Home > Community Bank of the Bay > Securities
Community Bank of the Bay, Securities
| 2024-09-30 | Rank | |
| Total securities | $134,329,000 | 1,329 |
| U.S. Government securities | $65,914,000 | 1,533 |
| U.S. Treasury securities | $39,599,000 | 486 |
| U.S. Government agency obligations | $26,315,000 | 2,249 |
| Securities issued by states & political subdivisions | $36,996,000 | 1,124 |
| Other domestic debt securities | $31,500,000 | 534 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $31,500,000 | 310 |
| 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 | $51,208,000 | 1,409 |
| Mortgage-backed securities | $25,617,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,170,000 | 1,614 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,774,000 | 1,371 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,673,000 | 1,117 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $31,500,000 | 643 |
| Available-for-sale securities (fair market value) | $102,910,000 | 1,445 |
| Total debt securities | $134,410,000 | 1,316 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $152,637,000 | 1,183 |
| U.S. Government securities | $85,580,000 | 1,258 |
| U.S. Treasury securities | $59,240,000 | 361 |
| U.S. Government agency obligations | $26,340,000 | 2,223 |
| Securities issued by states & political subdivisions | $35,652,000 | 1,152 |
| Other domestic debt securities | $31,500,000 | 532 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $31,500,000 | 315 |
| 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 | $65,652,000 | 1,191 |
| Mortgage-backed securities | $25,622,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,251,000 | 1,585 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,757,000 | 1,301 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,614,000 | 1,113 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $31,500,000 | 653 |
| Available-for-sale securities (fair market value) | $121,232,000 | 1,245 |
| Total debt securities | $152,731,000 | 1,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $168,458,000 | 1,117 |
| U.S. Government securities | $101,274,000 | 1,132 |
| U.S. Treasury securities | $73,878,000 | 308 |
| U.S. Government agency obligations | $27,396,000 | 2,247 |
| Securities issued by states & political subdivisions | $35,823,000 | 1,164 |
| Other domestic debt securities | $31,500,000 | 543 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $31,500,000 | 280 |
| Foreign debt securities | $0 | 306 |
| 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 | $80,700,000 | 1,048 |
| Mortgage-backed securities | $26,664,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,074,000 | 1,566 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,974,000 | 1,280 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,616,000 | 1,105 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $31,500,000 | 667 |
| Available-for-sale securities (fair market value) | $137,097,000 | 1,158 |
| Total debt securities | $168,597,000 | 1,101 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $214,143,000 | 923 |
| U.S. Government securities | $146,818,000 | 836 |
| U.S. Treasury securities | $118,332,000 | 226 |
| U.S. Government agency obligations | $28,486,000 | 2,206 |
| Securities issued by states & political subdivisions | $35,921,000 | 1,193 |
| Other domestic debt securities | $31,500,000 | 557 |
| 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 | $31,500,000 | 282 |
| 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 | $95,765,000 | 936 |
| Mortgage-backed securities | $27,670,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,898,000 | 1,534 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,132,000 | 1,239 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,640,000 | 1,070 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $31,500,000 | 676 |
| Available-for-sale securities (fair market value) | $182,739,000 | 895 |
| Total debt securities | $214,238,000 | 912 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $196,438,000 | 967 |
| U.S. Government securities | $130,663,000 | 920 |
| U.S. Treasury securities | $102,522,000 | 269 |
| U.S. Government agency obligations | $28,141,000 | 2,193 |
| Securities issued by states & political subdivisions | $34,430,000 | 1,207 |
| Other domestic debt securities | $31,500,000 | 546 |
| 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 | $31,500,000 | 281 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,519,000 | 802 |
| Mortgage-backed securities | $27,325,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,726,000 | 1,517 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,046,000 | 1,223 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,553,000 | 1,065 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $31,500,000 | 687 |
| Available-for-sale securities (fair market value) | $165,093,000 | 975 |
| Total debt securities | $196,594,000 | 956 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $207,993,000 | 957 |
| U.S. Government securities | $141,633,000 | 885 |
| U.S. Treasury securities | $111,651,000 | 253 |
| U.S. Government agency obligations | $29,982,000 | 2,172 |
| Securities issued by states & political subdivisions | $35,037,000 | 1,245 |
| Other domestic debt securities | $31,500,000 | 544 |
| 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 | $31,500,000 | 278 |
| 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 | $123,762,000 | 725 |
| Mortgage-backed securities | $29,062,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,011,000 | 1,504 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,443,000 | 1,201 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,608,000 | 1,055 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $31,500,000 | 685 |
| Available-for-sale securities (fair market value) | $176,670,000 | 949 |
| Total debt securities | $208,171,000 | 947 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $227,372,000 | 920 |
| U.S. Government securities | $160,502,000 | 830 |
| U.S. Treasury securities | $126,987,000 | 231 |
| U.S. Government agency obligations | $33,515,000 | 2,076 |
| Securities issued by states & political subdivisions | $35,370,000 | 1,276 |
| Other domestic debt securities | $31,500,000 | 574 |
| 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 | $31,500,000 | 294 |
| 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 | $144,025,000 | 604 |
| Mortgage-backed securities | $30,569,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,095,000 | 1,504 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,825,000 | 1,212 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,649,000 | 1,077 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $31,500,000 | 717 |
| Available-for-sale securities (fair market value) | $195,872,000 | 900 |
| Total debt securities | $227,372,000 | 911 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,995,000 | 615 |
| 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 | $241,263,000 | 890 |
| U.S. Government securities | $175,323,000 | 781 |
| U.S. Treasury securities | $141,202,000 | 232 |
| U.S. Government agency obligations | $34,121,000 | 2,059 |
| Securities issued by states & political subdivisions | $34,440,000 | 1,343 |
| Other domestic debt securities | $31,500,000 | 586 |
| 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 | $31,500,000 | 307 |
| 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 | $143,117,000 | 567 |
| Mortgage-backed securities | $31,128,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,623,000 | 1,512 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,910,000 | 1,214 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,595,000 | 1,083 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $31,500,000 | 720 |
| Available-for-sale securities (fair market value) | $209,763,000 | 865 |
| Total debt securities | $241,263,000 | 879 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,967,000 | 643 |
| 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 | $204,162,000 | 1,037 |
| U.S. Government securities | $141,710,000 | 952 |
| U.S. Treasury securities | $106,719,000 | 297 |
| U.S. Government agency obligations | $34,991,000 | 2,056 |
| Securities issued by states & political subdivisions | $30,952,000 | 1,452 |
| Other domestic debt securities | $31,500,000 | 561 |
| 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 | $31,500,000 | 305 |
| 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 | $87,366,000 | 788 |
| Mortgage-backed securities | $31,969,000 | 1,734 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,181,000 | 1,503 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,197,000 | 1,211 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,591,000 | 1,106 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $31,500,000 | 709 |
| Available-for-sale securities (fair market value) | $172,662,000 | 1,076 |
| Total debt securities | $204,162,000 | 1,026 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,952,000 | 640 |
| 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 | $180,357,000 | 1,197 |
| U.S. Government securities | $126,881,000 | 1,057 |
| U.S. Treasury securities | $88,471,000 | 341 |
| U.S. Government agency obligations | $38,410,000 | 1,985 |
| Securities issued by states & political subdivisions | $26,976,000 | 1,668 |
| Other domestic debt securities | $26,500,000 | 598 |
| 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 | $26,500,000 | 367 |
| 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 | $88,471,000 | 765 |
| Mortgage-backed securities | $35,187,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $24,554,000 | 1,497 |
| Issued or guaranteed by U.S. | $24,554,000 | 1,466 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,927,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $8,927,000 | 1,186 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,706,000 | 1,580 |
| Commercial mortgage pass-through securities | $1,706,000 | 1,084 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $26,500,000 | 692 |
| Available-for-sale securities (fair market value) | $153,857,000 | 1,203 |
| Total debt securities | $180,357,000 | 1,184 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,987,000 | 620 |
| 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 | $84,754,000 | 2,045 |
| U.S. Government securities | $48,903,000 | 2,027 |
| U.S. Treasury securities | $9,677,000 | 1,423 |
| U.S. Government agency obligations | $39,226,000 | 1,981 |
| Securities issued by states & political subdivisions | $12,851,000 | 2,430 |
| Other domestic debt securities | $23,000,000 | 627 |
| 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 | $23,000,000 | 396 |
| 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 | $39,021,000 | 1,630 |
| Certificates of participation in pools of residential mortgages | $26,581,000 | 1,461 |
| Issued or guaranteed by U.S. | $26,581,000 | 1,438 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $9,531,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $9,531,000 | 1,178 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,909,000 | 1,375 |
| Commercial mortgage pass-through securities | $2,909,000 | 889 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $23,000,000 | 651 |
| Available-for-sale securities (fair market value) | $61,754,000 | 2,306 |
| Total debt securities | $84,756,000 | 2,026 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $71,010,000 | 2,227 |
| U.S. Government securities | $43,405,000 | 2,034 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $43,405,000 | 1,825 |
| Securities issued by states & political subdivisions | $9,605,000 | 2,732 |
| Other domestic debt securities | $18,000,000 | 695 |
| 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 | $18,000,000 | 447 |
| 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 | $43,043,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $29,229,000 | 1,377 |
| Issued or guaranteed by U.S. | $29,229,000 | 1,347 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,521,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $10,521,000 | 1,112 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,293,000 | 1,314 |
| Commercial mortgage pass-through securities | $3,293,000 | 836 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $18,000,000 | 615 |
| Available-for-sale securities (fair market value) | $53,010,000 | 2,451 |
| Total debt securities | $71,010,000 | 2,215 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $58,676,000 | 2,425 |
| U.S. Government securities | $37,510,000 | 2,115 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $37,510,000 | 1,957 |
| Securities issued by states & political subdivisions | $5,166,000 | 3,212 |
| Other domestic debt securities | $16,000,000 | 692 |
| 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 | $16,000,000 | 454 |
| 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 | $37,142,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $22,614,000 | 1,576 |
| Issued or guaranteed by U.S. | $22,614,000 | 1,540 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $11,154,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $11,154,000 | 1,070 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,374,000 | 1,301 |
| Commercial mortgage pass-through securities | $3,374,000 | 826 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $16,000,000 | 622 |
| Available-for-sale securities (fair market value) | $42,676,000 | 2,675 |
| Total debt securities | $58,674,000 | 2,409 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $23,311,000 | 3,458 |
| U.S. Government securities | $18,142,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $18,142,000 | 2,738 |
| Securities issued by states & political subdivisions | $5,169,000 | 3,195 |
| 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 | $17,723,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $7,870,000 | 2,472 |
| Issued or guaranteed by U.S. | $7,870,000 | 2,401 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,263,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $8,263,000 | 1,192 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,590,000 | 1,560 |
| Commercial mortgage pass-through securities | $1,590,000 | 1,084 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $23,311,000 | 3,262 |
| Total debt securities | $23,311,000 | 3,438 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $24,634,000 | 3,314 |
| U.S. Government securities | $19,558,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $19,558,000 | 2,528 |
| Securities issued by states & political subdivisions | $5,076,000 | 3,192 |
| 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 | $19,144,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $8,721,000 | 2,325 |
| Issued or guaranteed by U.S. | $8,721,000 | 2,255 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,797,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $8,797,000 | 1,129 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,626,000 | 1,533 |
| Commercial mortgage pass-through securities | $1,626,000 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $24,634,000 | 3,121 |
| Total debt securities | $24,634,000 | 3,292 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $24,778,000 | 3,191 |
| U.S. Government securities | $19,468,000 | 2,550 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $19,468,000 | 2,422 |
| Securities issued by states & political subdivisions | $5,310,000 | 3,153 |
| 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 | $18,992,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | $9,604,000 | 2,126 |
| Issued or guaranteed by U.S. | $9,604,000 | 2,070 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,600,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $7,600,000 | 1,213 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,788,000 | 1,460 |
| Commercial mortgage pass-through securities | $1,788,000 | 997 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $24,778,000 | 3,007 |
| Total debt securities | $24,778,000 | 3,170 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $20,376,000 | 3,335 |
| U.S. Government securities | $17,226,000 | 2,657 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $17,226,000 | 2,530 |
| Securities issued by states & political subdivisions | $3,150,000 | 3,389 |
| 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 | $16,750,000 | 2,176 |
| Certificates of participation in pools of residential mortgages | $9,408,000 | 2,123 |
| Issued or guaranteed by U.S. | $9,408,000 | 2,059 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,500,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $5,500,000 | 1,466 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,842,000 | 1,430 |
| Commercial mortgage pass-through securities | $1,842,000 | 972 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $20,376,000 | 3,124 |
| Total debt securities | $20,376,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $15,557,000 | 3,612 |
| U.S. Government securities | $15,557,000 | 2,778 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $15,557,000 | 2,644 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $15,005,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $8,070,000 | 2,240 |
| Issued or guaranteed by U.S. | $8,070,000 | 2,179 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,988,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $4,988,000 | 1,561 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,947,000 | 1,392 |
| Commercial mortgage pass-through securities | $1,947,000 | 949 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $15,557,000 | 3,375 |
| Total debt securities | $15,558,000 | 3,589 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $17,048,000 | 3,494 |
| U.S. Government securities | $17,048,000 | 2,689 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $17,048,000 | 2,554 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $16,501,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $8,702,000 | 2,183 |
| Issued or guaranteed by U.S. | $8,702,000 | 2,115 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,852,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $5,852,000 | 1,488 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,947,000 | 1,381 |
| Commercial mortgage pass-through securities | $1,947,000 | 925 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $17,048,000 | 3,263 |
| Total debt securities | $17,047,000 | 3,469 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $15,727,000 | 3,629 |
| U.S. Government securities | $15,727,000 | 2,868 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,727,000 | 2,705 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $15,146,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $6,900,000 | 2,328 |
| Issued or guaranteed by U.S. | $6,900,000 | 2,268 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,189,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $6,189,000 | 1,439 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,057,000 | 1,310 |
| Commercial mortgage pass-through securities | $2,057,000 | 886 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $15,727,000 | 3,390 |
| Total debt securities | $15,729,000 | 3,605 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $14,777,000 | 3,760 |
| U.S. Government securities | $14,777,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,777,000 | 2,817 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $14,190,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $6,312,000 | 2,400 |
| Issued or guaranteed by U.S. | $6,312,000 | 2,327 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,739,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $5,739,000 | 1,491 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,139,000 | 1,286 |
| Commercial mortgage pass-through securities | $2,139,000 | 870 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $14,777,000 | 3,508 |
| Total debt securities | $14,776,000 | 3,738 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,122,000 | 3,648 |
| U.S. Government securities | $17,122,000 | 2,855 |
| U.S. Treasury securities | $1,252,000 | 1,099 |
| U.S. Government agency obligations | $15,870,000 | 2,780 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $15,180,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $6,880,000 | 2,311 |
| Issued or guaranteed by U.S. | $6,880,000 | 2,264 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,044,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $6,044,000 | 1,447 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,256,000 | 1,252 |
| Commercial mortgage pass-through securities | $2,256,000 | 849 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $17,122,000 | 3,392 |
| Total debt securities | $17,122,000 | 3,628 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $18,934,000 | 3,586 |
| U.S. Government securities | $18,934,000 | 2,760 |
| U.S. Treasury securities | $2,501,000 | 920 |
| U.S. Government agency obligations | $16,433,000 | 2,769 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $15,760,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $7,260,000 | 2,274 |
| Issued or guaranteed by U.S. | $7,260,000 | 2,224 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,246,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $6,246,000 | 1,415 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,254,000 | 1,190 |
| Commercial mortgage pass-through securities | $2,254,000 | 834 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $18,934,000 | 3,324 |
| Total debt securities | $18,934,000 | 3,563 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $20,905,000 | 3,484 |
| U.S. Government securities | $20,905,000 | 2,635 |
| U.S. Treasury securities | $3,741,000 | 812 |
| U.S. Government agency obligations | $17,164,000 | 2,730 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| 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 | $4,485,000 | 3,496 |
| Mortgage-backed securities | $16,402,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $7,599,000 | 2,241 |
| Issued or guaranteed by U.S. | $7,599,000 | 2,209 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,401,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $6,401,000 | 1,381 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,402,000 | 1,146 |
| Commercial mortgage pass-through securities | $2,402,000 | 808 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $20,905,000 | 3,235 |
| Total debt securities | $20,904,000 | 3,466 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $22,675,000 | 3,414 |
| U.S. Government securities | $22,675,000 | 2,542 |
| U.S. Treasury securities | $4,968,000 | 658 |
| U.S. Government agency obligations | $17,707,000 | 2,729 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $4,610,000 | 3,514 |
| Mortgage-backed securities | $16,964,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $8,019,000 | 2,211 |
| Issued or guaranteed by U.S. | $8,019,000 | 2,200 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,529,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $6,529,000 | 1,343 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,416,000 | 1,124 |
| Commercial mortgage pass-through securities | $2,416,000 | 794 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $22,675,000 | 3,153 |
| Total debt securities | $22,681,000 | 3,390 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $13,517,000 | 4,093 |
| U.S. Government securities | $10,281,000 | 3,599 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,281,000 | 3,452 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $3,236,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $3,236,000 | 343 |
| 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 | $4,836,000 | 3,515 |
| Mortgage-backed securities | $12,673,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $3,236,000 | 3,066 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $3,236,000 | 180 |
| Collaterized mortgage obligations | $6,823,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $6,823,000 | 1,324 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,614,000 | 1,077 |
| Commercial mortgage pass-through securities | $2,614,000 | 750 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $13,517,000 | 3,815 |
| Total debt securities | $13,516,000 | 4,067 |
| 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 | $14,090,000 | 4,111 |
| U.S. Government securities | $14,090,000 | 3,268 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,090,000 | 3,105 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $5,070,000 | 3,522 |
| Mortgage-backed securities | $10,558,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $3,440,000 | 3,081 |
| Issued or guaranteed by U.S. | $3,440,000 | 3,075 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,118,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $7,118,000 | 1,299 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $14,090,000 | 3,825 |
| Total debt securities | $14,090,000 | 4,084 |
| 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 | $14,938,000 | 4,098 |
| U.S. Government securities | $14,938,000 | 3,216 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,938,000 | 3,062 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $11,115,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $3,674,000 | 3,068 |
| Issued or guaranteed by U.S. | $3,674,000 | 3,065 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,441,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $7,441,000 | 1,256 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $14,938,000 | 3,819 |
| Total debt securities | $14,939,000 | 4,076 |
| 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 | $6,123,000 | 4,916 |
| U.S. Government securities | $6,123,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,123,000 | 4,168 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $2,221,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $672,000 | 3,995 |
| Issued or guaranteed by U.S. | $672,000 | 3,990 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,549,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $1,549,000 | 2,164 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $6,123,000 | 4,626 |
| Total debt securities | $6,123,000 | 4,893 |
| 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 | $6,475,000 | 4,917 |
| U.S. Government securities | $6,475,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,475,000 | 4,169 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $2,365,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $728,000 | 4,012 |
| Issued or guaranteed by U.S. | $728,000 | 4,006 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,637,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $1,637,000 | 2,164 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,475,000 | 4,626 |
| Total debt securities | $6,475,000 | 4,895 |
| 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 | $3,681,000 | 5,276 |
| U.S. Government securities | $3,681,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,681,000 | 4,633 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $1,966,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $777,000 | 4,057 |
| Issued or guaranteed by U.S. | $777,000 | 4,053 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,189,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $1,189,000 | 2,339 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $3,681,000 | 4,970 |
| Total debt securities | $3,681,000 | 5,254 |
| 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 | $3,361,000 | 5,348 |
| U.S. Government securities | $2,098,000 | 5,059 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,098,000 | 4,938 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $1,263,000 | 1,472 |
| Privately issued residential mortgage-backed securities | $1,263,000 | 303 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $2,073,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $810,000 | 4,069 |
| Issued or guaranteed by U.S. | $810,000 | 4,063 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,263,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $1,263,000 | 286 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,361,000 | 5,024 |
| Total debt securities | $3,361,000 | 5,325 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,546,000 | 5,490 |
| U.S. Government securities | $2,546,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,546,000 | 4,907 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $1,715,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $890,000 | 4,081 |
| Issued or guaranteed by U.S. | $890,000 | 4,078 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $825,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $825,000 | 2,524 |
| 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) | $2,546,000 | 5,156 |
| Total debt securities | $2,546,000 | 5,465 |
| 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 | $3,179,000 | 5,505 |
| U.S. Government securities | $3,179,000 | 5,001 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,179,000 | 4,891 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $500,000 | 4,999 |
| Mortgage-backed securities | $1,804,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $938,000 | 4,110 |
| Issued or guaranteed by U.S. | $938,000 | 4,105 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $866,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 2,521 |
| 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) | $3,179,000 | 5,161 |
| Total debt securities | $3,179,000 | 5,481 |
| 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 | $4,249,000 | 5,458 |
| U.S. Government securities | $2,951,000 | 5,134 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,951,000 | 5,029 |
| Securities issued by states & political subdivisions | $650,000 | 4,710 |
| Other domestic debt securities | $648,000 | 1,788 |
| 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 | $648,000 | 1,440 |
| 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 | $533,000 | 5,036 |
| Mortgage-backed securities | $2,088,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $1,569,000 | 3,896 |
| Issued or guaranteed by U.S. | $1,569,000 | 3,892 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $519,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $519,000 | 2,705 |
| 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) | $4,249,000 | 5,110 |
| Total debt securities | $4,249,000 | 5,434 |
| 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 | $3,819,000 | 5,560 |
| U.S. Government securities | $2,531,000 | 5,274 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,531,000 | 5,170 |
| Securities issued by states & political subdivisions | $637,000 | 4,747 |
| Other domestic debt securities | $651,000 | 1,783 |
| 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 | $651,000 | 1,438 |
| 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 | $524,000 | 5,087 |
| Mortgage-backed securities | $1,665,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $1,108,000 | 4,090 |
| Issued or guaranteed by U.S. | $1,108,000 | 4,087 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $557,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $557,000 | 2,715 |
| 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) | $3,819,000 | 5,213 |
| Total debt securities | $3,819,000 | 5,535 |
| 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 | $3,974,000 | 5,630 |
| U.S. Government securities | $2,675,000 | 5,351 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,675,000 | 5,253 |
| Securities issued by states & political subdivisions | $646,000 | 4,791 |
| Other domestic debt securities | $653,000 | 1,801 |
| 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 | $653,000 | 1,439 |
| 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 | $538,000 | 5,162 |
| Mortgage-backed securities | $1,796,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 4,115 |
| Issued or guaranteed by U.S. | $1,185,000 | 4,109 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $611,000 | 2,817 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 2,727 |
| 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) | $3,974,000 | 5,265 |
| Total debt securities | $3,974,000 | 5,606 |
| 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 | $4,172,000 | 5,695 |
| U.S. Government securities | $2,877,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,877,000 | 5,317 |
| Securities issued by states & political subdivisions | $638,000 | 4,829 |
| Other domestic debt securities | $657,000 | 1,805 |
| 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 | $657,000 | 1,447 |
| 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 | $540,000 | 5,209 |
| Mortgage-backed securities | $1,973,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 4,171 |
| Issued or guaranteed by U.S. | $1,281,000 | 4,167 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $692,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $692,000 | 2,744 |
| 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) | $4,172,000 | 5,327 |
| Total debt securities | $4,172,000 | 5,669 |
| 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 | $4,482,000 | 5,714 |
| U.S. Government securities | $3,167,000 | 5,434 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,167,000 | 5,338 |
| Securities issued by states & political subdivisions | $656,000 | 4,822 |
| Other domestic debt securities | $659,000 | 1,864 |
| 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 | $659,000 | 1,481 |
| 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 | $645,000 | 5,243 |
| Mortgage-backed securities | $2,253,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,200 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,193 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $871,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,694 |
| 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) | $4,482,000 | 5,347 |
| Total debt securities | $4,482,000 | 5,689 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $7,164,000 | 5,510 |
| U.S. Government securities | $5,007,000 | 5,226 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,007,000 | 5,107 |
| Securities issued by states & political subdivisions | $1,499,000 | 4,576 |
| Other domestic debt securities | $658,000 | 1,883 |
| 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 | $658,000 | 1,497 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $4,065,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $1,965,000 | 4,080 |
| Issued or guaranteed by U.S. | $1,965,000 | 4,074 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,596,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $1,596,000 | 2,465 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $504,000 | 913 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $504,000 | 561 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $7,164,000 | 5,131 |
| Total debt securities | $7,164,000 | 5,490 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $8,749,000 | 5,441 |
| U.S. Government securities | $6,598,000 | 5,058 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,598,000 | 4,945 |
| Securities issued by states & political subdivisions | $1,490,000 | 4,625 |
| Other domestic debt securities | $661,000 | 1,929 |
| 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 | $661,000 | 1,526 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $5,668,000 | 3,733 |
| Certificates of participation in pools of residential mortgages | $2,255,000 | 4,070 |
| Issued or guaranteed by U.S. | $2,255,000 | 4,067 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,912,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $2,912,000 | 2,126 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $501,000 | 883 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $501,000 | 532 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $8,749,000 | 5,062 |
| Total debt securities | $8,749,000 | 5,421 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $9,288,000 | 5,442 |
| U.S. Government securities | $7,135,000 | 5,043 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,135,000 | 4,941 |
| Securities issued by states & political subdivisions | $1,493,000 | 4,669 |
| Other domestic debt securities | $660,000 | 1,981 |
| 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 | $660,000 | 1,576 |
| 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 | $1,753,000 | 5,060 |
| Mortgage-backed securities | $6,176,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $2,374,000 | 4,094 |
| Issued or guaranteed by U.S. | $2,374,000 | 4,092 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,296,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $3,296,000 | 2,083 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $506,000 | 868 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $506,000 | 511 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $9,288,000 | 5,052 |
| Total debt securities | $9,288,000 | 5,418 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $10,175,000 | 5,390 |
| U.S. Government securities | $7,833,000 | 4,973 |
| U.S. Treasury securities | $1,455,000 | 794 |
| U.S. Government agency obligations | $6,378,000 | 5,069 |
| Securities issued by states & political subdivisions | $1,682,000 | 4,631 |
| Other domestic debt securities | $660,000 | 2,042 |
| 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 | $660,000 | 1,615 |
| 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 | $3,429,000 | 4,604 |
| Mortgage-backed securities | $5,421,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | $2,844,000 | 3,993 |
| Issued or guaranteed by U.S. | $2,844,000 | 3,991 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,077,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $2,077,000 | 2,383 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $500,000 | 858 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $500,000 | 483 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $10,175,000 | 4,988 |
| Total debt securities | $10,175,000 | 5,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $9,479,000 | 5,489 |
| U.S. Government securities | $7,162,000 | 5,063 |
| U.S. Treasury securities | $1,444,000 | 762 |
| U.S. Government agency obligations | $5,718,000 | 5,206 |
| Securities issued by states & political subdivisions | $1,659,000 | 4,666 |
| Other domestic debt securities | $658,000 | 2,093 |
| 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 | $658,000 | 1,654 |
| 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 | $3,540,000 | 4,585 |
| Mortgage-backed securities | $5,251,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $2,978,000 | 3,973 |
| Issued or guaranteed by U.S. | $2,978,000 | 3,967 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,778,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $1,778,000 | 2,474 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $495,000 | 806 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $495,000 | 469 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $9,479,000 | 5,103 |
| Total debt securities | $9,479,000 | 5,468 |
| 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 | $9,758,000 | 5,517 |
| U.S. Government securities | $6,920,000 | 5,147 |
| U.S. Treasury securities | $1,464,000 | 741 |
| U.S. Government agency obligations | $5,456,000 | 5,299 |
| Securities issued by states & political subdivisions | $1,678,000 | 4,683 |
| Other domestic debt securities | $1,160,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $498,000 | 115 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $662,000 | 1,689 |
| 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 | $2,611,000 | 4,911 |
| Mortgage-backed securities | $5,479,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $3,087,000 | 3,960 |
| Issued or guaranteed by U.S. | $3,087,000 | 3,953 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,894,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $1,894,000 | 2,434 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $498,000 | 785 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $498,000 | 461 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $9,758,000 | 5,134 |
| Total debt securities | $9,758,000 | 5,488 |
| 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 | $8,838,000 | 5,634 |
| U.S. Government securities | $7,385,000 | 5,076 |
| U.S. Treasury securities | $1,458,000 | 760 |
| U.S. Government agency obligations | $5,927,000 | 5,213 |
| Securities issued by states & political subdivisions | $1,453,000 | 4,768 |
| 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 | $1,175,000 | 5,414 |
| Mortgage-backed securities | $5,451,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $3,349,000 | 3,879 |
| Issued or guaranteed by U.S. | $3,349,000 | 3,873 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,102,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $2,102,000 | 2,410 |
| 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) | $8,838,000 | 5,245 |
| Total debt securities | $8,838,000 | 5,596 |
| 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 | $8,553,000 | 5,713 |
| U.S. Government securities | $7,051,000 | 5,174 |
| U.S. Treasury securities | $1,027,000 | 827 |
| U.S. Government agency obligations | $6,024,000 | 5,242 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,743 |
| 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 | $2,249,000 | 5,098 |
| Mortgage-backed securities | $5,526,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $3,153,000 | 3,981 |
| Issued or guaranteed by U.S. | $3,153,000 | 3,976 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,373,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $2,373,000 | 2,409 |
| 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) | $8,553,000 | 5,329 |
| Total debt securities | $8,553,000 | 5,676 |
| 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 | $8,527,000 | 5,723 |
| U.S. Government securities | $7,026,000 | 5,174 |
| U.S. Treasury securities | $1,029,000 | 808 |
| U.S. Government agency obligations | $5,997,000 | 5,259 |
| Securities issued by states & political subdivisions | $1,501,000 | 4,757 |
| 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 | $2,270,000 | 5,093 |
| Mortgage-backed securities | $5,499,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $2,890,000 | 4,056 |
| Issued or guaranteed by U.S. | $2,890,000 | 4,054 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,609,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $2,609,000 | 2,393 |
| 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) | $8,527,000 | 5,346 |
| Total debt securities | $8,527,000 | 5,692 |
| 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 | $8,174,000 | 5,858 |
| U.S. Government securities | $6,665,000 | 5,373 |
| U.S. Treasury securities | $1,032,000 | 772 |
| U.S. Government agency obligations | $5,633,000 | 5,454 |
| Securities issued by states & political subdivisions | $1,509,000 | 4,757 |
| 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 | $1,730,000 | 5,375 |
| Mortgage-backed securities | $5,633,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $2,633,000 | 4,262 |
| Issued or guaranteed by U.S. | $2,633,000 | 4,261 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,000,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 2,392 |
| 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) | $8,174,000 | 5,477 |
| Total debt securities | $8,174,000 | 5,831 |
| 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 | $7,570,000 | 5,993 |
| U.S. Government securities | $5,008,000 | 5,756 |
| U.S. Treasury securities | $1,029,000 | 762 |
| U.S. Government agency obligations | $3,979,000 | 5,868 |
| Securities issued by states & political subdivisions | $2,562,000 | 4,364 |
| 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 | $1,373,000 | 5,570 |
| Mortgage-backed securities | $3,979,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $661,000 | 5,006 |
| Issued or guaranteed by U.S. | $661,000 | 5,002 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,318,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $3,318,000 | 2,322 |
| 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) | $7,570,000 | 5,597 |
| Total debt securities | $7,570,000 | 5,967 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,922,000 | 6,002 |
| U.S. Government securities | $4,146,000 | 6,008 |
| U.S. Treasury securities | $1,022,000 | 823 |
| U.S. Government agency obligations | $3,124,000 | 6,123 |
| Securities issued by states & political subdivisions | $3,776,000 | 3,926 |
| 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 | $1,428,000 | 5,578 |
| Mortgage-backed securities | $3,124,000 | 4,672 |
| Certificates of participation in pools of residential mortgages | $688,000 | 5,005 |
| Issued or guaranteed by U.S. | $688,000 | 5,002 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,436,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $2,436,000 | 2,554 |
| 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) | $7,922,000 | 5,590 |
| Total debt securities | $7,922,000 | 5,978 |
| 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 | $7,802,000 | 6,031 |
| U.S. Government securities | $4,353,000 | 5,983 |
| U.S. Treasury securities | $1,029,000 | 765 |
| U.S. Government agency obligations | $3,324,000 | 6,097 |
| Securities issued by states & political subdivisions | $3,449,000 | 4,008 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,475,000 | 5,305 |
| Mortgage-backed securities | $3,324,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $738,000 | 4,949 |
| Issued or guaranteed by U.S. | $738,000 | 4,942 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,586,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $2,586,000 | 2,401 |
| 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) | $7,802,000 | 5,598 |
| Total debt securities | $7,802,000 | 6,002 |
| 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 | $8,534,000 | 5,938 |
| U.S. Government securities | $4,581,000 | 5,983 |
| U.S. Treasury securities | $1,029,000 | 800 |
| U.S. Government agency obligations | $3,552,000 | 6,087 |
| Securities issued by states & political subdivisions | $3,874,000 | 3,831 |
| 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 | $79,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,550,000 | 5,275 |
| Mortgage-backed securities | $3,552,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $774,000 | 4,934 |
| Issued or guaranteed by U.S. | $774,000 | 4,925 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,778,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $2,778,000 | 2,336 |
| 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) | $8,534,000 | 5,501 |
| Total debt securities | $8,455,000 | 5,914 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,601,000 | 6,155 |
| U.S. Government securities | $6,158,000 | 5,786 |
| U.S. Treasury securities | $1,006,000 | 901 |
| U.S. Government agency obligations | $5,152,000 | 5,864 |
| Securities issued by states & political subdivisions | $1,350,000 | 4,712 |
| 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 | $93,000 | 1,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,629,000 | 4,947 |
| Mortgage-backed securities | $3,900,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $840,000 | 4,903 |
| Issued or guaranteed by U.S. | $840,000 | 4,895 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,060,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $3,060,000 | 2,227 |
| 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) | $7,601,000 | 5,708 |
| Total debt securities | $7,508,000 | 6,134 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $12,252,000 | 5,489 |
| U.S. Government securities | $10,894,000 | 4,874 |
| U.S. Treasury securities | $972,000 | 973 |
| U.S. Government agency obligations | $9,922,000 | 4,927 |
| Securities issued by states & political subdivisions | $1,290,000 | 4,737 |
| 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 | $68,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,544,000 | 4,986 |
| Mortgage-backed securities | $7,926,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 4,136 |
| Issued or guaranteed by U.S. | $2,563,000 | 4,125 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,363,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $5,363,000 | 1,760 |
| 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) | $12,252,000 | 5,048 |
| Total debt securities | $12,184,000 | 5,465 |
| 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 | $8,855,000 | 5,879 |
| U.S. Government securities | $7,554,000 | 5,343 |
| U.S. Treasury securities | $968,000 | 978 |
| U.S. Government agency obligations | $6,586,000 | 5,437 |
| Securities issued by states & political subdivisions | $1,278,000 | 4,756 |
| 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 | $23,000 | 1,189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,687,000 | 4,969 |
| Mortgage-backed securities | $4,342,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $594,000 | 4,941 |
| Issued or guaranteed by U.S. | $594,000 | 4,929 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,748,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $3,748,000 | 1,970 |
| 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) | $8,855,000 | 5,428 |
| Total debt securities | $8,832,000 | 5,841 |
| 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 | $5,817,000 | 6,408 |
| U.S. Government securities | $5,801,000 | 5,725 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,801,000 | 5,604 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $16,000 | 1,268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,841,000 | 4,969 |
| Mortgage-backed securities | $2,791,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $830,000 | 4,818 |
| Issued or guaranteed by U.S. | $830,000 | 4,810 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,961,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $1,961,000 | 2,366 |
| 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) | $5,817,000 | 5,904 |
| Total debt securities | $5,801,000 | 6,370 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,018 |
| Fair value | $250,000 | 3,051 |
| 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 | $7,102,000 | 6,252 |
| U.S. Government securities | $5,175,000 | 5,982 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,175,000 | 5,866 |
| Securities issued by states & political subdivisions | $1,913,000 | 4,348 |
| 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 | $14,000 | 1,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,363,000 | 3,942 |
| Mortgage-backed securities | $4,033,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 4,401 |
| Issued or guaranteed by U.S. | $1,730,000 | 4,393 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,303,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $2,303,000 | 2,169 |
| 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) | $7,102,000 | 5,755 |
| Total debt securities | $7,088,000 | 6,215 |
| Structured notes | ||
| Amortized cost | $715,000 | 2,785 |
| Fair value | $719,000 | 2,783 |
| 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 | $7,666,000 | 6,216 |
| U.S. Government securities | $5,247,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,247,000 | 5,951 |
| Securities issued by states & political subdivisions | $2,368,000 | 4,123 |
| 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 | $51,000 | 1,245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,507,000 | 3,778 |
| Mortgage-backed securities | $4,307,000 | 4,266 |
| Certificates of participation in pools of residential mortgages | $2,119,000 | 4,360 |
| Issued or guaranteed by U.S. | $2,119,000 | 4,353 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,188,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $2,188,000 | 2,134 |
| 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) | $7,666,000 | 5,721 |
| Total debt securities | $7,615,000 | 6,179 |
| 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 | $8,083,000 | 6,126 |
| U.S. Government securities | $5,706,000 | 5,928 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,706,000 | 5,821 |
| Securities issued by states & political subdivisions | $2,340,000 | 4,167 |
| 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 | $37,000 | 1,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,468,000 | 4,018 |
| Mortgage-backed securities | $4,741,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $2,411,000 | 4,345 |
| Issued or guaranteed by U.S. | $2,411,000 | 4,338 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,330,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $2,330,000 | 2,058 |
| 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) | $8,083,000 | 5,645 |
| Total debt securities | $8,046,000 | 6,092 |
| 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 | $10,162,000 | 5,805 |
| U.S. Government securities | $6,234,000 | 5,826 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,234,000 | 5,738 |
| Securities issued by states & political subdivisions | $2,360,000 | 4,195 |
| Other domestic debt securities | $1,489,000 | 2,138 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,510 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,384,000 | 1,316 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $79,000 | 1,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,435,000 | 3,441 |
| Mortgage-backed securities | $5,328,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $2,913,000 | 4,263 |
| Issued or guaranteed by U.S. | $2,913,000 | 4,256 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,415,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $2,310,000 | 2,040 |
| Privately issued | $105,000 | 1,438 |
| 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) | $10,162,000 | 5,319 |
| Total debt securities | $10,083,000 | 5,780 |
| 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 | $10,462,000 | 5,738 |
| U.S. Government securities | $6,672,000 | 5,724 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,672,000 | 5,642 |
| Securities issued by states & political subdivisions | $2,269,000 | 4,217 |
| Other domestic debt securities | $1,493,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,367,000 | 1,354 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $28,000 | 1,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,728,000 | 3,414 |
| Mortgage-backed securities | $5,764,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $3,318,000 | 4,175 |
| Issued or guaranteed by U.S. | $3,318,000 | 4,162 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,446,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $2,320,000 | 2,020 |
| Privately issued | $126,000 | 1,446 |
| 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) | $10,462,000 | 5,240 |
| Total debt securities | $10,434,000 | 5,698 |
| 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 | $9,645,000 | 5,956 |
| U.S. Government securities | $7,067,000 | 5,752 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,067,000 | 5,666 |
| Securities issued by states & political subdivisions | $2,294,000 | 4,123 |
| Other domestic debt securities | $254,000 | 2,998 |
| Privately issued residential mortgage-backed securities | $254,000 | 1,475 |
| 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 | $30,000 | 1,447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,101,000 | 3,936 |
| Mortgage-backed securities | $6,280,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $3,699,000 | 4,145 |
| Issued or guaranteed by U.S. | $3,699,000 | 4,132 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,581,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $2,327,000 | 2,040 |
| Privately issued | $254,000 | 1,413 |
| 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) | $9,645,000 | 5,434 |
| Total debt securities | $9,615,000 | 5,909 |
| 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 | $11,138,000 | 5,719 |
| U.S. Government securities | $7,895,000 | 5,621 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,895,000 | 5,542 |
| Securities issued by states & political subdivisions | $2,897,000 | 3,809 |
| Other domestic debt securities | $324,000 | 2,868 |
| Privately issued residential mortgage-backed securities | $324,000 | 1,381 |
| 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 | $22,000 | 1,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,612,000 | 4,992 |
| Mortgage-backed securities | $6,683,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 3,994 |
| Issued or guaranteed by U.S. | $4,052,000 | 3,982 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,631,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $2,307,000 | 2,017 |
| Privately issued | $324,000 | 1,318 |
| 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) | $11,138,000 | 5,203 |
| Total debt securities | $11,116,000 | 5,679 |
| Structured notes | ||
| Amortized cost | $1,021,000 | 926 |
| Fair value | $1,013,000 | 952 |
| 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 | $11,990,000 | 5,540 |
| U.S. Government securities | $8,118,000 | 5,543 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,118,000 | 5,452 |
| Securities issued by states & political subdivisions | $2,874,000 | 3,798 |
| Other domestic debt securities | $911,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $415,000 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,000 | 1,894 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $87,000 | 1,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,818,000 | 4,926 |
| Mortgage-backed securities | $7,001,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $4,277,000 | 3,854 |
| Issued or guaranteed by U.S. | $4,277,000 | 3,844 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,724,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $2,309,000 | 1,923 |
| Privately issued | $415,000 | 1,273 |
| 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) | $11,990,000 | 5,019 |
| Total debt securities | $11,903,000 | 5,514 |
| Structured notes | ||
| Amortized cost | $1,030,000 | 914 |
| Fair value | $1,018,000 | 927 |
| 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 | $12,447,000 | 5,509 |
| U.S. Government securities | $7,593,000 | 5,699 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,593,000 | 5,618 |
| Securities issued by states & political subdivisions | $2,896,000 | 3,827 |
| Other domestic debt securities | $993,000 | 2,273 |
| 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 | $993,000 | 1,561 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $965,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,039,000 | 4,822 |
| Mortgage-backed securities | $6,055,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $4,025,000 | 3,953 |
| Issued or guaranteed by U.S. | $4,025,000 | 3,937 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,030,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $2,030,000 | 2,018 |
| 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) | $12,447,000 | 5,019 |
| Total debt securities | $11,482,000 | 5,612 |
| Structured notes | ||
| Amortized cost | $1,049,000 | 966 |
| Fair value | $1,027,000 | 977 |
| 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 | $11,655,000 | 5,646 |
| U.S. Government securities | $7,935,000 | 5,615 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,935,000 | 5,526 |
| Securities issued by states & political subdivisions | $2,300,000 | 4,109 |
| Other domestic debt securities | $931,000 | 2,260 |
| 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 | $931,000 | 1,584 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $489,000 | 1,309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,849,000 | 4,531 |
| Mortgage-backed securities | $6,662,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $4,585,000 | 3,647 |
| Issued or guaranteed by U.S. | $4,585,000 | 3,631 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,077,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $2,077,000 | 1,983 |
| 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) | $11,655,000 | 5,137 |
| Total debt securities | $11,166,000 | 5,658 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $500,000 | 1,593 |
| 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 | $9,896,000 | 6,039 |
| U.S. Government securities | $9,394,000 | 5,377 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,394,000 | 5,274 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $502,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,358,000 | 4,157 |
| Mortgage-backed securities | $6,811,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $4,770,000 | 3,289 |
| Issued or guaranteed by U.S. | $4,770,000 | 3,274 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,041,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $2,041,000 | 1,913 |
| 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) | $9,896,000 | 5,459 |
| Total debt securities | $9,394,000 | 6,062 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $999,000 | 1,636 |
| 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 | $10,574,000 | 5,971 |
| U.S. Government securities | $10,574,000 | 5,228 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,574,000 | 5,130 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $7,069,000 | 4,001 |
| Mortgage-backed securities | $7,007,000 | 3,228 |
| Certificates of participation in pools of residential mortgages | $4,984,000 | 3,081 |
| Issued or guaranteed by U.S. | $4,984,000 | 3,066 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,023,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $2,023,000 | 1,882 |
| 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) | $10,574,000 | 5,374 |
| Total debt securities | $10,574,000 | 5,913 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $998,000 | 1,796 |
| 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 | $12,023,000 | 5,719 |
| U.S. Government securities | $12,023,000 | 4,969 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,023,000 | 4,860 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $8,526,000 | 3,674 |
| Mortgage-backed securities | $8,224,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | $6,207,000 | 2,714 |
| Issued or guaranteed by U.S. | $6,207,000 | 2,701 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,017,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $2,017,000 | 1,867 |
| 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) | $12,023,000 | 5,122 |
| Total debt securities | $12,023,000 | 5,663 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $493,000 | 2,390 |
| 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 | $9,675,000 | 6,210 |
| U.S. Government securities | $9,675,000 | 5,506 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,675,000 | 5,386 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $9,675,000 | 3,490 |
| Mortgage-backed securities | $5,555,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $5,535,000 | 2,864 |
| Issued or guaranteed by U.S. | $5,535,000 | 2,850 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $20,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,180 |
| 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) | $9,675,000 | 5,557 |
| Total debt securities | $9,675,000 | 6,153 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,461 |
| Fair value | $494,000 | 2,467 |
| 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 | $10,624,000 | 6,049 |
| U.S. Government securities | $10,624,000 | 5,342 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,624,000 | 5,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $10,624,000 | 3,308 |
| Mortgage-backed securities | $5,817,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $5,795,000 | 2,819 |
| Issued or guaranteed by U.S. | $5,795,000 | 2,804 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $22,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,192 |
| 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) | $10,624,000 | 5,415 |
| Total debt securities | $10,624,000 | 5,994 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,283 |
| Fair value | $743,000 | 2,295 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,064,000 | 5,818 |
| U.S. Government securities | $11,864,000 | 5,120 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,864,000 | 5,010 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $200,000 | 2,735 |
| 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 | $200,000 | 2,122 |
| 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 | $11,565,000 | 3,170 |
| Mortgage-backed securities | $6,078,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $6,054,000 | 2,750 |
| Issued or guaranteed by U.S. | $6,054,000 | 2,737 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $24,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,179 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,064,000 | 5,187 |
| Total debt securities | $12,064,000 | 5,768 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,398 |
| Fair value | $740,000 | 2,419 |
| 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 | $13,046,000 | 5,684 |
| U.S. Government securities | $12,847,000 | 4,936 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,847,000 | 4,801 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $199,000 | 2,808 |
| 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 | $199,000 | 2,206 |
| 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 | $12,301,000 | 3,039 |
| Mortgage-backed securities | $6,358,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $6,331,000 | 2,717 |
| Issued or guaranteed by U.S. | $6,331,000 | 2,704 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $27,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,170 |
| 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) | $13,046,000 | 5,026 |
| Total debt securities | $13,047,000 | 5,629 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,462 |
| Fair value | $730,000 | 2,481 |
| 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 | $10,825,000 | 6,117 |
| U.S. Government securities | $10,627,000 | 5,443 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,627,000 | 5,307 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $198,000 | 2,894 |
| 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 | $198,000 | 2,320 |
| 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 | $10,083,000 | 3,382 |
| Mortgage-backed securities | $6,792,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $6,760,000 | 2,680 |
| Issued or guaranteed by U.S. | $6,760,000 | 2,666 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $32,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,158 |
| 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) | $10,825,000 | 5,428 |
| Total debt securities | $10,825,000 | 6,064 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,456 |
| Fair value | $733,000 | 2,478 |
| 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 | $10,814,000 | 6,159 |
| U.S. Government securities | $10,620,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,620,000 | 5,301 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $194,000 | 2,994 |
| 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 | $194,000 | 2,450 |
| 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 | $10,075,000 | 3,368 |
| Mortgage-backed securities | $7,189,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $7,150,000 | 2,626 |
| Issued or guaranteed by U.S. | $7,150,000 | 2,615 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $39,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,151 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,814,000 | 5,448 |
| Total debt securities | $10,813,000 | 6,104 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $982,000 | 2,269 |
| 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 | $11,188,000 | 6,095 |
| U.S. Government securities | $10,988,000 | 5,327 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,988,000 | 5,181 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $200,000 | 3,014 |
| 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 | $200,000 | 2,486 |
| 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 | $10,199,000 | 3,329 |
| Mortgage-backed securities | $7,049,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $7,006,000 | 2,672 |
| Issued or guaranteed by U.S. | $7,006,000 | 2,659 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $43,000 | 3,486 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,158 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,188,000 | 5,374 |
| Total debt securities | $11,188,000 | 6,030 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $987,000 | 2,228 |
| 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 | $11,847,000 | 5,987 |
| U.S. Government securities | $11,646,000 | 5,227 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,646,000 | 5,078 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $201,000 | 3,061 |
| 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 | $201,000 | 2,555 |
| 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 | $10,606,000 | 3,248 |
| Mortgage-backed securities | $7,443,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $7,392,000 | 2,650 |
| Issued or guaranteed by U.S. | $7,392,000 | 2,638 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $51,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,180 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,847,000 | 5,266 |
| Total debt securities | $11,847,000 | 5,926 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $993,000 | 2,182 |
| 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 | $11,419,000 | 6,167 |
| U.S. Government securities | $11,221,000 | 5,394 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,221,000 | 5,254 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $198,000 | 3,140 |
| 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 | $198,000 | 2,666 |
| 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 | $7,264,000 | 3,962 |
| Mortgage-backed securities | $7,066,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $7,002,000 | 2,808 |
| Issued or guaranteed by U.S. | $7,002,000 | 2,798 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $64,000 | 3,509 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,200 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,419,000 | 5,420 |
| Total debt securities | $11,419,000 | 6,103 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $978,000 | 2,241 |
| 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 | $11,940,000 | 6,096 |
| U.S. Government securities | $11,738,000 | 5,300 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,738,000 | 5,136 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $202,000 | 3,173 |
| 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 | $202,000 | 2,712 |
| 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 | $7,744,000 | 3,842 |
| Mortgage-backed securities | $7,542,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $7,467,000 | 2,752 |
| Issued or guaranteed by U.S. | $7,467,000 | 2,745 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $75,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,207 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,940,000 | 5,334 |
| Total debt securities | $11,940,000 | 6,023 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $989,000 | 2,181 |
| 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 | $12,745,000 | 5,928 |
| U.S. Government securities | $12,540,000 | 5,128 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,540,000 | 4,974 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $205,000 | 3,226 |
| 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 | $205,000 | 2,774 |
| 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 | $8,179,000 | 3,719 |
| Mortgage-backed securities | $7,973,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $7,883,000 | 2,706 |
| Issued or guaranteed by U.S. | $7,883,000 | 2,698 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $90,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,206 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $12,745,000 | 5,193 |
| Total debt securities | $12,745,000 | 5,856 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,839 |
| Fair value | $1,343,000 | 1,840 |
| 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 | $12,863,000 | 5,975 |
| U.S. Government securities | $12,659,000 | 5,162 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,659,000 | 5,007 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $204,000 | 3,322 |
| 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 | $204,000 | 2,881 |
| 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 | $7,846,000 | 3,774 |
| Mortgage-backed securities | $8,168,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $8,051,000 | 2,708 |
| Issued or guaranteed by U.S. | $8,051,000 | 2,700 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $117,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,229 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,863,000 | 5,239 |
| Total debt securities | $12,863,000 | 5,903 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,824 |
| Fair value | $1,310,000 | 1,827 |
| 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 | $11,768,000 | 6,188 |
| U.S. Government securities | $11,560,000 | 5,365 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,560,000 | 5,220 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $208,000 | 3,415 |
| 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 | $208,000 | 2,956 |
| 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 | $7,762,000 | 3,732 |
| Mortgage-backed securities | $7,713,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $7,554,000 | 2,815 |
| Issued or guaranteed by U.S. | $7,554,000 | 2,805 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $159,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 3,230 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,768,000 | 5,462 |
| Total debt securities | $11,768,000 | 6,105 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,483 |
| Fair value | $1,602,000 | 1,486 |
| 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 | $10,672,000 | 6,466 |
| U.S. Government securities | $10,468,000 | 5,661 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,468,000 | 5,501 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $204,000 | 3,466 |
| 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 | $204,000 | 3,099 |
| 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 | $6,518,000 | 3,974 |
| Mortgage-backed securities | $6,510,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $6,314,000 | 3,088 |
| Issued or guaranteed by U.S. | $6,314,000 | 3,074 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $196,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 3,366 |
| 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) | $250,000 | 4,105 |
| Available-for-sale securities (fair market value) | $10,422,000 | 5,774 |
| Total debt securities | $10,672,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,948 |
| Fair value | $731,000 | 1,958 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,137,000 | 5,884 |
| U.S. Government securities | $12,930,000 | 4,936 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,930,000 | 4,785 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $207,000 | 3,579 |
| 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 | $207,000 | 3,202 |
| 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 | $8,238,000 | 3,463 |
| Mortgage-backed securities | $8,313,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $8,030,000 | 2,731 |
| Issued or guaranteed by U.S. | $8,030,000 | 2,718 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $283,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 3,317 |
| 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) | $250,000 | 4,136 |
| Available-for-sale securities (fair market value) | $12,887,000 | 5,215 |
| Total debt securities | $13,137,000 | 5,795 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,673 |
| Fair value | $731,000 | 1,683 |
| 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 | $14,082,000 | 5,658 |
| U.S. Government securities | $13,874,000 | 4,720 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,874,000 | 4,572 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $208,000 | 3,636 |
| 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 | $208,000 | 3,239 |
| 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 | $11,095,000 | 2,844 |
| Mortgage-backed securities | $8,854,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $8,430,000 | 2,640 |
| Issued or guaranteed by U.S. | $8,430,000 | 2,629 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $424,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $424,000 | 3,367 |
| 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) | $14,082,000 | 4,939 |
| Total debt securities | $14,082,000 | 5,558 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,746 |
| Fair value | $499,000 | 1,761 |
| 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 | $10,436,000 | 6,408 |
| U.S. Government securities | $10,234,000 | 5,523 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,234,000 | 5,340 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $202,000 | 3,690 |
| 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 | $202,000 | 3,284 |
| 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 | $5,077,000 | 4,396 |
| Mortgage-backed securities | $5,053,000 | 4,141 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,642 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,632 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $710,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $710,000 | 3,193 |
| 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) | $982,000 | 3,542 |
| Available-for-sale securities (fair market value) | $9,454,000 | 5,835 |
| Total debt securities | $10,436,000 | 6,308 |
| 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 | $9,642,000 | 6,596 |
| U.S. Government securities | $9,440,000 | 5,731 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,440,000 | 5,538 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $202,000 | 3,732 |
| 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 | $202,000 | 3,307 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,402,000 | 4,270 |
| Mortgage-backed securities | $4,472,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $3,388,000 | 3,988 |
| Issued or guaranteed by U.S. | $3,388,000 | 3,974 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,084,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $1,084,000 | 2,922 |
| 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) | $1,127,000 | 3,498 |
| Available-for-sale securities (fair market value) | $8,515,000 | 6,076 |
| Total debt securities | $9,642,000 | 6,495 |
| 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 | $14,057,000 | 5,559 |
| U.S. Government securities | $13,859,000 | 4,588 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,859,000 | 4,378 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $198,000 | 3,803 |
| 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 | $198,000 | 3,310 |
| 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 | $7,826,000 | 3,467 |
| Mortgage-backed securities | $7,708,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $4,360,000 | 3,351 |
| Issued or guaranteed by U.S. | $4,360,000 | 3,336 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,348,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $3,348,000 | 2,126 |
| 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) | $1,663,000 | 3,391 |
| Available-for-sale securities (fair market value) | $12,394,000 | 5,074 |
| Total debt securities | $14,057,000 | 5,468 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,966,000 | 7,684 |
| U.S. Government securities | $6,966,000 | 6,932 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,966,000 | 6,570 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $993,000 | 7,117 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,966,000 | 6,603 |
| Total debt securities | $6,966,000 | 7,562 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,144,000 | 6,242 |
| U.S. Government securities | $13,144,000 | 5,202 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,144,000 | 4,721 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,000 | 7,232 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,144,000 | 5,114 |
| Total debt securities | $13,144,000 | 6,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,011,000 | 8,769 |
| U.S. Government securities | $5,011,000 | 8,027 |
| U.S. Treasury securities | $1,009,000 | 5,041 |
| U.S. Government agency obligations | $4,002,000 | 7,705 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,158 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,011,000 | 7,359 |
| Total debt securities | $5,011,000 | 8,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,994,000 | 7,418 |
| U.S. Government securities | $9,994,000 | 6,493 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $9,994,000 | 5,234 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,994,000 | 3,229 |
| Available-for-sale securities (fair market value) | $2,000,000 | 8,737 |
| Total debt securities | $9,994,000 | 7,287 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,189,000 | 9,305 |
| U.S. Government securities | $6,189,000 | 8,588 |
| U.S. Treasury securities | $2,002,000 | 5,996 |
| U.S. Government agency obligations | $4,187,000 | 8,099 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,189,000 | 4,223 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $6,189,000 | 9,198 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |