Home > Freedom Bank of Southern Missouri > Securities
Freedom Bank of Southern Missouri, Securities
| 2023-12-31 | Rank | |
| Total securities | $84,285,000 | 1,916 |
| U.S. Government securities | $44,875,000 | 2,001 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $44,875,000 | 1,720 |
| Securities issued by states & political subdivisions | $28,167,000 | 1,440 |
| Other domestic debt securities | $11,243,000 | 962 |
| 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 | $11,243,000 | 607 |
| 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 | $4,569,000 | 3,381 |
| Mortgage-backed securities | $44,426,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,801,000 | 1,298 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,295,000 | 772 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $330,000 | 1,458 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $3,000,000 | 1,292 |
| Available-for-sale securities (fair market value) | $81,285,000 | 1,763 |
| Total debt securities | $84,287,000 | 1,900 |
| 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 | $82,498,000 | 1,926 |
| U.S. Government securities | $44,776,000 | 2,002 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $44,776,000 | 1,697 |
| Securities issued by states & political subdivisions | $26,653,000 | 1,475 |
| Other domestic debt securities | $11,069,000 | 964 |
| 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 | $11,069,000 | 606 |
| 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 | $4,590,000 | 3,355 |
| Mortgage-backed securities | $44,345,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,855,000 | 1,280 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,169,000 | 753 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $321,000 | 1,439 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,000,000 | 1,316 |
| Available-for-sale securities (fair market value) | $79,498,000 | 1,758 |
| Total debt securities | $82,501,000 | 1,911 |
| 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 | $86,365,000 | 1,922 |
| U.S. Government securities | $47,647,000 | 1,964 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $47,647,000 | 1,672 |
| Securities issued by states & political subdivisions | $27,620,000 | 1,487 |
| Other domestic debt securities | $11,098,000 | 970 |
| 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 | $11,098,000 | 607 |
| 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 | $4,887,000 | 3,306 |
| Mortgage-backed securities | $47,203,000 | 1,328 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,652,000 | 1,264 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,221,000 | 739 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $330,000 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $3,000,000 | 1,331 |
| Available-for-sale securities (fair market value) | $83,365,000 | 1,749 |
| Total debt securities | $86,365,000 | 1,909 |
| 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 | $89,804,000 | 1,938 |
| U.S. Government securities | $50,632,000 | 1,977 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $50,632,000 | 1,624 |
| Securities issued by states & political subdivisions | $28,253,000 | 1,513 |
| Other domestic debt securities | $10,919,000 | 1,029 |
| 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 | $10,919,000 | 641 |
| 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 | $5,175,000 | 3,230 |
| Mortgage-backed securities | $50,164,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,340,000 | 1,258 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,351,000 | 747 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $473,000 | 1,383 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,000,000 | 1,373 |
| Available-for-sale securities (fair market value) | $86,804,000 | 1,767 |
| Total debt securities | $89,804,000 | 1,922 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $91,998,000 | 1,934 |
| U.S. Government securities | $51,290,000 | 1,986 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $51,290,000 | 1,614 |
| Securities issued by states & political subdivisions | $29,864,000 | 1,491 |
| Other domestic debt securities | $10,844,000 | 1,043 |
| 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 | $10,844,000 | 660 |
| 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 | $5,718,000 | 3,098 |
| Mortgage-backed securities | $50,834,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,950,000 | 1,264 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,416,000 | 752 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $468,000 | 1,382 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,000,000 | 1,392 |
| Available-for-sale securities (fair market value) | $88,998,000 | 1,760 |
| Total debt securities | $91,998,000 | 1,917 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $92,671,000 | 1,929 |
| U.S. Government securities | $52,857,000 | 1,958 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $52,857,000 | 1,597 |
| Securities issued by states & political subdivisions | $29,036,000 | 1,523 |
| Other domestic debt securities | $10,778,000 | 1,015 |
| 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 | $10,778,000 | 656 |
| 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 | $5,849,000 | 3,049 |
| Mortgage-backed securities | $52,399,000 | 1,324 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,558,000 | 1,257 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,374,000 | 756 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $467,000 | 1,397 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $3,000,000 | 1,372 |
| Available-for-sale securities (fair market value) | $89,671,000 | 1,761 |
| Total debt securities | $92,670,000 | 1,913 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $99,282,000 | 1,877 |
| U.S. Government securities | $57,113,000 | 1,876 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $57,113,000 | 1,548 |
| Securities issued by states & political subdivisions | $31,210,000 | 1,499 |
| Other domestic debt securities | $10,959,000 | 957 |
| 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 | $10,959,000 | 661 |
| 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 | $6,615,000 | 2,978 |
| Mortgage-backed securities | $56,624,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $33,372,000 | 1,254 |
| Issued or guaranteed by U.S. | $33,372,000 | 1,229 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $22,764,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $22,764,000 | 737 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $488,000 | 1,883 |
| Commercial mortgage pass-through securities | $488,000 | 1,383 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $3,000,000 | 1,304 |
| Available-for-sale securities (fair market value) | $96,282,000 | 1,738 |
| Total debt securities | $99,281,000 | 1,863 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $100,106,000 | 1,846 |
| U.S. Government securities | $57,101,000 | 1,834 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $57,101,000 | 1,557 |
| Securities issued by states & political subdivisions | $31,214,000 | 1,536 |
| Other domestic debt securities | $11,791,000 | 894 |
| 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 | $11,791,000 | 616 |
| 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 | $4,795,000 | 3,165 |
| Mortgage-backed securities | $56,597,000 | 1,324 |
| Certificates of participation in pools of residential mortgages | $32,478,000 | 1,304 |
| Issued or guaranteed by U.S. | $32,478,000 | 1,283 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $24,119,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $24,119,000 | 706 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $3,000,000 | 1,200 |
| Available-for-sale securities (fair market value) | $97,106,000 | 1,727 |
| Total debt securities | $100,106,000 | 1,832 |
| 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 | $89,701,000 | 1,916 |
| U.S. Government securities | $49,906,000 | 1,863 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $49,906,000 | 1,663 |
| Securities issued by states & political subdivisions | $31,678,000 | 1,564 |
| Other domestic debt securities | $8,117,000 | 1,049 |
| 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 | $8,117,000 | 743 |
| 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 | $5,948,000 | 3,032 |
| Mortgage-backed securities | $49,906,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $30,625,000 | 1,341 |
| Issued or guaranteed by U.S. | $30,625,000 | 1,311 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $19,281,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $19,281,000 | 780 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $3,000,000 | 1,094 |
| Available-for-sale securities (fair market value) | $86,701,000 | 1,829 |
| Total debt securities | $89,700,000 | 1,900 |
| 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 | $69,076,000 | 2,192 |
| U.S. Government securities | $36,817,000 | 2,144 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $36,817,000 | 1,983 |
| Securities issued by states & political subdivisions | $26,710,000 | 1,708 |
| Other domestic debt securities | $5,549,000 | 1,186 |
| 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 | $5,549,000 | 867 |
| 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 | $6,215,000 | 3,010 |
| Mortgage-backed securities | $36,817,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $27,131,000 | 1,411 |
| Issued or guaranteed by U.S. | $27,131,000 | 1,378 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,686,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $9,686,000 | 1,156 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,000,000 | 1,077 |
| Available-for-sale securities (fair market value) | $66,076,000 | 2,107 |
| Total debt securities | $69,074,000 | 2,177 |
| 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 | $50,530,000 | 2,541 |
| U.S. Government securities | $26,934,000 | 2,465 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $26,934,000 | 2,288 |
| Securities issued by states & political subdivisions | $23,596,000 | 1,815 |
| 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 | $6,718,000 | 2,955 |
| Mortgage-backed securities | $26,934,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $21,458,000 | 1,573 |
| Issued or guaranteed by U.S. | $21,458,000 | 1,534 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,476,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $5,476,000 | 1,436 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $50,530,000 | 2,393 |
| Total debt securities | $50,524,000 | 2,526 |
| 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 | $29,656,000 | 3,109 |
| U.S. Government securities | $12,085,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $12,085,000 | 3,073 |
| Securities issued by states & political subdivisions | $15,571,000 | 2,191 |
| Other domestic debt securities | $2,000,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,000,000 | 1,131 |
| 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 | $7,030,000 | 2,916 |
| Mortgage-backed securities | $12,085,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $12,085,000 | 2,026 |
| Issued or guaranteed by U.S. | $12,085,000 | 1,968 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $2,000,000 | 1,149 |
| Available-for-sale securities (fair market value) | $27,656,000 | 3,003 |
| Total debt securities | $29,654,000 | 3,089 |
| 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 | $24,961,000 | 3,184 |
| U.S. Government securities | $6,837,000 | 3,571 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,837,000 | 3,424 |
| Securities issued by states & political subdivisions | $16,124,000 | 2,125 |
| Other domestic debt securities | $2,000,000 | 1,441 |
| 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 | $2,000,000 | 1,089 |
| 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 | $7,987,000 | 2,810 |
| Mortgage-backed securities | $6,837,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $6,837,000 | 2,438 |
| Issued or guaranteed by U.S. | $6,837,000 | 2,367 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $2,000,000 | 1,130 |
| Available-for-sale securities (fair market value) | $22,961,000 | 3,079 |
| Total debt securities | $24,961,000 | 3,165 |
| 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 | $21,373,000 | 3,281 |
| U.S. Government securities | $5,752,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,752,000 | 3,565 |
| Securities issued by states & political subdivisions | $13,621,000 | 2,195 |
| Other domestic debt securities | $2,000,000 | 1,422 |
| 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 | $2,000,000 | 1,060 |
| 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 | $8,335,000 | 2,771 |
| Mortgage-backed securities | $5,247,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $5,247,000 | 2,645 |
| Issued or guaranteed by U.S. | $5,247,000 | 2,567 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,000,000 | 1,129 |
| Available-for-sale securities (fair market value) | $19,373,000 | 3,174 |
| Total debt securities | $21,373,000 | 3,259 |
| 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 | $21,991,000 | 3,216 |
| U.S. Government securities | $7,139,000 | 3,564 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,139,000 | 3,407 |
| Securities issued by states & political subdivisions | $13,852,000 | 2,105 |
| Other domestic debt securities | $1,000,000 | 1,613 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,249 |
| 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 | $12,858,000 | 2,366 |
| Mortgage-backed securities | $5,770,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $5,770,000 | 2,555 |
| Issued or guaranteed by U.S. | $5,770,000 | 2,479 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $8,888,000 | 701 |
| Available-for-sale securities (fair market value) | $13,103,000 | 3,539 |
| Total debt securities | $21,991,000 | 3,196 |
| 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 | $13,745,000 | 3,716 |
| U.S. Government securities | $6,210,000 | 3,735 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,210,000 | 3,560 |
| Securities issued by states & political subdivisions | $6,535,000 | 2,763 |
| Other domestic debt securities | $1,000,000 | 1,539 |
| 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 | $1,000,000 | 1,161 |
| 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 | $5,798,000 | 3,040 |
| Mortgage-backed securities | $6,210,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $6,210,000 | 2,498 |
| Issued or guaranteed by U.S. | $6,210,000 | 2,415 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,000,000 | 1,314 |
| Available-for-sale securities (fair market value) | $12,745,000 | 3,547 |
| Total debt securities | $13,745,000 | 3,697 |
| 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 | $15,479,000 | 3,648 |
| U.S. Government securities | $6,419,000 | 3,795 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,419,000 | 3,632 |
| Securities issued by states & political subdivisions | $8,060,000 | 2,540 |
| Other domestic debt securities | $1,000,000 | 1,522 |
| 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 | $1,000,000 | 1,142 |
| 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 | $6,536,000 | 2,987 |
| Mortgage-backed securities | $6,419,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $6,419,000 | 2,407 |
| Issued or guaranteed by U.S. | $6,419,000 | 2,345 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,000,000 | 1,357 |
| Available-for-sale securities (fair market value) | $14,479,000 | 3,477 |
| Total debt securities | $15,479,000 | 3,627 |
| 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 | $16,152,000 | 3,654 |
| U.S. Government securities | $6,817,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $6,817,000 | 3,653 |
| Securities issued by states & political subdivisions | $8,335,000 | 2,511 |
| Other domestic debt securities | $1,000,000 | 1,543 |
| 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 | $1,000,000 | 1,141 |
| 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 | $6,821,000 | 3,015 |
| Mortgage-backed securities | $6,817,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $6,817,000 | 2,318 |
| Issued or guaranteed by U.S. | $6,817,000 | 2,250 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,000,000 | 1,406 |
| Available-for-sale securities (fair market value) | $15,152,000 | 3,475 |
| Total debt securities | $16,152,000 | 3,633 |
| 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 | $16,468,000 | 3,691 |
| U.S. Government securities | $6,674,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,674,000 | 3,744 |
| Securities issued by states & political subdivisions | $8,794,000 | 2,507 |
| Other domestic debt securities | $1,000,000 | 1,523 |
| 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 | $1,000,000 | 1,159 |
| 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 | $8,153,000 | 2,913 |
| Mortgage-backed securities | $6,674,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $6,674,000 | 2,339 |
| Issued or guaranteed by U.S. | $6,674,000 | 2,290 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,000,000 | 1,452 |
| Available-for-sale securities (fair market value) | $15,468,000 | 3,498 |
| Total debt securities | $16,467,000 | 3,671 |
| 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 | $16,729,000 | 3,731 |
| U.S. Government securities | $6,992,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,992,000 | 3,741 |
| Securities issued by states & political subdivisions | $8,737,000 | 2,582 |
| Other domestic debt securities | $1,000,000 | 1,521 |
| 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 | $1,000,000 | 1,158 |
| 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 | $8,277,000 | 2,938 |
| Mortgage-backed securities | $6,992,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $6,992,000 | 2,310 |
| Issued or guaranteed by U.S. | $6,992,000 | 2,258 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,000,000 | 1,477 |
| Available-for-sale securities (fair market value) | $15,729,000 | 3,535 |
| Total debt securities | $16,729,000 | 3,710 |
| 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 | $18,333,000 | 3,662 |
| U.S. Government securities | $7,206,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,206,000 | 3,736 |
| Securities issued by states & political subdivisions | $10,127,000 | 2,470 |
| Other domestic debt securities | $1,000,000 | 1,498 |
| 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 | $1,000,000 | 1,149 |
| 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 | $9,654,000 | 2,780 |
| Mortgage-backed securities | $7,206,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $7,206,000 | 2,281 |
| Issued or guaranteed by U.S. | $7,206,000 | 2,249 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,000,000 | 1,508 |
| Available-for-sale securities (fair market value) | $17,333,000 | 3,461 |
| Total debt securities | $18,334,000 | 3,641 |
| 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 | $19,092,000 | 3,646 |
| U.S. Government securities | $8,500,000 | 3,809 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,500,000 | 3,651 |
| Securities issued by states & political subdivisions | $9,592,000 | 2,568 |
| Other domestic debt securities | $1,000,000 | 1,474 |
| 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 | $1,000,000 | 1,159 |
| 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 | $11,807,000 | 2,564 |
| Mortgage-backed securities | $8,500,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $8,500,000 | 2,160 |
| Issued or guaranteed by U.S. | $8,500,000 | 2,148 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,000,000 | 1,537 |
| Available-for-sale securities (fair market value) | $18,092,000 | 3,433 |
| Total debt securities | $19,092,000 | 3,623 |
| 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 | $19,718,000 | 3,647 |
| U.S. Government securities | $9,055,000 | 3,739 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $9,055,000 | 3,583 |
| Securities issued by states & political subdivisions | $9,663,000 | 2,607 |
| Other domestic debt securities | $1,000,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,000,000 | 1,154 |
| 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 | $12,294,000 | 2,555 |
| Mortgage-backed securities | $9,055,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $9,055,000 | 2,154 |
| Issued or guaranteed by U.S. | $9,055,000 | 2,055 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,000,000 | 1,564 |
| Available-for-sale securities (fair market value) | $18,718,000 | 3,444 |
| Total debt securities | $19,728,000 | 3,625 |
| 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 | $20,264,000 | 3,651 |
| U.S. Government securities | $9,587,000 | 3,754 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,587,000 | 3,602 |
| Securities issued by states & political subdivisions | $9,677,000 | 2,649 |
| Other domestic debt securities | $1,000,000 | 1,465 |
| 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 | $1,000,000 | 1,170 |
| 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 | $12,725,000 | 2,560 |
| Mortgage-backed securities | $9,587,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $9,587,000 | 2,131 |
| Issued or guaranteed by U.S. | $9,587,000 | 2,129 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $1,000,000 | 1,594 |
| Available-for-sale securities (fair market value) | $19,264,000 | 3,440 |
| Total debt securities | $20,263,000 | 3,625 |
| 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 | $21,384,000 | 3,639 |
| U.S. Government securities | $10,248,000 | 3,710 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,248,000 | 3,556 |
| Securities issued by states & political subdivisions | $10,136,000 | 2,660 |
| Other domestic debt securities | $1,000,000 | 1,485 |
| 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 | $1,000,000 | 1,213 |
| 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 | $13,461,000 | 2,531 |
| Mortgage-backed securities | $10,248,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $10,248,000 | 2,107 |
| Issued or guaranteed by U.S. | $10,248,000 | 2,106 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $1,000,000 | 1,612 |
| Available-for-sale securities (fair market value) | $20,384,000 | 3,421 |
| Total debt securities | $21,384,000 | 3,615 |
| 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 | $20,799,000 | 3,714 |
| U.S. Government securities | $9,820,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,820,000 | 3,623 |
| Securities issued by states & political subdivisions | $9,979,000 | 2,708 |
| Other domestic debt securities | $1,000,000 | 1,504 |
| 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 | $1,000,000 | 1,246 |
| 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 | $14,041,000 | 2,504 |
| Mortgage-backed securities | $9,820,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $9,820,000 | 2,183 |
| Issued or guaranteed by U.S. | $9,820,000 | 2,180 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $1,000,000 | 1,661 |
| Available-for-sale securities (fair market value) | $19,799,000 | 3,488 |
| Total debt securities | $20,800,000 | 3,691 |
| 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 | $21,405,000 | 3,731 |
| U.S. Government securities | $10,402,000 | 3,747 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,402,000 | 3,615 |
| Securities issued by states & political subdivisions | $10,003,000 | 2,733 |
| Other domestic debt securities | $1,000,000 | 1,528 |
| 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 | $1,000,000 | 1,275 |
| 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 | $14,576,000 | 2,469 |
| Mortgage-backed securities | $10,402,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $10,402,000 | 2,160 |
| Issued or guaranteed by U.S. | $10,402,000 | 2,158 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $1,000,000 | 1,689 |
| Available-for-sale securities (fair market value) | $20,405,000 | 3,484 |
| Total debt securities | $21,406,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $22,569,000 | 3,686 |
| U.S. Government securities | $10,904,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,904,000 | 3,599 |
| Securities issued by states & political subdivisions | $10,665,000 | 2,687 |
| Other domestic debt securities | $1,000,000 | 1,568 |
| 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 | $1,000,000 | 1,283 |
| 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 | $15,992,000 | 2,382 |
| Mortgage-backed securities | $10,904,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $10,904,000 | 2,153 |
| Issued or guaranteed by U.S. | $10,904,000 | 2,153 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $22,569,000 | 3,390 |
| Total debt securities | $22,568,000 | 3,662 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $23,250,000 | 3,647 |
| U.S. Government securities | $11,409,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,409,000 | 3,540 |
| Securities issued by states & political subdivisions | $10,841,000 | 2,680 |
| Other domestic debt securities | $1,000,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,000,000 | 1,287 |
| 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 | $16,664,000 | 2,332 |
| Mortgage-backed securities | $11,409,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $11,409,000 | 2,118 |
| Issued or guaranteed by U.S. | $11,409,000 | 2,117 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,000,000 | 1,745 |
| Available-for-sale securities (fair market value) | $22,250,000 | 3,414 |
| Total debt securities | $23,250,000 | 3,620 |
| 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 | $24,927,000 | 3,526 |
| U.S. Government securities | $12,625,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,625,000 | 3,420 |
| Securities issued by states & political subdivisions | $11,302,000 | 2,618 |
| Other domestic debt securities | $1,000,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,000,000 | 1,294 |
| 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 | $18,049,000 | 2,227 |
| Mortgage-backed securities | $12,625,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $12,625,000 | 2,019 |
| Issued or guaranteed by U.S. | $12,625,000 | 2,019 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $24,927,000 | 3,249 |
| Total debt securities | $24,927,000 | 3,499 |
| 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 | $25,777,000 | 3,538 |
| U.S. Government securities | $13,411,000 | 3,560 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,411,000 | 3,443 |
| Securities issued by states & political subdivisions | $11,366,000 | 2,627 |
| Other domestic debt securities | $1,000,000 | 1,603 |
| 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 | $1,000,000 | 1,288 |
| 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 | $18,280,000 | 2,265 |
| Mortgage-backed securities | $13,411,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $13,411,000 | 1,990 |
| Issued or guaranteed by U.S. | $13,411,000 | 1,986 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $25,777,000 | 3,251 |
| Total debt securities | $25,777,000 | 3,513 |
| 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 | $25,246,000 | 3,620 |
| U.S. Government securities | $14,028,000 | 3,585 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,028,000 | 3,460 |
| Securities issued by states & political subdivisions | $11,218,000 | 2,634 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,957,000 | 2,232 |
| Mortgage-backed securities | $14,028,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $14,028,000 | 1,952 |
| Issued or guaranteed by U.S. | $14,028,000 | 1,951 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $25,246,000 | 3,321 |
| Total debt securities | $25,246,000 | 3,595 |
| 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 | $32,270,000 | 3,247 |
| U.S. Government securities | $20,479,000 | 3,036 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,479,000 | 2,917 |
| Securities issued by states & political subdivisions | $11,791,000 | 2,601 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,716,000 | 1,830 |
| Mortgage-backed securities | $14,535,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $14,535,000 | 1,913 |
| Issued or guaranteed by U.S. | $14,535,000 | 1,911 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $32,270,000 | 2,955 |
| Total debt securities | $32,270,000 | 3,218 |
| Structured notes | ||
| Amortized cost | $748,000 | 1,191 |
| Fair value | $744,000 | 1,183 |
| 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 | $34,686,000 | 3,139 |
| U.S. Government securities | $22,602,000 | 2,928 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $22,602,000 | 2,836 |
| Securities issued by states & political subdivisions | $12,084,000 | 2,569 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,055,000 | 1,741 |
| Mortgage-backed securities | $15,381,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $15,381,000 | 1,855 |
| Issued or guaranteed by U.S. | $15,381,000 | 1,855 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $34,686,000 | 2,863 |
| Total debt securities | $34,686,000 | 3,114 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 908 |
| Fair value | $1,990,000 | 894 |
| 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 | $35,155,000 | 3,180 |
| U.S. Government securities | $23,223,000 | 2,990 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $23,223,000 | 2,899 |
| Securities issued by states & political subdivisions | $11,932,000 | 2,598 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,529,000 | 1,723 |
| Mortgage-backed securities | $16,097,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $16,097,000 | 1,867 |
| Issued or guaranteed by U.S. | $16,097,000 | 1,867 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $35,155,000 | 2,902 |
| Total debt securities | $35,155,000 | 3,152 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,020 |
| Fair value | $1,964,000 | 1,008 |
| 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 | $34,397,000 | 3,268 |
| U.S. Government securities | $21,953,000 | 3,130 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,953,000 | 3,035 |
| Securities issued by states & political subdivisions | $12,444,000 | 2,532 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,890,000 | 1,830 |
| Mortgage-backed securities | $14,971,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $14,971,000 | 1,973 |
| Issued or guaranteed by U.S. | $14,971,000 | 1,972 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $34,397,000 | 2,981 |
| Total debt securities | $34,397,000 | 3,243 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 853 |
| Fair value | $2,989,000 | 849 |
| 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 | $32,878,000 | 3,366 |
| U.S. Government securities | $22,416,000 | 3,152 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $22,416,000 | 3,052 |
| Securities issued by states & political subdivisions | $10,462,000 | 2,777 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,584,000 | 2,067 |
| Mortgage-backed securities | $11,594,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $11,594,000 | 2,323 |
| Issued or guaranteed by U.S. | $11,594,000 | 2,321 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $32,878,000 | 3,081 |
| Total debt securities | $32,878,000 | 3,346 |
| Structured notes | ||
| Amortized cost | $4,248,000 | 703 |
| Fair value | $4,190,000 | 706 |
| 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 | $35,869,000 | 3,301 |
| U.S. Government securities | $25,433,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,433,000 | 2,890 |
| Securities issued by states & political subdivisions | $10,436,000 | 2,811 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,752,000 | 2,056 |
| Mortgage-backed securities | $13,464,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $13,464,000 | 2,233 |
| Issued or guaranteed by U.S. | $13,464,000 | 2,231 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $35,869,000 | 3,009 |
| Total debt securities | $35,869,000 | 3,280 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 649 |
| Fair value | $5,388,000 | 654 |
| 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 | $34,500,000 | 3,412 |
| U.S. Government securities | $25,367,000 | 3,053 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $25,367,000 | 2,960 |
| Securities issued by states & political subdivisions | $9,133,000 | 3,021 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,781,000 | 2,132 |
| Mortgage-backed securities | $13,425,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $13,425,000 | 2,261 |
| Issued or guaranteed by U.S. | $13,425,000 | 2,260 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $34,500,000 | 3,109 |
| Total debt securities | $34,501,000 | 3,383 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 677 |
| Fair value | $5,371,000 | 684 |
| 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 | $36,534,000 | 3,314 |
| U.S. Government securities | $28,293,000 | 2,857 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $28,293,000 | 2,780 |
| Securities issued by states & political subdivisions | $8,241,000 | 3,178 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,699,000 | 2,442 |
| Mortgage-backed securities | $13,864,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | $13,864,000 | 2,251 |
| Issued or guaranteed by U.S. | $13,864,000 | 2,250 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $36,534,000 | 3,026 |
| Total debt securities | $36,534,000 | 3,290 |
| Structured notes | ||
| Amortized cost | $5,751,000 | 668 |
| Fair value | $5,479,000 | 673 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $25,440,000 | 4,024 |
| U.S. Government securities | $17,057,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,057,000 | 3,673 |
| Securities issued by states & political subdivisions | $8,383,000 | 3,149 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,383,000 | 2,360 |
| Mortgage-backed securities | $8,882,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $8,882,000 | 2,818 |
| Issued or guaranteed by U.S. | $8,882,000 | 2,817 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $25,440,000 | 3,681 |
| Total debt securities | $25,440,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $5,752,000 | 665 |
| Fair value | $5,364,000 | 665 |
| 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 | $25,576,000 | 4,052 |
| U.S. Government securities | $17,663,000 | 3,744 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,663,000 | 3,647 |
| Securities issued by states & political subdivisions | $7,913,000 | 3,235 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,716,000 | 2,317 |
| Mortgage-backed securities | $9,345,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $9,345,000 | 2,741 |
| Issued or guaranteed by U.S. | $9,345,000 | 2,738 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $25,576,000 | 3,711 |
| Total debt securities | $25,577,000 | 4,020 |
| Structured notes | ||
| Amortized cost | $5,753,000 | 653 |
| Fair value | $5,458,000 | 650 |
| 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 | $26,545,000 | 3,950 |
| U.S. Government securities | $18,695,000 | 3,637 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,695,000 | 3,543 |
| Securities issued by states & political subdivisions | $7,850,000 | 3,249 |
| 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 | $19,404,000 | 2,246 |
| Mortgage-backed securities | $9,822,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $9,822,000 | 2,663 |
| Issued or guaranteed by U.S. | $9,822,000 | 2,661 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $26,545,000 | 3,634 |
| Total debt securities | $26,545,000 | 3,919 |
| Structured notes | ||
| Amortized cost | $6,254,000 | 586 |
| Fair value | $5,997,000 | 591 |
| 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 | $21,255,000 | 4,404 |
| U.S. Government securities | $12,940,000 | 4,312 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,940,000 | 4,206 |
| Securities issued by states & political subdivisions | $8,315,000 | 3,137 |
| 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 | $20,029,000 | 2,235 |
| Mortgage-backed securities | $5,193,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $5,193,000 | 3,476 |
| Issued or guaranteed by U.S. | $5,193,000 | 3,473 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $21,255,000 | 4,076 |
| Total debt securities | $21,260,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $5,256,000 | 679 |
| Fair value | $5,245,000 | 681 |
| 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 | $15,622,000 | 4,901 |
| U.S. Government securities | $7,135,000 | 5,158 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,135,000 | 5,056 |
| Securities issued by states & political subdivisions | $8,487,000 | 3,081 |
| 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 | $13,877,000 | 2,798 |
| Mortgage-backed securities | $1,124,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 4,660 |
| Issued or guaranteed by U.S. | $1,124,000 | 4,659 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $15,622,000 | 4,524 |
| Total debt securities | $15,622,000 | 4,867 |
| Structured notes | ||
| Amortized cost | $4,509,000 | 789 |
| Fair value | $4,503,000 | 796 |
| 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 | $16,288,000 | 4,903 |
| U.S. Government securities | $8,300,000 | 5,059 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,300,000 | 4,963 |
| Securities issued by states & political subdivisions | $7,988,000 | 3,135 |
| 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 | $12,762,000 | 2,928 |
| Mortgage-backed securities | $1,294,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $1,294,000 | 4,698 |
| Issued or guaranteed by U.S. | $1,294,000 | 4,696 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $16,288,000 | 4,524 |
| Total debt securities | $16,289,000 | 4,871 |
| Structured notes | ||
| Amortized cost | $4,762,000 | 812 |
| Fair value | $4,748,000 | 818 |
| 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 | $19,391,000 | 4,618 |
| U.S. Government securities | $13,459,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,459,000 | 4,270 |
| Securities issued by states & political subdivisions | $5,932,000 | 3,475 |
| 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 | $16,395,000 | 2,559 |
| Mortgage-backed securities | $1,439,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,439,000 | 4,680 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $19,391,000 | 4,264 |
| Total debt securities | $19,391,000 | 4,589 |
| Structured notes | ||
| Amortized cost | $9,762,000 | 511 |
| Fair value | $9,762,000 | 513 |
| 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 | $15,013,000 | 5,128 |
| U.S. Government securities | $9,096,000 | 5,142 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,096,000 | 5,040 |
| Securities issued by states & political subdivisions | $5,917,000 | 3,401 |
| 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 | $14,373,000 | 2,758 |
| Mortgage-backed securities | $1,623,000 | 5,028 |
| Certificates of participation in pools of residential mortgages | $1,623,000 | 4,626 |
| Issued or guaranteed by U.S. | $1,623,000 | 4,622 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $15,013,000 | 4,720 |
| Total debt securities | $15,013,000 | 5,102 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 922 |
| Fair value | $5,971,000 | 913 |
| 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 | $15,219,000 | 5,073 |
| U.S. Government securities | $9,338,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,338,000 | 4,946 |
| Securities issued by states & political subdivisions | $5,881,000 | 3,372 |
| 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 | $4,776,000 | 4,243 |
| Mortgage-backed securities | $1,819,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $1,819,000 | 4,501 |
| Issued or guaranteed by U.S. | $1,819,000 | 4,494 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $15,219,000 | 4,649 |
| Total debt securities | $15,219,000 | 5,047 |
| Structured notes | ||
| Amortized cost | $5,996,000 | 892 |
| Fair value | $6,019,000 | 864 |
| 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 | $12,515,000 | 5,373 |
| U.S. Government securities | $7,136,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,136,000 | 5,333 |
| Securities issued by states & political subdivisions | $5,379,000 | 3,439 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,331,000 | 3,855 |
| Mortgage-backed securities | $2,065,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $2,065,000 | 4,370 |
| Issued or guaranteed by U.S. | $2,065,000 | 4,357 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $12,515,000 | 4,943 |
| Total debt securities | $12,515,000 | 5,340 |
| Structured notes | ||
| Amortized cost | $4,547,000 | 1,111 |
| Fair value | $4,567,000 | 1,108 |
| 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 | $8,934,000 | 5,979 |
| U.S. Government securities | $5,826,000 | 5,853 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,826,000 | 5,726 |
| Securities issued by states & political subdivisions | $3,108,000 | 4,020 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,167,000 | 3,943 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $8,934,000 | 5,523 |
| Total debt securities | $8,934,000 | 5,944 |
| Structured notes | ||
| Amortized cost | $4,797,000 | 1,221 |
| Fair value | $4,812,000 | 1,219 |
| 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 | $7,437,000 | 6,179 |
| U.S. Government securities | $4,999,000 | 6,045 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,999,000 | 5,916 |
| Securities issued by states & political subdivisions | $2,438,000 | 4,246 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,809,000 | 4,274 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,437,000 | 5,718 |
| Total debt securities | $7,437,000 | 6,150 |
| Structured notes | ||
| Amortized cost | $4,047,000 | 1,400 |
| Fair value | $3,980,000 | 1,444 |
| 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 | $6,956,000 | 6,190 |
| U.S. Government securities | $4,504,000 | 6,024 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,504,000 | 5,893 |
| Securities issued by states & political subdivisions | $2,452,000 | 4,231 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,811,000 | 4,566 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,956,000 | 5,715 |
| Total debt securities | $6,956,000 | 6,162 |
| Structured notes | ||
| Amortized cost | $2,797,000 | 1,614 |
| Fair value | $2,725,000 | 1,629 |
| 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 | $6,534,000 | 6,277 |
| U.S. Government securities | $3,996,000 | 6,162 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,996,000 | 6,044 |
| Securities issued by states & political subdivisions | $2,538,000 | 4,126 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,526,000 | 4,385 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,534,000 | 5,773 |
| Total debt securities | $6,534,000 | 6,236 |
| Structured notes | ||
| Amortized cost | $2,796,000 | 1,646 |
| Fair value | $2,818,000 | 1,643 |
| 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 | $6,696,000 | 6,332 |
| U.S. Government securities | $4,207,000 | 6,233 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,207,000 | 6,117 |
| Securities issued by states & political subdivisions | $2,489,000 | 4,102 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,953,000 | 4,332 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,696,000 | 5,832 |
| Total debt securities | $6,696,000 | 6,296 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 1,740 |
| Fair value | $2,764,000 | 1,737 |
| 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 | $9,345,000 | 5,917 |
| U.S. Government securities | $6,818,000 | 5,675 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,818,000 | 5,564 |
| Securities issued by states & political subdivisions | $2,527,000 | 4,059 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,285,000 | 3,827 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $9,345,000 | 5,434 |
| Total debt securities | $9,343,000 | 5,876 |
| Structured notes | ||
| Amortized cost | $4,348,000 | 1,111 |
| Fair value | $4,361,000 | 1,109 |
| 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 | $8,501,000 | 6,053 |
| U.S. Government securities | $6,017,000 | 5,850 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,017,000 | 5,743 |
| Securities issued by states & political subdivisions | $2,484,000 | 4,096 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,981,000 | 3,911 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,501,000 | 5,566 |
| Total debt securities | $8,501,000 | 6,011 |
| Structured notes | ||
| Amortized cost | $3,848,000 | 1,023 |
| Fair value | $3,829,000 | 1,020 |
| 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 | $8,046,000 | 6,170 |
| U.S. Government securities | $6,241,000 | 5,824 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,241,000 | 5,734 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,469 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,140,000 | 4,085 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,046,000 | 5,671 |
| Total debt securities | $8,046,000 | 6,130 |
| Structured notes | ||
| Amortized cost | $2,800,000 | 909 |
| Fair value | $2,774,000 | 910 |
| 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 | $7,129,000 | 6,367 |
| U.S. Government securities | $6,207,000 | 5,860 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,207,000 | 5,774 |
| Securities issued by states & political subdivisions | $922,000 | 4,987 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,840,000 | 4,164 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,129,000 | 5,862 |
| Total debt securities | $7,129,000 | 6,323 |
| Structured notes | ||
| Amortized cost | $2,800,000 | 625 |
| Fair value | $2,749,000 | 621 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,691,000 | 6,509 |
| U.S. Government securities | $5,785,000 | 6,083 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,785,000 | 6,004 |
| Securities issued by states & political subdivisions | $906,000 | 4,928 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,323,000 | 4,362 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $6,691,000 | 5,969 |
| Total debt securities | $6,691,000 | 6,470 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 728 |
| Fair value | $1,545,000 | 731 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,138,000 | 6,688 |
| U.S. Government securities | $4,984,000 | 6,417 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,984,000 | 6,324 |
| Securities issued by states & political subdivisions | $1,154,000 | 4,708 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,396,000 | 5,063 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $6,138,000 | 6,124 |
| Total debt securities | $6,138,000 | 6,647 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 858 |
| Fair value | $1,260,000 | 856 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,557,000 | 6,581 |
| U.S. Government securities | $5,377,000 | 6,274 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,377,000 | 6,184 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,675 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,129,000 | 5,171 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,557,000 | 6,005 |
| Total debt securities | $6,557,000 | 6,539 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 718 |
| Fair value | $1,731,000 | 715 |
| 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 | $6,287,000 | 6,673 |
| U.S. Government securities | $5,101,000 | 6,408 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,101,000 | 6,321 |
| Securities issued by states & political subdivisions | $1,186,000 | 4,710 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,693,000 | 4,965 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,287,000 | 6,097 |
| Total debt securities | $6,287,000 | 6,612 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 753 |
| Fair value | $1,757,000 | 743 |
| 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 | $3,975,000 | 7,266 |
| U.S. Government securities | $2,782,000 | 7,143 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,782,000 | 7,040 |
| Securities issued by states & political subdivisions | $1,193,000 | 4,717 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,707,000 | 5,310 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,975,000 | 6,659 |
| Total debt securities | $3,975,000 | 7,210 |
| Structured notes | ||
| Amortized cost | $745,000 | 1,334 |
| Fair value | $751,000 | 1,335 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,510,000 | 7,210 |
| U.S. Government securities | $3,322,000 | 7,102 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,322,000 | 6,987 |
| Securities issued by states & political subdivisions | $1,188,000 | 4,745 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,510,000 | 4,660 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,510,000 | 6,578 |
| Total debt securities | $4,510,000 | 7,155 |
| Structured notes | ||
| Amortized cost | $994,000 | 1,676 |
| Fair value | $1,000,000 | 1,579 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,472,000 | 7,255 |
| U.S. Government securities | $3,291,000 | 7,167 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,291,000 | 7,047 |
| Securities issued by states & political subdivisions | $1,181,000 | 4,750 |
| 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 | $4,472,000 | 4,703 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,472,000 | 6,603 |
| Total debt securities | $4,472,000 | 7,212 |
| Structured notes | ||
| Amortized cost | $994,000 | 1,882 |
| Fair value | $992,000 | 1,876 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,538,000 | 7,279 |
| U.S. Government securities | $3,377,000 | 7,213 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,377,000 | 7,082 |
| Securities issued by states & political subdivisions | $1,161,000 | 4,781 |
| 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 | $4,438,000 | 4,751 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,538,000 | 6,618 |
| Total debt securities | $4,538,000 | 7,231 |
| Structured notes | ||
| Amortized cost | $994,000 | 1,969 |
| Fair value | $974,000 | 1,980 |
| 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 | $4,690,000 | 7,304 |
| U.S. Government securities | $3,503,000 | 7,200 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,503,000 | 7,068 |
| Securities issued by states & political subdivisions | $1,187,000 | 4,800 |
| 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 | $4,690,000 | 4,673 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,690,000 | 6,614 |
| Total debt securities | $4,690,000 | 7,257 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,032 |
| Fair value | $982,000 | 2,054 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,086,000 | 7,239 |
| U.S. Government securities | $3,893,000 | 7,139 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,893,000 | 7,018 |
| Securities issued by states & political subdivisions | $1,193,000 | 4,820 |
| 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 | $5,004,000 | 4,565 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,086,000 | 6,544 |
| Total debt securities | $5,086,000 | 7,191 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,134 |
| Fair value | $980,000 | 2,141 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,168,000 | 7,302 |
| U.S. Government securities | $3,982,000 | 7,173 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,982,000 | 7,033 |
| Securities issued by states & political subdivisions | $1,186,000 | 4,859 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,985,000 | 4,607 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,168,000 | 6,568 |
| Total debt securities | $5,168,000 | 7,247 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,251 |
| Fair value | $974,000 | 2,264 |
| 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 | $5,213,000 | 7,317 |
| U.S. Government securities | $4,061,000 | 7,160 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,061,000 | 7,021 |
| Securities issued by states & political subdivisions | $1,152,000 | 4,904 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,035,000 | 4,612 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,213,000 | 6,574 |
| Total debt securities | $5,210,000 | 7,266 |
| Structured notes | ||
| Amortized cost | $1,142,000 | 2,063 |
| Fair value | $1,103,000 | 2,064 |
| 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 | $5,108,000 | 7,397 |
| U.S. Government securities | $4,113,000 | 7,203 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,113,000 | 7,057 |
| Securities issued by states & political subdivisions | $995,000 | 5,063 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,108,000 | 4,579 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,108,000 | 6,657 |
| Total debt securities | $5,108,000 | 7,339 |
| Structured notes | ||
| Amortized cost | $1,143,000 | 2,056 |
| Fair value | $1,115,000 | 2,059 |
| 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 | $5,128,000 | 7,429 |
| U.S. Government securities | $4,131,000 | 7,215 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,131,000 | 7,057 |
| Securities issued by states & political subdivisions | $997,000 | 5,090 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,529,000 | 4,737 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,128,000 | 6,669 |
| Total debt securities | $5,128,000 | 7,372 |
| Structured notes | ||
| Amortized cost | $1,142,000 | 2,048 |
| Fair value | $1,120,000 | 2,049 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,193,000 | 7,437 |
| U.S. Government securities | $4,179,000 | 7,227 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,179,000 | 7,080 |
| Securities issued by states & political subdivisions | $1,014,000 | 5,080 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,588,000 | 4,733 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,193,000 | 6,669 |
| Total debt securities | $5,193,000 | 7,379 |
| Structured notes | ||
| Amortized cost | $1,142,000 | 1,995 |
| Fair value | $1,136,000 | 1,993 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,997,000 | 7,292 |
| U.S. Government securities | $4,974,000 | 7,009 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,974,000 | 6,866 |
| Securities issued by states & political subdivisions | $1,023,000 | 5,055 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,610,000 | 4,714 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,997,000 | 6,505 |
| Total debt securities | $5,997,000 | 7,223 |
| Structured notes | ||
| Amortized cost | $1,142,000 | 1,987 |
| Fair value | $1,143,000 | 1,984 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,322,000 | 7,515 |
| U.S. Government securities | $5,058,000 | 7,045 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,058,000 | 6,892 |
| Securities issued by states & political subdivisions | $264,000 | 5,991 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,783 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,322,000 | 6,726 |
| Total debt securities | $5,322,000 | 7,451 |
| Structured notes | ||
| Amortized cost | $1,141,000 | 1,976 |
| Fair value | $1,121,000 | 1,975 |
| 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 | $5,035,000 | 7,630 |
| U.S. Government securities | $5,035,000 | 7,084 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,035,000 | 6,925 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,443,000 | 4,787 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,035,000 | 6,830 |
| Total debt securities | $5,035,000 | 7,565 |
| Structured notes | ||
| Amortized cost | $1,141,000 | 1,925 |
| Fair value | $1,137,000 | 1,923 |
| 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 | $4,785,000 | 7,728 |
| U.S. Government securities | $4,785,000 | 7,199 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,785,000 | 7,043 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,383,000 | 4,824 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $4,785,000 | 6,932 |
| Total debt securities | $4,785,000 | 7,668 |
| Structured notes | ||
| Amortized cost | $1,141,000 | 1,926 |
| Fair value | $1,142,000 | 1,923 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,020,000 | 7,749 |
| U.S. Government securities | $5,020,000 | 7,199 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,020,000 | 7,040 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,515,000 | 4,772 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,020,000 | 6,943 |
| Total debt securities | $5,020,000 | 7,678 |
| Structured notes | ||
| Amortized cost | $1,141,000 | 1,905 |
| Fair value | $1,095,000 | 1,914 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,466,000 | 7,627 |
| U.S. Government securities | $5,466,000 | 7,027 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,466,000 | 6,855 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,850,000 | 4,991 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $5,466,000 | 6,828 |
| Total debt securities | $5,466,000 | 7,548 |
| Structured notes | ||
| Amortized cost | $749,000 | 2,083 |
| Fair value | $741,000 | 2,087 |
| 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 | $6,263,000 | 7,490 |
| U.S. Government securities | $6,263,000 | 6,824 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,263,000 | 6,644 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $3,725,000 | 4,963 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,263,000 | 6,677 |
| Total debt securities | $6,263,000 | 7,410 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,948 |
| Fair value | $753,000 | 1,934 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,583,000 | 7,391 |
| U.S. Government securities | $6,583,000 | 6,607 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,583,000 | 6,427 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,244,000 | 5,164 |
| Mortgage-backed securities | $41,000 | 7,007 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,676 |
| Issued or guaranteed by U.S. | $41,000 | 6,653 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,583,000 | 6,563 |
| Total debt securities | $6,583,000 | 7,303 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,673 |
| Fair value | $752,000 | 1,666 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,962,000 | 7,783 |
| U.S. Government securities | $4,962,000 | 7,105 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,962,000 | 6,923 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,583,000 | 5,496 |
| Mortgage-backed securities | $51,000 | 7,021 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,657 |
| Issued or guaranteed by U.S. | $51,000 | 6,638 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,962,000 | 6,962 |
| Total debt securities | $4,962,000 | 7,698 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,937,000 | 8,105 |
| U.S. Government securities | $3,937,000 | 7,559 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,937,000 | 7,367 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,218,000 | 5,728 |
| Mortgage-backed securities | $68,000 | 6,998 |
| Certificates of participation in pools of residential mortgages | $68,000 | 6,600 |
| Issued or guaranteed by U.S. | $68,000 | 6,581 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,937,000 | 7,253 |
| Total debt securities | $3,937,000 | 8,026 |
| 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 | $2,924,000 | 8,460 |
| U.S. Government securities | $2,924,000 | 7,982 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,924,000 | 7,771 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $887,000 | 6,730 |
| Mortgage-backed securities | $126,000 | 6,860 |
| Certificates of participation in pools of residential mortgages | $126,000 | 6,406 |
| Issued or guaranteed by U.S. | $126,000 | 6,386 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,924,000 | 7,563 |
| Total debt securities | $2,924,000 | 8,367 |
| 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 | $1,573,000 | 8,981 |
| U.S. Government securities | $1,573,000 | 8,668 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,573,000 | 8,475 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 7,258 |
| Mortgage-backed securities | $351,000 | 6,542 |
| Certificates of participation in pools of residential mortgages | $351,000 | 5,944 |
| Issued or guaranteed by U.S. | $351,000 | 5,920 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,573,000 | 8,070 |
| Total debt securities | $1,573,000 | 8,903 |
| 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 | $270,000 | 9,700 |
| U.S. Government securities | $254,000 | 9,531 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $254,000 | 9,345 |
| 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 | $16,000 | 7,822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| 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) | $270,000 | 8,889 |
| Total debt securities | $254,000 | 9,604 |
| 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 | $0 | 10,148 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| 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) | $0 | 9,616 |
| Total debt securities | $0 | 10,026 |
| 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 |