Home > Bank of Commerce > Securities
Bank of Commerce, Securities
| 2023-12-31 | Rank | |
| Total securities | $40,917,000 | 2,853 |
| U.S. Government securities | $35,110,000 | 2,289 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $35,110,000 | 1,998 |
| Securities issued by states & political subdivisions | $380,000 | 3,690 |
| Other domestic debt securities | $5,427,000 | 1,309 |
| 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 | $5,427,000 | 930 |
| 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 | $8,481,000 | 3,055 |
| Mortgage-backed securities | $14,221,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,150,000 | 2,030 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,071,000 | 744 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $17,261,000 | 837 |
| Available-for-sale securities (fair market value) | $23,656,000 | 3,188 |
| Total debt securities | $40,917,000 | 2,833 |
| 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 | $40,017,000 | 2,861 |
| U.S. Government securities | $34,231,000 | 2,307 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $34,231,000 | 2,005 |
| Securities issued by states & political subdivisions | $354,000 | 3,732 |
| Other domestic debt securities | $5,432,000 | 1,297 |
| 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 | $5,432,000 | 925 |
| 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 | $9,614,000 | 2,935 |
| Mortgage-backed securities | $13,727,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,853,000 | 2,049 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,874,000 | 749 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $17,235,000 | 851 |
| Available-for-sale securities (fair market value) | $22,782,000 | 3,224 |
| Total debt securities | $40,017,000 | 2,844 |
| 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 | $0 | 4,512 |
| U.S. Government securities | $0 | 4,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $292,766,000 | 429 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $4,399 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $3,356,000 | 125 |
| Equity securities | $8,483 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $679 | 3,894 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 203 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $346 | 1,560 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $414,000 | 149 |
| 2023-03-31 | Rank | |
| Total securities | $42,333,000 | 2,938 |
| U.S. Government securities | $36,373,000 | 2,351 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $36,373,000 | 1,995 |
| Securities issued by states & political subdivisions | $376,000 | 3,812 |
| Other domestic debt securities | $5,584,000 | 1,343 |
| 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 | $5,584,000 | 955 |
| 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 | $10,213,000 | 2,797 |
| Mortgage-backed securities | $15,658,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,046,000 | 2,041 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,612,000 | 713 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $17,328,000 | 885 |
| Available-for-sale securities (fair market value) | $25,005,000 | 3,244 |
| Total debt securities | $42,333,000 | 2,919 |
| 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 | $43,054,000 | 2,952 |
| U.S. Government securities | $37,034,000 | 2,357 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $37,034,000 | 1,981 |
| Securities issued by states & political subdivisions | $357,000 | 3,849 |
| Other domestic debt securities | $5,663,000 | 1,357 |
| 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 | $5,663,000 | 959 |
| 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 | $9,958,000 | 2,723 |
| Mortgage-backed securities | $15,941,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,209,000 | 2,043 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,732,000 | 703 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $17,377,000 | 887 |
| Available-for-sale securities (fair market value) | $25,677,000 | 3,253 |
| Total debt securities | $43,055,000 | 2,934 |
| 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 | $43,309,000 | 2,956 |
| U.S. Government securities | $37,281,000 | 2,384 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $37,281,000 | 2,002 |
| Securities issued by states & political subdivisions | $362,000 | 3,886 |
| Other domestic debt securities | $5,666,000 | 1,314 |
| 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 | $5,666,000 | 951 |
| 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 | $21,964,000 | 1,995 |
| Mortgage-backed securities | $15,739,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,231,000 | 2,053 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,508,000 | 736 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $17,351,000 | 881 |
| Available-for-sale securities (fair market value) | $25,958,000 | 3,255 |
| Total debt securities | $43,309,000 | 2,934 |
| 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 | $44,984,000 | 2,936 |
| U.S. Government securities | $38,789,000 | 2,356 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $38,789,000 | 1,969 |
| Securities issued by states & political subdivisions | $380,000 | 3,930 |
| Other domestic debt securities | $5,815,000 | 1,248 |
| 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 | $5,815,000 | 955 |
| 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 | $12,038,000 | 2,528 |
| Mortgage-backed securities | $16,899,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $12,143,000 | 2,093 |
| Issued or guaranteed by U.S. | $12,143,000 | 2,043 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,756,000 | 1,193 |
| Commercial mortgage pass-through securities | $4,756,000 | 721 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $17,470,000 | 802 |
| Available-for-sale securities (fair market value) | $27,514,000 | 3,239 |
| Total debt securities | $44,984,000 | 2,922 |
| 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 | $47,045,000 | 2,854 |
| U.S. Government securities | $40,773,000 | 2,237 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $40,773,000 | 1,925 |
| Securities issued by states & political subdivisions | $429,000 | 3,927 |
| Other domestic debt securities | $5,843,000 | 1,224 |
| 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 | $5,843,000 | 932 |
| 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 | $13,207,000 | 2,418 |
| Mortgage-backed securities | $18,454,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $13,425,000 | 2,034 |
| Issued or guaranteed by U.S. | $13,425,000 | 1,989 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,029,000 | 1,163 |
| Commercial mortgage pass-through securities | $5,029,000 | 709 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $17,470,000 | 721 |
| Available-for-sale securities (fair market value) | $29,575,000 | 3,176 |
| Total debt securities | $47,045,000 | 2,836 |
| 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 | $27,514,000 | 3,362 |
| U.S. Government securities | $21,118,000 | 2,880 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $21,118,000 | 2,611 |
| Securities issued by states & political subdivisions | $474,000 | 3,952 |
| Other domestic debt securities | $5,922,000 | 1,200 |
| 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 | $5,922,000 | 888 |
| 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 | $13,921,000 | 2,370 |
| Mortgage-backed securities | $18,086,000 | 2,290 |
| Certificates of participation in pools of residential mortgages | $15,136,000 | 1,923 |
| Issued or guaranteed by U.S. | $15,136,000 | 1,871 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,950,000 | 1,360 |
| Commercial mortgage pass-through securities | $2,950,000 | 881 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $5,922,000 | 916 |
| Available-for-sale securities (fair market value) | $21,592,000 | 3,408 |
| Total debt securities | $27,513,000 | 3,342 |
| 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 | $27,476,000 | 3,339 |
| U.S. Government securities | $21,065,000 | 2,808 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $21,065,000 | 2,605 |
| Securities issued by states & political subdivisions | $486,000 | 3,993 |
| Other domestic debt securities | $5,925,000 | 1,154 |
| 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 | $5,925,000 | 839 |
| 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 | $14,104,000 | 2,339 |
| Mortgage-backed securities | $18,008,000 | 2,315 |
| Certificates of participation in pools of residential mortgages | $15,506,000 | 1,894 |
| Issued or guaranteed by U.S. | $15,506,000 | 1,846 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,502,000 | 1,412 |
| Commercial mortgage pass-through securities | $2,502,000 | 941 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $5,925,000 | 886 |
| Available-for-sale securities (fair market value) | $21,551,000 | 3,363 |
| Total debt securities | $27,476,000 | 3,316 |
| 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 | $28,942,000 | 3,234 |
| U.S. Government securities | $22,451,000 | 2,683 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $22,451,000 | 2,493 |
| Securities issued by states & political subdivisions | $480,000 | 4,013 |
| Other domestic debt securities | $6,011,000 | 1,107 |
| 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 | $6,011,000 | 781 |
| 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 | $14,720,000 | 2,274 |
| Mortgage-backed securities | $19,389,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $16,862,000 | 1,782 |
| Issued or guaranteed by U.S. | $16,862,000 | 1,738 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,527,000 | 1,398 |
| Commercial mortgage pass-through securities | $2,527,000 | 940 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $6,011,000 | 860 |
| Available-for-sale securities (fair market value) | $22,931,000 | 3,273 |
| Total debt securities | $28,941,000 | 3,213 |
| 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 | $27,943,000 | 3,180 |
| U.S. Government securities | $21,433,000 | 2,584 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $21,433,000 | 2,420 |
| Securities issued by states & political subdivisions | $481,000 | 4,026 |
| Other domestic debt securities | $6,029,000 | 1,052 |
| 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 | $6,029,000 | 711 |
| 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 | $15,062,000 | 2,231 |
| Mortgage-backed securities | $19,865,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $18,386,000 | 1,626 |
| Issued or guaranteed by U.S. | $18,386,000 | 1,579 |
| 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 | $1,479,000 | 1,563 |
| Commercial mortgage pass-through securities | $1,479,000 | 1,091 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $6,029,000 | 826 |
| Available-for-sale securities (fair market value) | $21,914,000 | 3,217 |
| Total debt securities | $27,942,000 | 3,161 |
| 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 | $27,406,000 | 3,092 |
| U.S. Government securities | $21,295,000 | 2,468 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $21,295,000 | 2,345 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $6,111,000 | 987 |
| 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 | $6,111,000 | 664 |
| 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 | $16,351,000 | 2,127 |
| Mortgage-backed securities | $19,718,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $19,718,000 | 1,470 |
| Issued or guaranteed by U.S. | $19,718,000 | 1,435 |
| 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) | $6,111,000 | 818 |
| Available-for-sale securities (fair market value) | $21,295,000 | 3,149 |
| Total debt securities | $27,404,000 | 3,072 |
| 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 | $28,286,000 | 2,980 |
| U.S. Government securities | $22,176,000 | 2,375 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $22,176,000 | 2,245 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $6,110,000 | 940 |
| 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 | $6,110,000 | 634 |
| 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 | $17,192,000 | 2,045 |
| Mortgage-backed securities | $20,595,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $20,595,000 | 1,382 |
| Issued or guaranteed by U.S. | $20,595,000 | 1,347 |
| 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) | $6,110,000 | 810 |
| Available-for-sale securities (fair market value) | $22,176,000 | 3,033 |
| Total debt securities | $28,286,000 | 2,960 |
| 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 | $14,880,000 | 3,658 |
| U.S. Government securities | $10,336,000 | 3,221 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,336,000 | 3,070 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $4,544,000 | 1,022 |
| 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 | $4,544,000 | 715 |
| 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 | $8,811,000 | 2,722 |
| Mortgage-backed securities | $8,753,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $8,753,000 | 2,164 |
| Issued or guaranteed by U.S. | $8,753,000 | 2,108 |
| 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) | $4,544,000 | 912 |
| Available-for-sale securities (fair market value) | $10,336,000 | 3,730 |
| Total debt securities | $14,879,000 | 3,637 |
| 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 | $11,457,000 | 3,892 |
| U.S. Government securities | $6,889,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,889,000 | 3,494 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $4,568,000 | 975 |
| 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 | $4,568,000 | 652 |
| 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 | $5,699,000 | 3,054 |
| Mortgage-backed securities | $3,842,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $3,842,000 | 2,861 |
| Issued or guaranteed by U.S. | $3,842,000 | 2,767 |
| 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) | $4,568,000 | 924 |
| Available-for-sale securities (fair market value) | $6,889,000 | 4,035 |
| Total debt securities | $11,457,000 | 3,869 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $500,000 | 430 |
| 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 | $15,583,000 | 3,639 |
| U.S. Government securities | $10,941,000 | 3,299 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,941,000 | 3,141 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $4,642,000 | 919 |
| 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 | $4,642,000 | 613 |
| 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 | $8,931,000 | 2,734 |
| Mortgage-backed securities | $3,951,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $3,951,000 | 2,795 |
| Issued or guaranteed by U.S. | $3,951,000 | 2,711 |
| 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) | $4,642,000 | 958 |
| Available-for-sale securities (fair market value) | $10,941,000 | 3,748 |
| Total debt securities | $15,582,000 | 3,618 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 223 |
| Fair value | $2,975,000 | 219 |
| 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 | $16,695,000 | 3,611 |
| U.S. Government securities | $12,657,000 | 3,169 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,657,000 | 3,010 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $4,038,000 | 981 |
| 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 | $4,038,000 | 671 |
| 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 | $8,470,000 | 2,811 |
| Mortgage-backed securities | $4,136,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $4,136,000 | 2,754 |
| Issued or guaranteed by U.S. | $4,136,000 | 2,669 |
| 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) | $4,038,000 | 1,048 |
| Available-for-sale securities (fair market value) | $12,657,000 | 3,662 |
| Total debt securities | $16,694,000 | 3,590 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 234 |
| Fair value | $3,985,000 | 241 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,792,000 | 3,599 |
| U.S. Government securities | $14,347,000 | 3,069 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,347,000 | 2,900 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $3,445,000 | 1,044 |
| 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 | $3,445,000 | 732 |
| 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 | $8,960,000 | 2,820 |
| Mortgage-backed securities | $4,313,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $4,313,000 | 2,720 |
| Issued or guaranteed by U.S. | $4,313,000 | 2,648 |
| 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) | $3,445,000 | 1,140 |
| Available-for-sale securities (fair market value) | $14,347,000 | 3,583 |
| Total debt securities | $17,790,000 | 3,581 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 240 |
| Fair value | $4,438,000 | 240 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $18,665,000 | 3,610 |
| U.S. Government securities | $15,232,000 | 3,023 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $15,232,000 | 2,854 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $3,433,000 | 1,047 |
| 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 | $3,433,000 | 732 |
| 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 | $8,792,000 | 2,866 |
| Mortgage-backed securities | $4,476,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $4,476,000 | 2,713 |
| Issued or guaranteed by U.S. | $4,476,000 | 2,641 |
| 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) | $3,433,000 | 1,154 |
| Available-for-sale securities (fair market value) | $15,232,000 | 3,559 |
| Total debt securities | $18,662,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 227 |
| Fair value | $4,853,000 | 233 |
| 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 | $19,122,000 | 3,606 |
| U.S. Government securities | $15,663,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $15,663,000 | 2,847 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $3,459,000 | 1,018 |
| 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 | $3,459,000 | 727 |
| 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 | $8,436,000 | 2,935 |
| Mortgage-backed securities | $4,589,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $4,589,000 | 2,701 |
| Issued or guaranteed by U.S. | $4,589,000 | 2,657 |
| 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) | $3,459,000 | 1,193 |
| Available-for-sale securities (fair market value) | $15,663,000 | 3,568 |
| Total debt securities | $19,122,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 233 |
| Fair value | $4,756,000 | 239 |
| 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 | $17,107,000 | 3,788 |
| U.S. Government securities | $13,651,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $13,651,000 | 3,087 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $3,456,000 | 976 |
| 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 | $3,456,000 | 727 |
| 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 | $8,291,000 | 2,971 |
| Mortgage-backed securities | $4,729,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $4,729,000 | 2,721 |
| Issued or guaranteed by U.S. | $4,729,000 | 2,704 |
| 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) | $3,456,000 | 1,201 |
| Available-for-sale securities (fair market value) | $13,651,000 | 3,757 |
| Total debt securities | $17,108,000 | 3,766 |
| Structured notes | ||
| Amortized cost | $4,685,000 | 247 |
| Fair value | $4,685,000 | 241 |
| 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 | $16,471,000 | 3,880 |
| U.S. Government securities | $13,038,000 | 3,298 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,038,000 | 3,149 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $3,433,000 | 1,115 |
| 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 | $3,433,000 | 732 |
| 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 | $8,279,000 | 3,004 |
| Mortgage-backed securities | $4,993,000 | 3,228 |
| Certificates of participation in pools of residential mortgages | $4,993,000 | 2,725 |
| Issued or guaranteed by U.S. | $4,993,000 | 2,597 |
| 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) | $3,433,000 | 1,221 |
| Available-for-sale securities (fair market value) | $13,038,000 | 3,864 |
| Total debt securities | $16,471,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 231 |
| Fair value | $4,730,000 | 239 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $14,506,000 | 4,073 |
| U.S. Government securities | $11,857,000 | 3,482 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,857,000 | 3,350 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $2,649,000 | 1,089 |
| 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 | $2,649,000 | 845 |
| 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 | $7,337,000 | 3,170 |
| Mortgage-backed securities | $5,251,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $5,251,000 | 2,726 |
| Issued or guaranteed by U.S. | $5,251,000 | 2,724 |
| 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) | $2,649,000 | 1,338 |
| Available-for-sale securities (fair market value) | $11,857,000 | 4,014 |
| Total debt securities | $14,506,000 | 4,048 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 248 |
| Fair value | $4,271,000 | 252 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $14,470,000 | 4,138 |
| U.S. Government securities | $11,829,000 | 3,505 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,829,000 | 3,369 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $2,641,000 | 1,075 |
| 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 | $2,641,000 | 843 |
| 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 | $10,340,000 | 2,819 |
| Mortgage-backed securities | $5,582,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $5,582,000 | 2,703 |
| Issued or guaranteed by U.S. | $5,582,000 | 2,701 |
| 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) | $2,641,000 | 1,370 |
| Available-for-sale securities (fair market value) | $11,829,000 | 4,057 |
| Total debt securities | $14,468,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $4,495,000 | 248 |
| Fair value | $4,363,000 | 249 |
| 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 | $13,451,000 | 4,272 |
| U.S. Government securities | $10,811,000 | 3,648 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,811,000 | 3,506 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $2,640,000 | 1,101 |
| 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 | $2,640,000 | 879 |
| 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 | $10,517,000 | 2,835 |
| Mortgage-backed securities | $5,950,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $5,950,000 | 2,690 |
| Issued or guaranteed by U.S. | $5,950,000 | 2,689 |
| 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) | $2,640,000 | 1,421 |
| Available-for-sale securities (fair market value) | $10,811,000 | 4,198 |
| Total debt securities | $13,450,000 | 4,250 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 366 |
| Fair value | $2,937,000 | 362 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $13,436,000 | 4,309 |
| U.S. Government securities | $10,739,000 | 3,718 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,739,000 | 3,579 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $2,697,000 | 1,112 |
| 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 | $2,697,000 | 884 |
| 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 | $10,591,000 | 2,842 |
| Mortgage-backed securities | $6,331,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $6,331,000 | 2,660 |
| Issued or guaranteed by U.S. | $6,331,000 | 2,659 |
| 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) | $2,697,000 | 1,434 |
| Available-for-sale securities (fair market value) | $10,739,000 | 4,252 |
| Total debt securities | $13,436,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 379 |
| Fair value | $2,952,000 | 377 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $13,657,000 | 4,339 |
| U.S. Government securities | $10,941,000 | 3,739 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,941,000 | 3,594 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $2,716,000 | 1,147 |
| 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 | $2,716,000 | 903 |
| 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 | $10,347,000 | 2,909 |
| Mortgage-backed securities | $6,602,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $6,602,000 | 2,665 |
| Issued or guaranteed by U.S. | $6,602,000 | 2,664 |
| 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) | $2,716,000 | 1,459 |
| Available-for-sale securities (fair market value) | $10,941,000 | 4,260 |
| Total debt securities | $13,656,000 | 4,321 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 397 |
| Fair value | $2,917,000 | 401 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $12,891,000 | 4,403 |
| U.S. Government securities | $10,170,000 | 3,820 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,170,000 | 3,686 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $2,721,000 | 1,140 |
| 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 | $2,721,000 | 890 |
| 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 | $9,952,000 | 2,962 |
| Mortgage-backed securities | $6,886,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $6,886,000 | 2,638 |
| Issued or guaranteed by U.S. | $6,886,000 | 2,634 |
| 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) | $2,721,000 | 1,471 |
| Available-for-sale securities (fair market value) | $10,170,000 | 4,329 |
| Total debt securities | $12,891,000 | 4,381 |
| Structured notes | ||
| Amortized cost | $1,897,000 | 530 |
| Fair value | $1,897,000 | 522 |
| 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 | $14,335,000 | 4,310 |
| U.S. Government securities | $11,621,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,621,000 | 3,525 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $2,714,000 | 1,146 |
| 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 | $2,714,000 | 899 |
| 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 | $10,146,000 | 2,971 |
| Mortgage-backed securities | $7,643,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $7,643,000 | 2,555 |
| Issued or guaranteed by U.S. | $7,643,000 | 2,554 |
| 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) | $2,714,000 | 1,478 |
| Available-for-sale securities (fair market value) | $11,621,000 | 4,216 |
| Total debt securities | $14,335,000 | 4,288 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 489 |
| Fair value | $1,999,000 | 480 |
| 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 | $15,783,000 | 4,254 |
| U.S. Government securities | $12,998,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,998,000 | 3,475 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $2,785,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,785,000 | 900 |
| 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 | $11,226,000 | 2,882 |
| Mortgage-backed securities | $8,057,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $8,057,000 | 2,544 |
| Issued or guaranteed by U.S. | $8,057,000 | 2,540 |
| 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) | $2,785,000 | 1,513 |
| Available-for-sale securities (fair market value) | $12,998,000 | 4,167 |
| Total debt securities | $15,780,000 | 4,228 |
| Structured notes | ||
| Amortized cost | $2,158,000 | 504 |
| Fair value | $2,193,000 | 503 |
| 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 | $19,408,000 | 4,032 |
| U.S. Government securities | $16,629,000 | 3,306 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $16,629,000 | 3,200 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $2,779,000 | 1,158 |
| 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 | $2,779,000 | 894 |
| 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 | $12,502,000 | 2,790 |
| Mortgage-backed securities | $8,455,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $8,455,000 | 2,513 |
| Issued or guaranteed by U.S. | $8,455,000 | 2,511 |
| 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) | $2,779,000 | 1,550 |
| Available-for-sale securities (fair market value) | $16,629,000 | 3,901 |
| Total debt securities | $19,408,000 | 4,006 |
| Structured notes | ||
| Amortized cost | $3,405,000 | 470 |
| Fair value | $3,443,000 | 467 |
| 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 | $25,745,000 | 3,617 |
| U.S. Government securities | $16,929,000 | 3,349 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,929,000 | 3,228 |
| Securities issued by states & political subdivisions | $6,062,000 | 3,364 |
| Other domestic debt securities | $2,754,000 | 1,138 |
| 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 | $2,754,000 | 884 |
| 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 | $13,954,000 | 2,661 |
| Mortgage-backed securities | $8,749,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | $8,749,000 | 2,477 |
| Issued or guaranteed by U.S. | $8,749,000 | 2,474 |
| 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) | $2,754,000 | 1,586 |
| Available-for-sale securities (fair market value) | $22,991,000 | 3,492 |
| Total debt securities | $25,745,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $4,637,000 | 424 |
| Fair value | $4,664,000 | 420 |
| 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 | $28,727,000 | 3,499 |
| U.S. Government securities | $19,899,000 | 3,141 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $19,899,000 | 3,044 |
| Securities issued by states & political subdivisions | $6,070,000 | 3,398 |
| Other domestic debt securities | $2,758,000 | 1,151 |
| 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 | $2,758,000 | 901 |
| 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 | $14,262,000 | 2,657 |
| Mortgage-backed securities | $9,217,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $9,217,000 | 2,453 |
| Issued or guaranteed by U.S. | $9,217,000 | 2,451 |
| 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) | $2,758,000 | 1,599 |
| Available-for-sale securities (fair market value) | $25,969,000 | 3,350 |
| Total debt securities | $28,727,000 | 3,473 |
| Structured notes | ||
| Amortized cost | $6,123,000 | 378 |
| Fair value | $6,162,000 | 377 |
| 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 | $18,841,000 | 4,265 |
| U.S. Government securities | $16,078,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,078,000 | 3,474 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $2,763,000 | 1,155 |
| 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 | $2,763,000 | 899 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,695,000 | 3,520 |
| Mortgage-backed securities | $8,392,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $8,392,000 | 2,631 |
| Issued or guaranteed by U.S. | $8,392,000 | 2,627 |
| 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) | $2,763,000 | 1,626 |
| Available-for-sale securities (fair market value) | $16,078,000 | 4,145 |
| Total debt securities | $18,841,000 | 4,239 |
| Structured notes | ||
| Amortized cost | $5,735,000 | 486 |
| Fair value | $5,660,000 | 484 |
| 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 | $19,922,000 | 4,230 |
| U.S. Government securities | $17,154,000 | 3,554 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,154,000 | 3,433 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $2,768,000 | 1,162 |
| 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 | $2,768,000 | 892 |
| 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 | $8,166,000 | 3,485 |
| Mortgage-backed securities | $9,014,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $9,014,000 | 2,601 |
| Issued or guaranteed by U.S. | $9,014,000 | 2,598 |
| 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) | $2,768,000 | 1,623 |
| Available-for-sale securities (fair market value) | $17,154,000 | 4,094 |
| Total debt securities | $19,921,000 | 4,205 |
| Structured notes | ||
| Amortized cost | $5,982,000 | 527 |
| Fair value | $6,035,000 | 501 |
| 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 | $21,765,000 | 4,150 |
| U.S. Government securities | $18,994,000 | 3,430 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,994,000 | 3,317 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $2,771,000 | 1,164 |
| 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 | $2,771,000 | 893 |
| 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 | $10,284,000 | 3,178 |
| Mortgage-backed securities | $9,509,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $9,509,000 | 2,577 |
| Issued or guaranteed by U.S. | $9,509,000 | 2,572 |
| 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) | $2,771,000 | 1,645 |
| Available-for-sale securities (fair market value) | $18,994,000 | 4,007 |
| Total debt securities | $21,763,000 | 4,126 |
| Structured notes | ||
| Amortized cost | $7,478,000 | 475 |
| Fair value | $7,423,000 | 470 |
| 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 | $30,102,000 | 3,629 |
| U.S. Government securities | $19,465,000 | 3,473 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,465,000 | 3,367 |
| Securities issued by states & political subdivisions | $7,906,000 | 3,187 |
| Other domestic debt securities | $2,731,000 | 1,217 |
| 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 | $2,731,000 | 922 |
| 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 | $9,970,000 | 3,263 |
| Mortgage-backed securities | $9,706,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $9,706,000 | 2,628 |
| Issued or guaranteed by U.S. | $9,706,000 | 2,625 |
| 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) | $2,731,000 | 1,676 |
| Available-for-sale securities (fair market value) | $27,371,000 | 3,466 |
| Total debt securities | $30,103,000 | 3,602 |
| Structured notes | ||
| Amortized cost | $7,771,000 | 502 |
| Fair value | $7,530,000 | 504 |
| 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 | $30,616,000 | 3,645 |
| U.S. Government securities | $18,107,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,107,000 | 3,536 |
| Securities issued by states & political subdivisions | $10,266,000 | 2,853 |
| Other domestic debt securities | $2,243,000 | 1,359 |
| 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 | $2,243,000 | 1,043 |
| 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 | $10,118,000 | 3,252 |
| Mortgage-backed securities | $10,110,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $10,110,000 | 2,616 |
| Issued or guaranteed by U.S. | $10,110,000 | 2,616 |
| 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) | $2,243,000 | 1,744 |
| Available-for-sale securities (fair market value) | $28,373,000 | 3,460 |
| Total debt securities | $30,614,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $6,075,000 | 626 |
| Fair value | $5,795,000 | 643 |
| 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 | $30,388,000 | 3,687 |
| U.S. Government securities | $18,583,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,583,000 | 3,530 |
| Securities issued by states & political subdivisions | $9,562,000 | 2,971 |
| Other domestic debt securities | $2,243,000 | 1,393 |
| 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 | $2,243,000 | 1,066 |
| 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 | $10,011,000 | 3,286 |
| Mortgage-backed securities | $10,266,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $10,266,000 | 2,615 |
| Issued or guaranteed by U.S. | $10,266,000 | 2,615 |
| 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) | $2,243,000 | 1,749 |
| Available-for-sale securities (fair market value) | $28,145,000 | 3,502 |
| Total debt securities | $30,385,000 | 3,660 |
| Structured notes | ||
| Amortized cost | $6,073,000 | 635 |
| Fair value | $5,674,000 | 661 |
| 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 | $29,673,000 | 3,725 |
| U.S. Government securities | $18,057,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,057,000 | 3,575 |
| Securities issued by states & political subdivisions | $9,374,000 | 2,991 |
| Other domestic debt securities | $2,242,000 | 1,433 |
| 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 | $2,242,000 | 1,092 |
| 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 | $9,906,000 | 3,306 |
| Mortgage-backed securities | $10,208,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $10,208,000 | 2,635 |
| Issued or guaranteed by U.S. | $10,208,000 | 2,635 |
| 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) | $2,242,000 | 1,735 |
| Available-for-sale securities (fair market value) | $27,431,000 | 3,542 |
| Total debt securities | $29,673,000 | 3,697 |
| Structured notes | ||
| Amortized cost | $6,072,000 | 620 |
| Fair value | $5,546,000 | 652 |
| 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 | $28,285,000 | 3,853 |
| U.S. Government securities | $17,132,000 | 3,808 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,132,000 | 3,708 |
| Securities issued by states & political subdivisions | $8,896,000 | 3,079 |
| Other domestic debt securities | $2,257,000 | 1,473 |
| 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 | $2,257,000 | 1,122 |
| 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 | $10,700,000 | 3,172 |
| Mortgage-backed securities | $10,379,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $10,379,000 | 2,615 |
| Issued or guaranteed by U.S. | $10,379,000 | 2,612 |
| 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) | $2,257,000 | 1,710 |
| Available-for-sale securities (fair market value) | $26,028,000 | 3,670 |
| Total debt securities | $28,284,000 | 3,822 |
| Structured notes | ||
| Amortized cost | $5,526,000 | 663 |
| Fair value | $5,094,000 | 682 |
| 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 | $27,608,000 | 3,883 |
| U.S. Government securities | $17,263,000 | 3,786 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,263,000 | 3,694 |
| Securities issued by states & political subdivisions | $8,097,000 | 3,200 |
| Other domestic debt securities | $2,248,000 | 1,511 |
| 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 | $2,248,000 | 1,151 |
| 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 | $9,955,000 | 3,266 |
| Mortgage-backed securities | $10,504,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $10,504,000 | 2,578 |
| Issued or guaranteed by U.S. | $10,504,000 | 2,576 |
| 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) | $2,248,000 | 1,653 |
| Available-for-sale securities (fair market value) | $25,360,000 | 3,727 |
| Total debt securities | $27,607,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $5,348,000 | 680 |
| Fair value | $5,020,000 | 692 |
| 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 | $31,480,000 | 3,635 |
| U.S. Government securities | $20,904,000 | 3,450 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,904,000 | 3,365 |
| Securities issued by states & political subdivisions | $8,337,000 | 3,133 |
| Other domestic debt securities | $2,239,000 | 1,514 |
| 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 | $2,239,000 | 1,127 |
| 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 | $9,562,000 | 3,379 |
| Mortgage-backed securities | $14,125,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $14,125,000 | 2,240 |
| Issued or guaranteed by U.S. | $14,125,000 | 2,240 |
| 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) | $2,239,000 | 1,614 |
| Available-for-sale securities (fair market value) | $29,241,000 | 3,495 |
| Total debt securities | $31,480,000 | 3,598 |
| Structured notes | ||
| Amortized cost | $4,681,000 | 751 |
| Fair value | $4,654,000 | 752 |
| 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 | $31,221,000 | 3,607 |
| U.S. Government securities | $23,101,000 | 3,222 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,101,000 | 3,151 |
| Securities issued by states & political subdivisions | $8,120,000 | 3,137 |
| 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 | $4,625,000 | 4,379 |
| Mortgage-backed securities | $15,551,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $15,551,000 | 2,104 |
| Issued or guaranteed by U.S. | $15,551,000 | 2,101 |
| 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) | $31,221,000 | 3,341 |
| Total debt securities | $31,220,000 | 3,570 |
| Structured notes | ||
| Amortized cost | $5,442,000 | 697 |
| Fair value | $5,436,000 | 696 |
| 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 | $30,267,000 | 3,697 |
| U.S. Government securities | $22,564,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,564,000 | 3,272 |
| Securities issued by states & political subdivisions | $7,703,000 | 3,187 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,097,000 | 4,316 |
| Mortgage-backed securities | $16,607,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $16,212,000 | 2,140 |
| Issued or guaranteed by U.S. | $16,212,000 | 2,139 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $395,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 3,282 |
| 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) | $30,267,000 | 3,415 |
| Total debt securities | $30,265,000 | 3,669 |
| Structured notes | ||
| Amortized cost | $3,853,000 | 954 |
| Fair value | $3,850,000 | 958 |
| 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 | $29,609,000 | 3,732 |
| U.S. Government securities | $16,805,000 | 3,981 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,805,000 | 3,897 |
| Securities issued by states & political subdivisions | $12,804,000 | 2,394 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,675,000 | 5,446 |
| Mortgage-backed securities | $9,367,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $9,367,000 | 2,916 |
| Issued or guaranteed by U.S. | $9,367,000 | 2,916 |
| 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) | $29,609,000 | 3,465 |
| Total debt securities | $29,609,000 | 3,704 |
| Structured notes | ||
| Amortized cost | $4,364,000 | 997 |
| Fair value | $4,381,000 | 994 |
| 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 | $30,386,000 | 3,707 |
| U.S. Government securities | $18,850,000 | 3,834 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,850,000 | 3,752 |
| Securities issued by states & political subdivisions | $11,536,000 | 2,455 |
| 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 | $4,466,000 | 4,523 |
| Mortgage-backed securities | $11,530,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $11,530,000 | 2,643 |
| Issued or guaranteed by U.S. | $11,530,000 | 2,641 |
| 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) | $30,386,000 | 3,445 |
| Total debt securities | $30,386,000 | 3,682 |
| Structured notes | ||
| Amortized cost | $6,499,000 | 862 |
| Fair value | $6,398,000 | 871 |
| 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 | $31,498,000 | 3,577 |
| U.S. Government securities | $20,563,000 | 3,582 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,563,000 | 3,502 |
| Securities issued by states & political subdivisions | $10,935,000 | 2,499 |
| 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 | $5,789,000 | 3,999 |
| Mortgage-backed securities | $12,870,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $12,870,000 | 2,385 |
| Issued or guaranteed by U.S. | $12,870,000 | 2,379 |
| 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) | $31,498,000 | 3,296 |
| Total debt securities | $31,498,000 | 3,551 |
| Structured notes | ||
| Amortized cost | $6,763,000 | 789 |
| Fair value | $6,784,000 | 790 |
| 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 | $29,946,000 | 3,608 |
| U.S. Government securities | $20,670,000 | 3,490 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,670,000 | 3,414 |
| Securities issued by states & political subdivisions | $9,276,000 | 2,689 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,674,000 | 5,243 |
| Mortgage-backed securities | $13,046,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $13,046,000 | 2,298 |
| Issued or guaranteed by U.S. | $13,046,000 | 2,293 |
| 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) | $29,946,000 | 3,324 |
| Total debt securities | $29,946,000 | 3,578 |
| Structured notes | ||
| Amortized cost | $6,604,000 | 829 |
| Fair value | $6,620,000 | 834 |
| 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 | $27,790,000 | 3,792 |
| U.S. Government securities | $20,392,000 | 3,615 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $20,392,000 | 3,518 |
| Securities issued by states & political subdivisions | $7,398,000 | 2,941 |
| 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 | $2,475,000 | 5,004 |
| Mortgage-backed securities | $13,513,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $13,513,000 | 2,195 |
| Issued or guaranteed by U.S. | $13,513,000 | 2,191 |
| 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) | $27,790,000 | 3,497 |
| Total debt securities | $27,789,000 | 3,764 |
| Structured notes | ||
| Amortized cost | $6,363,000 | 988 |
| Fair value | $6,371,000 | 987 |
| 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 | $25,204,000 | 4,009 |
| U.S. Government securities | $18,466,000 | 3,800 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $18,466,000 | 3,692 |
| Securities issued by states & political subdivisions | $6,738,000 | 3,025 |
| 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 | $5,084,000 | 4,200 |
| Mortgage-backed securities | $12,492,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $12,492,000 | 2,258 |
| Issued or guaranteed by U.S. | $12,492,000 | 2,253 |
| 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) | $25,204,000 | 3,695 |
| Total debt securities | $25,203,000 | 3,975 |
| Structured notes | ||
| Amortized cost | $5,178,000 | 1,188 |
| Fair value | $5,124,000 | 1,191 |
| 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 | $25,138,000 | 3,907 |
| U.S. Government securities | $20,099,000 | 3,463 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,099,000 | 3,365 |
| Securities issued by states & political subdivisions | $5,039,000 | 3,440 |
| 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 | $4,697,000 | 4,292 |
| Mortgage-backed securities | $12,060,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $12,060,000 | 2,213 |
| Issued or guaranteed by U.S. | $12,060,000 | 2,207 |
| 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) | $25,138,000 | 3,600 |
| Total debt securities | $25,137,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $6,194,000 | 959 |
| Fair value | $6,124,000 | 960 |
| 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 | $23,693,000 | 3,986 |
| U.S. Government securities | $20,706,000 | 3,351 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $20,706,000 | 3,256 |
| Securities issued by states & political subdivisions | $2,987,000 | 3,970 |
| 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 | $3,237,000 | 4,824 |
| Mortgage-backed securities | $11,017,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $11,017,000 | 2,290 |
| Issued or guaranteed by U.S. | $11,017,000 | 2,286 |
| 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) | $23,693,000 | 3,663 |
| Total debt securities | $23,692,000 | 3,949 |
| Structured notes | ||
| Amortized cost | $7,716,000 | 797 |
| Fair value | $7,756,000 | 797 |
| 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 | $19,534,000 | 4,456 |
| U.S. Government securities | $19,255,000 | 3,571 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,255,000 | 3,483 |
| Securities issued by states & political subdivisions | $279,000 | 5,461 |
| 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 | $5,100,000 | 4,263 |
| Mortgage-backed securities | $8,539,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $8,539,000 | 2,648 |
| Issued or guaranteed by U.S. | $8,539,000 | 2,641 |
| 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) | $19,534,000 | 4,042 |
| Total debt securities | $19,533,000 | 4,412 |
| Structured notes | ||
| Amortized cost | $8,481,000 | 791 |
| Fair value | $8,521,000 | 787 |
| 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 | $9,481,000 | 5,894 |
| U.S. Government securities | $9,199,000 | 5,180 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,199,000 | 5,069 |
| Securities issued by states & political subdivisions | $282,000 | 5,486 |
| 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 | $4,805,000 | 4,444 |
| Mortgage-backed securities | $4,634,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $4,634,000 | 3,550 |
| Issued or guaranteed by U.S. | $4,634,000 | 3,544 |
| 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) | $9,481,000 | 5,411 |
| Total debt securities | $9,480,000 | 5,857 |
| Structured notes | ||
| Amortized cost | $2,249,000 | 1,680 |
| Fair value | $2,250,000 | 1,678 |
| 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 | $11,323,000 | 5,552 |
| U.S. Government securities | $11,043,000 | 4,781 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,043,000 | 4,680 |
| Securities issued by states & political subdivisions | $280,000 | 5,516 |
| 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 | $6,060,000 | 4,116 |
| Mortgage-backed securities | $5,032,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $5,032,000 | 3,529 |
| Issued or guaranteed by U.S. | $5,032,000 | 3,519 |
| 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) | $11,323,000 | 5,085 |
| Total debt securities | $11,323,000 | 5,516 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,084 |
| Fair value | $3,458,000 | 1,095 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $10,180,000 | 5,801 |
| U.S. Government securities | $9,900,000 | 5,027 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,900,000 | 4,930 |
| Securities issued by states & political subdivisions | $280,000 | 5,546 |
| 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 | $5,264,000 | 4,320 |
| Mortgage-backed securities | $5,338,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $5,338,000 | 3,551 |
| Issued or guaranteed by U.S. | $5,338,000 | 3,540 |
| 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) | $10,180,000 | 5,315 |
| Total debt securities | $10,181,000 | 5,762 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,193 |
| Fair value | $1,987,000 | 1,188 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $10,118,000 | 5,795 |
| U.S. Government securities | $10,118,000 | 4,964 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,118,000 | 4,871 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $5,653,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $5,653,000 | 3,524 |
| Issued or guaranteed by U.S. | $5,653,000 | 3,511 |
| 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) | $10,118,000 | 5,295 |
| Total debt securities | $10,118,000 | 5,751 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 831 |
| Fair value | $1,971,000 | 825 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $9,886,000 | 5,905 |
| U.S. Government securities | $9,886,000 | 5,091 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,886,000 | 5,008 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $4,194,000 | 4,557 |
| Certificates of participation in pools of residential mortgages | $4,194,000 | 3,990 |
| Issued or guaranteed by U.S. | $4,194,000 | 3,978 |
| 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) | $9,886,000 | 5,386 |
| Total debt securities | $9,886,000 | 5,848 |
| Structured notes | ||
| Amortized cost | $2,245,000 | 547 |
| Fair value | $2,195,000 | 550 |
| 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 | $9,300,000 | 6,056 |
| U.S. Government securities | $9,300,000 | 5,307 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,300,000 | 5,222 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $4,444,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $4,444,000 | 3,883 |
| Issued or guaranteed by U.S. | $4,444,000 | 3,870 |
| 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) | $9,300,000 | 5,517 |
| Total debt securities | $9,300,000 | 6,012 |
| Structured notes | ||
| Amortized cost | $1,247,000 | 865 |
| Fair value | $1,264,000 | 855 |
| 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 | $8,956,000 | 6,086 |
| U.S. Government securities | $8,956,000 | 5,327 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,956,000 | 5,243 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $4,871,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $4,871,000 | 3,683 |
| Issued or guaranteed by U.S. | $4,871,000 | 3,671 |
| 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) | $8,956,000 | 5,540 |
| Total debt securities | $8,956,000 | 6,044 |
| Structured notes | ||
| Amortized cost | $1,246,000 | 857 |
| Fair value | $1,213,000 | 863 |
| 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 | $11,112,000 | 5,732 |
| U.S. Government securities | $8,815,000 | 5,380 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,815,000 | 5,303 |
| Securities issued by states & political subdivisions | $2,297,000 | 4,095 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $5,225,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $5,225,000 | 3,587 |
| Issued or guaranteed by U.S. | $5,225,000 | 3,571 |
| 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) | $2,297,000 | 2,130 |
| Available-for-sale securities (fair market value) | $8,815,000 | 5,625 |
| Total debt securities | $11,113,000 | 5,675 |
| Structured notes | ||
| Amortized cost | $1,246,000 | 904 |
| Fair value | $1,218,000 | 909 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $11,612,000 | 5,654 |
| U.S. Government securities | $9,314,000 | 5,261 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,314,000 | 5,176 |
| Securities issued by states & political subdivisions | $2,298,000 | 4,111 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $5,361,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $5,361,000 | 3,437 |
| Issued or guaranteed by U.S. | $5,361,000 | 3,420 |
| 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) | $2,298,000 | 2,164 |
| Available-for-sale securities (fair market value) | $9,314,000 | 5,533 |
| Total debt securities | $11,612,000 | 5,582 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,207 |
| Fair value | $995,000 | 1,232 |
| 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 | $12,794,000 | 5,548 |
| U.S. Government securities | $10,496,000 | 5,151 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,496,000 | 5,052 |
| Securities issued by states & political subdivisions | $2,298,000 | 4,134 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $3,975,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $3,975,000 | 3,535 |
| Issued or guaranteed by U.S. | $3,975,000 | 3,521 |
| 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) | $2,798,000 | 2,109 |
| Available-for-sale securities (fair market value) | $9,996,000 | 5,441 |
| Total debt securities | $12,795,000 | 5,486 |
| Structured notes | ||
| Amortized cost | $993,000 | 1,681 |
| Fair value | $1,001,000 | 1,553 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,654,000 | 5,954 |
| U.S. Government securities | $8,355,000 | 5,749 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,355,000 | 5,646 |
| Securities issued by states & political subdivisions | $2,299,000 | 4,124 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $1,393,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $1,393,000 | 4,552 |
| Issued or guaranteed by U.S. | $1,393,000 | 4,539 |
| 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) | $2,799,000 | 2,151 |
| Available-for-sale securities (fair market value) | $7,855,000 | 5,905 |
| Total debt securities | $10,653,000 | 5,895 |
| Structured notes | ||
| Amortized cost | $1,232,000 | 1,617 |
| Fair value | $1,249,000 | 1,594 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $10,576,000 | 6,003 |
| U.S. Government securities | $8,277,000 | 5,787 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,277,000 | 5,673 |
| Securities issued by states & political subdivisions | $2,299,000 | 4,117 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $1,414,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,514 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,499 |
| 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) | $2,800,000 | 2,168 |
| Available-for-sale securities (fair market value) | $7,776,000 | 5,901 |
| Total debt securities | $10,576,000 | 5,947 |
| Structured notes | ||
| Amortized cost | $2,231,000 | 1,234 |
| Fair value | $2,220,000 | 1,228 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,733,000 | 6,195 |
| U.S. Government securities | $7,434,000 | 6,045 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,434,000 | 5,928 |
| Securities issued by states & political subdivisions | $2,299,000 | 4,127 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $983,000 | 5,314 |
| Certificates of participation in pools of residential mortgages | $983,000 | 4,831 |
| Issued or guaranteed by U.S. | $983,000 | 4,812 |
| 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) | $3,310,000 | 2,093 |
| Available-for-sale securities (fair market value) | $6,423,000 | 6,231 |
| Total debt securities | $9,732,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $1,742,000 | 1,531 |
| Fair value | $1,741,000 | 1,518 |
| 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 | $8,738,000 | 6,432 |
| U.S. Government securities | $6,438,000 | 6,396 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,438,000 | 6,260 |
| Securities issued by states & political subdivisions | $2,300,000 | 4,153 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $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) | $3,317,000 | 2,122 |
| Available-for-sale securities (fair market value) | $5,421,000 | 6,468 |
| Total debt securities | $8,737,000 | 6,377 |
| Structured notes | ||
| Amortized cost | $1,741,000 | 1,632 |
| Fair value | $1,733,000 | 1,624 |
| 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 | $8,714,000 | 6,487 |
| U.S. Government securities | $6,414,000 | 6,462 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,414,000 | 6,325 |
| Securities issued by states & political subdivisions | $2,300,000 | 4,142 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $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) | $3,323,000 | 2,176 |
| Available-for-sale securities (fair market value) | $5,391,000 | 6,523 |
| Total debt securities | $8,716,000 | 6,428 |
| Structured notes | ||
| Amortized cost | $1,740,000 | 1,715 |
| Fair value | $1,727,000 | 1,705 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,644,000 | 6,533 |
| U.S. Government securities | $6,343,000 | 6,480 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,343,000 | 6,344 |
| Securities issued by states & political subdivisions | $2,301,000 | 4,128 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $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) | $3,330,000 | 2,193 |
| Available-for-sale securities (fair market value) | $5,314,000 | 6,542 |
| Total debt securities | $8,643,000 | 6,474 |
| Structured notes | ||
| Amortized cost | $1,739,000 | 1,774 |
| Fair value | $1,707,000 | 1,758 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,111,000 | 6,706 |
| U.S. Government securities | $6,425,000 | 6,514 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,425,000 | 6,375 |
| Securities issued by states & political subdivisions | $1,686,000 | 4,529 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $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) | $2,721,000 | 2,373 |
| Available-for-sale securities (fair market value) | $5,390,000 | 6,591 |
| Total debt securities | $8,110,000 | 6,656 |
| Structured notes | ||
| Amortized cost | $1,739,000 | 1,777 |
| Fair value | $1,733,000 | 1,757 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,548,000 | 7,091 |
| U.S. Government securities | $5,957,000 | 6,663 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,957,000 | 6,517 |
| Securities issued by states & political subdivisions | $591,000 | 5,473 |
| 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 | $0 | 7,036 |
| 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) | $1,632,000 | 2,784 |
| Available-for-sale securities (fair market value) | $4,916,000 | 6,725 |
| Total debt securities | $6,549,000 | 7,035 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 2,011 |
| Fair value | $1,247,000 | 1,995 |
| 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 | $5,102,000 | 7,459 |
| U.S. Government securities | $4,511,000 | 7,112 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,511,000 | 6,971 |
| Securities issued by states & political subdivisions | $591,000 | 5,493 |
| 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 | $0 | 7,079 |
| 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) | $1,637,000 | 2,801 |
| Available-for-sale securities (fair market value) | $3,465,000 | 7,079 |
| Total debt securities | $5,102,000 | 7,402 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,534,000 | 7,635 |
| U.S. Government securities | $4,534,000 | 7,145 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,534,000 | 6,998 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,052,000 | 3,117 |
| Available-for-sale securities (fair market value) | $3,482,000 | 7,110 |
| Total debt securities | $4,534,000 | 7,577 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,004,000 | 7,594 |
| U.S. Government securities | $5,004,000 | 7,062 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,004,000 | 6,907 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,058,000 | 3,164 |
| Available-for-sale securities (fair market value) | $3,946,000 | 7,069 |
| Total debt securities | $5,004,000 | 7,537 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,564,000 | 7,747 |
| U.S. Government securities | $4,564,000 | 7,237 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,564,000 | 7,081 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,564,000 | 2,950 |
| Available-for-sale securities (fair market value) | $3,000,000 | 7,319 |
| Total debt securities | $4,564,000 | 7,690 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,209,000 | 7,620 |
| U.S. Government securities | $5,209,000 | 7,065 |
| U.S. Treasury securities | $110,000 | 1,900 |
| U.S. Government agency obligations | $5,099,000 | 6,935 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,574,000 | 2,997 |
| Available-for-sale securities (fair market value) | $3,635,000 | 7,207 |
| Total debt securities | $5,207,000 | 7,558 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,182,000 | 7,706 |
| U.S. Government securities | $5,182,000 | 7,148 |
| U.S. Treasury securities | $109,000 | 2,016 |
| U.S. Government agency obligations | $5,073,000 | 7,023 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,584,000 | 3,005 |
| Available-for-sale securities (fair market value) | $3,598,000 | 7,291 |
| Total debt securities | $5,181,000 | 7,639 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,294,000 | 7,671 |
| U.S. Government securities | $5,294,000 | 7,080 |
| U.S. Treasury securities | $110,000 | 1,998 |
| U.S. Government agency obligations | $5,184,000 | 6,941 |
| 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 | $100,000 | 7,201 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,593,000 | 2,986 |
| Available-for-sale securities (fair market value) | $3,701,000 | 7,260 |
| Total debt securities | $5,294,000 | 7,595 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,297,000 | 7,483 |
| U.S. Government securities | $6,297,000 | 6,817 |
| U.S. Treasury securities | $110,000 | 2,136 |
| U.S. Government agency obligations | $6,187,000 | 6,674 |
| 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 | $100,000 | 7,230 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,603,000 | 3,024 |
| Available-for-sale securities (fair market value) | $4,694,000 | 7,067 |
| Total debt securities | $6,297,000 | 7,402 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,205,000 | 7,467 |
| U.S. Government securities | $6,205,000 | 6,737 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,205,000 | 6,553 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,612,000 | 3,062 |
| Available-for-sale securities (fair market value) | $4,593,000 | 7,051 |
| Total debt securities | $6,204,000 | 7,384 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,097,000 | 8,553 |
| U.S. Government securities | $2,097,000 | 8,170 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,097,000 | 7,990 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $524,000 | 3,851 |
| Available-for-sale securities (fair market value) | $1,573,000 | 7,883 |
| Total debt securities | $2,097,000 | 8,475 |
| 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 | $2,100,000 | 8,621 |
| U.S. Government securities | $2,100,000 | 8,234 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,100,000 | 8,060 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $528,000 | 3,897 |
| Available-for-sale securities (fair market value) | $1,572,000 | 7,910 |
| Total debt securities | $2,100,000 | 8,537 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $0 | 9,193 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $0 | 9,137 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |