $47,239,000 | 1,932 |
| Securities issued by states & political subdivisions | $1,210,000 | 4,809 |
| Other domestic debt securities | $10,871,000 | 623 |
| 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 | $10,871,000 | 419 |
| Foreign debt securities | $536,000 | 216 |
| Equity securities | $486,000 | 748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,357,000 | 4,139 |
| Mortgage-backed securities | $46,231,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $21,895,000 | 1,668 |
| Issued or guaranteed by U.S. | $21,895,000 | 1,668 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $24,336,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $24,336,000 | 758 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $60,342,000 | 2,109 |
| Total debt securities | $59,856,000 | 2,323 |
| 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 | $59,332,000 | 2,337 |
| U.S. Government securities | $45,661,000 | 2,005 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,661,000 | 1,948 |
| Securities issued by states & political subdivisions | $1,207,000 | 4,851 |
| Other domestic debt securities | $11,438,000 | 630 |
| 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 | $11,438,000 | 415 |
| Foreign debt securities | $540,000 | 216 |
| Equity securities | $486,000 | 746 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,766,000 | 4,073 |
| Mortgage-backed securities | $44,647,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | $23,324,000 | 1,597 |
| Issued or guaranteed by U.S. | $23,324,000 | 1,596 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $21,323,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $21,323,000 | 816 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $59,332,000 | 2,118 |
| Total debt securities | $58,846,000 | 2,329 |
| 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 | $55,110,000 | 2,495 |
| U.S. Government securities | $42,139,000 | 2,173 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $42,139,000 | 2,117 |
| Securities issued by states & political subdivisions | $468,000 | 5,235 |
| Other domestic debt securities | $11,479,000 | 643 |
| 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 | $11,479,000 | 425 |
| Foreign debt securities | $539,000 | 223 |
| Equity securities | $485,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,184,000 | 3,987 |
| Mortgage-backed securities | $41,119,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $20,414,000 | 1,759 |
| Issued or guaranteed by U.S. | $20,414,000 | 1,756 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $20,705,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $20,705,000 | 865 |
| 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) | $55,110,000 | 2,259 |
| Total debt securities | $54,625,000 | 2,489 |
| 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 | $54,980,000 | 2,491 |
| U.S. Government securities | $42,231,000 | 2,135 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $42,231,000 | 2,077 |
| Securities issued by states & political subdivisions | $214,000 | 5,416 |
| Other domestic debt securities | $11,508,000 | 647 |
| 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 | $11,508,000 | 423 |
| Foreign debt securities | $540,000 | 212 |
| Equity securities | $487,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,239,000 | 4,217 |
| Mortgage-backed securities | $39,203,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $17,367,000 | 1,975 |
| Issued or guaranteed by U.S. | $17,367,000 | 1,974 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $21,836,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $21,836,000 | 848 |
| 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) | $54,980,000 | 2,268 |
| Total debt securities | $54,493,000 | 2,481 |
| 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 | $58,238,000 | 2,396 |
| U.S. Government securities | $45,335,000 | 2,045 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $45,335,000 | 1,991 |
| Securities issued by states & political subdivisions | $219,000 | 5,434 |
| Other domestic debt securities | $11,646,000 | 649 |
| 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 | $11,646,000 | 421 |
| Foreign debt securities | $550,000 | 212 |
| Equity securities | $488,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,638,000 | 4,380 |
| Mortgage-backed securities | $42,289,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $17,872,000 | 1,949 |
| Issued or guaranteed by U.S. | $17,872,000 | 1,948 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,417,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $24,417,000 | 823 |
| 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) | $58,238,000 | 2,207 |
| Total debt securities | $57,750,000 | 2,388 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,576 |
| Fair value | $1,004,000 | 1,605 |
| 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 | $48,457,000 | 2,695 |
| U.S. Government securities | $35,561,000 | 2,455 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $35,561,000 | 2,392 |
| Securities issued by states & political subdivisions | $217,000 | 5,478 |
| Other domestic debt securities | $11,642,000 | 634 |
| 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 | $11,642,000 | 407 |
| Foreign debt securities | $549,000 | 213 |
| Equity securities | $488,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,974,000 | 4,880 |
| Mortgage-backed securities | $35,561,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $13,107,000 | 2,306 |
| Issued or guaranteed by U.S. | $13,107,000 | 2,305 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $22,454,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $22,454,000 | 869 |
| 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) | $48,457,000 | 2,491 |
| Total debt securities | $47,968,000 | 2,696 |
| 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 | $47,841,000 | 2,777 |
| U.S. Government securities | $36,469,000 | 2,454 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $36,469,000 | 2,399 |
| Securities issued by states & political subdivisions | $425,000 | 5,370 |
| Other domestic debt securities | $9,910,000 | 731 |
| 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 | $9,910,000 | 492 |
| Foreign debt securities | $548,000 | 212 |
| Equity securities | $489,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,422,000 | 4,775 |
| Mortgage-backed securities | $36,469,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | $13,251,000 | 2,419 |
| Issued or guaranteed by U.S. | $13,251,000 | 2,417 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $23,218,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $23,218,000 | 896 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $47,841,000 | 2,549 |
| Total debt securities | $47,352,000 | 2,772 |
| 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 | $45,603,000 | 2,883 |
| U.S. Government securities | $35,404,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $35,404,000 | 2,484 |
| Securities issued by states & political subdivisions | $426,000 | 5,373 |
| Other domestic debt securities | $8,773,000 | 792 |
| 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 | $8,773,000 | 527 |
| Foreign debt securities | $513,000 | 208 |
| Equity securities | $487,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,095,000 | 4,929 |
| Mortgage-backed securities | $35,404,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $14,304,000 | 2,352 |
| Issued or guaranteed by U.S. | $14,304,000 | 2,351 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,100,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $21,100,000 | 954 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $45,603,000 | 2,656 |
| Total debt securities | $45,116,000 | 2,883 |
| 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 | $46,677,000 | 2,821 |
| U.S. Government securities | $37,503,000 | 2,463 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $37,503,000 | 2,404 |
| Securities issued by states & political subdivisions | $427,000 | 5,362 |
| Other domestic debt securities | $7,745,000 | 842 |
| 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 | $7,745,000 | 569 |
| Foreign debt securities | $516,000 | 156 |
| Equity securities | $486,000 | 748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,373,000 | 4,879 |
| Mortgage-backed securities | $37,503,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $14,334,000 | 2,339 |
| Issued or guaranteed by U.S. | $14,334,000 | 2,335 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $23,169,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $23,169,000 | 922 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $46,677,000 | 2,578 |
| Total debt securities | $46,189,000 | 2,830 |
| 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 | $43,403,000 | 2,908 |
| U.S. Government securities | $35,166,000 | 2,472 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $35,166,000 | 2,415 |
| Securities issued by states & political subdivisions | $429,000 | 5,365 |
| Other domestic debt securities | $6,839,000 | 897 |
| 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 | $6,839,000 | 568 |
| Foreign debt securities | $486,000 | 119 |
| Equity securities | $483,000 | 734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,338,000 | 5,348 |
| Mortgage-backed securities | $35,166,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $13,230,000 | 2,346 |
| Issued or guaranteed by U.S. | $13,230,000 | 2,342 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,936,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $21,936,000 | 895 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $43,403,000 | 2,653 |
| Total debt securities | $42,920,000 | 2,909 |
| 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 | $38,233,000 | 3,100 |
| U.S. Government securities | $30,738,000 | 2,684 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $30,738,000 | 2,619 |
| Securities issued by states & political subdivisions | $428,000 | 5,360 |
| Other domestic debt securities | $6,091,000 | 933 |
| 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 | $6,091,000 | 581 |
| Foreign debt securities | $493,000 | 116 |
| Equity securities | $483,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $494,000 | 5,746 |
| Mortgage-backed securities | $30,738,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $11,039,000 | 2,522 |
| Issued or guaranteed by U.S. | $11,039,000 | 2,517 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $19,699,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $19,699,000 | 952 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $38,233,000 | 2,835 |
| Total debt securities | $37,750,000 | 3,100 |
| 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 | $37,740,000 | 3,143 |
| U.S. Government securities | $30,128,000 | 2,802 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $30,128,000 | 2,719 |
| Securities issued by states & political subdivisions | $424,000 | 5,343 |
| Other domestic debt securities | $6,192,000 | 900 |
| 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 | $6,192,000 | 531 |
| Foreign debt securities | $513,000 | 100 |
| Equity securities | $483,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $678,000 | 5,690 |
| Mortgage-backed securities | $30,128,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $11,891,000 | 2,386 |
| Issued or guaranteed by U.S. | $11,891,000 | 2,380 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $18,237,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $18,237,000 | 965 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $37,740,000 | 2,870 |
| Total debt securities | $37,257,000 | 3,154 |
| 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 | $36,792,000 | 3,147 |
| U.S. Government securities | $29,727,000 | 2,797 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $29,727,000 | 2,709 |
| Securities issued by states & political subdivisions | $421,000 | 5,350 |
| Other domestic debt securities | $5,647,000 | 991 |
| 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 | $5,647,000 | 565 |
| Foreign debt securities | $513,000 | 94 |
| Equity securities | $484,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $834,000 | 5,669 |
| Mortgage-backed securities | $28,527,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $11,906,000 | 2,316 |
| Issued or guaranteed by U.S. | $11,906,000 | 2,310 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $16,621,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $16,621,000 | 997 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $36,792,000 | 2,873 |
| Total debt securities | $36,309,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 2,414 |
| Fair value | $1,200,000 | 2,415 |
| 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 | $37,248,000 | 3,050 |
| U.S. Government securities | $30,043,000 | 2,649 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $30,043,000 | 2,563 |
| Securities issued by states & political subdivisions | $418,000 | 5,364 |
| Other domestic debt securities | $6,305,000 | 994 |
| 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 | $6,305,000 | 514 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $482,000 | 783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $936,000 | 5,672 |
| Mortgage-backed securities | $30,043,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $11,868,000 | 2,224 |
| Issued or guaranteed by U.S. | $11,868,000 | 2,218 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,175,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $18,175,000 | 910 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $37,248,000 | 2,774 |
| Total debt securities | $36,764,000 | 3,052 |
| 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 | $30,387,000 | 3,441 |
| U.S. Government securities | $24,753,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,753,000 | 2,906 |
| Securities issued by states & political subdivisions | $217,000 | 5,559 |
| Other domestic debt securities | $4,932,000 | 1,156 |
| 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 | $4,932,000 | 614 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $485,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,055,000 | 5,677 |
| Mortgage-backed securities | $24,753,000 | 1,946 |
| Certificates of participation in pools of residential mortgages | $10,056,000 | 2,402 |
| Issued or guaranteed by U.S. | $10,056,000 | 2,398 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,697,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $14,697,000 | 1,025 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $30,387,000 | 3,141 |
| Total debt securities | $29,902,000 | 3,451 |
| 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 | $30,203,000 | 3,458 |
| U.S. Government securities | $24,478,000 | 3,063 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,478,000 | 2,975 |
| Securities issued by states & political subdivisions | $217,000 | 5,533 |
| Other domestic debt securities | $5,024,000 | 1,145 |
| 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 | $5,024,000 | 567 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $484,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,061,000 | 5,728 |
| Mortgage-backed securities | $24,478,000 | 1,929 |
| Certificates of participation in pools of residential mortgages | $10,809,000 | 2,313 |
| Issued or guaranteed by U.S. | $10,809,000 | 2,307 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,669,000 | 1,193 |
| CMOs issued by government agencies or sponsored agencies | $13,669,000 | 1,014 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $30,203,000 | 3,147 |
| Total debt securities | $29,720,000 | 3,466 |
| 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 | $25,509,000 | 3,880 |
| U.S. Government securities | $19,832,000 | 3,577 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $19,832,000 | 3,492 |
| Securities issued by states & political subdivisions | $218,000 | 5,562 |
| Other domestic debt securities | $4,978,000 | 1,193 |
| 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 | $4,978,000 | 593 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $481,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,147,000 | 5,757 |
| Mortgage-backed securities | $19,832,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $10,338,000 | 2,483 |
| Issued or guaranteed by U.S. | $10,338,000 | 2,478 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,494,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $9,494,000 | 1,190 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $25,509,000 | 3,528 |
| Total debt securities | $25,028,000 | 3,883 |
| 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 | $22,483,000 | 4,147 |
| U.S. Government securities | $16,764,000 | 3,887 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,764,000 | 3,805 |
| Securities issued by states & political subdivisions | $219,000 | 5,594 |
| Other domestic debt securities | $5,020,000 | 1,232 |
| 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 | $5,020,000 | 607 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $480,000 | 889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,137,000 | 5,828 |
| Mortgage-backed securities | $16,764,000 | 2,551 |
| Certificates of participation in pools of residential mortgages | $8,654,000 | 2,777 |
| Issued or guaranteed by U.S. | $8,654,000 | 2,770 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,110,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $8,110,000 | 1,270 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $22,483,000 | 3,758 |
| Total debt securities | $22,003,000 | 4,170 |
| 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 | $14,384,000 | 5,140 |
| U.S. Government securities | $10,407,000 | 4,930 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,407,000 | 4,834 |
| Securities issued by states & political subdivisions | $218,000 | 5,628 |
| Other domestic debt securities | $3,280,000 | 1,574 |
| 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 | $3,280,000 | 844 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $479,000 | 941 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,145,000 | 5,838 |
| Mortgage-backed securities | $10,407,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $5,910,000 | 3,381 |
| Issued or guaranteed by U.S. | $5,910,000 | 3,371 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,497,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $4,497,000 | 1,614 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,384,000 | 4,709 |
| Total debt securities | $13,905,000 | 5,150 |
| 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 | $8,287,000 | 6,130 |
| U.S. Government securities | $5,219,000 | 6,098 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,219,000 | 6,008 |
| Securities issued by states & political subdivisions | $216,000 | 5,673 |
| Other domestic debt securities | $2,374,000 | 1,836 |
| 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 | $2,374,000 | 1,047 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $478,000 | 974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,172,000 | 5,855 |
| Mortgage-backed securities | $5,219,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $3,370,000 | 4,160 |
| Issued or guaranteed by U.S. | $3,370,000 | 4,147 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,849,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $1,849,000 | 2,178 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,287,000 | 5,624 |
| Total debt securities | $7,808,000 | 6,185 |
| 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 | $5,075,000 | 6,841 |
| U.S. Government securities | $2,394,000 | 7,036 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,394,000 | 6,943 |
| Securities issued by states & political subdivisions | $217,000 | 5,615 |
| Other domestic debt securities | $1,991,000 | 1,883 |
| 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 | $1,991,000 | 1,151 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $473,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $1,888,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,888,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $1,888,000 | 2,169 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,075,000 | 6,289 |
| Total debt securities | $4,600,000 | 6,888 |
| 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 | $2,363,000 | 7,494 |
| U.S. Government securities | $1,518,000 | 7,387 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,518,000 | 7,300 |
| Securities issued by states & political subdivisions | $364,000 | 5,383 |
| 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 | $481,000 | 961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $2,363,000 | 6,907 |
| Total debt securities | $1,882,000 | 7,564 |
| 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 | $3,289,000 | 7,323 |
| U.S. Government securities | $1,698,000 | 7,406 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,698,000 | 7,308 |
| Securities issued by states & political subdivisions | $1,106,000 | 4,727 |
| 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 | $485,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $3,289,000 | 6,716 |
| Total debt securities | $2,805,000 | 7,398 |
| 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 | $2,098,000 | 7,644 |
| U.S. Government securities | $510,000 | 7,774 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $510,000 | 7,702 |
| Securities issued by states & political subdivisions | $1,100,000 | 4,763 |
| 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 | $488,000 | 1,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $2,098,000 | 7,028 |
| Total debt securities | $1,610,000 | 7,706 |
| 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 | $2,618,000 | 7,563 |
| U.S. Government securities | $1,015,000 | 7,673 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,015,000 | 7,584 |
| Securities issued by states & political subdivisions | $1,109,000 | 4,781 |
| 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 | $494,000 | 1,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $2,618,000 | 6,947 |
| Total debt securities | $2,124,000 | 7,614 |
| 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 | $4,589,000 | 7,182 |
| U.S. Government securities | $3,007,000 | 7,198 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,007,000 | 7,081 |
| Securities issued by states & political subdivisions | $1,092,000 | 4,813 |
| 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 | $490,000 | 1,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $4,000 | 6,547 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,299 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,589,000 | 6,551 |
| Total debt securities | $4,099,000 | 7,253 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,107 |
| Fair value | $499,000 | 2,077 |
| 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 | $9,441,000 | 6,193 |
| U.S. Government securities | $7,874,000 | 5,871 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,874,000 | 5,766 |
| Securities issued by states & political subdivisions | $1,078,000 | 4,818 |
| 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 | $489,000 | 1,212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $1,385,000 | 5,057 |
| Certificates of participation in pools of residential mortgages | $1,366,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,366,000 | 4,560 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $19,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,184 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $9,441,000 | 5,590 |
| Total debt securities | $8,953,000 | 6,227 |
| Structured notes | ||
| Amortized cost | $994,000 | 1,882 |
| Fair value | $997,000 | 1,826 |
| 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 | $10,483,000 | 6,022 |
| U.S. Government securities | $8,928,000 | 5,656 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,928,000 | 5,548 |
| Securities issued by states & political subdivisions | $1,065,000 | 4,853 |
| 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 | $490,000 | 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 | $0 | 6,778 |
| Mortgage-backed securities | $1,481,000 | 4,989 |
| Certificates of participation in pools of residential mortgages | $1,448,000 | 4,496 |
| Issued or guaranteed by U.S. | $1,448,000 | 4,481 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,133 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,483,000 | 5,398 |
| Total debt securities | $9,993,000 | 6,041 |
| Structured notes | ||
| Amortized cost | $993,000 | 1,974 |
| Fair value | $988,000 | 1,906 |
| 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 | $10,626,000 | 6,001 |
| U.S. Government securities | $9,063,000 | 5,631 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,063,000 | 5,514 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,897 |
| 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 | $493,000 | 1,246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $1,618,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 4,428 |
| Issued or guaranteed by U.S. | $1,566,000 | 4,411 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $52,000 | 3,411 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,107 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,626,000 | 5,362 |
| Total debt securities | $10,132,000 | 6,044 |
| Structured notes | ||
| Amortized cost | $993,000 | 2,036 |
| Fair value | $988,000 | 2,016 |
| 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 | $11,756,000 | 5,825 |
| U.S. Government securities | $10,196,000 | 5,425 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,196,000 | 5,304 |
| Securities issued by states & political subdivisions | $1,066,000 | 4,925 |
| 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 | $494,000 | 1,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $1,210,000 | 5,136 |
| Certificates of participation in pools of residential mortgages | $1,142,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,142,000 | 4,675 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $68,000 | 3,383 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,085 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $11,756,000 | 5,210 |
| Total debt securities | $11,262,000 | 5,874 |
| Structured notes | ||
| Amortized cost | $992,000 | 2,144 |
| Fair value | $987,000 | 2,084 |
| 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 | $12,079,000 | 5,816 |
| U.S. Government securities | $10,518,000 | 5,408 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,518,000 | 5,279 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,950 |
| 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 | $493,000 | 1,309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $1,305,000 | 5,089 |
| Certificates of participation in pools of residential mortgages | $1,214,000 | 4,653 |
| Issued or guaranteed by U.S. | $1,214,000 | 4,628 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $91,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,014 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,079,000 | 5,186 |
| Total debt securities | $11,586,000 | 5,844 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,227 |
| Fair value | $990,000 | 2,136 |
| 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 | $11,107,000 | 6,015 |
| U.S. Government securities | $9,552,000 | 5,633 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,552,000 | 5,505 |
| Securities issued by states & political subdivisions | $1,064,000 | 4,976 |
| 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 | $491,000 | 1,307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $1,394,000 | 5,053 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 4,630 |
| Issued or guaranteed by U.S. | $1,282,000 | 4,607 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $112,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 2,975 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $11,107,000 | 5,348 |
| Total debt securities | $10,616,000 | 6,053 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,326 |
| Fair value | $982,000 | 2,203 |
| 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 | $4,858,000 | 7,457 |
| U.S. Government securities | $3,295,000 | 7,476 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,295,000 | 7,333 |
| Securities issued by states & political subdivisions | $1,072,000 | 4,989 |
| 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 | $491,000 | 1,346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $1,526,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 4,583 |
| Issued or guaranteed by U.S. | $1,397,000 | 4,563 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $129,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 2,961 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,858,000 | 6,713 |
| Total debt securities | $4,367,000 | 7,507 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $491,000 | 2,705 |
| 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 | $4,956,000 | 7,468 |
| U.S. Government securities | $3,403,000 | 7,468 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,403,000 | 7,324 |
| Securities issued by states & political subdivisions | $1,069,000 | 5,016 |
| 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 | $484,000 | 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 | $0 | 7,036 |
| Mortgage-backed securities | $1,636,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $1,491,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,491,000 | 4,540 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $145,000 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 2,955 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,956,000 | 6,712 |
| Total debt securities | $4,472,000 | 7,514 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $491,000 | 2,724 |
| 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 | $5,202,000 | 7,435 |
| U.S. Government securities | $3,627,000 | 7,415 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,627,000 | 7,271 |
| Securities issued by states & political subdivisions | $1,074,000 | 5,021 |
| 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 | $501,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,856,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,638,000 | 4,503 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $218,000 | 3,177 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 2,878 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,202,000 | 6,667 |
| Total debt securities | $4,701,000 | 7,496 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $494,000 | 2,677 |
| 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 | $5,473,000 | 7,413 |
| U.S. Government securities | $3,899,000 | 7,365 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,899,000 | 7,214 |
| Securities issued by states & political subdivisions | $1,076,000 | 5,007 |
| 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 | $498,000 | 1,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $2,121,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $1,796,000 | 4,498 |
| Issued or guaranteed by U.S. | $1,796,000 | 4,480 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $325,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,802 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,473,000 | 6,626 |
| Total debt securities | $4,975,000 | 7,473 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $497,000 | 2,635 |
| 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 | $5,719,000 | 7,435 |
| U.S. Government securities | $4,150,000 | 7,350 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,150,000 | 7,176 |
| Securities issued by states & political subdivisions | $1,071,000 | 5,031 |
| 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 | $498,000 | 1,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $2,379,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $1,944,000 | 4,480 |
| Issued or guaranteed by U.S. | $1,944,000 | 4,466 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $435,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,765 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,719,000 | 6,646 |
| Total debt securities | $5,221,000 | 7,474 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $492,000 | 2,603 |
| 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 | $6,012,000 | 7,393 |
| U.S. Government securities | $4,421,000 | 7,288 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,421,000 | 7,130 |
| Securities issued by states & political subdivisions | $1,092,000 | 5,038 |
| 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 | $499,000 | 1,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $2,634,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $2,094,000 | 4,423 |
| Issued or guaranteed by U.S. | $2,094,000 | 4,408 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $540,000 | 2,955 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 2,691 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,012,000 | 6,588 |
| Total debt securities | $5,515,000 | 7,435 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $497,000 | 2,554 |
| 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 | $6,299,000 | 7,370 |
| U.S. Government securities | $4,705,000 | 7,220 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,705,000 | 7,069 |
| Securities issued by states & political subdivisions | $1,093,000 | 5,071 |
| 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 | $501,000 | 1,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,906,000 | 4,672 |
| Certificates of participation in pools of residential mortgages | $2,272,000 | 4,370 |
| Issued or guaranteed by U.S. | $2,272,000 | 4,357 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $634,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $634,000 | 2,655 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,299,000 | 6,556 |
| Total debt securities | $5,798,000 | 7,411 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $498,000 | 2,558 |
| 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 | $6,445,000 | 7,408 |
| U.S. Government securities | $4,884,000 | 7,248 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,884,000 | 7,093 |
| Securities issued by states & political subdivisions | $1,060,000 | 5,107 |
| 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 | $501,000 | 1,515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $3,117,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $2,405,000 | 4,345 |
| Issued or guaranteed by U.S. | $2,405,000 | 4,332 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $712,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $712,000 | 2,660 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,445,000 | 6,585 |
| Total debt securities | $5,944,000 | 7,442 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $482,000 | 2,565 |
| 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 | $7,457,000 | 7,151 |
| U.S. Government securities | $5,341,000 | 7,067 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,341,000 | 6,894 |
| Securities issued by states & political subdivisions | $1,109,000 | 5,059 |
| 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 | $1,007,000 | 1,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $3,539,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $2,732,000 | 4,246 |
| Issued or guaranteed by U.S. | $2,732,000 | 4,235 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $807,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $807,000 | 2,657 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $7,457,000 | 6,355 |
| Total debt securities | $6,450,000 | 7,313 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $498,000 | 2,348 |
| 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 | $7,630,000 | 7,153 |
| U.S. Government securities | $5,545,000 | 7,073 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,545,000 | 6,885 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,129 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,000,000 | 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 | $0 | 7,280 |
| Mortgage-backed securities | $3,760,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $2,882,000 | 4,159 |
| Issued or guaranteed by U.S. | $2,882,000 | 4,145 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $878,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,752 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $7,630,000 | 6,345 |
| Total debt securities | $6,629,000 | 7,327 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $988,000 | 1,804 |
| 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 | $6,886,000 | 7,307 |
| U.S. Government securities | $5,550,000 | 6,963 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,550,000 | 6,778 |
| Securities issued by states & political subdivisions | $1,336,000 | 4,911 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $4,469,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $3,050,000 | 4,076 |
| Issued or guaranteed by U.S. | $3,050,000 | 4,062 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,419,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $1,419,000 | 2,451 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,886,000 | 6,495 |
| Total debt securities | $6,885,000 | 7,209 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $482,000 | 1,963 |
| 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 | $4,736,000 | 7,837 |
| U.S. Government securities | $4,118,000 | 7,400 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,118,000 | 7,213 |
| Securities issued by states & political subdivisions | $618,000 | 5,655 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $3,315,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $1,806,000 | 4,794 |
| Issued or guaranteed by U.S. | $1,806,000 | 4,779 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,509,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $1,509,000 | 2,580 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,736,000 | 7,017 |
| Total debt securities | $4,736,000 | 7,753 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $500,000 | 1,725 |
| 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 | $1,380,000 | 8,762 |
| U.S. Government securities | $820,000 | 8,687 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $820,000 | 8,542 |
| Securities issued by states & political subdivisions | $560,000 | 5,704 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $517,000 | 6,329 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $517,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,331 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,380,000 | 7,960 |
| Total debt securities | $1,380,000 | 8,685 |
| 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 | $1,871,000 | 8,719 |
| U.S. Government securities | $1,309,000 | 8,579 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,309,000 | 8,418 |
| Securities issued by states & political subdivisions | $562,000 | 5,713 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $302,000 | 7,176 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,871,000 | 7,856 |
| Total debt securities | $1,871,000 | 8,636 |
| 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 | $2,548,000 | 8,714 |
| U.S. Government securities | $2,548,000 | 8,264 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,548,000 | 8,046 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,628,000 | 6,224 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,548,000 | 7,764 |
| Total debt securities | $2,547,000 | 8,620 |
| 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 | $2,296,000 | 9,187 |
| U.S. Government securities | $2,296,000 | 8,866 |
| U.S. Treasury securities | $1,800,000 | 2,081 |
| U.S. Government agency obligations | $496,000 | 9,269 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,948,000 | 6,341 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $1,800,000 | 3,955 |
| Available-for-sale securities (fair market value) | $496,000 | 8,745 |
| Total debt securities | $2,296,000 | 9,078 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $1,999,000 | 9,625 |
| U.S. Government securities | $1,999,000 | 9,335 |
| U.S. Treasury securities | $1,999,000 | 2,741 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $297,000 | 7,910 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $1,999,000 | 4,242 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $1,999,000 | 9,522 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $200,000 | 10,279 |
| U.S. Government securities | $200,000 | 10,105 |
| U.S. Treasury securities | $200,000 | 6,616 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $200,000 | 6,255 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $200,000 | 10,164 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |