Home > First National Bank of Hereford > Securities
First National Bank of Hereford, Securities
| 2023-12-31 | Rank | |
| Total securities | $25,695,000 | 3,346 |
| U.S. Government securities | $10,550,000 | 3,549 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $10,550,000 | 3,194 |
| Securities issued by states & political subdivisions | $14,880,000 | 2,086 |
| Other domestic debt securities | $265,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $265,000 | 572 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $10,815,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,857,000 | 2,236 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,693,000 | 1,749 |
| Privately issued | $265,000 | 422 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,922,000 | 1,306 |
| Available-for-sale securities (fair market value) | $22,773,000 | 3,221 |
| Total debt securities | $25,695,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $24,956,000 | 3,387 |
| U.S. Government securities | $10,739,000 | 3,548 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $10,739,000 | 3,165 |
| Securities issued by states & political subdivisions | $13,956,000 | 2,128 |
| Other domestic debt securities | $261,000 | 2,227 |
| Privately issued residential mortgage-backed securities | $261,000 | 555 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $11,000,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,997,000 | 2,209 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,742,000 | 1,720 |
| Privately issued | $261,000 | 419 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,929,000 | 1,325 |
| Available-for-sale securities (fair market value) | $22,027,000 | 3,252 |
| Total debt securities | $24,956,000 | 3,365 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $26,854,000 | 3,375 |
| U.S. Government securities | $11,632,000 | 3,536 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $11,632,000 | 3,146 |
| Securities issued by states & political subdivisions | $14,950,000 | 2,124 |
| Other domestic debt securities | $272,000 | 2,243 |
| Privately issued residential mortgage-backed securities | $272,000 | 557 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $11,904,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,713,000 | 2,179 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,919,000 | 1,701 |
| Privately issued | $272,000 | 414 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,936,000 | 1,341 |
| Available-for-sale securities (fair market value) | $23,918,000 | 3,228 |
| Total debt securities | $26,854,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $27,771,000 | 3,421 |
| U.S. Government securities | $12,472,000 | 3,560 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $12,472,000 | 3,113 |
| Securities issued by states & political subdivisions | $15,023,000 | 2,173 |
| Other domestic debt securities | $276,000 | 2,293 |
| Privately issued residential mortgage-backed securities | $276,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $12,748,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,385,000 | 2,172 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,087,000 | 1,707 |
| Privately issued | $276,000 | 428 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,943,000 | 1,381 |
| Available-for-sale securities (fair market value) | $24,828,000 | 3,254 |
| Total debt securities | $27,771,000 | 3,395 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $28,582,000 | 3,422 |
| U.S. Government securities | $12,761,000 | 3,570 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $12,761,000 | 3,084 |
| Securities issued by states & political subdivisions | $15,538,000 | 2,182 |
| Other domestic debt securities | $283,000 | 2,332 |
| Privately issued residential mortgage-backed securities | $283,000 | 598 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $13,044,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,663,000 | 2,165 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,098,000 | 1,727 |
| Privately issued | $283,000 | 428 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,028,000 | 1,389 |
| Available-for-sale securities (fair market value) | $25,554,000 | 3,257 |
| Total debt securities | $28,582,000 | 3,398 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $26,437,000 | 3,510 |
| U.S. Government securities | $10,872,000 | 3,692 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $10,872,000 | 3,248 |
| Securities issued by states & political subdivisions | $15,261,000 | 2,202 |
| Other domestic debt securities | $304,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $304,000 | 587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $11,176,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,361,000 | 2,315 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,511,000 | 1,839 |
| Privately issued | $304,000 | 434 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $3,036,000 | 1,368 |
| Available-for-sale securities (fair market value) | $23,401,000 | 3,337 |
| Total debt securities | $26,438,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $27,359,000 | 3,500 |
| U.S. Government securities | $11,060,000 | 3,701 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $11,060,000 | 3,268 |
| Securities issued by states & political subdivisions | $15,974,000 | 2,213 |
| Other domestic debt securities | $325,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $325,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $11,385,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $9,152,000 | 2,335 |
| Issued or guaranteed by U.S. | $9,152,000 | 2,273 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,233,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $1,908,000 | 1,988 |
| Privately issued | $325,000 | 433 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $3,043,000 | 1,298 |
| Available-for-sale securities (fair market value) | $24,316,000 | 3,352 |
| Total debt securities | $27,360,000 | 3,482 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $23,854,000 | 3,580 |
| U.S. Government securities | $7,161,000 | 3,919 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,161,000 | 3,571 |
| Securities issued by states & political subdivisions | $16,332,000 | 2,216 |
| Other domestic debt securities | $361,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $361,000 | 570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $7,522,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $6,014,000 | 2,689 |
| Issued or guaranteed by U.S. | $6,014,000 | 2,614 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,508,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $1,147,000 | 2,178 |
| Privately issued | $361,000 | 410 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $3,050,000 | 1,196 |
| Available-for-sale securities (fair market value) | $20,804,000 | 3,473 |
| Total debt securities | $23,855,000 | 3,562 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $23,950,000 | 3,515 |
| U.S. Government securities | $6,123,000 | 3,889 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $6,123,000 | 3,632 |
| Securities issued by states & political subdivisions | $17,446,000 | 2,196 |
| Other domestic debt securities | $381,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $381,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $6,504,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $4,852,000 | 2,827 |
| Issued or guaranteed by U.S. | $4,852,000 | 2,739 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,652,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,160 |
| Privately issued | $381,000 | 365 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $3,379,000 | 1,065 |
| Available-for-sale securities (fair market value) | $20,571,000 | 3,448 |
| Total debt securities | $23,950,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $22,232,000 | 3,540 |
| U.S. Government securities | $5,670,000 | 3,920 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,670,000 | 3,698 |
| Securities issued by states & political subdivisions | $16,162,000 | 2,235 |
| Other domestic debt securities | $400,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $400,000 | 504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $6,070,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $5,351,000 | 2,776 |
| Issued or guaranteed by U.S. | $5,351,000 | 2,702 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $719,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,565 |
| Privately issued | $400,000 | 346 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,386,000 | 1,049 |
| Available-for-sale securities (fair market value) | $18,846,000 | 3,477 |
| Total debt securities | $22,232,000 | 3,518 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $20,315,000 | 3,603 |
| U.S. Government securities | $5,398,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,398,000 | 3,728 |
| Securities issued by states & political subdivisions | $14,498,000 | 2,326 |
| Other domestic debt securities | $419,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $419,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $5,817,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $5,054,000 | 2,801 |
| Issued or guaranteed by U.S. | $5,054,000 | 2,716 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $763,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,546 |
| Privately issued | $419,000 | 337 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,392,000 | 1,028 |
| Available-for-sale securities (fair market value) | $16,923,000 | 3,532 |
| Total debt securities | $20,312,000 | 3,580 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $20,056,000 | 3,522 |
| U.S. Government securities | $5,962,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,962,000 | 3,601 |
| Securities issued by states & political subdivisions | $13,671,000 | 2,324 |
| Other domestic debt securities | $423,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $423,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $6,385,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $5,591,000 | 2,680 |
| Issued or guaranteed by U.S. | $5,591,000 | 2,602 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $794,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,514 |
| Privately issued | $423,000 | 329 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $3,399,000 | 1,011 |
| Available-for-sale securities (fair market value) | $16,657,000 | 3,473 |
| Total debt securities | $20,058,000 | 3,496 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $18,541,000 | 3,507 |
| U.S. Government securities | $6,628,000 | 3,595 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,628,000 | 3,448 |
| Securities issued by states & political subdivisions | $11,471,000 | 2,475 |
| Other domestic debt securities | $442,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $442,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $7,070,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $6,223,000 | 2,519 |
| Issued or guaranteed by U.S. | $6,223,000 | 2,448 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $847,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,510 |
| Privately issued | $442,000 | 316 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,493,000 | 980 |
| Available-for-sale securities (fair market value) | $15,048,000 | 3,484 |
| Total debt securities | $18,541,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $18,316,000 | 3,455 |
| U.S. Government securities | $7,305,000 | 3,533 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,305,000 | 3,372 |
| Securities issued by states & political subdivisions | $10,551,000 | 2,432 |
| Other domestic debt securities | $460,000 | 1,902 |
| Privately issued residential mortgage-backed securities | $460,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $7,765,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $6,864,000 | 2,429 |
| Issued or guaranteed by U.S. | $6,864,000 | 2,352 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $901,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,520 |
| Privately issued | $460,000 | 303 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $3,500,000 | 968 |
| Available-for-sale securities (fair market value) | $14,816,000 | 3,437 |
| Total debt securities | $18,316,000 | 3,431 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $18,892,000 | 3,377 |
| U.S. Government securities | $8,045,000 | 3,458 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $8,045,000 | 3,305 |
| Securities issued by states & political subdivisions | $10,383,000 | 2,386 |
| Other domestic debt securities | $464,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $464,000 | 460 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $8,509,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $7,574,000 | 2,301 |
| Issued or guaranteed by U.S. | $7,574,000 | 2,234 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $935,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,527 |
| Privately issued | $464,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $3,507,000 | 979 |
| Available-for-sale securities (fair market value) | $15,385,000 | 3,390 |
| Total debt securities | $18,892,000 | 3,355 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $18,868,000 | 3,373 |
| U.S. Government securities | $8,608,000 | 3,461 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,608,000 | 3,306 |
| Securities issued by states & political subdivisions | $9,813,000 | 2,344 |
| Other domestic debt securities | $447,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $447,000 | 480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $9,055,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $8,114,000 | 2,252 |
| Issued or guaranteed by U.S. | $8,114,000 | 2,181 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $941,000 | 2,371 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,520 |
| Privately issued | $447,000 | 292 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $3,067,000 | 1,030 |
| Available-for-sale securities (fair market value) | $15,801,000 | 3,350 |
| Total debt securities | $18,868,000 | 3,350 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $19,927,000 | 3,362 |
| U.S. Government securities | $8,982,000 | 3,501 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,982,000 | 3,342 |
| Securities issued by states & political subdivisions | $10,432,000 | 2,252 |
| Other domestic debt securities | $513,000 | 1,668 |
| Privately issued residential mortgage-backed securities | $513,000 | 440 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $9,495,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $8,480,000 | 2,145 |
| Issued or guaranteed by U.S. | $8,480,000 | 2,087 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,015,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,531 |
| Privately issued | $513,000 | 277 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $3,528,000 | 1,033 |
| Available-for-sale securities (fair market value) | $16,399,000 | 3,344 |
| Total debt securities | $19,927,000 | 3,337 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $20,600,000 | 3,353 |
| U.S. Government securities | $9,586,000 | 3,462 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $9,586,000 | 3,310 |
| Securities issued by states & political subdivisions | $10,478,000 | 2,269 |
| Other domestic debt securities | $536,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $536,000 | 466 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $10,122,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $9,045,000 | 2,072 |
| Issued or guaranteed by U.S. | $9,045,000 | 2,010 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,077,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,528 |
| Privately issued | $536,000 | 269 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $3,531,000 | 1,091 |
| Available-for-sale securities (fair market value) | $17,069,000 | 3,328 |
| Total debt securities | $20,600,000 | 3,331 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $20,975,000 | 3,391 |
| U.S. Government securities | $10,265,000 | 3,461 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,265,000 | 3,309 |
| Securities issued by states & political subdivisions | $10,161,000 | 2,335 |
| Other domestic debt securities | $549,000 | 1,679 |
| Privately issued residential mortgage-backed securities | $549,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $10,814,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $9,695,000 | 1,999 |
| Issued or guaranteed by U.S. | $9,695,000 | 1,960 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,119,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 2,500 |
| Privately issued | $549,000 | 270 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $3,214,000 | 1,161 |
| Available-for-sale securities (fair market value) | $17,761,000 | 3,354 |
| Total debt securities | $20,976,000 | 3,370 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $21,714,000 | 3,396 |
| U.S. Government securities | $10,732,000 | 3,455 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,732,000 | 3,292 |
| Securities issued by states & political subdivisions | $10,416,000 | 2,381 |
| Other domestic debt securities | $566,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $566,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $11,298,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $10,151,000 | 1,973 |
| Issued or guaranteed by U.S. | $10,151,000 | 1,930 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,147,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,514 |
| Privately issued | $566,000 | 278 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $3,217,000 | 1,171 |
| Available-for-sale securities (fair market value) | $18,497,000 | 3,345 |
| Total debt securities | $21,714,000 | 3,376 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $19,230,000 | 3,600 |
| U.S. Government securities | $7,899,000 | 3,821 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,899,000 | 3,657 |
| Securities issued by states & political subdivisions | $10,757,000 | 2,405 |
| Other domestic debt securities | $574,000 | 1,673 |
| Privately issued residential mortgage-backed securities | $574,000 | 396 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $8,473,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $7,294,000 | 2,271 |
| Issued or guaranteed by U.S. | $7,294,000 | 2,239 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,179,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $605,000 | 2,511 |
| Privately issued | $574,000 | 277 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $2,507,000 | 1,280 |
| Available-for-sale securities (fair market value) | $16,723,000 | 3,498 |
| Total debt securities | $19,230,000 | 3,577 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $19,202,000 | 3,636 |
| U.S. Government securities | $8,175,000 | 3,842 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,175,000 | 3,684 |
| Securities issued by states & political subdivisions | $10,429,000 | 2,460 |
| Other domestic debt securities | $598,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $598,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $8,773,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $7,565,000 | 2,267 |
| Issued or guaranteed by U.S. | $7,565,000 | 2,257 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,208,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $610,000 | 2,506 |
| Privately issued | $598,000 | 273 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $2,508,000 | 1,311 |
| Available-for-sale securities (fair market value) | $16,694,000 | 3,533 |
| Total debt securities | $19,202,000 | 3,613 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $16,985,000 | 3,836 |
| U.S. Government securities | $7,049,000 | 3,981 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,049,000 | 3,829 |
| Securities issued by states & political subdivisions | $9,302,000 | 2,650 |
| Other domestic debt securities | $634,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $634,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $7,683,000 | 2,889 |
| Certificates of participation in pools of residential mortgages | $6,384,000 | 2,496 |
| Issued or guaranteed by U.S. | $6,384,000 | 2,375 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,299,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,510 |
| Privately issued | $634,000 | 281 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,234,000 | 1,364 |
| Available-for-sale securities (fair market value) | $14,751,000 | 3,713 |
| Total debt securities | $16,985,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $17,545,000 | 3,839 |
| U.S. Government securities | $7,559,000 | 3,989 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,559,000 | 3,832 |
| Securities issued by states & political subdivisions | $9,338,000 | 2,691 |
| Other domestic debt securities | $648,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $648,000 | 314 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $8,207,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $6,856,000 | 2,468 |
| Issued or guaranteed by U.S. | $6,856,000 | 2,464 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,351,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,489 |
| Privately issued | $648,000 | 292 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $2,235,000 | 1,388 |
| Available-for-sale securities (fair market value) | $15,310,000 | 3,725 |
| Total debt securities | $17,545,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $18,364,000 | 3,832 |
| U.S. Government securities | $8,181,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,181,000 | 3,809 |
| Securities issued by states & political subdivisions | $9,513,000 | 2,739 |
| Other domestic debt securities | $670,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $670,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $8,851,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $7,426,000 | 2,430 |
| Issued or guaranteed by U.S. | $7,426,000 | 2,427 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,425,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,458 |
| Privately issued | $670,000 | 298 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $2,311,000 | 1,413 |
| Available-for-sale securities (fair market value) | $16,053,000 | 3,744 |
| Total debt securities | $18,364,000 | 3,812 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $19,031,000 | 3,820 |
| U.S. Government securities | $8,770,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,770,000 | 3,766 |
| Securities issued by states & political subdivisions | $9,555,000 | 2,769 |
| Other domestic debt securities | $706,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $706,000 | 319 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $9,476,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $7,968,000 | 2,395 |
| Issued or guaranteed by U.S. | $7,968,000 | 2,393 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,508,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $802,000 | 2,449 |
| Privately issued | $706,000 | 300 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $2,312,000 | 1,461 |
| Available-for-sale securities (fair market value) | $16,719,000 | 3,705 |
| Total debt securities | $19,031,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $18,236,000 | 3,937 |
| U.S. Government securities | $9,307,000 | 3,885 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,307,000 | 3,749 |
| Securities issued by states & political subdivisions | $8,199,000 | 2,963 |
| Other domestic debt securities | $730,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $730,000 | 330 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $10,037,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $8,461,000 | 2,376 |
| Issued or guaranteed by U.S. | $8,461,000 | 2,374 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,576,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $846,000 | 2,446 |
| Privately issued | $730,000 | 309 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $601,000 | 1,806 |
| Available-for-sale securities (fair market value) | $17,635,000 | 3,692 |
| Total debt securities | $18,235,000 | 3,911 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $18,731,000 | 3,951 |
| U.S. Government securities | $9,861,000 | 3,860 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,861,000 | 3,713 |
| Securities issued by states & political subdivisions | $8,159,000 | 3,004 |
| Other domestic debt securities | $711,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $711,000 | 356 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $10,572,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $8,969,000 | 2,363 |
| Issued or guaranteed by U.S. | $8,969,000 | 2,361 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,603,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $892,000 | 2,462 |
| Privately issued | $711,000 | 336 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $601,000 | 1,837 |
| Available-for-sale securities (fair market value) | $18,130,000 | 3,680 |
| Total debt securities | $18,729,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $15,828,000 | 4,171 |
| U.S. Government securities | $8,846,000 | 4,003 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,846,000 | 3,863 |
| Securities issued by states & political subdivisions | $6,240,000 | 3,309 |
| Other domestic debt securities | $742,000 | 1,708 |
| Privately issued residential mortgage-backed securities | $742,000 | 367 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $9,588,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $7,897,000 | 2,502 |
| Issued or guaranteed by U.S. | $7,897,000 | 2,500 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,691,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $949,000 | 2,446 |
| Privately issued | $742,000 | 345 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $601,000 | 1,858 |
| Available-for-sale securities (fair market value) | $15,227,000 | 3,901 |
| Total debt securities | $15,828,000 | 4,148 |
| 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 | $17,197,000 | 4,083 |
| U.S. Government securities | $9,682,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,682,000 | 3,761 |
| Securities issued by states & political subdivisions | $6,744,000 | 3,252 |
| Other domestic debt securities | $771,000 | 1,695 |
| Privately issued residential mortgage-backed securities | $771,000 | 366 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $10,453,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $8,622,000 | 2,432 |
| Issued or guaranteed by U.S. | $8,622,000 | 2,432 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,831,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,421 |
| Privately issued | $771,000 | 347 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $601,000 | 1,870 |
| Available-for-sale securities (fair market value) | $16,596,000 | 3,801 |
| Total debt securities | $17,197,000 | 4,056 |
| 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 | $16,008,000 | 4,234 |
| U.S. Government securities | $8,411,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,411,000 | 4,041 |
| Securities issued by states & political subdivisions | $6,820,000 | 3,246 |
| Other domestic debt securities | $777,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $777,000 | 380 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $9,188,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $7,288,000 | 2,650 |
| Issued or guaranteed by U.S. | $7,288,000 | 2,646 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,900,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $1,123,000 | 2,417 |
| Privately issued | $777,000 | 357 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $601,000 | 1,911 |
| Available-for-sale securities (fair market value) | $15,407,000 | 3,952 |
| Total debt securities | $16,008,000 | 4,212 |
| 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 | $16,541,000 | 4,256 |
| U.S. Government securities | $8,971,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,971,000 | 4,079 |
| Securities issued by states & political subdivisions | $6,775,000 | 3,228 |
| Other domestic debt securities | $795,000 | 1,732 |
| Privately issued residential mortgage-backed securities | $795,000 | 380 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $9,766,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $7,769,000 | 2,593 |
| Issued or guaranteed by U.S. | $7,769,000 | 2,591 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,997,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $1,202,000 | 2,403 |
| Privately issued | $795,000 | 360 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $601,000 | 1,951 |
| Available-for-sale securities (fair market value) | $15,940,000 | 3,961 |
| Total debt securities | $16,541,000 | 4,232 |
| 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 | $17,284,000 | 4,239 |
| U.S. Government securities | $9,446,000 | 4,182 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,446,000 | 4,053 |
| Securities issued by states & political subdivisions | $6,993,000 | 3,222 |
| Other domestic debt securities | $845,000 | 1,713 |
| Privately issued residential mortgage-backed securities | $845,000 | 372 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $10,291,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $8,202,000 | 2,553 |
| Issued or guaranteed by U.S. | $8,202,000 | 2,550 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,089,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $1,244,000 | 2,423 |
| Privately issued | $845,000 | 355 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $600,000 | 1,991 |
| Available-for-sale securities (fair market value) | $16,684,000 | 3,937 |
| Total debt securities | $17,283,000 | 4,213 |
| 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 | $18,219,000 | 4,248 |
| U.S. Government securities | $10,100,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,100,000 | 4,045 |
| Securities issued by states & political subdivisions | $7,257,000 | 3,209 |
| Other domestic debt securities | $862,000 | 1,711 |
| Privately issued residential mortgage-backed securities | $862,000 | 372 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $10,962,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $8,733,000 | 2,522 |
| Issued or guaranteed by U.S. | $8,733,000 | 2,520 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,229,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,367,000 | 2,403 |
| Privately issued | $862,000 | 354 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $600,000 | 2,008 |
| Available-for-sale securities (fair market value) | $17,619,000 | 3,931 |
| Total debt securities | $18,218,000 | 4,220 |
| 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 | $17,772,000 | 4,353 |
| U.S. Government securities | $9,650,000 | 4,354 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,650,000 | 4,243 |
| Securities issued by states & political subdivisions | $7,225,000 | 3,221 |
| Other domestic debt securities | $897,000 | 1,717 |
| Privately issued residential mortgage-backed securities | $897,000 | 380 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $10,547,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $8,125,000 | 2,672 |
| Issued or guaranteed by U.S. | $8,125,000 | 2,667 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,422,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,525,000 | 2,413 |
| Privately issued | $897,000 | 361 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $600,000 | 2,051 |
| Available-for-sale securities (fair market value) | $17,172,000 | 4,043 |
| Total debt securities | $17,772,000 | 4,328 |
| 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 | $17,637,000 | 4,419 |
| U.S. Government securities | $9,378,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,378,000 | 4,358 |
| Securities issued by states & political subdivisions | $7,355,000 | 3,205 |
| Other domestic debt securities | $904,000 | 1,754 |
| Privately issued residential mortgage-backed securities | $904,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $10,282,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $7,611,000 | 2,795 |
| Issued or guaranteed by U.S. | $7,611,000 | 2,794 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,671,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $1,767,000 | 2,369 |
| Privately issued | $904,000 | 381 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $600,000 | 2,050 |
| Available-for-sale securities (fair market value) | $17,037,000 | 4,106 |
| Total debt securities | $17,636,000 | 4,399 |
| 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 | $18,574,000 | 4,402 |
| U.S. Government securities | $9,996,000 | 4,450 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,996,000 | 4,330 |
| Securities issued by states & political subdivisions | $7,656,000 | 3,193 |
| Other domestic debt securities | $922,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $922,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $10,918,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $8,067,000 | 2,774 |
| Issued or guaranteed by U.S. | $8,067,000 | 2,772 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,851,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $1,929,000 | 2,364 |
| Privately issued | $922,000 | 380 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $600,000 | 2,063 |
| Available-for-sale securities (fair market value) | $17,974,000 | 4,076 |
| Total debt securities | $18,577,000 | 4,383 |
| 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 | $19,163,000 | 4,429 |
| U.S. Government securities | $10,588,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,588,000 | 4,359 |
| Securities issued by states & political subdivisions | $7,629,000 | 3,225 |
| Other domestic debt securities | $946,000 | 1,803 |
| Privately issued residential mortgage-backed securities | $946,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $11,534,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $8,479,000 | 2,809 |
| Issued or guaranteed by U.S. | $8,479,000 | 2,806 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,055,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $2,109,000 | 2,339 |
| Privately issued | $946,000 | 408 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $600,000 | 2,095 |
| Available-for-sale securities (fair market value) | $18,563,000 | 4,117 |
| Total debt securities | $19,164,000 | 4,407 |
| 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 | $19,943,000 | 4,437 |
| U.S. Government securities | $11,404,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,404,000 | 4,330 |
| Securities issued by states & political subdivisions | $7,566,000 | 3,269 |
| Other domestic debt securities | $973,000 | 1,846 |
| Privately issued residential mortgage-backed securities | $973,000 | 430 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $12,377,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $9,080,000 | 2,769 |
| Issued or guaranteed by U.S. | $9,080,000 | 2,769 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,297,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $2,324,000 | 2,313 |
| Privately issued | $973,000 | 413 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $600,000 | 2,109 |
| Available-for-sale securities (fair market value) | $19,343,000 | 4,093 |
| Total debt securities | $19,944,000 | 4,415 |
| 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 | $19,061,000 | 4,550 |
| U.S. Government securities | $10,608,000 | 4,567 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,608,000 | 4,464 |
| Securities issued by states & political subdivisions | $7,482,000 | 3,303 |
| Other domestic debt securities | $971,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $971,000 | 460 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $11,579,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $8,098,000 | 2,930 |
| Issued or guaranteed by U.S. | $8,098,000 | 2,930 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,481,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $2,510,000 | 2,255 |
| Privately issued | $971,000 | 441 |
| 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) | $600,000 | 2,110 |
| Available-for-sale securities (fair market value) | $18,461,000 | 4,217 |
| Total debt securities | $19,062,000 | 4,528 |
| 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 | $19,046,000 | 4,544 |
| U.S. Government securities | $11,264,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,264,000 | 4,384 |
| Securities issued by states & political subdivisions | $6,832,000 | 3,413 |
| Other domestic debt securities | $950,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $950,000 | 487 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $12,214,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $8,596,000 | 2,859 |
| Issued or guaranteed by U.S. | $8,596,000 | 2,858 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,618,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $2,668,000 | 2,195 |
| Privately issued | $950,000 | 465 |
| 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) | $600,000 | 2,117 |
| Available-for-sale securities (fair market value) | $18,446,000 | 4,218 |
| Total debt securities | $19,046,000 | 4,526 |
| 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 | $19,913,000 | 4,505 |
| U.S. Government securities | $12,107,000 | 4,394 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,107,000 | 4,292 |
| Securities issued by states & political subdivisions | $6,862,000 | 3,416 |
| Other domestic debt securities | $944,000 | 2,007 |
| Privately issued residential mortgage-backed securities | $944,000 | 518 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $13,051,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $9,181,000 | 2,767 |
| Issued or guaranteed by U.S. | $9,181,000 | 2,764 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,870,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $2,926,000 | 2,162 |
| Privately issued | $944,000 | 494 |
| 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) | $600,000 | 2,106 |
| Available-for-sale securities (fair market value) | $19,313,000 | 4,186 |
| Total debt securities | $19,913,000 | 4,478 |
| 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 | $19,849,000 | 4,518 |
| U.S. Government securities | $12,332,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,332,000 | 4,270 |
| Securities issued by states & political subdivisions | $6,481,000 | 3,477 |
| Other domestic debt securities | $1,036,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $1,036,000 | 511 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $13,368,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $8,961,000 | 2,763 |
| Issued or guaranteed by U.S. | $8,961,000 | 2,761 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,407,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $3,371,000 | 2,105 |
| Privately issued | $1,036,000 | 488 |
| 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) | $600,000 | 2,046 |
| Available-for-sale securities (fair market value) | $19,249,000 | 4,203 |
| Total debt securities | $19,849,000 | 4,485 |
| 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 | $19,863,000 | 4,527 |
| U.S. Government securities | $12,692,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,692,000 | 4,238 |
| Securities issued by states & political subdivisions | $6,119,000 | 3,553 |
| Other domestic debt securities | $1,052,000 | 1,940 |
| Privately issued residential mortgage-backed securities | $1,052,000 | 538 |
| 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 | $13,744,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $9,765,000 | 2,694 |
| Issued or guaranteed by U.S. | $9,765,000 | 2,693 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,979,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $2,927,000 | 2,238 |
| Privately issued | $1,052,000 | 517 |
| 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) | $600,000 | 2,041 |
| Available-for-sale securities (fair market value) | $19,263,000 | 4,230 |
| Total debt securities | $19,861,000 | 4,499 |
| 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 | $19,802,000 | 4,493 |
| U.S. Government securities | $12,873,000 | 4,294 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,873,000 | 4,186 |
| Securities issued by states & political subdivisions | $5,885,000 | 3,549 |
| Other domestic debt securities | $1,044,000 | 1,936 |
| Privately issued residential mortgage-backed securities | $1,044,000 | 564 |
| 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 | $13,917,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $10,439,000 | 2,599 |
| Issued or guaranteed by U.S. | $10,439,000 | 2,597 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,478,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $2,434,000 | 2,442 |
| Privately issued | $1,044,000 | 545 |
| 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) | $1,038,000 | 1,905 |
| Available-for-sale securities (fair market value) | $18,764,000 | 4,244 |
| Total debt securities | $19,802,000 | 4,462 |
| 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 | $18,459,000 | 4,671 |
| U.S. Government securities | $12,162,000 | 4,494 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,162,000 | 4,398 |
| Securities issued by states & political subdivisions | $5,249,000 | 3,685 |
| Other domestic debt securities | $1,048,000 | 1,985 |
| Privately issued residential mortgage-backed securities | $1,048,000 | 603 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $13,210,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $10,096,000 | 2,768 |
| Issued or guaranteed by U.S. | $10,096,000 | 2,766 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,114,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $2,066,000 | 2,615 |
| Privately issued | $1,048,000 | 580 |
| 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) | $1,038,000 | 1,936 |
| Available-for-sale securities (fair market value) | $17,421,000 | 4,416 |
| Total debt securities | $18,459,000 | 4,639 |
| 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 | $16,672,000 | 4,889 |
| U.S. Government securities | $10,728,000 | 4,780 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,728,000 | 4,680 |
| Securities issued by states & political subdivisions | $4,962,000 | 3,700 |
| Other domestic debt securities | $982,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $982,000 | 671 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $11,710,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $8,496,000 | 3,055 |
| Issued or guaranteed by U.S. | $8,496,000 | 3,055 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,214,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $2,232,000 | 2,584 |
| Privately issued | $982,000 | 646 |
| 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) | $1,038,000 | 1,947 |
| Available-for-sale securities (fair market value) | $15,634,000 | 4,626 |
| Total debt securities | $16,672,000 | 4,859 |
| 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 | $17,181,000 | 4,880 |
| U.S. Government securities | $11,316,000 | 4,785 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,316,000 | 4,695 |
| Securities issued by states & political subdivisions | $4,895,000 | 3,650 |
| Other domestic debt securities | $970,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $970,000 | 700 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $12,286,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $8,920,000 | 2,978 |
| Issued or guaranteed by U.S. | $8,920,000 | 2,976 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,366,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $2,396,000 | 2,563 |
| Privately issued | $970,000 | 678 |
| 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) | $1,038,000 | 1,991 |
| Available-for-sale securities (fair market value) | $16,143,000 | 4,597 |
| Total debt securities | $17,181,000 | 4,854 |
| 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 | $17,977,000 | 4,768 |
| U.S. Government securities | $11,973,000 | 4,635 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,973,000 | 4,547 |
| Securities issued by states & political subdivisions | $5,023,000 | 3,589 |
| Other domestic debt securities | $981,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $981,000 | 778 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $12,954,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $9,450,000 | 2,813 |
| Issued or guaranteed by U.S. | $9,450,000 | 2,813 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,504,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $2,523,000 | 2,416 |
| Privately issued | $981,000 | 740 |
| 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) | $1,067,000 | 2,068 |
| Available-for-sale securities (fair market value) | $16,910,000 | 4,476 |
| Total debt securities | $17,977,000 | 4,741 |
| 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 | $15,434,000 | 5,031 |
| U.S. Government securities | $9,353,000 | 5,015 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,353,000 | 4,920 |
| Securities issued by states & political subdivisions | $5,008,000 | 3,539 |
| Other domestic debt securities | $1,073,000 | 1,939 |
| Privately issued residential mortgage-backed securities | $1,073,000 | 791 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $10,426,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $6,704,000 | 3,184 |
| Issued or guaranteed by U.S. | $6,704,000 | 3,181 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,722,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $2,649,000 | 2,363 |
| Privately issued | $1,073,000 | 749 |
| 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) | $1,067,000 | 2,087 |
| Available-for-sale securities (fair market value) | $14,367,000 | 4,723 |
| Total debt securities | $15,433,000 | 5,002 |
| 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 | $15,643,000 | 5,059 |
| U.S. Government securities | $9,305,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,305,000 | 5,053 |
| Securities issued by states & political subdivisions | $5,200,000 | 3,460 |
| Other domestic debt securities | $1,138,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $1,138,000 | 793 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $10,443,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $6,538,000 | 3,195 |
| Issued or guaranteed by U.S. | $6,538,000 | 3,188 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,905,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $2,767,000 | 2,303 |
| Privately issued | $1,138,000 | 753 |
| 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) | $1,067,000 | 2,114 |
| Available-for-sale securities (fair market value) | $14,576,000 | 4,752 |
| Total debt securities | $15,643,000 | 5,024 |
| 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 | $15,002,000 | 5,127 |
| U.S. Government securities | $8,929,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,929,000 | 5,099 |
| Securities issued by states & political subdivisions | $4,869,000 | 3,509 |
| Other domestic debt securities | $1,204,000 | 1,871 |
| Privately issued residential mortgage-backed securities | $1,204,000 | 817 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $10,133,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $6,891,000 | 3,055 |
| Issued or guaranteed by U.S. | $6,891,000 | 3,049 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,242,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $2,038,000 | 2,406 |
| Privately issued | $1,204,000 | 776 |
| 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) | $827,000 | 2,234 |
| Available-for-sale securities (fair market value) | $14,175,000 | 4,792 |
| Total debt securities | $15,001,000 | 5,099 |
| 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 | $9,196,000 | 5,832 |
| U.S. Government securities | $3,671,000 | 6,243 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,671,000 | 6,119 |
| Securities issued by states & political subdivisions | $4,250,000 | 3,645 |
| Other domestic debt securities | $1,275,000 | 1,953 |
| Privately issued residential mortgage-backed securities | $1,275,000 | 833 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $4,946,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $3,671,000 | 3,697 |
| Issued or guaranteed by U.S. | $3,671,000 | 3,686 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,275,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,275,000 | 796 |
| 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) | $1,205,000 | 2,097 |
| Available-for-sale securities (fair market value) | $7,991,000 | 5,567 |
| Total debt securities | $9,195,000 | 5,791 |
| 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 | $10,937,000 | 5,533 |
| U.S. Government securities | $3,866,000 | 6,198 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,866,000 | 6,082 |
| Securities issued by states & political subdivisions | $4,177,000 | 3,577 |
| Other domestic debt securities | $2,894,000 | 1,474 |
| Privately issued residential mortgage-backed securities | $2,894,000 | 695 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $6,760,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $3,865,000 | 3,630 |
| Issued or guaranteed by U.S. | $3,865,000 | 3,621 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,895,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,497 |
| Privately issued | $2,894,000 | 662 |
| 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) | $1,575,000 | 2,036 |
| Available-for-sale securities (fair market value) | $9,362,000 | 5,314 |
| Total debt securities | $10,936,000 | 5,496 |
| 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 | $11,331,000 | 5,508 |
| U.S. Government securities | $4,238,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,238,000 | 6,112 |
| Securities issued by states & political subdivisions | $4,134,000 | 3,531 |
| Other domestic debt securities | $2,959,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $2,959,000 | 722 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $7,197,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $4,193,000 | 3,559 |
| Issued or guaranteed by U.S. | $4,193,000 | 3,551 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,004,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,303 |
| Privately issued | $2,959,000 | 693 |
| 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) | $1,575,000 | 2,103 |
| Available-for-sale securities (fair market value) | $9,756,000 | 5,301 |
| Total debt securities | $11,331,000 | 5,474 |
| 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 | $11,414,000 | 5,548 |
| U.S. Government securities | $4,593,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,593,000 | 6,109 |
| Securities issued by states & political subdivisions | $3,781,000 | 3,617 |
| Other domestic debt securities | $3,040,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $3,040,000 | 745 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $7,633,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $4,430,000 | 3,603 |
| Issued or guaranteed by U.S. | $4,430,000 | 3,597 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,203,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 3,132 |
| Privately issued | $3,040,000 | 714 |
| 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) | $1,216,000 | 2,237 |
| Available-for-sale securities (fair market value) | $10,198,000 | 5,277 |
| Total debt securities | $11,414,000 | 5,507 |
| 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 | $11,902,000 | 5,457 |
| U.S. Government securities | $4,842,000 | 6,141 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,842,000 | 6,042 |
| Securities issued by states & political subdivisions | $3,806,000 | 3,629 |
| Other domestic debt securities | $3,254,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $3,254,000 | 760 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $8,096,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $4,628,000 | 3,646 |
| Issued or guaranteed by U.S. | $4,628,000 | 3,638 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,468,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 3,088 |
| Privately issued | $3,254,000 | 728 |
| 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) | $1,242,000 | 2,268 |
| Available-for-sale securities (fair market value) | $10,660,000 | 5,198 |
| Total debt securities | $11,902,000 | 5,414 |
| 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 | $12,333,000 | 5,442 |
| U.S. Government securities | $5,183,000 | 6,102 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,183,000 | 6,014 |
| Securities issued by states & political subdivisions | $3,835,000 | 3,622 |
| Other domestic debt securities | $3,315,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $3,315,000 | 819 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $8,498,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $4,832,000 | 3,693 |
| Issued or guaranteed by U.S. | $4,832,000 | 3,683 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,666,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 2,964 |
| Privately issued | $3,315,000 | 782 |
| 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) | $1,242,000 | 2,355 |
| Available-for-sale securities (fair market value) | $11,091,000 | 5,161 |
| Total debt securities | $12,332,000 | 5,394 |
| 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 | $12,049,000 | 5,475 |
| U.S. Government securities | $4,607,000 | 6,276 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,607,000 | 6,183 |
| Securities issued by states & political subdivisions | $3,761,000 | 3,613 |
| Other domestic debt securities | $3,681,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $3,681,000 | 807 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $8,288,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $4,036,000 | 3,940 |
| Issued or guaranteed by U.S. | $4,036,000 | 3,926 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,252,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $571,000 | 2,783 |
| Privately issued | $3,681,000 | 772 |
| 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) | $1,242,000 | 2,384 |
| Available-for-sale securities (fair market value) | $10,807,000 | 5,189 |
| Total debt securities | $12,049,000 | 5,432 |
| 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 | $12,262,000 | 5,498 |
| U.S. Government securities | $5,273,000 | 6,217 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,273,000 | 6,134 |
| Securities issued by states & political subdivisions | $3,289,000 | 3,695 |
| Other domestic debt securities | $3,700,000 | 1,441 |
| Privately issued residential mortgage-backed securities | $3,700,000 | 808 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $8,973,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $4,438,000 | 3,926 |
| Issued or guaranteed by U.S. | $4,438,000 | 3,914 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,535,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 2,659 |
| Privately issued | $3,700,000 | 775 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,242,000 | 2,428 |
| Available-for-sale securities (fair market value) | $11,020,000 | 5,205 |
| Total debt securities | $12,263,000 | 5,451 |
| 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 | $15,707,000 | 5,012 |
| U.S. Government securities | $7,845,000 | 5,636 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,845,000 | 5,558 |
| Securities issued by states & political subdivisions | $3,300,000 | 3,647 |
| Other domestic debt securities | $4,562,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $4,562,000 | 709 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $12,407,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $4,839,000 | 3,778 |
| Issued or guaranteed by U.S. | $4,839,000 | 3,764 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,568,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $3,006,000 | 1,837 |
| Privately issued | $4,562,000 | 679 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,269,000 | 2,425 |
| Available-for-sale securities (fair market value) | $14,438,000 | 4,698 |
| Total debt securities | $15,707,000 | 4,975 |
| 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 | $14,858,000 | 5,092 |
| U.S. Government securities | $7,150,000 | 5,790 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,150,000 | 5,706 |
| Securities issued by states & political subdivisions | $3,258,000 | 3,649 |
| Other domestic debt securities | $4,450,000 | 1,263 |
| Privately issued residential mortgage-backed securities | $4,450,000 | 722 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,077 |
| Mortgage-backed securities | $11,600,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $3,834,000 | 4,003 |
| Issued or guaranteed by U.S. | $3,834,000 | 3,992 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,766,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $3,316,000 | 1,700 |
| Privately issued | $4,450,000 | 692 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,269,000 | 2,428 |
| Available-for-sale securities (fair market value) | $13,589,000 | 4,750 |
| Total debt securities | $14,857,000 | 5,049 |
| 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 | $16,006,000 | 4,976 |
| U.S. Government securities | $7,677,000 | 5,676 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,677,000 | 5,594 |
| Securities issued by states & political subdivisions | $3,300,000 | 3,648 |
| Other domestic debt securities | $5,029,000 | 1,238 |
| Privately issued residential mortgage-backed securities | $5,029,000 | 687 |
| 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 | $1,000,000 | 6,097 |
| Mortgage-backed securities | $12,706,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $3,922,000 | 3,995 |
| Issued or guaranteed by U.S. | $3,922,000 | 3,980 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,784,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $3,755,000 | 1,625 |
| Privately issued | $5,029,000 | 654 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,269,000 | 2,443 |
| Available-for-sale securities (fair market value) | $14,737,000 | 4,656 |
| Total debt securities | $16,006,000 | 4,916 |
| 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 | $15,308,000 | 5,066 |
| U.S. Government securities | $6,613,000 | 5,975 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,613,000 | 5,885 |
| Securities issued by states & political subdivisions | $3,342,000 | 3,650 |
| Other domestic debt securities | $5,353,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $5,353,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $11,966,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $2,090,000 | 4,576 |
| Issued or guaranteed by U.S. | $2,090,000 | 4,555 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,876,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $4,523,000 | 1,464 |
| Privately issued | $5,353,000 | 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) | $1,269,000 | 2,493 |
| Available-for-sale securities (fair market value) | $14,039,000 | 4,746 |
| Total debt securities | $15,307,000 | 5,014 |
| 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 | $15,620,000 | 5,060 |
| U.S. Government securities | $7,188,000 | 5,960 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,188,000 | 5,849 |
| Securities issued by states & political subdivisions | $2,638,000 | 3,950 |
| Other domestic debt securities | $5,794,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $5,794,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $12,982,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,306 |
| Issued or guaranteed by U.S. | $2,101,000 | 4,291 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,881,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $5,087,000 | 1,338 |
| Privately issued | $5,794,000 | 548 |
| 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) | $573,000 | 2,905 |
| Available-for-sale securities (fair market value) | $15,047,000 | 4,598 |
| Total debt securities | $15,620,000 | 5,012 |
| 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 | $15,424,000 | 5,106 |
| U.S. Government securities | $7,888,000 | 5,870 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,888,000 | 5,765 |
| Securities issued by states & political subdivisions | $2,635,000 | 3,952 |
| Other domestic debt securities | $4,901,000 | 1,096 |
| Privately issued residential mortgage-backed securities | $4,901,000 | 598 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $10,791,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $157,000 | 5,706 |
| Issued or guaranteed by U.S. | $157,000 | 5,685 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,634,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $5,733,000 | 1,241 |
| Privately issued | $4,901,000 | 565 |
| 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) | $573,000 | 2,971 |
| Available-for-sale securities (fair market value) | $14,851,000 | 4,642 |
| Total debt securities | $15,423,000 | 5,062 |
| 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 | $10,998,000 | 5,913 |
| U.S. Government securities | $8,701,000 | 5,698 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,701,000 | 5,591 |
| Securities issued by states & political subdivisions | $2,297,000 | 4,118 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $6,725,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $163,000 | 5,708 |
| Issued or guaranteed by U.S. | $163,000 | 5,688 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,562,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $6,562,000 | 1,124 |
| 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) | $573,000 | 2,994 |
| Available-for-sale securities (fair market value) | $10,425,000 | 5,409 |
| Total debt securities | $10,998,000 | 5,858 |
| 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 | $10,523,000 | 6,013 |
| U.S. Government securities | $8,194,000 | 5,831 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,194,000 | 5,717 |
| Securities issued by states & political subdivisions | $2,329,000 | 4,114 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $6,210,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $170,000 | 5,717 |
| Issued or guaranteed by U.S. | $170,000 | 5,694 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,040,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $6,040,000 | 1,155 |
| 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) | $573,000 | 3,038 |
| Available-for-sale securities (fair market value) | $9,950,000 | 5,497 |
| Total debt securities | $10,524,000 | 5,961 |
| 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 | $11,501,000 | 5,883 |
| U.S. Government securities | $9,145,000 | 5,668 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,145,000 | 5,539 |
| Securities issued by states & political subdivisions | $2,356,000 | 4,117 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $7,163,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,709 |
| Issued or guaranteed by U.S. | $175,000 | 5,685 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,988,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $6,988,000 | 1,068 |
| 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) | $597,000 | 3,089 |
| Available-for-sale securities (fair market value) | $10,904,000 | 5,370 |
| Total debt securities | $11,502,000 | 5,828 |
| 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 | $11,381,000 | 5,945 |
| U.S. Government securities | $9,023,000 | 5,742 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,023,000 | 5,623 |
| Securities issued by states & political subdivisions | $2,358,000 | 4,103 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $7,044,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $180,000 | 5,721 |
| Issued or guaranteed by U.S. | $180,000 | 5,693 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,864,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $6,864,000 | 1,055 |
| 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) | $597,000 | 3,154 |
| Available-for-sale securities (fair market value) | $10,784,000 | 5,389 |
| Total debt securities | $11,381,000 | 5,886 |
| 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 | $12,003,000 | 5,831 |
| U.S. Government securities | $9,680,000 | 5,599 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,680,000 | 5,471 |
| Securities issued by states & political subdivisions | $2,323,000 | 4,114 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $7,730,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $185,000 | 5,744 |
| Issued or guaranteed by U.S. | $185,000 | 5,718 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,545,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $7,545,000 | 987 |
| 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) | $597,000 | 3,186 |
| Available-for-sale securities (fair market value) | $11,406,000 | 5,299 |
| Total debt securities | $12,002,000 | 5,781 |
| 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 | $9,797,000 | 6,327 |
| U.S. Government securities | $7,447,000 | 6,217 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,447,000 | 6,072 |
| Securities issued by states & political subdivisions | $2,350,000 | 4,127 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $5,477,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $199,000 | 5,754 |
| Issued or guaranteed by U.S. | $199,000 | 5,730 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,278,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $5,278,000 | 1,227 |
| 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) | $597,000 | 3,254 |
| Available-for-sale securities (fair market value) | $9,200,000 | 5,769 |
| Total debt securities | $9,798,000 | 6,267 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,882,000 | 6,366 |
| U.S. Government securities | $7,918,000 | 6,086 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,918,000 | 5,945 |
| Securities issued by states & political subdivisions | $1,964,000 | 4,386 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $5,937,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $205,000 | 5,789 |
| Issued or guaranteed by U.S. | $205,000 | 5,764 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,732,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $5,732,000 | 1,176 |
| 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) | $619,000 | 3,318 |
| Available-for-sale securities (fair market value) | $9,263,000 | 5,773 |
| Total debt securities | $9,880,000 | 6,310 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $8,136,000 | 6,734 |
| U.S. Government securities | $6,464,000 | 6,503 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,464,000 | 6,371 |
| Securities issued by states & political subdivisions | $1,672,000 | 4,575 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $4,450,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,795 |
| Issued or guaranteed by U.S. | $221,000 | 5,775 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,229,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $4,229,000 | 1,373 |
| 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) | $619,000 | 3,356 |
| Available-for-sale securities (fair market value) | $7,517,000 | 6,145 |
| Total debt securities | $8,136,000 | 6,676 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,449,000 | 6,718 |
| U.S. Government securities | $7,080,000 | 6,383 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,080,000 | 6,256 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,781 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $5,043,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,835 |
| Issued or guaranteed by U.S. | $230,000 | 5,808 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,813,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $4,813,000 | 1,335 |
| 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) | $619,000 | 3,412 |
| Available-for-sale securities (fair market value) | $7,830,000 | 6,100 |
| Total debt securities | $8,449,000 | 6,659 |
| 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 | $9,059,000 | 6,631 |
| U.S. Government securities | $7,704,000 | 6,266 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,704,000 | 6,120 |
| Securities issued by states & political subdivisions | $1,355,000 | 4,790 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $5,709,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,911 |
| Issued or guaranteed by U.S. | $235,000 | 5,890 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,474,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $5,474,000 | 1,288 |
| 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) | $619,000 | 3,459 |
| Available-for-sale securities (fair market value) | $8,440,000 | 6,023 |
| Total debt securities | $9,059,000 | 6,574 |
| 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 | $7,197,000 | 7,076 |
| U.S. Government securities | $6,355,000 | 6,664 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,355,000 | 6,517 |
| Securities issued by states & political subdivisions | $842,000 | 5,258 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $4,301,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $242,000 | 5,931 |
| Issued or guaranteed by U.S. | $242,000 | 5,915 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,059,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $4,059,000 | 1,502 |
| 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) | $640,000 | 3,481 |
| Available-for-sale securities (fair market value) | $6,557,000 | 6,445 |
| Total debt securities | $7,197,000 | 7,017 |
| 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 | $8,142,000 | 6,900 |
| U.S. Government securities | $7,202,000 | 6,443 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,202,000 | 6,283 |
| Securities issued by states & political subdivisions | $940,000 | 5,197 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $5,126,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,944 |
| Issued or guaranteed by U.S. | $252,000 | 5,931 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,874,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $4,874,000 | 1,380 |
| 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) | $640,000 | 3,550 |
| Available-for-sale securities (fair market value) | $7,502,000 | 6,271 |
| Total debt securities | $8,142,000 | 6,835 |
| 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 | $8,658,000 | 6,868 |
| U.S. Government securities | $7,730,000 | 6,375 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,730,000 | 6,207 |
| Securities issued by states & political subdivisions | $928,000 | 5,246 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $5,718,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $263,000 | 6,002 |
| Issued or guaranteed by U.S. | $263,000 | 5,989 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,455,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $5,455,000 | 1,339 |
| 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) | $640,000 | 3,577 |
| Available-for-sale securities (fair market value) | $8,018,000 | 6,236 |
| Total debt securities | $8,657,000 | 6,796 |
| 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 | $9,557,000 | 6,671 |
| U.S. Government securities | $8,611,000 | 6,085 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,611,000 | 5,925 |
| Securities issued by states & political subdivisions | $946,000 | 5,229 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $6,486,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,999 |
| Issued or guaranteed by U.S. | $280,000 | 5,980 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,206,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $6,206,000 | 1,298 |
| 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) | $640,000 | 3,626 |
| Available-for-sale securities (fair market value) | $8,917,000 | 6,041 |
| Total debt securities | $9,558,000 | 6,586 |
| 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 | $10,289,000 | 6,546 |
| U.S. Government securities | $9,437,000 | 5,924 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,437,000 | 5,757 |
| Securities issued by states & political subdivisions | $852,000 | 5,383 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $7,368,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,952 |
| Issued or guaranteed by U.S. | $343,000 | 5,930 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,025,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $7,025,000 | 1,251 |
| 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) | $650,000 | 3,664 |
| Available-for-sale securities (fair market value) | $9,639,000 | 5,941 |
| Total debt securities | $10,288,000 | 6,465 |
| 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 | $3,017,000 | 8,296 |
| U.S. Government securities | $2,168,000 | 8,141 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,168,000 | 7,972 |
| Securities issued by states & political subdivisions | $849,000 | 5,416 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $2,168,000 | 5,101 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,985 |
| Issued or guaranteed by U.S. | $359,000 | 5,960 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,809,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $1,809,000 | 2,293 |
| 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) | $650,000 | 3,713 |
| Available-for-sale securities (fair market value) | $2,367,000 | 7,639 |
| Total debt securities | $3,017,000 | 8,214 |
| 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 | $3,397,000 | 8,204 |
| U.S. Government securities | $2,747,000 | 7,934 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,747,000 | 7,751 |
| Securities issued by states & political subdivisions | $650,000 | 5,621 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $2,747,000 | 4,943 |
| Certificates of participation in pools of residential mortgages | $371,000 | 6,014 |
| Issued or guaranteed by U.S. | $371,000 | 5,993 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,376,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,376,000 | 2,235 |
| 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) | $650,000 | 3,738 |
| Available-for-sale securities (fair market value) | $2,747,000 | 7,547 |
| Total debt securities | $3,397,000 | 8,130 |
| 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 | $2,973,000 | 8,390 |
| U.S. Government securities | $2,973,000 | 7,911 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,973,000 | 7,723 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $2,973,000 | 4,896 |
| Certificates of participation in pools of residential mortgages | $395,000 | 5,979 |
| Issued or guaranteed by U.S. | $395,000 | 5,960 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,578,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $2,578,000 | 2,236 |
| 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) | $2,973,000 | 7,526 |
| Total debt securities | $2,973,000 | 8,307 |
| 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 | $3,422,000 | 8,299 |
| U.S. Government securities | $3,202,000 | 7,843 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,202,000 | 7,634 |
| Securities issued by states & political subdivisions | $220,000 | 6,335 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $3,202,000 | 4,776 |
| Certificates of participation in pools of residential mortgages | $415,000 | 5,933 |
| Issued or guaranteed by U.S. | $415,000 | 5,913 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,787,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $2,787,000 | 2,229 |
| 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) | $3,422,000 | 7,408 |
| Total debt securities | $3,423,000 | 8,213 |
| 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 | $3,249,000 | 8,499 |
| U.S. Government securities | $3,038,000 | 8,049 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,038,000 | 7,824 |
| Securities issued by states & political subdivisions | $211,000 | 6,482 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $2,536,000 | 4,966 |
| Certificates of participation in pools of residential mortgages | $474,000 | 5,753 |
| Issued or guaranteed by U.S. | $474,000 | 5,730 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,062,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $2,062,000 | 2,532 |
| 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) | $3,249,000 | 7,535 |
| Total debt securities | $3,248,000 | 8,403 |
| 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 | $1,732,000 | 9,333 |
| U.S. Government securities | $1,545,000 | 9,142 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,545,000 | 8,868 |
| 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 | $187,000 | 5,919 |
| 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 | $1,041,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $537,000 | 5,356 |
| Issued or guaranteed by U.S. | $537,000 | 5,339 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $504,000 | 3,307 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 3,145 |
| 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) | $1,732,000 | 8,256 |
| Total debt securities | $1,545,000 | 9,286 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $135,000 | 10,073 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $135,000 | 6,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $135,000 | 9,313 |
| Total debt securities | $0 | 10,026 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |