Home > Mission Bank > Securities
Mission Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $88,868,000 | 1,849 |
| U.S. Government securities | $76,948,000 | 1,426 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $76,948,000 | 1,202 |
| Securities issued by states & political subdivisions | $11,920,000 | 2,296 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $58,418,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,641,000 | 2,748 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,438,000 | 1,624 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,719,000 | 888 |
| Other commercial mortgage-backed securities | $48,620,000 | 189 |
| Held to maturity securities (book value) | $75,907,000 | 437 |
| Available-for-sale securities (fair market value) | $12,961,000 | 3,614 |
| Total debt securities | $88,868,000 | 1,831 |
| Structured notes | ||
| Amortized cost | $687,000 | 926 |
| Fair value | $570,000 | 928 |
| 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 | $88,432,000 | 1,843 |
| U.S. Government securities | $77,239,000 | 1,415 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $77,239,000 | 1,190 |
| Securities issued by states & political subdivisions | $11,193,000 | 2,339 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $58,772,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,701,000 | 2,732 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,481,000 | 1,585 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,730,000 | 874 |
| Other commercial mortgage-backed securities | $48,860,000 | 189 |
| Held to maturity securities (book value) | $76,206,000 | 445 |
| Available-for-sale securities (fair market value) | $12,226,000 | 3,652 |
| Total debt securities | $88,434,000 | 1,826 |
| Structured notes | ||
| Amortized cost | $684,000 | 948 |
| Fair value | $542,000 | 952 |
| 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 | $89,556,000 | 1,867 |
| U.S. Government securities | $77,767,000 | 1,447 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $77,767,000 | 1,216 |
| Securities issued by states & political subdivisions | $11,789,000 | 2,352 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $59,316,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,762,000 | 2,756 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,547,000 | 1,601 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,823,000 | 856 |
| Other commercial mortgage-backed securities | $49,184,000 | 189 |
| Held to maturity securities (book value) | $76,696,000 | 443 |
| Available-for-sale securities (fair market value) | $12,860,000 | 3,664 |
| Total debt securities | $89,556,000 | 1,851 |
| Structured notes | ||
| Amortized cost | $682,000 | 999 |
| Fair value | $568,000 | 1,002 |
| 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 | $90,609,000 | 1,929 |
| U.S. Government securities | $78,488,000 | 1,495 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $78,488,000 | 1,215 |
| Securities issued by states & political subdivisions | $12,121,000 | 2,374 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $60,099,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,796,000 | 2,798 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,623,000 | 1,623 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,872,000 | 882 |
| Other commercial mortgage-backed securities | $49,808,000 | 197 |
| Held to maturity securities (book value) | $77,384,000 | 460 |
| Available-for-sale securities (fair market value) | $13,225,000 | 3,715 |
| Total debt securities | $90,607,000 | 1,912 |
| Structured notes | ||
| Amortized cost | $680,000 | 1,026 |
| Fair value | $578,000 | 1,028 |
| 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 | $90,496,000 | 1,955 |
| U.S. Government securities | $78,871,000 | 1,494 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $78,871,000 | 1,209 |
| Securities issued by states & political subdivisions | $11,625,000 | 2,451 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $60,488,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,826,000 | 2,817 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,680,000 | 1,636 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,981,000 | 874 |
| Other commercial mortgage-backed securities | $50,001,000 | 200 |
| Held to maturity securities (book value) | $77,732,000 | 467 |
| Available-for-sale securities (fair market value) | $12,764,000 | 3,761 |
| Total debt securities | $90,499,000 | 1,939 |
| Structured notes | ||
| Amortized cost | $678,000 | 1,055 |
| Fair value | $569,000 | 1,056 |
| 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 | $91,571,000 | 1,946 |
| U.S. Government securities | $79,867,000 | 1,502 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $79,867,000 | 1,201 |
| Securities issued by states & political subdivisions | $11,704,000 | 2,450 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $61,545,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,887,000 | 2,830 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,744,000 | 1,649 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,080,000 | 876 |
| Other commercial mortgage-backed securities | $50,834,000 | 213 |
| Held to maturity securities (book value) | $78,557,000 | 457 |
| Available-for-sale securities (fair market value) | $13,014,000 | 3,772 |
| Total debt securities | $91,570,000 | 1,929 |
| Structured notes | ||
| Amortized cost | $676,000 | 1,041 |
| Fair value | $569,000 | 1,045 |
| 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 | $98,751,000 | 1,888 |
| U.S. Government securities | $85,929,000 | 1,439 |
| U.S. Treasury securities | $4,979,000 | 2,021 |
| U.S. Government agency obligations | $80,950,000 | 1,217 |
| Securities issued by states & political subdivisions | $12,822,000 | 2,422 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $62,599,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $3,963,000 | 2,934 |
| Issued or guaranteed by U.S. | $3,963,000 | 2,848 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,852,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $3,852,000 | 1,657 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $54,784,000 | 341 |
| Commercial mortgage pass-through securities | $3,280,000 | 844 |
| Other commercial mortgage-backed securities | $51,504,000 | 246 |
| Held to maturity securities (book value) | $79,538,000 | 414 |
| Available-for-sale securities (fair market value) | $19,213,000 | 3,554 |
| Total debt securities | $98,751,000 | 1,876 |
| Structured notes | ||
| Amortized cost | $674,000 | 1,021 |
| Fair value | $609,000 | 1,020 |
| 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 | $106,091,000 | 1,759 |
| U.S. Government securities | $92,076,000 | 1,339 |
| U.S. Treasury securities | $9,769,000 | 1,415 |
| U.S. Government agency obligations | $82,307,000 | 1,217 |
| Securities issued by states & political subdivisions | $14,015,000 | 2,362 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $64,016,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $4,043,000 | 2,951 |
| Issued or guaranteed by U.S. | $4,043,000 | 2,869 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,040,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $4,040,000 | 1,652 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $55,933,000 | 338 |
| Commercial mortgage pass-through securities | $3,353,000 | 839 |
| Other commercial mortgage-backed securities | $52,580,000 | 250 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $106,091,000 | 1,613 |
| Total debt securities | $106,091,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $750,000 | 879 |
| Fair value | $672,000 | 899 |
| 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 | $106,383,000 | 1,700 |
| U.S. Government securities | $90,929,000 | 1,261 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $90,929,000 | 1,103 |
| Securities issued by states & political subdivisions | $15,454,000 | 2,319 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $70,692,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $4,565,000 | 2,863 |
| Issued or guaranteed by U.S. | $4,565,000 | 2,772 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,650,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $4,650,000 | 1,574 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $61,477,000 | 328 |
| Commercial mortgage pass-through securities | $3,715,000 | 804 |
| Other commercial mortgage-backed securities | $57,762,000 | 235 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $106,383,000 | 1,579 |
| Total debt securities | $106,383,000 | 1,682 |
| Structured notes | ||
| Amortized cost | $750,000 | 778 |
| Fair value | $732,000 | 797 |
| 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 | $106,846,000 | 1,618 |
| U.S. Government securities | $91,312,000 | 1,202 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $91,312,000 | 1,068 |
| Securities issued by states & political subdivisions | $15,534,000 | 2,284 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $71,824,000 | 1,094 |
| Certificates of participation in pools of residential mortgages | $5,103,000 | 2,806 |
| Issued or guaranteed by U.S. | $5,103,000 | 2,729 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,603,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $5,603,000 | 1,471 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $61,118,000 | 322 |
| Commercial mortgage pass-through securities | $3,894,000 | 787 |
| Other commercial mortgage-backed securities | $57,224,000 | 227 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $106,846,000 | 1,512 |
| Total debt securities | $106,846,000 | 1,604 |
| Structured notes | ||
| Amortized cost | $750,000 | 689 |
| Fair value | $737,000 | 705 |
| 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 | $89,110,000 | 1,783 |
| U.S. Government securities | $80,759,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $80,759,000 | 1,157 |
| Securities issued by states & political subdivisions | $8,351,000 | 2,831 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $57,772,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $5,377,000 | 2,755 |
| Issued or guaranteed by U.S. | $5,377,000 | 2,672 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,897,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $3,897,000 | 1,634 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $48,498,000 | 350 |
| Commercial mortgage pass-through securities | $8,581,000 | 529 |
| Other commercial mortgage-backed securities | $39,917,000 | 277 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $89,110,000 | 1,667 |
| Total debt securities | $89,110,000 | 1,769 |
| Structured notes | ||
| Amortized cost | $1,240,000 | 496 |
| Fair value | $1,245,000 | 494 |
| 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 | $57,041,000 | 2,246 |
| U.S. Government securities | $52,741,000 | 1,565 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $52,741,000 | 1,462 |
| Securities issued by states & political subdivisions | $4,300,000 | 3,293 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $45,227,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $2,717,000 | 3,104 |
| Issued or guaranteed by U.S. | $2,717,000 | 3,013 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,209,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $2,209,000 | 1,901 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $40,301,000 | 360 |
| Commercial mortgage pass-through securities | $9,284,000 | 477 |
| Other commercial mortgage-backed securities | $31,017,000 | 289 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $57,041,000 | 2,117 |
| Total debt securities | $57,042,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $1,239,000 | 346 |
| Fair value | $1,238,000 | 339 |
| 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 | $54,079,000 | 2,209 |
| U.S. Government securities | $47,424,000 | 1,569 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $47,424,000 | 1,483 |
| Securities issued by states & political subdivisions | $6,655,000 | 2,969 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $45,010,000 | 1,280 |
| Certificates of participation in pools of residential mortgages | $3,341,000 | 2,956 |
| Issued or guaranteed by U.S. | $3,341,000 | 2,880 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,026,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $2,026,000 | 1,980 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $39,643,000 | 351 |
| Commercial mortgage pass-through securities | $11,038,000 | 396 |
| Other commercial mortgage-backed securities | $28,605,000 | 280 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $54,079,000 | 2,075 |
| Total debt securities | $54,079,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $487,000 | 297 |
| Fair value | $503,000 | 261 |
| 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 | $62,991,000 | 1,897 |
| U.S. Government securities | $57,339,000 | 1,313 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $57,339,000 | 1,238 |
| Securities issued by states & political subdivisions | $5,652,000 | 3,014 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $54,857,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $3,601,000 | 2,887 |
| Issued or guaranteed by U.S. | $3,601,000 | 2,802 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,469,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,469,000 | 1,903 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $48,787,000 | 300 |
| Commercial mortgage pass-through securities | $20,462,000 | 251 |
| Other commercial mortgage-backed securities | $28,325,000 | 275 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $62,991,000 | 1,774 |
| Total debt securities | $62,991,000 | 1,880 |
| Structured notes | ||
| Amortized cost | $485,000 | 290 |
| Fair value | $505,000 | 257 |
| 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 | $62,916,000 | 1,847 |
| U.S. Government securities | $55,706,000 | 1,308 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $55,706,000 | 1,233 |
| Securities issued by states & political subdivisions | $6,597,000 | 2,829 |
| Other domestic debt securities | $613,000 | 1,739 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $54,281,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $1,890,000 | 3,257 |
| Issued or guaranteed by U.S. | $1,890,000 | 3,163 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,547,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $1,547,000 | 2,142 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $50,844,000 | 278 |
| Commercial mortgage pass-through securities | $19,982,000 | 249 |
| Other commercial mortgage-backed securities | $30,862,000 | 255 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $62,916,000 | 1,725 |
| Total debt securities | $62,916,000 | 1,833 |
| Structured notes | ||
| Amortized cost | $484,000 | 327 |
| Fair value | $505,000 | 287 |
| 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 | $39,558,000 | 2,447 |
| U.S. Government securities | $33,503,000 | 1,890 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $33,503,000 | 1,797 |
| Securities issued by states & political subdivisions | $6,055,000 | 2,836 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $32,327,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 3,213 |
| Issued or guaranteed by U.S. | $2,076,000 | 3,116 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,546,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,149 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $28,705,000 | 392 |
| Commercial mortgage pass-through securities | $10,747,000 | 390 |
| Other commercial mortgage-backed securities | $17,958,000 | 356 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $39,558,000 | 2,274 |
| Total debt securities | $39,561,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $482,000 | 474 |
| Fair value | $505,000 | 411 |
| 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 | $42,145,000 | 2,377 |
| U.S. Government securities | $36,131,000 | 1,833 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $36,131,000 | 1,728 |
| Securities issued by states & political subdivisions | $6,014,000 | 2,825 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $33,985,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $2,818,000 | 3,035 |
| Issued or guaranteed by U.S. | $2,818,000 | 2,948 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,600,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $1,600,000 | 2,142 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $29,567,000 | 382 |
| Commercial mortgage pass-through securities | $13,640,000 | 320 |
| Other commercial mortgage-backed securities | $15,927,000 | 357 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $42,145,000 | 2,204 |
| Total debt securities | $42,145,000 | 2,357 |
| Structured notes | ||
| Amortized cost | $1,362,000 | 369 |
| Fair value | $1,411,000 | 366 |
| 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 | $46,181,000 | 2,219 |
| U.S. Government securities | $39,628,000 | 1,729 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $39,628,000 | 1,623 |
| Securities issued by states & political subdivisions | $6,553,000 | 2,757 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $36,032,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $2,337,000 | 3,129 |
| Issued or guaranteed by U.S. | $2,337,000 | 3,031 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,668,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $1,668,000 | 2,153 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $32,027,000 | 369 |
| Commercial mortgage pass-through securities | $17,659,000 | 278 |
| Other commercial mortgage-backed securities | $14,368,000 | 377 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $46,181,000 | 2,047 |
| Total debt securities | $46,181,000 | 2,202 |
| Structured notes | ||
| Amortized cost | $1,746,000 | 423 |
| Fair value | $1,813,000 | 421 |
| 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 | $37,373,000 | 2,602 |
| U.S. Government securities | $30,505,000 | 2,085 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $30,505,000 | 1,970 |
| Securities issued by states & political subdivisions | $6,868,000 | 2,777 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $26,837,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $2,034,000 | 3,231 |
| Issued or guaranteed by U.S. | $2,034,000 | 3,143 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $719,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $719,000 | 2,439 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $24,084,000 | 429 |
| Commercial mortgage pass-through securities | $16,718,000 | 292 |
| Other commercial mortgage-backed securities | $7,366,000 | 487 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $37,373,000 | 2,416 |
| Total debt securities | $37,373,000 | 2,583 |
| Structured notes | ||
| Amortized cost | $1,739,000 | 476 |
| Fair value | $1,790,000 | 471 |
| 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 | $35,594,000 | 2,706 |
| U.S. Government securities | $28,767,000 | 2,192 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $28,767,000 | 2,065 |
| Securities issued by states & political subdivisions | $6,827,000 | 2,836 |
| 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 | $2,276,000 | 3,908 |
| Mortgage-backed securities | $23,936,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $2,556,000 | 3,117 |
| Issued or guaranteed by U.S. | $2,556,000 | 3,023 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $825,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $825,000 | 2,404 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $20,555,000 | 438 |
| Commercial mortgage pass-through securities | $18,691,000 | 269 |
| Other commercial mortgage-backed securities | $1,864,000 | 745 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $35,594,000 | 2,512 |
| Total debt securities | $35,594,000 | 2,686 |
| Structured notes | ||
| Amortized cost | $1,733,000 | 487 |
| Fair value | $1,760,000 | 482 |
| 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 | $35,341,000 | 2,750 |
| U.S. Government securities | $28,585,000 | 2,213 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $28,585,000 | 2,099 |
| Securities issued by states & political subdivisions | $6,756,000 | 2,898 |
| 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 | $2,251,000 | 3,951 |
| Mortgage-backed securities | $23,653,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $2,695,000 | 3,103 |
| Issued or guaranteed by U.S. | $2,695,000 | 3,037 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $859,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 2,390 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $20,099,000 | 439 |
| Commercial mortgage pass-through securities | $18,733,000 | 256 |
| Other commercial mortgage-backed securities | $1,366,000 | 785 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $35,341,000 | 2,553 |
| Total debt securities | $35,341,000 | 2,733 |
| Structured notes | ||
| Amortized cost | $1,727,000 | 502 |
| Fair value | $1,719,000 | 498 |
| 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 | $32,630,000 | 2,886 |
| U.S. Government securities | $25,918,000 | 2,357 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $25,918,000 | 2,245 |
| Securities issued by states & political subdivisions | $6,712,000 | 2,941 |
| 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 | $2,233,000 | 4,003 |
| Mortgage-backed securities | $22,161,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $2,873,000 | 3,103 |
| Issued or guaranteed by U.S. | $2,873,000 | 3,075 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $901,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $901,000 | 2,372 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $18,387,000 | 456 |
| Commercial mortgage pass-through securities | $18,387,000 | 259 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $32,630,000 | 2,670 |
| Total debt securities | $32,630,000 | 2,866 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 537 |
| Fair value | $1,217,000 | 533 |
| 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 | $29,478,000 | 3,067 |
| U.S. Government securities | $22,159,000 | 2,572 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $22,159,000 | 2,440 |
| Securities issued by states & political subdivisions | $6,760,000 | 2,989 |
| Other domestic debt securities | $559,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $559,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,249,000 | 4,043 |
| Mortgage-backed securities | $20,934,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $1,947,000 | 3,389 |
| Issued or guaranteed by U.S. | $1,388,000 | 3,394 |
| Privately issued | $559,000 | 308 |
| Collaterized mortgage obligations | $957,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 2,370 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $18,030,000 | 443 |
| Commercial mortgage pass-through securities | $18,030,000 | 256 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $29,478,000 | 2,838 |
| Total debt securities | $29,478,000 | 3,050 |
| 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 | $23,649,000 | 3,435 |
| U.S. Government securities | $16,879,000 | 3,026 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,879,000 | 2,881 |
| Securities issued by states & political subdivisions | $6,770,000 | 3,022 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,252,000 | 4,099 |
| Mortgage-backed securities | $5,027,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $2,077,000 | 3,405 |
| Issued or guaranteed by U.S. | $2,077,000 | 3,399 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,013,000 | 2,397 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,336 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,937,000 | 1,043 |
| Commercial mortgage pass-through securities | $1,937,000 | 668 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $23,649,000 | 3,163 |
| Total debt securities | $23,649,000 | 3,413 |
| 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 | $23,753,000 | 3,477 |
| U.S. Government securities | $16,882,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,882,000 | 2,896 |
| Securities issued by states & political subdivisions | $6,871,000 | 3,080 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,289,000 | 4,148 |
| Mortgage-backed securities | $5,364,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $2,300,000 | 3,385 |
| Issued or guaranteed by U.S. | $2,300,000 | 3,379 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,082,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $1,082,000 | 2,297 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,982,000 | 1,025 |
| Commercial mortgage pass-through securities | $1,982,000 | 669 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $23,753,000 | 3,204 |
| Total debt securities | $23,753,000 | 3,455 |
| 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 | $21,458,000 | 3,674 |
| U.S. Government securities | $14,493,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,493,000 | 3,150 |
| Securities issued by states & political subdivisions | $6,965,000 | 3,105 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,323,000 | 4,201 |
| Mortgage-backed securities | $5,655,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | $2,473,000 | 3,401 |
| Issued or guaranteed by U.S. | $2,473,000 | 3,397 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,179,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $1,179,000 | 2,285 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,003,000 | 1,009 |
| Commercial mortgage pass-through securities | $2,003,000 | 668 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $21,458,000 | 3,385 |
| Total debt securities | $21,458,000 | 3,649 |
| 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 | $23,119,000 | 3,612 |
| U.S. Government securities | $15,737,000 | 3,230 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,737,000 | 3,098 |
| Securities issued by states & political subdivisions | $7,382,000 | 3,088 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,329,000 | 4,226 |
| Mortgage-backed securities | $6,216,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $2,924,000 | 3,332 |
| Issued or guaranteed by U.S. | $2,924,000 | 3,328 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,274,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,274,000 | 2,275 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,018,000 | 981 |
| Commercial mortgage pass-through securities | $2,018,000 | 650 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $23,119,000 | 3,324 |
| Total debt securities | $23,119,000 | 3,585 |
| 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 | $20,238,000 | 3,834 |
| U.S. Government securities | $13,384,000 | 3,475 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,384,000 | 3,350 |
| Securities issued by states & political subdivisions | $6,854,000 | 3,196 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,294,000 | 4,277 |
| Mortgage-backed securities | $6,171,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | $3,308,000 | 3,290 |
| Issued or guaranteed by U.S. | $3,308,000 | 3,287 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,389,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $1,389,000 | 2,278 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,474,000 | 1,041 |
| Commercial mortgage pass-through securities | $1,474,000 | 698 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $20,238,000 | 3,534 |
| Total debt securities | $20,239,000 | 3,809 |
| 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 | $20,952,000 | 3,807 |
| U.S. Government securities | $14,159,000 | 3,379 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,159,000 | 3,252 |
| Securities issued by states & political subdivisions | $6,793,000 | 3,231 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,270,000 | 4,318 |
| Mortgage-backed securities | $6,635,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $3,655,000 | 3,236 |
| Issued or guaranteed by U.S. | $3,655,000 | 3,232 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,513,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $1,513,000 | 2,230 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,467,000 | 1,007 |
| Commercial mortgage pass-through securities | $1,467,000 | 670 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $20,952,000 | 3,490 |
| Total debt securities | $20,952,000 | 3,778 |
| 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 | $18,478,000 | 3,970 |
| U.S. Government securities | $12,959,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,959,000 | 3,384 |
| Securities issued by states & political subdivisions | $5,519,000 | 3,435 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 4,831 |
| Mortgage-backed securities | $5,741,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $4,065,000 | 3,184 |
| Issued or guaranteed by U.S. | $4,065,000 | 3,183 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,676,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $1,676,000 | 2,210 |
| 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) | $18,478,000 | 3,656 |
| Total debt securities | $18,478,000 | 3,944 |
| 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 | $18,956,000 | 4,007 |
| U.S. Government securities | $13,507,000 | 3,553 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,507,000 | 3,435 |
| Securities issued by states & political subdivisions | $5,449,000 | 3,460 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 5,101 |
| Mortgage-backed securities | $5,784,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $4,082,000 | 3,206 |
| Issued or guaranteed by U.S. | $4,082,000 | 3,202 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,702,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $1,702,000 | 2,227 |
| 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) | $18,956,000 | 3,684 |
| Total debt securities | $18,956,000 | 3,985 |
| 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 | $15,417,000 | 4,338 |
| U.S. Government securities | $9,968,000 | 4,059 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,968,000 | 3,939 |
| Securities issued by states & political subdivisions | $5,449,000 | 3,448 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,000 | 5,167 |
| Mortgage-backed securities | $4,943,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $4,593,000 | 3,125 |
| Issued or guaranteed by U.S. | $4,593,000 | 3,124 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $350,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 2,807 |
| 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) | $15,417,000 | 3,994 |
| Total debt securities | $15,417,000 | 4,317 |
| 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 | $15,771,000 | 4,361 |
| U.S. Government securities | $10,510,000 | 4,040 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,510,000 | 3,899 |
| Securities issued by states & political subdivisions | $5,261,000 | 3,507 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 5,203 |
| Mortgage-backed securities | $5,425,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $5,036,000 | 3,027 |
| Issued or guaranteed by U.S. | $5,036,000 | 3,025 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $389,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,817 |
| 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) | $15,771,000 | 4,008 |
| Total debt securities | $15,771,000 | 4,338 |
| 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 | $16,578,000 | 4,385 |
| U.S. Government securities | $11,724,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,724,000 | 3,842 |
| Securities issued by states & political subdivisions | $4,854,000 | 3,638 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 5,282 |
| Mortgage-backed securities | $6,016,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $5,573,000 | 2,976 |
| Issued or guaranteed by U.S. | $5,573,000 | 2,973 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $443,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 2,829 |
| 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) | $16,578,000 | 4,028 |
| Total debt securities | $16,575,000 | 4,362 |
| 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 | $19,575,000 | 4,211 |
| U.S. Government securities | $13,185,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,185,000 | 3,776 |
| Securities issued by states & political subdivisions | $6,390,000 | 3,358 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,000 | 5,215 |
| Mortgage-backed securities | $6,720,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $6,224,000 | 2,969 |
| Issued or guaranteed by U.S. | $6,224,000 | 2,966 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $496,000 | 2,939 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 2,846 |
| 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) | $19,575,000 | 3,858 |
| Total debt securities | $19,575,000 | 4,184 |
| 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 | $15,488,000 | 4,618 |
| U.S. Government securities | $10,800,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,800,000 | 4,149 |
| Securities issued by states & political subdivisions | $4,688,000 | 3,673 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,284,000 | 4,992 |
| Mortgage-backed securities | $6,892,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $6,319,000 | 2,995 |
| Issued or guaranteed by U.S. | $6,319,000 | 2,992 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $573,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $573,000 | 2,836 |
| 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) | $15,488,000 | 4,259 |
| Total debt securities | $15,488,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $198,000 | 1,984 |
| Fair value | $200,000 | 1,978 |
| 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 | $11,693,000 | 5,029 |
| U.S. Government securities | $8,279,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,279,000 | 4,553 |
| Securities issued by states & political subdivisions | $3,414,000 | 4,009 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,000 | 5,358 |
| Mortgage-backed securities | $5,870,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $5,228,000 | 3,233 |
| Issued or guaranteed by U.S. | $5,228,000 | 3,229 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $642,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $642,000 | 2,857 |
| 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) | $11,693,000 | 4,651 |
| Total debt securities | $11,693,000 | 5,008 |
| Structured notes | ||
| Amortized cost | $198,000 | 2,090 |
| Fair value | $198,000 | 2,089 |
| 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 | $8,923,000 | 5,423 |
| U.S. Government securities | $5,622,000 | 5,211 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,622,000 | 5,094 |
| Securities issued by states & political subdivisions | $3,301,000 | 4,079 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $825,000 | 5,341 |
| Mortgage-backed securities | $3,672,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $2,921,000 | 3,873 |
| Issued or guaranteed by U.S. | $2,921,000 | 3,871 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $751,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $751,000 | 2,842 |
| 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) | $8,923,000 | 5,040 |
| Total debt securities | $8,923,000 | 5,399 |
| Structured notes | ||
| Amortized cost | $494,000 | 1,987 |
| Fair value | $493,000 | 1,942 |
| 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 | $9,326,000 | 5,434 |
| U.S. Government securities | $5,773,000 | 5,277 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,773,000 | 5,158 |
| Securities issued by states & political subdivisions | $3,553,000 | 4,058 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,357,000 | 5,177 |
| Mortgage-backed securities | $4,025,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $3,177,000 | 3,862 |
| Issued or guaranteed by U.S. | $3,177,000 | 3,861 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $848,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,833 |
| 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) | $9,326,000 | 5,044 |
| Total debt securities | $9,326,000 | 5,411 |
| Structured notes | ||
| Amortized cost | $493,000 | 2,029 |
| Fair value | $488,000 | 2,001 |
| 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 | $6,595,000 | 5,763 |
| U.S. Government securities | $3,750,000 | 5,627 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,750,000 | 5,526 |
| Securities issued by states & political subdivisions | $2,845,000 | 4,281 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,366,000 | 5,209 |
| Mortgage-backed securities | $2,491,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $1,532,000 | 4,389 |
| Issued or guaranteed by U.S. | $1,532,000 | 4,385 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $959,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $959,000 | 2,807 |
| 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) | $6,595,000 | 5,375 |
| Total debt securities | $6,595,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $196,000 | 2,316 |
| Fair value | $195,000 | 2,311 |
| 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 | $5,850,000 | 5,901 |
| U.S. Government securities | $3,485,000 | 5,694 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,485,000 | 5,604 |
| Securities issued by states & political subdivisions | $2,365,000 | 4,441 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,373,000 | 5,265 |
| Mortgage-backed securities | $2,357,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $1,350,000 | 4,479 |
| Issued or guaranteed by U.S. | $1,350,000 | 4,473 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,007,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 2,760 |
| 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) | $5,850,000 | 5,506 |
| Total debt securities | $5,850,000 | 5,878 |
| 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 | $5,332,000 | 6,014 |
| U.S. Government securities | $3,382,000 | 5,787 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,382,000 | 5,699 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,578 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,390,000 | 5,309 |
| Mortgage-backed securities | $2,111,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $964,000 | 4,665 |
| Issued or guaranteed by U.S. | $964,000 | 4,661 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,147,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $1,147,000 | 2,734 |
| 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) | $5,332,000 | 5,630 |
| Total debt securities | $5,331,000 | 5,992 |
| 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 | $5,398,000 | 6,029 |
| U.S. Government securities | $3,095,000 | 5,857 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,095,000 | 5,751 |
| Securities issued by states & political subdivisions | $2,303,000 | 4,464 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,905,000 | 5,169 |
| Mortgage-backed securities | $1,733,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $868,000 | 4,693 |
| Issued or guaranteed by U.S. | $868,000 | 4,689 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $865,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $865,000 | 2,891 |
| 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) | $5,398,000 | 5,648 |
| Total debt securities | $5,398,000 | 6,001 |
| 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 | $5,559,000 | 6,049 |
| U.S. Government securities | $3,215,000 | 5,871 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,215,000 | 5,766 |
| Securities issued by states & political subdivisions | $2,344,000 | 4,433 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,457,000 | 5,363 |
| Mortgage-backed securities | $1,669,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $943,000 | 4,717 |
| Issued or guaranteed by U.S. | $943,000 | 4,715 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $726,000 | 3,128 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,991 |
| 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) | $5,559,000 | 5,682 |
| Total debt securities | $5,559,000 | 6,024 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,218,000 | 6,014 |
| U.S. Government securities | $3,864,000 | 5,788 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,864,000 | 5,685 |
| Securities issued by states & political subdivisions | $2,354,000 | 4,430 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,479,000 | 5,392 |
| Mortgage-backed securities | $2,464,000 | 4,626 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 4,563 |
| Issued or guaranteed by U.S. | $1,343,000 | 4,562 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,121,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $1,121,000 | 2,864 |
| 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) | $6,218,000 | 5,633 |
| Total debt securities | $6,218,000 | 5,982 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $4,887,000 | 6,280 |
| U.S. Government securities | $2,926,000 | 6,085 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,926,000 | 5,986 |
| Securities issued by states & political subdivisions | $1,961,000 | 4,589 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,509,000 | 5,453 |
| Mortgage-backed securities | $1,784,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $680,000 | 4,973 |
| Issued or guaranteed by U.S. | $680,000 | 4,970 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,104,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 2,930 |
| 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) | $4,887,000 | 5,879 |
| Total debt securities | $4,887,000 | 6,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $5,610,000 | 6,253 |
| U.S. Government securities | $3,548,000 | 6,046 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,548,000 | 5,947 |
| Securities issued by states & political subdivisions | $2,062,000 | 4,533 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,527,000 | 5,505 |
| Mortgage-backed securities | $2,124,000 | 4,873 |
| Certificates of participation in pools of residential mortgages | $698,000 | 4,984 |
| Issued or guaranteed by U.S. | $698,000 | 4,981 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,426,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $1,426,000 | 2,840 |
| 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) | $5,610,000 | 5,838 |
| Total debt securities | $5,610,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,743 |
| Fair value | $250,000 | 2,761 |
| 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 | $3,870,000 | 6,538 |
| U.S. Government securities | $1,803,000 | 6,508 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,803,000 | 6,411 |
| Securities issued by states & political subdivisions | $2,067,000 | 4,481 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,557,000 | 5,523 |
| Mortgage-backed securities | $1,507,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $398,000 | 5,172 |
| Issued or guaranteed by U.S. | $398,000 | 5,166 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,109,000 | 3,101 |
| CMOs issued by government agencies or sponsored agencies | $1,109,000 | 2,949 |
| 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) | $3,870,000 | 6,113 |
| Total debt securities | $3,870,000 | 6,507 |
| 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 | $5,127,000 | 6,383 |
| U.S. Government securities | $3,053,000 | 6,265 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,053,000 | 6,165 |
| Securities issued by states & political subdivisions | $2,074,000 | 4,458 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,542,000 | 4,928 |
| Mortgage-backed securities | $2,760,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $479,000 | 5,096 |
| Issued or guaranteed by U.S. | $479,000 | 5,082 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,281,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $2,281,000 | 2,482 |
| 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) | $5,127,000 | 5,936 |
| Total debt securities | $5,127,000 | 6,357 |
| 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 | $7,433,000 | 6,084 |
| U.S. Government securities | $5,592,000 | 5,762 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,592,000 | 5,654 |
| Securities issued by states & political subdivisions | $1,841,000 | 4,504 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,571,000 | 4,923 |
| Mortgage-backed securities | $4,296,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $182,000 | 5,336 |
| Issued or guaranteed by U.S. | $182,000 | 5,320 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,114,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $4,114,000 | 2,045 |
| 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) | $7,433,000 | 5,642 |
| Total debt securities | $7,433,000 | 6,050 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,000,000 | 2,389 |
| 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 | $3,298,000 | 6,796 |
| U.S. Government securities | $1,483,000 | 6,773 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,483,000 | 6,668 |
| Securities issued by states & political subdivisions | $1,815,000 | 4,504 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,553,000 | 5,308 |
| Mortgage-backed securities | $204,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,329 |
| Issued or guaranteed by U.S. | $204,000 | 5,317 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $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) | $3,298,000 | 6,318 |
| Total debt securities | $3,298,000 | 6,761 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,443 |
| Fair value | $1,001,000 | 2,518 |
| 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 | $2,314,000 | 6,984 |
| U.S. Government securities | $2,314,000 | 6,619 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,314,000 | 6,503 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,581 |
| Mortgage-backed securities | $231,000 | 5,605 |
| Certificates of participation in pools of residential mortgages | $231,000 | 5,293 |
| Issued or guaranteed by U.S. | $231,000 | 5,282 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $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) | $2,314,000 | 6,510 |
| Total debt securities | $2,314,000 | 6,949 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,443,000 | 7,005 |
| U.S. Government securities | $2,443,000 | 6,552 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,443,000 | 6,429 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,130,000 | 5,559 |
| Mortgage-backed securities | $263,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,233 |
| Issued or guaranteed by U.S. | $263,000 | 5,220 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $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) | $2,443,000 | 6,501 |
| Total debt securities | $2,443,000 | 6,969 |
| 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 | $2,539,000 | 7,018 |
| U.S. Government securities | $577,000 | 7,117 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $577,000 | 7,014 |
| Securities issued by states & political subdivisions | $1,962,000 | 4,358 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,188,000 | 5,626 |
| Mortgage-backed securities | $294,000 | 5,626 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,221 |
| Issued or guaranteed by U.S. | $294,000 | 5,210 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $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) | $2,539,000 | 6,503 |
| Total debt securities | $2,539,000 | 6,987 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,610,000 | 7,097 |
| U.S. Government securities | $2,610,000 | 6,676 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,610,000 | 6,560 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 5,468 |
| Mortgage-backed securities | $325,000 | 5,638 |
| Certificates of participation in pools of residential mortgages | $325,000 | 5,252 |
| Issued or guaranteed by U.S. | $325,000 | 5,242 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $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) | $2,610,000 | 6,561 |
| Total debt securities | $2,610,000 | 7,058 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,652,000 | 7,165 |
| U.S. Government securities | $856,000 | 7,252 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $856,000 | 7,144 |
| Securities issued by states & political subdivisions | $1,796,000 | 4,397 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,733,000 | 5,530 |
| Mortgage-backed securities | $357,000 | 5,720 |
| Certificates of participation in pools of residential mortgages | $357,000 | 5,344 |
| Issued or guaranteed by U.S. | $357,000 | 5,332 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $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) | $2,652,000 | 6,629 |
| Total debt securities | $2,652,000 | 7,126 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,691,000 | 7,179 |
| U.S. Government securities | $2,691,000 | 6,749 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,691,000 | 6,653 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,735,000 | 5,579 |
| Mortgage-backed securities | $383,000 | 5,761 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,388 |
| Issued or guaranteed by U.S. | $383,000 | 5,375 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $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) | $2,691,000 | 6,645 |
| Total debt securities | $2,691,000 | 7,141 |
| 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 | $2,748,000 | 7,240 |
| U.S. Government securities | $917,000 | 7,330 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $917,000 | 7,238 |
| Securities issued by states & political subdivisions | $1,831,000 | 4,454 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $418,000 | 5,805 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,435 |
| Issued or guaranteed by U.S. | $418,000 | 5,419 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $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) | $2,748,000 | 6,692 |
| Total debt securities | $2,748,000 | 7,201 |
| 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 | $2,401,000 | 7,349 |
| U.S. Government securities | $449,000 | 7,531 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $449,000 | 7,450 |
| Securities issued by states & political subdivisions | $1,952,000 | 4,368 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $449,000 | 5,851 |
| Certificates of participation in pools of residential mortgages | $449,000 | 5,471 |
| Issued or guaranteed by U.S. | $449,000 | 5,453 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $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) | $2,401,000 | 6,796 |
| Total debt securities | $2,401,000 | 7,305 |
| 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 | $2,473,000 | 7,398 |
| U.S. Government securities | $490,000 | 7,614 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $490,000 | 7,534 |
| Securities issued by states & political subdivisions | $1,983,000 | 4,277 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $490,000 | 5,873 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,499 |
| Issued or guaranteed by U.S. | $490,000 | 5,483 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,473,000 | 6,832 |
| Total debt securities | $2,473,000 | 7,358 |
| 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 | $2,549,000 | 7,465 |
| U.S. Government securities | $2,549,000 | 7,110 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,549,000 | 7,019 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $516,000 | 5,855 |
| Certificates of participation in pools of residential mortgages | $516,000 | 5,482 |
| Issued or guaranteed by U.S. | $516,000 | 5,466 |
| 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) | $2,549,000 | 6,875 |
| Total debt securities | $2,549,000 | 7,422 |
| 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 | $2,560,000 | 7,485 |
| U.S. Government securities | $2,560,000 | 7,132 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,560,000 | 7,030 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $534,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $534,000 | 5,461 |
| Issued or guaranteed by U.S. | $534,000 | 5,446 |
| 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) | $2,560,000 | 6,871 |
| Total debt securities | $2,560,000 | 7,446 |
| 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 | $2,814,000 | 7,507 |
| U.S. Government securities | $563,000 | 7,757 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $563,000 | 7,684 |
| Securities issued by states & political subdivisions | $2,251,000 | 4,118 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $563,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $563,000 | 5,464 |
| Issued or guaranteed by U.S. | $563,000 | 5,443 |
| 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) | $2,814,000 | 6,889 |
| Total debt securities | $2,814,000 | 7,454 |
| 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 | $5,330,000 | 6,935 |
| U.S. Government securities | $3,039,000 | 7,055 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,039,000 | 6,949 |
| Securities issued by states & political subdivisions | $2,291,000 | 4,115 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $3,039,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $3,039,000 | 4,167 |
| Issued or guaranteed by U.S. | $3,039,000 | 4,152 |
| 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) | $5,330,000 | 6,350 |
| Total debt securities | $5,330,000 | 6,868 |
| 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 | $9,196,000 | 6,176 |
| U.S. Government securities | $6,834,000 | 6,049 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,834,000 | 5,934 |
| Securities issued by states & political subdivisions | $2,362,000 | 4,095 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $3,660,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $3,660,000 | 3,655 |
| Issued or guaranteed by U.S. | $3,660,000 | 3,640 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $9,196,000 | 5,588 |
| Total debt securities | $9,196,000 | 6,106 |
| Structured notes | ||
| Amortized cost | $1,609,000 | 1,239 |
| Fair value | $1,610,000 | 1,238 |
| 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 | $11,614,000 | 5,792 |
| U.S. Government securities | $9,283,000 | 5,513 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,283,000 | 5,408 |
| Securities issued by states & political subdivisions | $2,331,000 | 4,106 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $4,692,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $4,692,000 | 3,154 |
| Issued or guaranteed by U.S. | $4,692,000 | 3,139 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $11,614,000 | 5,204 |
| Total debt securities | $11,614,000 | 5,727 |
| Structured notes | ||
| Amortized cost | $1,606,000 | 1,406 |
| Fair value | $1,603,000 | 1,405 |
| 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 | $15,373,000 | 5,145 |
| U.S. Government securities | $13,069,000 | 4,767 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,069,000 | 4,655 |
| Securities issued by states & political subdivisions | $2,304,000 | 4,114 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $5,009,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $5,009,000 | 3,002 |
| Issued or guaranteed by U.S. | $5,009,000 | 2,987 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $15,373,000 | 4,565 |
| Total debt securities | $15,373,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $3,100,000 | 966 |
| Fair value | $3,085,000 | 954 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,495,000 | 7,113 |
| U.S. Government securities | $4,041,000 | 7,018 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,041,000 | 6,885 |
| Securities issued by states & political subdivisions | $1,454,000 | 4,613 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $2,444,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $2,444,000 | 3,954 |
| Issued or guaranteed by U.S. | $2,444,000 | 3,936 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,495,000 | 6,428 |
| Total debt securities | $5,495,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $1,608,000 | 1,564 |
| Fair value | $1,597,000 | 1,565 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,670,000 | 7,118 |
| U.S. Government securities | $4,113,000 | 7,051 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,113,000 | 6,921 |
| Securities issued by states & political subdivisions | $1,557,000 | 4,558 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $2,519,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 3,918 |
| Issued or guaranteed by U.S. | $2,519,000 | 3,906 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,670,000 | 6,419 |
| Total debt securities | $5,670,000 | 7,068 |
| Structured notes | ||
| Amortized cost | $1,606,000 | 1,667 |
| Fair value | $1,594,000 | 1,667 |
| 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 | $7,728,000 | 6,710 |
| U.S. Government securities | $7,728,000 | 6,066 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,728,000 | 5,942 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $2,603,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 3,867 |
| Issued or guaranteed by U.S. | $2,603,000 | 3,845 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $7,728,000 | 6,018 |
| Total debt securities | $7,728,000 | 6,649 |
| Structured notes | ||
| Amortized cost | $1,604,000 | 1,751 |
| Fair value | $1,590,000 | 1,749 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,572,000 | 6,550 |
| U.S. Government securities | $7,161,000 | 6,230 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,161,000 | 6,099 |
| Securities issued by states & political subdivisions | $1,411,000 | 4,701 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $2,618,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $2,618,000 | 3,859 |
| Issued or guaranteed by U.S. | $2,618,000 | 3,844 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,572,000 | 5,838 |
| Total debt securities | $8,571,000 | 6,489 |
| Structured notes | ||
| Amortized cost | $1,601,000 | 1,810 |
| Fair value | $1,571,000 | 1,811 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,741,000 | 6,570 |
| U.S. Government securities | $7,307,000 | 6,260 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,307,000 | 6,114 |
| Securities issued by states & political subdivisions | $1,434,000 | 4,715 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $2,765,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $2,765,000 | 3,818 |
| Issued or guaranteed by U.S. | $2,765,000 | 3,802 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $8,741,000 | 5,858 |
| Total debt securities | $8,741,000 | 6,511 |
| Structured notes | ||
| Amortized cost | $1,598,000 | 1,815 |
| Fair value | $1,577,000 | 1,810 |
| 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 | $9,087,000 | 6,529 |
| U.S. Government securities | $7,403,000 | 6,234 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,403,000 | 6,098 |
| Securities issued by states & political subdivisions | $1,191,000 | 4,924 |
| Other domestic debt securities | $493,000 | 2,580 |
| 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 | $493,000 | 2,086 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $2,862,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $2,862,000 | 3,800 |
| Issued or guaranteed by U.S. | $2,862,000 | 3,784 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $493,000 | 3,418 |
| Available-for-sale securities (fair market value) | $8,594,000 | 5,907 |
| Total debt securities | $9,087,000 | 6,471 |
| Structured notes | ||
| Amortized cost | $1,594,000 | 1,805 |
| Fair value | $1,579,000 | 1,800 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,902,000 | 7,034 |
| U.S. Government securities | $5,953,000 | 6,663 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,953,000 | 6,528 |
| Securities issued by states & political subdivisions | $461,000 | 5,658 |
| Other domestic debt securities | $488,000 | 2,653 |
| 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 | $488,000 | 2,180 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $990,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $990,000 | 4,971 |
| Issued or guaranteed by U.S. | $990,000 | 4,953 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $488,000 | 3,476 |
| Available-for-sale securities (fair market value) | $6,414,000 | 6,389 |
| Total debt securities | $6,902,000 | 6,974 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $997,000 | 2,070 |
| 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 | $5,452,000 | 7,426 |
| U.S. Government securities | $4,968,000 | 7,012 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,968,000 | 6,869 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $484,000 | 2,736 |
| 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 | $484,000 | 2,270 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $484,000 | 3,548 |
| Available-for-sale securities (fair market value) | $4,968,000 | 6,762 |
| Total debt securities | $5,452,000 | 7,356 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $1,000,000 | 2,045 |
| 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 | $6,388,000 | 7,270 |
| U.S. Government securities | $4,952,000 | 7,084 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,952,000 | 6,929 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,436,000 | 1,979 |
| 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 | $1,436,000 | 1,589 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,436,000 | 2,988 |
| Available-for-sale securities (fair market value) | $4,952,000 | 6,818 |
| Total debt securities | $6,388,000 | 7,210 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $995,000 | 2,058 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,414,000 | 6,784 |
| U.S. Government securities | $6,989,000 | 6,469 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,989,000 | 6,326 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,425,000 | 2,055 |
| 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 | $1,425,000 | 1,670 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,425,000 | 3,021 |
| Available-for-sale securities (fair market value) | $6,989,000 | 6,349 |
| Total debt securities | $8,414,000 | 6,728 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,000,000 | 2,005 |
| 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 | $1,416,000 | 8,527 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,416,000 | 2,072 |
| 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 | $1,416,000 | 1,712 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,416,000 | 3,060 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $1,416,000 | 8,485 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,411,000 | 8,601 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,411,000 | 2,164 |
| 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 | $1,411,000 | 1,809 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,411,000 | 3,082 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $1,411,000 | 8,559 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,406,000 | 8,605 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,406,000 | 2,266 |
| 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 | $1,406,000 | 1,902 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,406,000 | 3,083 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $1,406,000 | 8,550 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,401,000 | 8,680 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,401,000 | 2,301 |
| 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 | $1,401,000 | 2,007 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $1,401,000 | 3,134 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $1,401,000 | 8,622 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $0 | 9,073 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $0 | 8,370 |
| Total debt securities | $0 | 9,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $0 | 9,101 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $0 | 8,383 |
| Total debt securities | $0 | 9,046 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $0 | 9,153 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $0 | 7,482 |
| 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 | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $0 | 8,426 |
| Total debt securities | $0 | 9,097 |
| 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 | $0 | 9,193 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $0 | 7,400 |
| 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) | $0 | 8,446 |
| Total debt securities | $0 | 9,137 |
| 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 | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| 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 | $0 | 7,583 |
| 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) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| 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 |