Home > First Carolina Bank > Securities
First Carolina Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $202,194,000 | 961 |
| U.S. Government securities | $74,941,000 | 1,442 |
| U.S. Treasury securities | $19,450,000 | 933 |
| U.S. Government agency obligations | $55,491,000 | 1,509 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $127,253,000 | 218 |
| Privately issued residential mortgage-backed securities | $19,569,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,461,000 | 291 |
| Structured financial products - Total | $60,236,000 | 111 |
| Other domestic debt securities - All other | $8,272,000 | 728 |
| 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 | $51,500,000 | 1,462 |
| Mortgage-backed securities | $107,775,000 | 737 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,570,000 | 1,140 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $19,569,000 | 159 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $56,636,000 | 177 |
| Held to maturity securities (book value) | $82,209,000 | 419 |
| Available-for-sale securities (fair market value) | $119,985,000 | 1,313 |
| Total debt securities | $202,192,000 | 947 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $204,297,000 | 938 |
| U.S. Government securities | $75,146,000 | 1,443 |
| U.S. Treasury securities | $19,186,000 | 991 |
| U.S. Government agency obligations | $55,960,000 | 1,477 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $129,151,000 | 222 |
| Privately issued residential mortgage-backed securities | $19,999,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,574,000 | 270 |
| Structured financial products - Total | $60,338,000 | 111 |
| Other domestic debt securities - All other | $8,503,000 | 710 |
| 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 | $51,500,000 | 1,403 |
| Mortgage-backed securities | $108,696,000 | 705 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,152,000 | 1,132 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $19,999,000 | 151 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $57,545,000 | 177 |
| Held to maturity securities (book value) | $82,744,000 | 430 |
| Available-for-sale securities (fair market value) | $121,553,000 | 1,285 |
| Total debt securities | $204,297,000 | 929 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $219,070,000 | 909 |
| U.S. Government securities | $80,233,000 | 1,417 |
| U.S. Treasury securities | $19,048,000 | 999 |
| U.S. Government agency obligations | $61,185,000 | 1,432 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $138,837,000 | 207 |
| Privately issued residential mortgage-backed securities | $20,867,000 | 184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,912,000 | 232 |
| Structured financial products - Total | $64,998,000 | 103 |
| Other domestic debt securities - All other | $8,543,000 | 718 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,500,000 | 1,384 |
| Mortgage-backed securities | $115,569,000 | 696 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $32,570,000 | 1,141 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $20,867,000 | 149 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $62,132,000 | 168 |
| Held to maturity securities (book value) | $83,708,000 | 424 |
| Available-for-sale securities (fair market value) | $135,362,000 | 1,219 |
| Total debt securities | $219,069,000 | 901 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $152,984,000 | 1,313 |
| U.S. Government securities | $43,438,000 | 2,154 |
| U.S. Treasury securities | $19,131,000 | 1,067 |
| U.S. Government agency obligations | $24,307,000 | 2,425 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $109,546,000 | 257 |
| Privately issued residential mortgage-backed securities | $11,081,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,207,000 | 299 |
| Structured financial products - Total | $50,070,000 | 115 |
| Other domestic debt securities - All other | $8,652,000 | 745 |
| 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 | $11,500,000 | 2,695 |
| Mortgage-backed securities | $68,924,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,748,000 | 2,967 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $11,081,000 | 209 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $55,095,000 | 184 |
| Held to maturity securities (book value) | $83,849,000 | 441 |
| Available-for-sale securities (fair market value) | $69,135,000 | 2,056 |
| Total debt securities | $152,985,000 | 1,298 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $150,274,000 | 1,353 |
| U.S. Government securities | $22,010,000 | 3,003 |
| U.S. Treasury securities | $18,944,000 | 1,104 |
| U.S. Government agency obligations | $3,066,000 | 3,937 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $128,264,000 | 233 |
| Privately issued residential mortgage-backed securities | $10,460,000 | 276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,484,000 | 445 |
| Structured financial products - Total | $73,679,000 | 102 |
| Other domestic debt securities - All other | $8,974,000 | 746 |
| 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 | $11,500,000 | 2,596 |
| Mortgage-backed securities | $47,193,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,757,000 | 2,989 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $10,460,000 | 204 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $33,976,000 | 255 |
| Held to maturity securities (book value) | $84,590,000 | 446 |
| Available-for-sale securities (fair market value) | $65,684,000 | 2,172 |
| Total debt securities | $150,276,000 | 1,337 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $133,474,000 | 1,511 |
| U.S. Government securities | $39,566,000 | 2,310 |
| U.S. Treasury securities | $18,853,000 | 1,133 |
| U.S. Government agency obligations | $20,713,000 | 2,620 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $93,908,000 | 285 |
| Privately issued residential mortgage-backed securities | $10,859,000 | 260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $40,339,000 | 111 |
| Other domestic debt securities - All other | $8,978,000 | 743 |
| 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 | $1,500,000 | 3,635 |
| Mortgage-backed securities | $65,304,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,729,000 | 3,009 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $10,859,000 | 206 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $51,716,000 | 210 |
| Held to maturity securities (book value) | $84,887,000 | 436 |
| Available-for-sale securities (fair market value) | $48,587,000 | 2,565 |
| Total debt securities | $133,473,000 | 1,493 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $137,293,000 | 1,490 |
| U.S. Government securities | $41,310,000 | 2,276 |
| U.S. Treasury securities | $19,216,000 | 1,115 |
| U.S. Government agency obligations | $22,094,000 | 2,584 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $95,983,000 | 260 |
| Privately issued residential mortgage-backed securities | $11,471,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $37,376,000 | 67 |
| Other domestic debt securities - All other | $8,325,000 | 779 |
| 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 | $1,500,000 | 3,661 |
| Mortgage-backed securities | $72,376,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $2,950,000 | 3,102 |
| Issued or guaranteed by U.S. | $2,950,000 | 3,010 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $11,471,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $11,471,000 | 199 |
| Commercial mortgage-backed securities | $57,955,000 | 323 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $57,955,000 | 228 |
| Held to maturity securities (book value) | $90,472,000 | 386 |
| Available-for-sale securities (fair market value) | $46,821,000 | 2,671 |
| Total debt securities | $137,293,000 | 1,478 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $128,121,000 | 1,541 |
| U.S. Government securities | $36,090,000 | 2,385 |
| U.S. Treasury securities | $19,427,000 | 980 |
| U.S. Government agency obligations | $16,663,000 | 2,880 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $92,031,000 | 257 |
| Privately issued residential mortgage-backed securities | $7,240,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $37,347,000 | 67 |
| Other domestic debt securities - All other | $8,361,000 | 766 |
| 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 | $1,500,000 | 3,674 |
| Mortgage-backed securities | $62,986,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $3,362,000 | 3,057 |
| Issued or guaranteed by U.S. | $3,362,000 | 2,972 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,240,000 | 1,389 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $7,240,000 | 229 |
| Commercial mortgage-backed securities | $52,384,000 | 356 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $52,384,000 | 251 |
| Held to maturity securities (book value) | $90,943,000 | 347 |
| Available-for-sale securities (fair market value) | $37,178,000 | 2,930 |
| Total debt securities | $128,121,000 | 1,529 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $136,471,000 | 1,418 |
| U.S. Government securities | $40,832,000 | 2,092 |
| U.S. Treasury securities | $20,240,000 | 682 |
| U.S. Government agency obligations | $20,592,000 | 2,638 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $95,639,000 | 254 |
| Privately issued residential mortgage-backed securities | $7,589,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $39,330,000 | 62 |
| Other domestic debt securities - All other | $8,610,000 | 720 |
| 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 | $1,500,000 | 3,692 |
| Mortgage-backed securities | $68,291,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $3,691,000 | 3,003 |
| Issued or guaranteed by U.S. | $3,691,000 | 2,911 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,589,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $7,589,000 | 184 |
| Commercial mortgage-backed securities | $57,011,000 | 345 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $57,011,000 | 238 |
| Held to maturity securities (book value) | $94,503,000 | 273 |
| Available-for-sale securities (fair market value) | $41,968,000 | 2,748 |
| Total debt securities | $136,470,000 | 1,399 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $146,619,000 | 1,295 |
| U.S. Government securities | $47,211,000 | 1,877 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $47,211,000 | 1,697 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $99,408,000 | 232 |
| Privately issued residential mortgage-backed securities | $7,964,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $41,305,000 | 58 |
| Other domestic debt securities - All other | $9,162,000 | 645 |
| 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 | $1,500,000 | 3,722 |
| Mortgage-backed securities | $96,152,000 | 866 |
| Certificates of participation in pools of residential mortgages | $3,750,000 | 3,000 |
| Issued or guaranteed by U.S. | $3,750,000 | 2,917 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,964,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $7,964,000 | 155 |
| Commercial mortgage-backed securities | $84,438,000 | 257 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $84,438,000 | 183 |
| Held to maturity securities (book value) | $97,724,000 | 250 |
| Available-for-sale securities (fair market value) | $48,895,000 | 2,491 |
| Total debt securities | $146,620,000 | 1,281 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $153,542,000 | 1,184 |
| U.S. Government securities | $50,537,000 | 1,723 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $50,537,000 | 1,573 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $103,005,000 | 222 |
| Privately issued residential mortgage-backed securities | $8,616,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $41,296,000 | 59 |
| Other domestic debt securities - All other | $11,846,000 | 513 |
| 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 | $1,500,000 | 3,745 |
| Mortgage-backed securities | $100,400,000 | 804 |
| Certificates of participation in pools of residential mortgages | $3,805,000 | 2,984 |
| Issued or guaranteed by U.S. | $3,805,000 | 2,892 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,616,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $8,616,000 | 143 |
| Commercial mortgage-backed securities | $87,979,000 | 243 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $87,979,000 | 164 |
| Held to maturity securities (book value) | $98,639,000 | 229 |
| Available-for-sale securities (fair market value) | $54,903,000 | 2,298 |
| Total debt securities | $153,542,000 | 1,165 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $154,630,000 | 1,098 |
| U.S. Government securities | $48,620,000 | 1,645 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $48,620,000 | 1,537 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $106,010,000 | 196 |
| Privately issued residential mortgage-backed securities | $9,287,000 | 212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $42,549,000 | 50 |
| Other domestic debt securities - All other | $10,807,000 | 521 |
| 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 | $1,500,000 | 3,742 |
| Mortgage-backed securities | $101,274,000 | 751 |
| Certificates of participation in pools of residential mortgages | $328,000 | 3,754 |
| Issued or guaranteed by U.S. | $328,000 | 3,670 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $9,287,000 | 1,133 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $9,287,000 | 127 |
| Commercial mortgage-backed securities | $91,659,000 | 226 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $91,659,000 | 154 |
| Held to maturity securities (book value) | $102,685,000 | 208 |
| Available-for-sale securities (fair market value) | $51,945,000 | 2,241 |
| Total debt securities | $154,629,000 | 1,084 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $163,941,000 | 968 |
| U.S. Government securities | $54,451,000 | 1,408 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $54,451,000 | 1,327 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $109,490,000 | 173 |
| Privately issued residential mortgage-backed securities | $9,944,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $45,280,000 | 45 |
| Other domestic debt securities - All other | $10,790,000 | 497 |
| 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 | $1,500,000 | 3,751 |
| Mortgage-backed securities | $107,871,000 | 668 |
| Certificates of participation in pools of residential mortgages | $365,000 | 3,734 |
| Issued or guaranteed by U.S. | $365,000 | 3,658 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,944,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $9,944,000 | 122 |
| Commercial mortgage-backed securities | $97,562,000 | 203 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $97,562,000 | 144 |
| Held to maturity securities (book value) | $106,182,000 | 181 |
| Available-for-sale securities (fair market value) | $57,759,000 | 1,987 |
| Total debt securities | $163,941,000 | 957 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $207,480,000 | 719 |
| U.S. Government securities | $58,524,000 | 1,293 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $58,524,000 | 1,215 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $148,956,000 | 139 |
| Privately issued residential mortgage-backed securities | $29,393,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $65,265,000 | 35 |
| Other domestic debt securities - All other | $10,752,000 | 470 |
| 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 | $10,200,000 | 2,585 |
| Mortgage-backed securities | $131,463,000 | 537 |
| Certificates of participation in pools of residential mortgages | $393,000 | 3,725 |
| Issued or guaranteed by U.S. | $393,000 | 3,646 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $29,393,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $29,393,000 | 82 |
| Commercial mortgage-backed securities | $101,677,000 | 191 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $101,677,000 | 139 |
| Held to maturity securities (book value) | $140,946,000 | 145 |
| Available-for-sale securities (fair market value) | $66,534,000 | 1,709 |
| Total debt securities | $207,479,000 | 711 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $235,827,000 | 628 |
| U.S. Government securities | $71,780,000 | 1,063 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $71,780,000 | 1,001 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $164,047,000 | 127 |
| Privately issued residential mortgage-backed securities | $40,000,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $65,247,000 | 34 |
| Other domestic debt securities - All other | $10,725,000 | 463 |
| 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 | $49,744,000 | 1,034 |
| Mortgage-backed securities | $159,855,000 | 472 |
| Certificates of participation in pools of residential mortgages | $1,679,000 | 3,320 |
| Issued or guaranteed by U.S. | $1,679,000 | 3,227 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $40,000,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $40,000,000 | 68 |
| Commercial mortgage-backed securities | $118,176,000 | 187 |
| Commercial mortgage pass-through securities | $924,000 | 1,185 |
| Other commercial mortgage-backed securities | $117,252,000 | 134 |
| Held to maturity securities (book value) | $180,420,000 | 131 |
| Available-for-sale securities (fair market value) | $55,407,000 | 1,877 |
| Total debt securities | $235,827,000 | 616 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $239,906,000 | 605 |
| U.S. Government securities | $73,533,000 | 1,048 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $73,533,000 | 984 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $166,373,000 | 126 |
| Privately issued residential mortgage-backed securities | $43,111,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $65,156,000 | 37 |
| Other domestic debt securities - All other | $7,737,000 | 510 |
| 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 | $49,744,000 | 979 |
| Mortgage-backed securities | $167,013,000 | 461 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 3,293 |
| Issued or guaranteed by U.S. | $1,847,000 | 3,192 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $43,111,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $43,111,000 | 58 |
| Commercial mortgage-backed securities | $122,055,000 | 181 |
| Commercial mortgage pass-through securities | $952,000 | 1,148 |
| Other commercial mortgage-backed securities | $121,103,000 | 128 |
| Held to maturity securities (book value) | $186,352,000 | 131 |
| Available-for-sale securities (fair market value) | $53,554,000 | 1,863 |
| Total debt securities | $239,905,000 | 598 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $200,632,000 | 680 |
| U.S. Government securities | $65,893,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $65,893,000 | 1,108 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $134,739,000 | 140 |
| Privately issued residential mortgage-backed securities | $49,227,000 | 66 |
| Commercial mortgage-backed securities - Total | $27,810,000 | 54 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $51,800,000 | 39 |
| Other domestic debt securities - All other | $5,902,000 | 556 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $142,930,000 | 498 |
| Certificates of participation in pools of residential mortgages | $1,890,000 | 3,258 |
| Issued or guaranteed by U.S. | $1,890,000 | 3,161 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $49,227,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $49,227,000 | 50 |
| Commercial mortgage-backed securities | $91,813,000 | 201 |
| Commercial mortgage pass-through securities | $1,047,000 | 1,073 |
| Other commercial mortgage-backed securities | $90,766,000 | 145 |
| Held to maturity securities (book value) | $21,558,000 | 477 |
| Available-for-sale securities (fair market value) | $179,074,000 | 698 |
| Total debt securities | $200,632,000 | 673 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $175,126,000 | 770 |
| U.S. Government securities | $54,592,000 | 1,359 |
| U.S. Treasury securities | $1,229,000 | 1,073 |
| U.S. Government agency obligations | $53,363,000 | 1,289 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $120,534,000 | 147 |
| Privately issued residential mortgage-backed securities | $48,104,000 | 67 |
| Commercial mortgage-backed securities - Total | $18,136,000 | 67 |
| Asset backed securities | $444,000 | 384 |
| Structured financial products - Total | $51,956,000 | 35 |
| Other domestic debt securities - All other | $1,894,000 | 938 |
| 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 | $1,229,000 | 4,048 |
| Mortgage-backed securities | $119,603,000 | 550 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 3,262 |
| Issued or guaranteed by U.S. | $1,929,000 | 3,158 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $48,104,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $48,104,000 | 49 |
| Commercial mortgage-backed securities | $69,570,000 | 234 |
| Commercial mortgage pass-through securities | $1,052,000 | 1,081 |
| Other commercial mortgage-backed securities | $68,518,000 | 165 |
| Held to maturity securities (book value) | $22,060,000 | 505 |
| Available-for-sale securities (fair market value) | $153,066,000 | 785 |
| Total debt securities | $175,124,000 | 758 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $191,012,000 | 715 |
| U.S. Government securities | $62,687,000 | 1,225 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $62,687,000 | 1,161 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $128,325,000 | 128 |
| Privately issued residential mortgage-backed securities | $58,206,000 | 47 |
| Commercial mortgage-backed securities - Total | $18,179,000 | 66 |
| Asset backed securities | $1,220,000 | 320 |
| Structured financial products - Total | $48,826,000 | 38 |
| Other domestic debt securities - All other | $1,894,000 | 951 |
| 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 | $4,507,000 | 3,407 |
| Mortgage-backed securities | $134,565,000 | 507 |
| Certificates of participation in pools of residential mortgages | $1,988,000 | 3,240 |
| Issued or guaranteed by U.S. | $1,988,000 | 3,152 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $58,206,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $58,206,000 | 43 |
| Commercial mortgage-backed securities | $74,371,000 | 227 |
| Commercial mortgage pass-through securities | $1,070,000 | 1,062 |
| Other commercial mortgage-backed securities | $73,301,000 | 156 |
| Held to maturity securities (book value) | $22,524,000 | 524 |
| Available-for-sale securities (fair market value) | $168,488,000 | 709 |
| Total debt securities | $191,012,000 | 707 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $194,697,000 | 700 |
| U.S. Government securities | $66,671,000 | 1,184 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $66,671,000 | 1,123 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $128,026,000 | 125 |
| Privately issued residential mortgage-backed securities | $64,072,000 | 43 |
| Commercial mortgage-backed securities - Total | $16,891,000 | 65 |
| Asset backed securities | $1,881,000 | 288 |
| Structured financial products - Total | $43,107,000 | 38 |
| Other domestic debt securities - All other | $2,075,000 | 888 |
| 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 | $4,501,000 | 3,458 |
| Mortgage-backed securities | $142,133,000 | 485 |
| Certificates of participation in pools of residential mortgages | $2,027,000 | 3,252 |
| Issued or guaranteed by U.S. | $2,027,000 | 3,163 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $64,072,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $64,072,000 | 41 |
| Commercial mortgage-backed securities | $76,034,000 | 205 |
| Commercial mortgage pass-through securities | $1,076,000 | 1,043 |
| Other commercial mortgage-backed securities | $74,958,000 | 144 |
| Held to maturity securities (book value) | $22,908,000 | 539 |
| Available-for-sale securities (fair market value) | $171,789,000 | 687 |
| Total debt securities | $194,697,000 | 690 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $144,421,000 | 930 |
| U.S. Government securities | $51,360,000 | 1,444 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $51,360,000 | 1,377 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $93,061,000 | 148 |
| Privately issued residential mortgage-backed securities | $34,010,000 | 67 |
| Commercial mortgage-backed securities - Total | $13,340,000 | 68 |
| Asset backed securities | $43,646,000 | 77 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,065,000 | 903 |
| 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 | $1,000,000 | 4,233 |
| Mortgage-backed securities | $97,710,000 | 639 |
| Certificates of participation in pools of residential mortgages | $2,272,000 | 3,213 |
| Issued or guaranteed by U.S. | $2,272,000 | 3,139 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $34,010,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $34,010,000 | 60 |
| Commercial mortgage-backed securities | $61,428,000 | 226 |
| Commercial mortgage pass-through securities | $1,081,000 | 1,035 |
| Other commercial mortgage-backed securities | $60,347,000 | 161 |
| Held to maturity securities (book value) | $23,358,000 | 562 |
| Available-for-sale securities (fair market value) | $121,063,000 | 977 |
| Total debt securities | $144,421,000 | 919 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $157,017,000 | 857 |
| U.S. Government securities | $63,313,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $63,313,000 | 1,165 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $93,704,000 | 142 |
| Privately issued residential mortgage-backed securities | $31,180,000 | 67 |
| Commercial mortgage-backed securities - Total | $14,551,000 | 68 |
| Asset backed securities | $45,929,000 | 71 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,044,000 | 896 |
| 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 | $1,000,000 | 4,290 |
| Mortgage-backed securities | $108,044,000 | 591 |
| Certificates of participation in pools of residential mortgages | $2,358,000 | 3,237 |
| Issued or guaranteed by U.S. | $2,358,000 | 3,209 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $31,180,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $31,180,000 | 62 |
| Commercial mortgage-backed securities | $74,506,000 | 198 |
| Commercial mortgage pass-through securities | $1,138,000 | 1,007 |
| Other commercial mortgage-backed securities | $73,368,000 | 138 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $157,017,000 | 752 |
| Total debt securities | $157,018,000 | 845 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $172,523,000 | 812 |
| U.S. Government securities | $72,898,000 | 1,118 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $72,898,000 | 1,057 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $99,625,000 | 139 |
| Privately issued residential mortgage-backed securities | $35,087,000 | 80 |
| Commercial mortgage-backed securities - Total | $16,308,000 | 61 |
| Asset backed securities | $46,660,000 | 69 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,570,000 | 1,018 |
| 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 | $1,001,000 | 4,335 |
| Mortgage-backed securities | $123,292,000 | 535 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 3,223 |
| Issued or guaranteed by U.S. | $2,539,000 | 3,063 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $35,087,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $35,087,000 | 58 |
| Commercial mortgage-backed securities | $85,666,000 | 170 |
| Commercial mortgage pass-through securities | $1,195,000 | 976 |
| Other commercial mortgage-backed securities | $84,471,000 | 121 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $172,523,000 | 707 |
| Total debt securities | $172,523,000 | 801 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $154,369,000 | 902 |
| U.S. Government securities | $60,912,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $60,912,000 | 1,249 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $93,457,000 | 141 |
| Privately issued residential mortgage-backed securities | $32,670,000 | 66 |
| Commercial mortgage-backed securities - Total | $18,518,000 | 54 |
| Asset backed securities | $41,866,000 | 74 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $403,000 | 1,445 |
| 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 | $750,000 | 4,509 |
| Mortgage-backed securities | $111,350,000 | 587 |
| Certificates of participation in pools of residential mortgages | $646,000 | 3,915 |
| Issued or guaranteed by U.S. | $646,000 | 3,908 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $32,670,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $32,670,000 | 62 |
| Commercial mortgage-backed securities | $78,034,000 | 179 |
| Commercial mortgage pass-through securities | $1,210,000 | 774 |
| Other commercial mortgage-backed securities | $76,824,000 | 130 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $154,369,000 | 796 |
| Total debt securities | $154,369,000 | 888 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $122,890,000 | 1,115 |
| U.S. Government securities | $7,221,000 | 4,068 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,221,000 | 3,930 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $115,669,000 | 121 |
| Privately issued residential mortgage-backed securities | $28,673,000 | 71 |
| Commercial mortgage-backed securities - Total | $55,708,000 | 33 |
| Asset backed securities | $29,863,000 | 85 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,425,000 | 1,113 |
| 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 | $750,000 | 4,583 |
| Mortgage-backed securities | $90,853,000 | 690 |
| Certificates of participation in pools of residential mortgages | $1,932,000 | 3,484 |
| Issued or guaranteed by U.S. | $1,932,000 | 3,476 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $28,673,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $28,673,000 | 69 |
| Commercial mortgage-backed securities | $60,248,000 | 199 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $60,248,000 | 141 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $122,890,000 | 986 |
| Total debt securities | $122,890,000 | 1,095 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $95,140,000 | 1,402 |
| U.S. Government securities | $5,751,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,751,000 | 4,236 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $89,389,000 | 143 |
| Privately issued residential mortgage-backed securities | $26,472,000 | 76 |
| Commercial mortgage-backed securities - Total | $29,984,000 | 44 |
| Asset backed securities | $30,055,000 | 77 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,878,000 | 853 |
| 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 | $750,000 | 4,640 |
| Mortgage-backed securities | $61,457,000 | 933 |
| Certificates of participation in pools of residential mortgages | $2,946,000 | 3,269 |
| Issued or guaranteed by U.S. | $2,946,000 | 3,266 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $26,472,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $26,472,000 | 72 |
| Commercial mortgage-backed securities | $32,039,000 | 269 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $32,039,000 | 179 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $95,140,000 | 1,260 |
| Total debt securities | $95,140,000 | 1,384 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $86,646,000 | 1,551 |
| U.S. Government securities | $18,675,000 | 2,970 |
| U.S. Treasury securities | $729,000 | 1,157 |
| U.S. Government agency obligations | $17,946,000 | 2,905 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $67,971,000 | 165 |
| Privately issued residential mortgage-backed securities | $18,228,000 | 95 |
| Commercial mortgage-backed securities - Total | $31,868,000 | 41 |
| Asset backed securities | $15,028,000 | 103 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,847,000 | 871 |
| 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 | $729,000 | 4,680 |
| Mortgage-backed securities | $68,042,000 | 874 |
| Certificates of participation in pools of residential mortgages | $3,484,000 | 3,195 |
| Issued or guaranteed by U.S. | $3,484,000 | 3,191 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,792,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $1,564,000 | 2,182 |
| Privately issued | $18,228,000 | 88 |
| Commercial mortgage-backed securities | $44,766,000 | 228 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $44,766,000 | 144 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $86,646,000 | 1,405 |
| Total debt securities | $86,646,000 | 1,533 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $59,434,000 | 2,112 |
| U.S. Government securities | $13,514,000 | 3,468 |
| U.S. Treasury securities | $608,000 | 1,212 |
| U.S. Government agency obligations | $12,906,000 | 3,403 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $45,920,000 | 221 |
| Privately issued residential mortgage-backed securities | $6,900,000 | 151 |
| Commercial mortgage-backed securities - Total | $19,731,000 | 49 |
| Asset backed securities | $16,857,000 | 100 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,432,000 | 954 |
| 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 | $608,000 | 4,764 |
| Mortgage-backed securities | $39,537,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $3,517,000 | 3,241 |
| Issued or guaranteed by U.S. | $3,517,000 | 3,238 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,454,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $1,554,000 | 2,219 |
| Privately issued | $6,900,000 | 145 |
| Commercial mortgage-backed securities | $27,566,000 | 282 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $27,566,000 | 183 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $59,434,000 | 1,941 |
| Total debt securities | $59,434,000 | 2,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $43,958,000 | 2,576 |
| U.S. Government securities | $10,819,000 | 3,746 |
| U.S. Treasury securities | $607,000 | 1,189 |
| U.S. Government agency obligations | $10,212,000 | 3,678 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $33,139,000 | 286 |
| Privately issued residential mortgage-backed securities | $2,206,000 | 244 |
| Commercial mortgage-backed securities - Total | $13,887,000 | 57 |
| Asset backed securities | $16,432,000 | 99 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $614,000 | 1,433 |
| 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 | $607,000 | 4,812 |
| Mortgage-backed securities | $26,305,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $3,578,000 | 3,252 |
| Issued or guaranteed by U.S. | $3,578,000 | 3,248 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,758,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $1,552,000 | 2,218 |
| Privately issued | $2,206,000 | 231 |
| Commercial mortgage-backed securities | $18,969,000 | 329 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $18,969,000 | 219 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $43,958,000 | 2,346 |
| Total debt securities | $43,958,000 | 2,556 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $25,458,000 | 3,496 |
| U.S. Government securities | $8,567,000 | 4,046 |
| U.S. Treasury securities | $408,000 | 1,117 |
| U.S. Government agency obligations | $8,159,000 | 3,982 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $16,891,000 | 434 |
| Privately issued residential mortgage-backed securities | $1,532,000 | 289 |
| Commercial mortgage-backed securities - Total | $5,007,000 | 74 |
| Asset backed securities | $10,352,000 | 114 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,000 | 4,959 |
| Mortgage-backed securities | $14,698,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $3,802,000 | 3,234 |
| Issued or guaranteed by U.S. | $3,802,000 | 3,233 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,143,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $1,611,000 | 2,237 |
| Privately issued | $1,532,000 | 277 |
| Commercial mortgage-backed securities | $7,753,000 | 515 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $7,753,000 | 322 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $25,458,000 | 3,219 |
| Total debt securities | $25,458,000 | 3,471 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $26,171,000 | 3,516 |
| U.S. Government securities | $8,396,000 | 4,164 |
| U.S. Treasury securities | $10,000 | 1,247 |
| U.S. Government agency obligations | $8,386,000 | 4,045 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $17,775,000 | 438 |
| Privately issued residential mortgage-backed securities | $1,576,000 | 293 |
| Commercial mortgage-backed securities - Total | $5,966,000 | 69 |
| Asset backed securities | $10,233,000 | 113 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,188 |
| Mortgage-backed securities | $15,928,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $3,854,000 | 3,264 |
| Issued or guaranteed by U.S. | $3,854,000 | 3,260 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,341,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $1,765,000 | 2,200 |
| Privately issued | $1,576,000 | 275 |
| Commercial mortgage-backed securities | $8,733,000 | 460 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $8,733,000 | 287 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $26,171,000 | 3,233 |
| Total debt securities | $26,171,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $26,164,000 | 3,561 |
| U.S. Government securities | $8,396,000 | 4,272 |
| U.S. Treasury securities | $10,000 | 1,290 |
| U.S. Government agency obligations | $8,386,000 | 4,160 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $17,768,000 | 436 |
| Privately issued residential mortgage-backed securities | $1,630,000 | 297 |
| Commercial mortgage-backed securities - Total | $5,979,000 | 73 |
| Asset backed securities | $10,159,000 | 117 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,245 |
| Mortgage-backed securities | $15,995,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $3,887,000 | 3,280 |
| Issued or guaranteed by U.S. | $3,887,000 | 3,278 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,385,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $1,755,000 | 2,232 |
| Privately issued | $1,630,000 | 282 |
| Commercial mortgage-backed securities | $8,723,000 | 446 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $8,723,000 | 275 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $26,164,000 | 3,270 |
| Total debt securities | $26,164,000 | 3,536 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $24,153,000 | 3,719 |
| U.S. Government securities | $7,392,000 | 4,481 |
| U.S. Treasury securities | $10,000 | 1,361 |
| U.S. Government agency obligations | $7,382,000 | 4,361 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $16,761,000 | 433 |
| Privately issued residential mortgage-backed securities | $1,713,000 | 288 |
| Commercial mortgage-backed securities - Total | $4,832,000 | 70 |
| Asset backed securities | $10,216,000 | 121 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,290 |
| Mortgage-backed securities | $13,927,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $2,967,000 | 3,509 |
| Issued or guaranteed by U.S. | $2,967,000 | 3,505 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,424,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $1,711,000 | 2,261 |
| Privately issued | $1,713,000 | 274 |
| Commercial mortgage-backed securities | $7,536,000 | 454 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $7,536,000 | 275 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $24,153,000 | 3,397 |
| Total debt securities | $24,153,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $17,918,000 | 4,271 |
| U.S. Government securities | $5,833,000 | 4,809 |
| U.S. Treasury securities | $10,000 | 1,297 |
| U.S. Government agency obligations | $5,823,000 | 4,696 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $12,085,000 | 537 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $2,833,000 | 91 |
| Asset backed securities | $9,252,000 | 135 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,361 |
| Mortgage-backed securities | $8,656,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 3,527 |
| Issued or guaranteed by U.S. | $3,064,000 | 3,522 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,732,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,732,000 | 2,274 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $3,860,000 | 574 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,860,000 | 364 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $17,918,000 | 3,914 |
| Total debt securities | $17,918,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $19,867,000 | 4,186 |
| U.S. Government securities | $7,277,000 | 4,711 |
| U.S. Treasury securities | $10,000 | 1,344 |
| U.S. Government agency obligations | $7,267,000 | 4,598 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $12,590,000 | 520 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $3,242,000 | 80 |
| Asset backed securities | $9,348,000 | 135 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,419 |
| Mortgage-backed securities | $10,509,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $4,222,000 | 3,338 |
| Issued or guaranteed by U.S. | $4,222,000 | 3,336 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,030,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $2,030,000 | 2,236 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $4,257,000 | 530 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $4,257,000 | 338 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $19,867,000 | 3,837 |
| Total debt securities | $19,867,000 | 4,158 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $16,025,000 | 4,563 |
| U.S. Government securities | $7,497,000 | 4,751 |
| U.S. Treasury securities | $10,000 | 1,321 |
| U.S. Government agency obligations | $7,487,000 | 4,644 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $8,528,000 | 636 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $1,241,000 | 90 |
| Asset backed securities | $7,287,000 | 159 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,477 |
| Mortgage-backed securities | $8,728,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $4,397,000 | 3,366 |
| Issued or guaranteed by U.S. | $4,397,000 | 3,364 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,058,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $2,058,000 | 2,258 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,273,000 | 645 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,273,000 | 426 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,025,000 | 4,203 |
| Total debt securities | $16,025,000 | 4,545 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $14,955,000 | 4,722 |
| U.S. Government securities | $6,496,000 | 4,980 |
| U.S. Treasury securities | $10,000 | 1,356 |
| U.S. Government agency obligations | $6,486,000 | 4,866 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $8,459,000 | 639 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $1,239,000 | 94 |
| Asset backed securities | $7,220,000 | 156 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,554 |
| Mortgage-backed securities | $7,725,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $4,442,000 | 3,410 |
| Issued or guaranteed by U.S. | $4,442,000 | 3,405 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,030,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,660 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,253,000 | 631 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,253,000 | 407 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,955,000 | 4,339 |
| Total debt securities | $14,955,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $8,763,000 | 5,439 |
| U.S. Government securities | $2,605,000 | 5,724 |
| U.S. Treasury securities | $10,000 | 1,377 |
| U.S. Government agency obligations | $2,595,000 | 5,628 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $6,158,000 | 806 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $1,240,000 | 103 |
| Asset backed securities | $4,918,000 | 187 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,630 |
| Mortgage-backed securities | $3,835,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $2,595,000 | 3,969 |
| Issued or guaranteed by U.S. | $2,595,000 | 3,966 |
| 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 | $1,240,000 | 733 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,240,000 | 445 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $8,763,000 | 5,060 |
| Total debt securities | $8,763,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $4,073,000 | 6,004 |
| U.S. Government securities | $2,729,000 | 5,764 |
| U.S. Treasury securities | $10,000 | 1,338 |
| U.S. Government agency obligations | $2,719,000 | 5,663 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,344,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $1,344,000 | 103 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,689 |
| Mortgage-backed securities | $4,063,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $2,719,000 | 3,996 |
| Issued or guaranteed by U.S. | $2,719,000 | 3,994 |
| 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 | $1,344,000 | 710 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,344,000 | 427 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,073,000 | 5,609 |
| Total debt securities | $4,073,000 | 5,978 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $111,000 | 6,529 |
| U.S. Government securities | $111,000 | 6,361 |
| U.S. Treasury securities | $10,000 | 1,192 |
| U.S. Government agency obligations | $101,000 | 6,278 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,741 |
| Mortgage-backed securities | $101,000 | 5,295 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,095 |
| Issued or guaranteed by U.S. | $101,000 | 5,091 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $111,000 | 6,157 |
| Total debt securities | $111,000 | 6,509 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $126,000 | 6,608 |
| U.S. Government securities | $126,000 | 6,426 |
| U.S. Treasury securities | $10,000 | 1,125 |
| U.S. Government agency obligations | $116,000 | 6,340 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,822 |
| Mortgage-backed securities | $116,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $116,000 | 5,120 |
| Issued or guaranteed by U.S. | $116,000 | 5,115 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $126,000 | 6,230 |
| Total debt securities | $126,000 | 6,588 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $142,000 | 6,675 |
| U.S. Government securities | $10,000 | 6,558 |
| U.S. Treasury securities | $10,000 | 1,125 |
| U.S. Government agency obligations | $0 | 6,522 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $132,000 | 2,581 |
| Privately issued residential mortgage-backed securities | $132,000 | 795 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,878 |
| Mortgage-backed securities | $132,000 | 5,359 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $132,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $132,000 | 761 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $142,000 | 6,294 |
| Total debt securities | $142,000 | 6,656 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $164,000 | 6,721 |
| U.S. Government securities | $10,000 | 6,595 |
| U.S. Treasury securities | $10,000 | 1,147 |
| U.S. Government agency obligations | $0 | 6,558 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $154,000 | 2,634 |
| Privately issued residential mortgage-backed securities | $154,000 | 798 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 5,902 |
| Mortgage-backed securities | $154,000 | 5,358 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $154,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $154,000 | 762 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $164,000 | 6,337 |
| Total debt securities | $164,000 | 6,699 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $193,000 | 6,791 |
| U.S. Government securities | $0 | 6,696 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $0 | 6,616 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $193,000 | 2,609 |
| Privately issued residential mortgage-backed securities | $193,000 | 816 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $193,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $193,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $193,000 | 784 |
| 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) | $193,000 | 2,299 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $193,000 | 6,768 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $0 | 6,916 |
| U.S. Government securities | $0 | 6,761 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $0 | 6,682 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| 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) | $0 | 6,540 |
| Total debt securities | $0 | 6,885 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $261,000 | 6,936 |
| U.S. Government securities | $261,000 | 6,724 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $261,000 | 6,635 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $261,000 | 6,008 |
| Mortgage-backed securities | $261,000 | 5,480 |
| Certificates of participation in pools of residential mortgages | $261,000 | 5,211 |
| Issued or guaranteed by U.S. | $261,000 | 5,203 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $261,000 | 6,528 |
| Total debt securities | $261,000 | 6,913 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,555,000 | 6,654 |
| U.S. Government securities | $2,555,000 | 6,255 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,555,000 | 6,163 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $2,555,000 | 5,105 |
| Mortgage-backed securities | $293,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,220 |
| Issued or guaranteed by U.S. | $293,000 | 5,212 |
| 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) | $2,555,000 | 6,230 |
| Total debt securities | $2,555,000 | 6,618 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $6,122,000 | 6,227 |
| U.S. Government securities | $6,122,000 | 5,654 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,122,000 | 5,542 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $6,122,000 | 4,103 |
| Mortgage-backed securities | $334,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $334,000 | 5,216 |
| Issued or guaranteed by U.S. | $334,000 | 5,210 |
| 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) | $6,122,000 | 5,804 |
| Total debt securities | $6,122,000 | 6,199 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,952,000 | 6,140 |
| U.S. Government securities | $6,952,000 | 5,494 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,952,000 | 5,391 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $6,952,000 | 3,739 |
| Mortgage-backed securities | $380,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,160 |
| Issued or guaranteed by U.S. | $380,000 | 5,147 |
| 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) | $6,952,000 | 5,705 |
| Total debt securities | $6,952,000 | 6,108 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,536,000 | 6,069 |
| U.S. Government securities | $7,536,000 | 5,366 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,536,000 | 5,259 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $5,345,000 | 4,090 |
| Mortgage-backed securities | $430,000 | 5,478 |
| Certificates of participation in pools of residential mortgages | $430,000 | 5,141 |
| Issued or guaranteed by U.S. | $430,000 | 5,125 |
| 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) | $7,536,000 | 5,627 |
| Total debt securities | $7,536,000 | 6,031 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,599,000 | 6,156 |
| U.S. Government securities | $7,599,000 | 5,475 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,599,000 | 5,364 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $4,594,000 | 4,346 |
| Mortgage-backed securities | $466,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,125 |
| Issued or guaranteed by U.S. | $466,000 | 5,110 |
| 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) | $7,599,000 | 5,709 |
| Total debt securities | $7,599,000 | 6,123 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,676,000 | 6,143 |
| U.S. Government securities | $7,676,000 | 5,463 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,676,000 | 5,352 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,817,000 | 4,569 |
| Mortgage-backed securities | $523,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $523,000 | 5,045 |
| Issued or guaranteed by U.S. | $523,000 | 5,034 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,676,000 | 5,673 |
| Total debt securities | $7,676,000 | 6,113 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,253,000 | 6,137 |
| U.S. Government securities | $7,253,000 | 5,407 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,253,000 | 5,290 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,642,000 | 4,305 |
| Mortgage-backed securities | $569,000 | 5,378 |
| Certificates of participation in pools of residential mortgages | $569,000 | 4,966 |
| Issued or guaranteed by U.S. | $569,000 | 4,954 |
| 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) | $7,253,000 | 5,666 |
| Total debt securities | $7,253,000 | 6,103 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,819,000 | 6,042 |
| U.S. Government securities | $7,819,000 | 5,233 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,819,000 | 5,117 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $6,230,000 | 3,933 |
| Mortgage-backed securities | $624,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $624,000 | 4,948 |
| Issued or guaranteed by U.S. | $624,000 | 4,936 |
| 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) | $7,819,000 | 5,571 |
| Total debt securities | $7,819,000 | 6,003 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,506,000 | 6,937 |
| U.S. Government securities | $3,506,000 | 6,441 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,506,000 | 6,321 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,896,000 | 5,001 |
| Mortgage-backed securities | $663,000 | 5,410 |
| Certificates of participation in pools of residential mortgages | $663,000 | 4,973 |
| Issued or guaranteed by U.S. | $663,000 | 4,964 |
| 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) | $3,506,000 | 6,410 |
| Total debt securities | $3,506,000 | 6,899 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,527,000 | 7,362 |
| U.S. Government securities | $1,527,000 | 7,055 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,527,000 | 6,947 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,000 | 5,764 |
| Mortgage-backed securities | $698,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $698,000 | 5,084 |
| Issued or guaranteed by U.S. | $698,000 | 5,075 |
| 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) | $1,527,000 | 6,838 |
| Total debt securities | $1,527,000 | 7,322 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,919,000 | 7,335 |
| U.S. Government securities | $1,919,000 | 7,006 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,919,000 | 6,905 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,506,000 | 5,672 |
| Mortgage-backed securities | $743,000 | 5,535 |
| Certificates of participation in pools of residential mortgages | $743,000 | 5,118 |
| Issued or guaranteed by U.S. | $743,000 | 5,109 |
| 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) | $1,919,000 | 6,816 |
| Total debt securities | $1,919,000 | 7,302 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,028,000 | 7,389 |
| U.S. Government securities | $2,028,000 | 7,013 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,028,000 | 6,913 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $1,825,000 | 5,557 |
| Mortgage-backed securities | $849,000 | 5,558 |
| Certificates of participation in pools of residential mortgages | $849,000 | 5,148 |
| Issued or guaranteed by U.S. | $849,000 | 5,135 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,028,000 | 6,839 |
| Total debt securities | $2,028,000 | 7,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,831,000 | 7,477 |
| U.S. Government securities | $1,579,000 | 7,182 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,579,000 | 7,094 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $252,000 | 3,075 |
| 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 | $252,000 | 2,099 |
| 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 | $1,436,000 | 5,748 |
| Mortgage-backed securities | $946,000 | 5,567 |
| Certificates of participation in pools of residential mortgages | $946,000 | 5,138 |
| Issued or guaranteed by U.S. | $946,000 | 5,123 |
| 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) | $1,831,000 | 6,931 |
| Total debt securities | $1,831,000 | 7,435 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,682,000 | 7,356 |
| U.S. Government securities | $2,322,000 | 7,059 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,322,000 | 6,970 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $360,000 | 2,899 |
| 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 | $360,000 | 2,104 |
| 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 | $1,515,000 | 5,751 |
| Mortgage-backed securities | $1,059,000 | 5,567 |
| Certificates of participation in pools of residential mortgages | $1,059,000 | 5,150 |
| Issued or guaranteed by U.S. | $1,059,000 | 5,133 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,682,000 | 6,787 |
| Total debt securities | $2,682,000 | 7,316 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,966,000 | 7,380 |
| U.S. Government securities | $2,406,000 | 7,151 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,406,000 | 7,065 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $560,000 | 2,613 |
| 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 | $560,000 | 1,816 |
| 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 | $1,566,000 | 5,792 |
| Mortgage-backed securities | $1,130,000 | 5,538 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 5,114 |
| Issued or guaranteed by U.S. | $1,130,000 | 5,101 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $2,966,000 | 6,783 |
| Total debt securities | $2,966,000 | 7,339 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,675,000 | 7,238 |
| U.S. Government securities | $3,040,000 | 6,988 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,040,000 | 6,885 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $635,000 | 2,525 |
| 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 | $635,000 | 1,755 |
| 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 | $1,689,000 | 5,775 |
| Mortgage-backed securities | $1,151,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $1,151,000 | 5,076 |
| Issued or guaranteed by U.S. | $1,151,000 | 5,061 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $3,675,000 | 6,636 |
| Total debt securities | $3,675,000 | 7,197 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,603,000 | 7,316 |
| U.S. Government securities | $3,603,000 | 6,864 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,603,000 | 6,764 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $1,068,000 | 6,029 |
| Mortgage-backed securities | $1,203,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $1,203,000 | 5,061 |
| Issued or guaranteed by U.S. | $1,203,000 | 5,041 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,603,000 | 6,711 |
| Total debt securities | $3,603,000 | 7,260 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,476,000 | 7,394 |
| U.S. Government securities | $3,476,000 | 6,940 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,476,000 | 6,834 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,428,000 | 5,415 |
| Mortgage-backed securities | $1,296,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $1,296,000 | 4,958 |
| Issued or guaranteed by U.S. | $1,296,000 | 4,935 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,476,000 | 6,779 |
| Total debt securities | $3,476,000 | 7,337 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,988,000 | 7,563 |
| U.S. Government securities | $2,988,000 | 7,215 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,988,000 | 7,100 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $2,085,000 | 5,631 |
| Mortgage-backed securities | $328,000 | 5,876 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,501 |
| Issued or guaranteed by U.S. | $328,000 | 5,479 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,988,000 | 6,917 |
| Total debt securities | $2,988,000 | 7,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $3,986,000 | 7,388 |
| U.S. Government securities | $3,986,000 | 6,972 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,986,000 | 6,864 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,075,000 | 5,651 |
| Mortgage-backed securities | $340,000 | 5,816 |
| Certificates of participation in pools of residential mortgages | $340,000 | 5,420 |
| Issued or guaranteed by U.S. | $340,000 | 5,399 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,986,000 | 6,716 |
| Total debt securities | $3,986,000 | 7,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $3,965,000 | 7,427 |
| U.S. Government securities | $3,965,000 | 7,014 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,965,000 | 6,897 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,608,000 | 5,035 |
| Mortgage-backed securities | $357,000 | 5,805 |
| Certificates of participation in pools of residential mortgages | $357,000 | 5,417 |
| Issued or guaranteed by U.S. | $357,000 | 5,397 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,965,000 | 6,746 |
| Total debt securities | $3,965,000 | 7,383 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,082,000 | 7,429 |
| U.S. Government securities | $4,082,000 | 7,007 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,082,000 | 6,873 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,702,000 | 5,024 |
| Mortgage-backed securities | $380,000 | 5,786 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,404 |
| Issued or guaranteed by U.S. | $380,000 | 5,379 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,082,000 | 6,737 |
| Total debt securities | $4,082,000 | 7,384 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,239,000 | 7,208 |
| U.S. Government securities | $5,239,000 | 6,740 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,239,000 | 6,614 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,695,000 | 5,435 |
| Mortgage-backed securities | $398,000 | 5,782 |
| Certificates of participation in pools of residential mortgages | $398,000 | 5,388 |
| Issued or guaranteed by U.S. | $398,000 | 5,367 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,239,000 | 6,507 |
| Total debt securities | $5,239,000 | 7,163 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $6,048,000 | 7,094 |
| U.S. Government securities | $6,048,000 | 6,563 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,048,000 | 6,431 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,292,000 | 5,651 |
| Mortgage-backed securities | $414,000 | 5,778 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,380 |
| Issued or guaranteed by U.S. | $414,000 | 5,354 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,048,000 | 6,370 |
| Total debt securities | $6,048,000 | 7,037 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,291,000 | 7,295 |
| U.S. Government securities | $5,291,000 | 6,797 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,291,000 | 6,662 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $4,298,000 | 4,860 |
| Mortgage-backed securities | $430,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $430,000 | 5,397 |
| Issued or guaranteed by U.S. | $430,000 | 5,372 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,291,000 | 6,549 |
| Total debt securities | $5,291,000 | 7,245 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,569,000 | 7,269 |
| U.S. Government securities | $5,569,000 | 6,757 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,569,000 | 6,612 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,319,000 | 4,514 |
| Mortgage-backed securities | $466,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,373 |
| Issued or guaranteed by U.S. | $466,000 | 5,353 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,569,000 | 6,532 |
| Total debt securities | $5,568,000 | 7,213 |
| Structured notes | ||
| Amortized cost | $248,000 | 2,963 |
| Fair value | $248,000 | 2,925 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,597,000 | 7,314 |
| U.S. Government securities | $5,597,000 | 6,783 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,597,000 | 6,639 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $5,597,000 | 4,403 |
| Mortgage-backed securities | $494,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,378 |
| Issued or guaranteed by U.S. | $494,000 | 5,354 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,597,000 | 6,566 |
| Total debt securities | $5,597,000 | 7,258 |
| Structured notes | ||
| Amortized cost | $248,000 | 2,951 |
| Fair value | $247,000 | 2,918 |
| 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 | $5,502,000 | 7,368 |
| U.S. Government securities | $5,502,000 | 6,812 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,502,000 | 6,667 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $5,502,000 | 4,454 |
| Mortgage-backed securities | $540,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,368 |
| Issued or guaranteed by U.S. | $540,000 | 5,348 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,502,000 | 6,599 |
| Total debt securities | $5,502,000 | 7,312 |
| Structured notes | ||
| Amortized cost | $247,000 | 2,909 |
| Fair value | $247,000 | 2,889 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,086,000 | 7,497 |
| U.S. Government securities | $5,086,000 | 6,967 |
| U.S. Treasury securities | $499,000 | 1,459 |
| U.S. Government agency obligations | $4,587,000 | 6,983 |
| 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 | $5,086,000 | 4,550 |
| Mortgage-backed securities | $607,000 | 5,796 |
| Certificates of participation in pools of residential mortgages | $607,000 | 5,348 |
| Issued or guaranteed by U.S. | $607,000 | 5,324 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,086,000 | 6,710 |
| Total debt securities | $5,087,000 | 7,430 |
| 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 | $6,456,000 | 7,250 |
| U.S. Government securities | $6,456,000 | 6,621 |
| U.S. Treasury securities | $746,000 | 1,452 |
| U.S. Government agency obligations | $5,710,000 | 6,714 |
| 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 | $6,456,000 | 4,166 |
| Mortgage-backed securities | $660,000 | 5,833 |
| Certificates of participation in pools of residential mortgages | $660,000 | 5,374 |
| Issued or guaranteed by U.S. | $660,000 | 5,357 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,456,000 | 6,458 |
| Total debt securities | $6,456,000 | 7,192 |
| 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 | $5,771,000 | 7,446 |
| U.S. Government securities | $5,771,000 | 6,852 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,771,000 | 6,700 |
| 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 | $5,771,000 | 4,362 |
| Mortgage-backed securities | $709,000 | 5,839 |
| Certificates of participation in pools of residential mortgages | $709,000 | 5,366 |
| Issued or guaranteed by U.S. | $709,000 | 5,349 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,771,000 | 6,648 |
| Total debt securities | $5,771,000 | 7,376 |
| 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 | $5,851,000 | 7,475 |
| U.S. Government securities | $5,851,000 | 6,862 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,851,000 | 6,702 |
| 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 | $5,851,000 | 4,317 |
| Mortgage-backed securities | $768,000 | 5,826 |
| Certificates of participation in pools of residential mortgages | $768,000 | 5,341 |
| Issued or guaranteed by U.S. | $768,000 | 5,328 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,851,000 | 6,661 |
| Total debt securities | $5,851,000 | 7,400 |
| 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 | $5,887,000 | 7,527 |
| U.S. Government securities | $5,887,000 | 6,927 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,887,000 | 6,766 |
| 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 | $5,887,000 | 4,284 |
| Mortgage-backed securities | $823,000 | 5,856 |
| Certificates of participation in pools of residential mortgages | $823,000 | 5,365 |
| Issued or guaranteed by U.S. | $823,000 | 5,349 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,887,000 | 6,714 |
| Total debt securities | $5,887,000 | 7,455 |
| 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 | $6,838,000 | 7,302 |
| U.S. Government securities | $6,838,000 | 6,575 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,838,000 | 6,418 |
| 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 | $6,138,000 | 4,157 |
| Mortgage-backed securities | $975,000 | 5,795 |
| Certificates of participation in pools of residential mortgages | $975,000 | 5,285 |
| Issued or guaranteed by U.S. | $975,000 | 5,268 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,838,000 | 6,488 |
| Total debt securities | $6,838,000 | 7,214 |
| 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 | $5,293,000 | 7,729 |
| U.S. Government securities | $5,293,000 | 7,136 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,293,000 | 6,945 |
| 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 | $5,293,000 | 4,367 |
| Mortgage-backed securities | $1,036,000 | 5,741 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 5,255 |
| Issued or guaranteed by U.S. | $1,036,000 | 5,233 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,293,000 | 6,904 |
| Total debt securities | $5,293,000 | 7,650 |
| 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 | $3,876,000 | 8,064 |
| U.S. Government securities | $3,876,000 | 7,519 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,876,000 | 7,333 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,374,000 | 5,106 |
| Mortgage-backed securities | $1,131,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 5,175 |
| Issued or guaranteed by U.S. | $1,131,000 | 5,152 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,876,000 | 7,244 |
| Total debt securities | $3,876,000 | 7,981 |
| 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 | $2,320,000 | 8,504 |
| U.S. Government securities | $2,320,000 | 8,079 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,320,000 | 7,898 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,320,000 | 5,630 |
| Mortgage-backed securities | $1,493,000 | 5,595 |
| Certificates of participation in pools of residential mortgages | $1,493,000 | 4,984 |
| Issued or guaranteed by U.S. | $1,493,000 | 4,964 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,320,000 | 7,676 |
| Total debt securities | $2,321,000 | 8,422 |
| 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 | $2,521,000 | 8,513 |
| U.S. Government securities | $2,521,000 | 8,079 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,521,000 | 7,895 |
| 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 | $834,000 | 6,724 |
| Mortgage-backed securities | $1,235,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $1,235,000 | 5,164 |
| Issued or guaranteed by U.S. | $1,235,000 | 5,146 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,521,000 | 7,658 |
| Total debt securities | $2,522,000 | 8,429 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,829,000 | 8,480 |
| U.S. Government securities | $2,829,000 | 8,013 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,829,000 | 7,812 |
| 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 | $1,247,000 | 6,409 |
| Mortgage-backed securities | $1,332,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $1,332,000 | 5,088 |
| Issued or guaranteed by U.S. | $1,332,000 | 5,069 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,829,000 | 7,591 |
| Total debt securities | $2,829,000 | 8,387 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,553,000 | 8,711 |
| U.S. Government securities | $2,553,000 | 8,261 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,553,000 | 8,044 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,112,000 | 6,613 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,553,000 | 7,761 |
| Total debt securities | $2,553,000 | 8,618 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $0 | 9,820 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $0 | 9,692 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |