Home > First Community Bank of Hillsboro > Securities
First Community Bank of Hillsboro, Securities
| 2023-12-31 | Rank | |
| Total securities | $57,760,000 | 2,415 |
| U.S. Government securities | $53,048,000 | 1,798 |
| U.S. Treasury securities | $980,000 | 2,530 |
| U.S. Government agency obligations | $52,068,000 | 1,568 |
| Securities issued by states & political subdivisions | $2,077,000 | 3,321 |
| Other domestic debt securities | $2,635,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,635,000 | 1,228 |
| 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 | $43,553,000 | 1,591 |
| Mortgage-backed securities | $831,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $206,000 | 3,481 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 2,381 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $223,000 | 1,488 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $57,760,000 | 2,192 |
| Total debt securities | $57,759,000 | 2,396 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 524 |
| Fair value | $2,058,000 | 523 |
| 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 | $60,369,000 | 2,340 |
| U.S. Government securities | $55,437,000 | 1,734 |
| U.S. Treasury securities | $1,964,000 | 2,349 |
| U.S. Government agency obligations | $53,473,000 | 1,515 |
| Securities issued by states & political subdivisions | $2,166,000 | 3,320 |
| Other domestic debt securities | $2,766,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,766,000 | 1,207 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,284,000 | 1,407 |
| Mortgage-backed securities | $833,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $204,000 | 3,500 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 2,373 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $221,000 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $60,369,000 | 2,109 |
| Total debt securities | $60,363,000 | 2,325 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 538 |
| Fair value | $2,004,000 | 537 |
| 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 | $63,190,000 | 2,336 |
| U.S. Government securities | $57,816,000 | 1,728 |
| U.S. Treasury securities | $1,950,000 | 2,374 |
| U.S. Government agency obligations | $55,866,000 | 1,515 |
| Securities issued by states & political subdivisions | $2,313,000 | 3,339 |
| Other domestic debt securities | $3,061,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $3,061,000 | 1,170 |
| 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 | $34,329,000 | 1,763 |
| Mortgage-backed securities | $898,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $217,000 | 3,509 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 2,357 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $236,000 | 1,462 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $63,190,000 | 2,107 |
| Total debt securities | $63,184,000 | 2,322 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 576 |
| Fair value | $2,010,000 | 581 |
| 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 | $65,565,000 | 2,378 |
| U.S. Government securities | $60,061,000 | 1,767 |
| U.S. Treasury securities | $2,945,000 | 2,274 |
| U.S. Government agency obligations | $57,116,000 | 1,508 |
| Securities issued by states & political subdivisions | $2,445,000 | 3,381 |
| Other domestic debt securities | $3,059,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $3,059,000 | 1,202 |
| 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 | $50,518,000 | 1,352 |
| Mortgage-backed securities | $940,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $226,000 | 3,553 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,390 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $252,000 | 1,475 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $65,565,000 | 2,140 |
| Total debt securities | $65,556,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 607 |
| Fair value | $2,030,000 | 612 |
| 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 | $69,057,000 | 2,323 |
| U.S. Government securities | $63,001,000 | 1,740 |
| U.S. Treasury securities | $4,401,000 | 2,122 |
| U.S. Government agency obligations | $58,600,000 | 1,479 |
| Securities issued by states & political subdivisions | $2,986,000 | 3,330 |
| Other domestic debt securities | $3,070,000 | 1,632 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,070,000 | 1,211 |
| 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 | $52,369,000 | 1,223 |
| Mortgage-backed securities | $975,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $234,000 | 3,583 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 2,399 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $271,000 | 1,473 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $69,057,000 | 2,088 |
| Total debt securities | $69,056,000 | 2,308 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 634 |
| Fair value | $2,021,000 | 638 |
| 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 | $71,355,000 | 2,279 |
| U.S. Government securities | $65,322,000 | 1,704 |
| U.S. Treasury securities | $6,370,000 | 1,899 |
| U.S. Government agency obligations | $58,952,000 | 1,493 |
| Securities issued by states & political subdivisions | $2,960,000 | 3,366 |
| Other domestic debt securities | $3,073,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,073,000 | 1,215 |
| 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 | $53,655,000 | 1,133 |
| Mortgage-backed securities | $1,007,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $237,000 | 3,602 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 2,416 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $286,000 | 1,485 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $71,355,000 | 2,045 |
| Total debt securities | $71,359,000 | 2,262 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 626 |
| Fair value | $2,014,000 | 628 |
| 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 | $73,310,000 | 2,276 |
| U.S. Government securities | $66,967,000 | 1,699 |
| U.S. Treasury securities | $7,074,000 | 1,798 |
| U.S. Government agency obligations | $59,893,000 | 1,495 |
| Securities issued by states & political subdivisions | $3,244,000 | 3,355 |
| Other domestic debt securities | $3,099,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,099,000 | 1,223 |
| 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 | $49,994,000 | 1,186 |
| Mortgage-backed securities | $1,068,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $250,000 | 3,697 |
| Issued or guaranteed by U.S. | $250,000 | 3,618 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $501,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 2,429 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $317,000 | 1,959 |
| Commercial mortgage pass-through securities | $317,000 | 1,476 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $73,310,000 | 2,085 |
| Total debt securities | $73,309,000 | 2,264 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 605 |
| Fair value | $2,075,000 | 608 |
| 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 | $76,895,000 | 2,164 |
| U.S. Government securities | $69,939,000 | 1,608 |
| U.S. Treasury securities | $7,626,000 | 1,557 |
| U.S. Government agency obligations | $62,313,000 | 1,471 |
| Securities issued by states & political subdivisions | $3,672,000 | 3,308 |
| Other domestic debt securities | $3,284,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $3,284,000 | 1,188 |
| 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 | $59,962,000 | 1,010 |
| Mortgage-backed securities | $1,156,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $278,000 | 3,703 |
| Issued or guaranteed by U.S. | $278,000 | 3,634 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $545,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 2,407 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $333,000 | 1,935 |
| Commercial mortgage pass-through securities | $333,000 | 1,449 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $76,895,000 | 2,005 |
| Total debt securities | $76,895,000 | 2,150 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 529 |
| Fair value | $2,196,000 | 528 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $71,222,000 | 2,219 |
| U.S. Government securities | $63,848,000 | 1,609 |
| U.S. Treasury securities | $1,533,000 | 1,853 |
| U.S. Government agency obligations | $62,315,000 | 1,450 |
| Securities issued by states & political subdivisions | $4,105,000 | 3,300 |
| Other domestic debt securities | $3,269,000 | 1,445 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,269,000 | 1,130 |
| 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 | $54,002,000 | 1,086 |
| Mortgage-backed securities | $1,270,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $305,000 | 3,707 |
| Issued or guaranteed by U.S. | $305,000 | 3,626 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $580,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $580,000 | 2,398 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $385,000 | 1,893 |
| Commercial mortgage pass-through securities | $385,000 | 1,411 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $71,222,000 | 2,077 |
| Total debt securities | $71,222,000 | 2,207 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 629 |
| Fair value | $1,281,000 | 627 |
| 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 | $68,051,000 | 2,219 |
| U.S. Government securities | $61,381,000 | 1,591 |
| U.S. Treasury securities | $2,550,000 | 1,455 |
| U.S. Government agency obligations | $58,831,000 | 1,476 |
| Securities issued by states & political subdivisions | $4,232,000 | 3,312 |
| Other domestic debt securities | $2,438,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,438,000 | 1,183 |
| 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 | $53,874,000 | 1,060 |
| Mortgage-backed securities | $1,351,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $324,000 | 3,747 |
| Issued or guaranteed by U.S. | $324,000 | 3,669 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $615,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 2,418 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $412,000 | 1,899 |
| Commercial mortgage pass-through securities | $412,000 | 1,421 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $68,051,000 | 2,079 |
| Total debt securities | $68,051,000 | 2,205 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $992,000 | 652 |
| 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 | $61,365,000 | 2,282 |
| U.S. Government securities | $55,039,000 | 1,610 |
| U.S. Treasury securities | $1,532,000 | 1,533 |
| U.S. Government agency obligations | $53,507,000 | 1,513 |
| Securities issued by states & political subdivisions | $4,491,000 | 3,282 |
| Other domestic debt securities | $1,835,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,835,000 | 1,237 |
| 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 | $45,123,000 | 1,190 |
| Mortgage-backed securities | $1,417,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $341,000 | 3,754 |
| Issued or guaranteed by U.S. | $341,000 | 3,672 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $643,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,392 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $433,000 | 1,886 |
| Commercial mortgage pass-through securities | $433,000 | 1,419 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $61,365,000 | 2,136 |
| Total debt securities | $61,364,000 | 2,265 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $988,000 | 586 |
| 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 | $49,378,000 | 2,461 |
| U.S. Government securities | $45,402,000 | 1,722 |
| U.S. Treasury securities | $1,005,000 | 1,362 |
| U.S. Government agency obligations | $44,397,000 | 1,634 |
| Securities issued by states & political subdivisions | $2,991,000 | 3,499 |
| Other domestic debt securities | $985,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $985,000 | 1,422 |
| 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 | $33,629,000 | 1,405 |
| Mortgage-backed securities | $979,000 | 3,786 |
| Certificates of participation in pools of residential mortgages | $153,000 | 3,842 |
| Issued or guaranteed by U.S. | $153,000 | 3,761 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $362,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $362,000 | 2,518 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $464,000 | 1,865 |
| Commercial mortgage pass-through securities | $464,000 | 1,402 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $49,378,000 | 2,315 |
| Total debt securities | $49,378,000 | 2,446 |
| Structured notes | ||
| Amortized cost | $500,000 | 473 |
| Fair value | $482,000 | 521 |
| 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 | $44,850,000 | 2,490 |
| U.S. Government securities | $41,477,000 | 1,699 |
| U.S. Treasury securities | $1,007,000 | 969 |
| U.S. Government agency obligations | $40,470,000 | 1,635 |
| Securities issued by states & political subdivisions | $3,173,000 | 3,449 |
| Other domestic debt securities | $200,000 | 2,039 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $200,000 | 1,630 |
| 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 | $33,513,000 | 1,401 |
| Mortgage-backed securities | $1,026,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $168,000 | 3,829 |
| Issued or guaranteed by U.S. | $168,000 | 3,757 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $379,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 2,520 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $479,000 | 1,822 |
| Commercial mortgage pass-through securities | $479,000 | 1,351 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $44,850,000 | 2,319 |
| Total debt securities | $44,848,000 | 2,466 |
| 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 | $50,504,000 | 2,212 |
| U.S. Government securities | $47,171,000 | 1,515 |
| U.S. Treasury securities | $1,014,000 | 965 |
| U.S. Government agency obligations | $46,157,000 | 1,458 |
| Securities issued by states & political subdivisions | $3,333,000 | 3,363 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,050,000 | 1,145 |
| Mortgage-backed securities | $1,090,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $181,000 | 3,824 |
| Issued or guaranteed by U.S. | $181,000 | 3,751 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $417,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 2,529 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $492,000 | 1,804 |
| Commercial mortgage pass-through securities | $492,000 | 1,333 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $50,504,000 | 2,068 |
| Total debt securities | $50,502,000 | 2,192 |
| 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 | $48,814,000 | 2,207 |
| U.S. Government securities | $45,283,000 | 1,541 |
| U.S. Treasury securities | $1,005,000 | 1,027 |
| U.S. Government agency obligations | $44,278,000 | 1,479 |
| Securities issued by states & political subdivisions | $3,531,000 | 3,305 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,799,000 | 1,167 |
| Mortgage-backed securities | $1,161,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $209,000 | 3,818 |
| Issued or guaranteed by U.S. | $209,000 | 3,748 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $443,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 2,540 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $509,000 | 1,784 |
| Commercial mortgage pass-through securities | $509,000 | 1,315 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $48,814,000 | 2,052 |
| Total debt securities | $48,812,000 | 2,182 |
| 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 | $26,095,000 | 3,007 |
| U.S. Government securities | $23,841,000 | 2,286 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $23,841,000 | 2,169 |
| Securities issued by states & political subdivisions | $2,254,000 | 3,506 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,421,000 | 1,719 |
| Mortgage-backed securities | $1,216,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $225,000 | 3,835 |
| Issued or guaranteed by U.S. | $225,000 | 3,752 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $472,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $472,000 | 2,530 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $519,000 | 1,748 |
| Commercial mortgage pass-through securities | $519,000 | 1,270 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $26,095,000 | 2,814 |
| Total debt securities | $26,096,000 | 2,985 |
| 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 | $30,934,000 | 2,808 |
| U.S. Government securities | $28,566,000 | 2,112 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $28,566,000 | 2,000 |
| Securities issued by states & political subdivisions | $2,368,000 | 3,477 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,311,000 | 1,599 |
| Mortgage-backed securities | $1,659,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $236,000 | 3,849 |
| Issued or guaranteed by U.S. | $236,000 | 3,781 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $844,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $844,000 | 2,372 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $579,000 | 1,699 |
| Commercial mortgage pass-through securities | $579,000 | 1,241 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $30,934,000 | 2,623 |
| Total debt securities | $30,932,000 | 2,787 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 371 |
| Fair value | $1,301,000 | 370 |
| 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 | $34,153,000 | 2,688 |
| U.S. Government securities | $31,428,000 | 2,021 |
| U.S. Treasury securities | $4,996,000 | 678 |
| U.S. Government agency obligations | $26,432,000 | 2,114 |
| Securities issued by states & political subdivisions | $2,725,000 | 3,434 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,038,000 | 1,336 |
| Mortgage-backed securities | $870,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $253,000 | 3,874 |
| Issued or guaranteed by U.S. | $253,000 | 3,798 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $617,000 | 1,673 |
| Commercial mortgage pass-through securities | $617,000 | 1,226 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $34,153,000 | 2,504 |
| Total debt securities | $34,149,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 463 |
| Fair value | $1,301,000 | 462 |
| 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 | $30,644,000 | 2,882 |
| U.S. Government securities | $27,792,000 | 2,202 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $27,792,000 | 2,094 |
| Securities issued by states & political subdivisions | $2,852,000 | 3,453 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,570,000 | 1,593 |
| Mortgage-backed securities | $921,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $275,000 | 3,882 |
| Issued or guaranteed by U.S. | $275,000 | 3,814 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $646,000 | 1,655 |
| Commercial mortgage pass-through securities | $646,000 | 1,216 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $30,644,000 | 2,677 |
| Total debt securities | $30,644,000 | 2,865 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 491 |
| Fair value | $1,500,000 | 492 |
| 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 | $28,651,000 | 3,020 |
| U.S. Government securities | $25,815,000 | 2,334 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $25,815,000 | 2,208 |
| Securities issued by states & political subdivisions | $2,836,000 | 3,520 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,233,000 | 1,632 |
| Mortgage-backed securities | $970,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $301,000 | 3,899 |
| Issued or guaranteed by U.S. | $301,000 | 3,824 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $669,000 | 1,581 |
| Commercial mortgage pass-through securities | $669,000 | 1,187 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $28,651,000 | 2,802 |
| Total debt securities | $28,652,000 | 3,002 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 506 |
| Fair value | $1,495,000 | 509 |
| 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 | $26,926,000 | 3,142 |
| U.S. Government securities | $24,110,000 | 2,448 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $24,110,000 | 2,319 |
| Securities issued by states & political subdivisions | $2,816,000 | 3,587 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,967,000 | 1,639 |
| Mortgage-backed securities | $1,046,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $320,000 | 3,921 |
| Issued or guaranteed by U.S. | $320,000 | 3,858 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $726,000 | 1,524 |
| Commercial mortgage pass-through securities | $726,000 | 1,159 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $26,926,000 | 2,914 |
| Total debt securities | $26,926,000 | 3,125 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 515 |
| Fair value | $1,487,000 | 516 |
| 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 | $28,829,000 | 3,061 |
| U.S. Government securities | $25,932,000 | 2,355 |
| U.S. Treasury securities | $2,012,000 | 953 |
| U.S. Government agency obligations | $23,920,000 | 2,350 |
| Securities issued by states & political subdivisions | $2,897,000 | 3,616 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,229,000 | 1,584 |
| Mortgage-backed securities | $1,099,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $341,000 | 3,961 |
| Issued or guaranteed by U.S. | $341,000 | 3,938 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $758,000 | 1,501 |
| Commercial mortgage pass-through securities | $758,000 | 1,132 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $28,829,000 | 2,832 |
| Total debt securities | $28,829,000 | 3,040 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 511 |
| Fair value | $1,476,000 | 512 |
| 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 | $29,483,000 | 3,066 |
| U.S. Government securities | $26,570,000 | 2,310 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $26,570,000 | 2,210 |
| Securities issued by states & political subdivisions | $2,913,000 | 3,669 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $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 | $26,673,000 | 1,638 |
| Mortgage-backed securities | $1,169,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $369,000 | 3,998 |
| Issued or guaranteed by U.S. | $369,000 | 3,851 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $800,000 | 1,463 |
| Commercial mortgage pass-through securities | $800,000 | 1,098 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $29,483,000 | 2,837 |
| Total debt securities | $29,482,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 513 |
| Fair value | $1,477,000 | 519 |
| 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 | $29,712,000 | 3,103 |
| U.S. Government securities | $26,670,000 | 2,376 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $26,670,000 | 2,279 |
| Securities issued by states & political subdivisions | $3,042,000 | 3,678 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,366,000 | 1,835 |
| Mortgage-backed securities | $396,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $396,000 | 4,024 |
| Issued or guaranteed by U.S. | $396,000 | 4,016 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $29,712,000 | 2,866 |
| Total debt securities | $29,712,000 | 3,082 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 503 |
| Fair value | $1,477,000 | 511 |
| 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 | $30,830,000 | 3,103 |
| U.S. Government securities | $27,549,000 | 2,350 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $27,549,000 | 2,253 |
| Securities issued by states & political subdivisions | $3,281,000 | 3,695 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,884,000 | 1,850 |
| Mortgage-backed securities | $428,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $428,000 | 4,059 |
| Issued or guaranteed by U.S. | $428,000 | 4,053 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $30,830,000 | 2,861 |
| Total debt securities | $30,829,000 | 3,082 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $1,986,000 | 427 |
| 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 | $32,316,000 | 3,039 |
| U.S. Government securities | $28,801,000 | 2,313 |
| U.S. Treasury securities | $1,995,000 | 861 |
| U.S. Government agency obligations | $26,806,000 | 2,317 |
| Securities issued by states & political subdivisions | $3,515,000 | 3,690 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,604,000 | 1,593 |
| Mortgage-backed securities | $467,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $467,000 | 4,097 |
| Issued or guaranteed by U.S. | $467,000 | 4,093 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $32,316,000 | 2,803 |
| Total debt securities | $32,315,000 | 3,019 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 431 |
| Fair value | $1,991,000 | 455 |
| 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 | $32,609,000 | 3,076 |
| U.S. Government securities | $29,086,000 | 2,349 |
| U.S. Treasury securities | $1,989,000 | 894 |
| U.S. Government agency obligations | $27,097,000 | 2,335 |
| Securities issued by states & political subdivisions | $3,523,000 | 3,726 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,184,000 | 1,583 |
| Mortgage-backed securities | $504,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $504,000 | 4,111 |
| Issued or guaranteed by U.S. | $504,000 | 4,106 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $32,609,000 | 2,829 |
| Total debt securities | $32,610,000 | 3,052 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 488 |
| Fair value | $1,992,000 | 474 |
| 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 | $29,937,000 | 3,219 |
| U.S. Government securities | $26,461,000 | 2,503 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,461,000 | 2,398 |
| Securities issued by states & political subdivisions | $3,476,000 | 3,777 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,064,000 | 1,863 |
| Mortgage-backed securities | $544,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $544,000 | 4,159 |
| Issued or guaranteed by U.S. | $544,000 | 4,155 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $29,937,000 | 2,959 |
| Total debt securities | $29,938,000 | 3,201 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 536 |
| Fair value | $1,784,000 | 535 |
| 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 | $29,830,000 | 3,217 |
| U.S. Government securities | $26,371,000 | 2,499 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,371,000 | 2,386 |
| Securities issued by states & political subdivisions | $3,459,000 | 3,813 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $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 | $20,954,000 | 2,035 |
| Mortgage-backed securities | $592,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $592,000 | 4,164 |
| Issued or guaranteed by U.S. | $592,000 | 4,158 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $29,830,000 | 2,950 |
| Total debt securities | $29,828,000 | 3,198 |
| Structured notes | ||
| Amortized cost | $1,725,000 | 544 |
| Fair value | $1,701,000 | 541 |
| 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 | $31,104,000 | 3,155 |
| U.S. Government securities | $27,721,000 | 2,422 |
| U.S. Treasury securities | $4,998,000 | 536 |
| U.S. Government agency obligations | $22,723,000 | 2,590 |
| Securities issued by states & political subdivisions | $3,383,000 | 3,837 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,508,000 | 1,796 |
| Mortgage-backed securities | $647,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $647,000 | 4,181 |
| Issued or guaranteed by U.S. | $647,000 | 4,178 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $31,104,000 | 2,895 |
| Total debt securities | $31,102,000 | 3,136 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 444 |
| Fair value | $2,025,000 | 446 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $26,904,000 | 3,474 |
| U.S. Government securities | $23,662,000 | 2,706 |
| U.S. Treasury securities | $4,991,000 | 553 |
| U.S. Government agency obligations | $18,671,000 | 2,953 |
| Securities issued by states & political subdivisions | $3,192,000 | 3,912 |
| Other domestic debt securities | $50,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $50,000 | 1,748 |
| 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 | $22,348,000 | 2,000 |
| Mortgage-backed securities | $718,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $718,000 | 4,202 |
| Issued or guaranteed by U.S. | $718,000 | 4,197 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $26,904,000 | 3,183 |
| Total debt securities | $26,914,000 | 3,447 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 512 |
| Fair value | $2,026,000 | 512 |
| 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 | $9,423,000 | 4,886 |
| U.S. Government securities | $7,143,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,143,000 | 4,358 |
| Securities issued by states & political subdivisions | $2,280,000 | 4,148 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,336,000 | 3,635 |
| Mortgage-backed securities | $796,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $796,000 | 4,199 |
| Issued or guaranteed by U.S. | $796,000 | 4,195 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $9,423,000 | 4,531 |
| Total debt securities | $9,422,000 | 4,862 |
| Structured notes | ||
| Amortized cost | $2,099,000 | 616 |
| Fair value | $2,100,000 | 615 |
| 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 | $11,249,000 | 4,767 |
| U.S. Government securities | $9,466,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,466,000 | 4,045 |
| Securities issued by states & political subdivisions | $1,783,000 | 4,308 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,324,000 | 3,483 |
| Mortgage-backed securities | $860,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $860,000 | 4,206 |
| Issued or guaranteed by U.S. | $860,000 | 4,203 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $11,249,000 | 4,404 |
| Total debt securities | $11,247,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 700 |
| Fair value | $2,045,000 | 702 |
| 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 | $13,956,000 | 4,612 |
| U.S. Government securities | $11,989,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,989,000 | 3,812 |
| Securities issued by states & political subdivisions | $1,967,000 | 4,321 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,295,000 | 3,372 |
| Mortgage-backed securities | $935,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $935,000 | 4,235 |
| Issued or guaranteed by U.S. | $935,000 | 4,230 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $13,956,000 | 4,253 |
| Total debt securities | $13,956,000 | 4,589 |
| Structured notes | ||
| Amortized cost | $550,000 | 1,399 |
| Fair value | $551,000 | 1,398 |
| 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 | $16,195,000 | 4,496 |
| U.S. Government securities | $14,031,000 | 3,808 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,031,000 | 3,690 |
| Securities issued by states & political subdivisions | $1,961,000 | 4,349 |
| Other domestic debt securities | $203,000 | 2,142 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $203,000 | 1,740 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,863,000 | 3,493 |
| Mortgage-backed securities | $1,013,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 4,283 |
| Issued or guaranteed by U.S. | $1,013,000 | 4,279 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $16,195,000 | 4,132 |
| Total debt securities | $16,194,000 | 4,477 |
| Structured notes | ||
| Amortized cost | $1,643,000 | 1,096 |
| Fair value | $1,644,000 | 1,092 |
| 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 | $15,855,000 | 4,581 |
| U.S. Government securities | $13,683,000 | 3,927 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,683,000 | 3,807 |
| Securities issued by states & political subdivisions | $1,968,000 | 4,372 |
| Other domestic debt securities | $204,000 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $204,000 | 1,770 |
| 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 | $9,723,000 | 3,238 |
| Mortgage-backed securities | $1,107,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $1,107,000 | 4,315 |
| Issued or guaranteed by U.S. | $1,107,000 | 4,308 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $15,855,000 | 4,224 |
| Total debt securities | $15,852,000 | 4,563 |
| Structured notes | ||
| Amortized cost | $1,792,000 | 1,134 |
| Fair value | $1,794,000 | 1,129 |
| 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 | $13,280,000 | 4,884 |
| U.S. Government securities | $11,025,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,025,000 | 4,198 |
| Securities issued by states & political subdivisions | $2,051,000 | 4,414 |
| Other domestic debt securities | $204,000 | 2,223 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $204,000 | 1,787 |
| 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 | $11,332,000 | 3,040 |
| Mortgage-backed securities | $1,192,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $1,192,000 | 4,353 |
| Issued or guaranteed by U.S. | $1,192,000 | 4,346 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $13,280,000 | 4,500 |
| Total debt securities | $13,280,000 | 4,859 |
| Structured notes | ||
| Amortized cost | $2,235,000 | 1,032 |
| Fair value | $2,224,000 | 1,029 |
| 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 | $15,288,000 | 4,773 |
| U.S. Government securities | $12,638,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,638,000 | 4,092 |
| Securities issued by states & political subdivisions | $2,143,000 | 4,417 |
| Other domestic debt securities | $507,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $507,000 | 1,601 |
| 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 | $11,590,000 | 3,034 |
| Mortgage-backed securities | $1,284,000 | 4,693 |
| Certificates of participation in pools of residential mortgages | $1,284,000 | 4,396 |
| Issued or guaranteed by U.S. | $1,284,000 | 4,393 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $15,288,000 | 4,386 |
| Total debt securities | $15,287,000 | 4,752 |
| Structured notes | ||
| Amortized cost | $3,333,000 | 915 |
| Fair value | $3,326,000 | 916 |
| 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 | $16,373,000 | 4,751 |
| U.S. Government securities | $13,721,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,721,000 | 4,029 |
| Securities issued by states & political subdivisions | $2,146,000 | 4,457 |
| Other domestic debt securities | $506,000 | 2,072 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $506,000 | 1,651 |
| 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 | $11,120,000 | 3,114 |
| Mortgage-backed securities | $1,398,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $1,398,000 | 4,405 |
| Issued or guaranteed by U.S. | $1,398,000 | 4,403 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $16,373,000 | 4,351 |
| Total debt securities | $16,373,000 | 4,734 |
| Structured notes | ||
| Amortized cost | $3,982,000 | 876 |
| Fair value | $3,969,000 | 848 |
| 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 | $17,771,000 | 4,665 |
| U.S. Government securities | $14,989,000 | 4,016 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,989,000 | 3,915 |
| Securities issued by states & political subdivisions | $2,073,000 | 4,497 |
| Other domestic debt securities | $709,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $709,000 | 1,600 |
| 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 | $11,282,000 | 3,105 |
| Mortgage-backed securities | $1,528,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 4,391 |
| Issued or guaranteed by U.S. | $1,528,000 | 4,387 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $17,771,000 | 4,277 |
| Total debt securities | $17,771,000 | 4,644 |
| Structured notes | ||
| Amortized cost | $4,679,000 | 785 |
| Fair value | $4,638,000 | 767 |
| 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 | $13,680,000 | 5,062 |
| U.S. Government securities | $11,105,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,105,000 | 4,402 |
| Securities issued by states & political subdivisions | $1,865,000 | 4,601 |
| Other domestic debt securities | $710,000 | 2,069 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $710,000 | 1,633 |
| 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 | $11,364,000 | 3,099 |
| Mortgage-backed securities | $1,656,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 4,372 |
| Issued or guaranteed by U.S. | $1,656,000 | 4,365 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $13,680,000 | 4,665 |
| Total debt securities | $13,679,000 | 5,033 |
| Structured notes | ||
| Amortized cost | $3,088,000 | 968 |
| Fair value | $3,042,000 | 953 |
| 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 | $13,657,000 | 5,119 |
| U.S. Government securities | $11,017,000 | 4,552 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,017,000 | 4,451 |
| Securities issued by states & political subdivisions | $1,929,000 | 4,590 |
| Other domestic debt securities | $711,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $711,000 | 1,670 |
| 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 | $11,506,000 | 3,062 |
| Mortgage-backed securities | $1,790,000 | 4,720 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 4,365 |
| Issued or guaranteed by U.S. | $1,790,000 | 4,358 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $13,657,000 | 4,721 |
| Total debt securities | $13,665,000 | 5,082 |
| Structured notes | ||
| Amortized cost | $2,898,000 | 1,033 |
| Fair value | $2,844,000 | 1,011 |
| 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 | $13,723,000 | 5,111 |
| U.S. Government securities | $11,074,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,074,000 | 4,407 |
| Securities issued by states & political subdivisions | $1,941,000 | 4,580 |
| Other domestic debt securities | $708,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $708,000 | 1,712 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,327,000 | 3,198 |
| Mortgage-backed securities | $2,031,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,031,000 | 4,246 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $13,723,000 | 4,731 |
| Total debt securities | $13,722,000 | 5,081 |
| Structured notes | ||
| Amortized cost | $2,898,000 | 1,010 |
| Fair value | $2,861,000 | 1,003 |
| 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 | $13,631,000 | 5,153 |
| U.S. Government securities | $10,231,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,231,000 | 4,589 |
| Securities issued by states & political subdivisions | $1,973,000 | 4,561 |
| Other domestic debt securities | $1,128,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,128,000 | 1,447 |
| Foreign debt securities | $299,000 | 262 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,447,000 | 3,399 |
| Mortgage-backed securities | $1,899,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $1,899,000 | 4,323 |
| Issued or guaranteed by U.S. | $1,899,000 | 4,320 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $13,631,000 | 4,781 |
| Total debt securities | $13,629,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,113 |
| Fair value | $2,495,000 | 1,107 |
| 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 | $12,728,000 | 5,232 |
| U.S. Government securities | $9,018,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,018,000 | 4,751 |
| Securities issued by states & political subdivisions | $1,974,000 | 4,573 |
| Other domestic debt securities | $1,439,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,439,000 | 1,330 |
| Foreign debt securities | $297,000 | 259 |
| 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 | $6,615,000 | 3,935 |
| Mortgage-backed securities | $2,013,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $2,013,000 | 4,312 |
| Issued or guaranteed by U.S. | $2,013,000 | 4,311 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $12,728,000 | 4,851 |
| Total debt securities | $12,727,000 | 5,204 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,311 |
| Fair value | $2,001,000 | 1,285 |
| 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 | $12,259,000 | 5,377 |
| U.S. Government securities | $8,827,000 | 4,964 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,827,000 | 4,875 |
| Securities issued by states & political subdivisions | $1,691,000 | 4,692 |
| Other domestic debt securities | $1,741,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,741,000 | 1,287 |
| 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 | $6,175,000 | 4,065 |
| Mortgage-backed securities | $807,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $807,000 | 4,905 |
| Issued or guaranteed by U.S. | $807,000 | 4,902 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $12,259,000 | 4,972 |
| Total debt securities | $12,258,000 | 5,350 |
| Structured notes | ||
| Amortized cost | $1,699,000 | 1,504 |
| Fair value | $1,704,000 | 1,498 |
| 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 | $13,658,000 | 5,215 |
| U.S. Government securities | $10,426,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,426,000 | 4,723 |
| Securities issued by states & political subdivisions | $1,421,000 | 4,781 |
| Other domestic debt securities | $1,746,000 | 1,720 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,746,000 | 1,288 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $65,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,024,000 | 4,136 |
| Mortgage-backed securities | $51,000 | 5,710 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,487 |
| Issued or guaranteed by U.S. | $51,000 | 5,477 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $13,658,000 | 4,824 |
| Total debt securities | $13,594,000 | 5,187 |
| Structured notes | ||
| Amortized cost | $3,298,000 | 1,175 |
| Fair value | $3,308,000 | 1,176 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,490,000 | 5,068 |
| U.S. Government securities | $12,163,000 | 4,650 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,163,000 | 4,552 |
| Securities issued by states & political subdivisions | $1,517,000 | 4,701 |
| Other domestic debt securities | $1,735,000 | 1,709 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,735,000 | 1,272 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $75,000 | 985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,667,000 | 4,219 |
| Mortgage-backed securities | $59,000 | 5,732 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,505 |
| Issued or guaranteed by U.S. | $59,000 | 5,496 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $15,490,000 | 4,666 |
| Total debt securities | $15,416,000 | 5,051 |
| Structured notes | ||
| Amortized cost | $3,450,000 | 1,318 |
| Fair value | $3,457,000 | 1,314 |
| 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 | $12,286,000 | 5,442 |
| U.S. Government securities | $9,010,000 | 5,097 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,010,000 | 5,002 |
| Securities issued by states & political subdivisions | $1,631,000 | 4,655 |
| Other domestic debt securities | $1,582,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,582,000 | 1,224 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $63,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,203,000 | 4,135 |
| Mortgage-backed securities | $68,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $68,000 | 5,483 |
| Issued or guaranteed by U.S. | $68,000 | 5,469 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,286,000 | 5,023 |
| Total debt securities | $12,223,000 | 5,425 |
| Structured notes | ||
| Amortized cost | $2,902,000 | 1,432 |
| Fair value | $2,911,000 | 1,427 |
| 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 | $11,986,000 | 5,450 |
| U.S. Government securities | $9,139,000 | 5,059 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,139,000 | 4,961 |
| Securities issued by states & political subdivisions | $1,402,000 | 4,716 |
| Other domestic debt securities | $1,390,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,390,000 | 1,273 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $55,000 | 1,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,040,000 | 4,184 |
| Mortgage-backed securities | $78,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $78,000 | 5,480 |
| Issued or guaranteed by U.S. | $78,000 | 5,465 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,986,000 | 5,025 |
| Total debt securities | $11,931,000 | 5,423 |
| Structured notes | ||
| Amortized cost | $2,853,000 | 1,505 |
| Fair value | $2,868,000 | 1,511 |
| 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 | $12,685,000 | 5,421 |
| U.S. Government securities | $11,321,000 | 4,828 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,321,000 | 4,716 |
| Securities issued by states & political subdivisions | $802,000 | 5,037 |
| Other domestic debt securities | $481,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $481,000 | 1,697 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $81,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,863,000 | 4,037 |
| Mortgage-backed securities | $82,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $82,000 | 5,489 |
| Issued or guaranteed by U.S. | $82,000 | 5,479 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $12,685,000 | 4,986 |
| Total debt securities | $12,605,000 | 5,406 |
| Structured notes | ||
| Amortized cost | $4,544,000 | 1,254 |
| Fair value | $4,570,000 | 1,252 |
| 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 | $9,246,000 | 5,916 |
| U.S. Government securities | $7,806,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,806,000 | 5,327 |
| Securities issued by states & political subdivisions | $696,000 | 5,120 |
| Other domestic debt securities | $667,000 | 2,191 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $667,000 | 1,555 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $77,000 | 1,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,103,000 | 4,196 |
| Mortgage-backed securities | $88,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $88,000 | 5,483 |
| Issued or guaranteed by U.S. | $88,000 | 5,471 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $9,246,000 | 5,466 |
| Total debt securities | $9,167,000 | 5,895 |
| Structured notes | ||
| Amortized cost | $3,053,000 | 1,640 |
| Fair value | $3,045,000 | 1,642 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,107,000 | 6,001 |
| U.S. Government securities | $6,656,000 | 5,533 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,656,000 | 5,420 |
| Securities issued by states & political subdivisions | $693,000 | 5,143 |
| Other domestic debt securities | $672,000 | 2,320 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $672,000 | 1,563 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $86,000 | 1,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,879,000 | 3,987 |
| Mortgage-backed securities | $95,000 | 5,782 |
| Certificates of participation in pools of residential mortgages | $95,000 | 5,456 |
| Issued or guaranteed by U.S. | $95,000 | 5,445 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,107,000 | 5,548 |
| Total debt securities | $8,022,000 | 5,978 |
| Structured notes | ||
| Amortized cost | $2,605,000 | 1,660 |
| Fair value | $2,601,000 | 1,663 |
| 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 | $9,026,000 | 5,835 |
| U.S. Government securities | $7,569,000 | 5,285 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,569,000 | 5,165 |
| Securities issued by states & political subdivisions | $708,000 | 5,057 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $674,000 | 81 |
| Equity securities | $75,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,056,000 | 3,737 |
| Mortgage-backed securities | $105,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,468 |
| Issued or guaranteed by U.S. | $105,000 | 5,456 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,026,000 | 5,368 |
| Total debt securities | $8,950,000 | 5,808 |
| Structured notes | ||
| Amortized cost | $2,155,000 | 1,809 |
| Fair value | $2,194,000 | 1,807 |
| 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 | $8,456,000 | 6,015 |
| U.S. Government securities | $7,107,000 | 5,545 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,107,000 | 5,428 |
| Securities issued by states & political subdivisions | $623,000 | 5,095 |
| Other domestic debt securities | $664,000 | 2,407 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $664,000 | 1,538 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $62,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,335,000 | 3,947 |
| Mortgage-backed securities | $312,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,272 |
| Issued or guaranteed by U.S. | $312,000 | 5,262 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $8,456,000 | 5,531 |
| Total debt securities | $8,393,000 | 5,985 |
| Structured notes | ||
| Amortized cost | $1,608,000 | 2,215 |
| Fair value | $1,626,000 | 2,214 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,941,000 | 5,810 |
| U.S. Government securities | $8,378,000 | 5,340 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,378,000 | 5,234 |
| Securities issued by states & political subdivisions | $703,000 | 5,056 |
| Other domestic debt securities | $860,000 | 2,340 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $860,000 | 1,470 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,644,000 | 4,488 |
| Mortgage-backed securities | $117,000 | 5,935 |
| Certificates of participation in pools of residential mortgages | $117,000 | 5,611 |
| Issued or guaranteed by U.S. | $117,000 | 5,598 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $9,941,000 | 5,319 |
| Total debt securities | $9,943,000 | 5,769 |
| Structured notes | ||
| Amortized cost | $2,646,000 | 1,553 |
| Fair value | $2,647,000 | 1,555 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,131,000 | 6,114 |
| U.S. Government securities | $6,551,000 | 5,709 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,551,000 | 5,606 |
| Securities issued by states & political subdivisions | $705,000 | 5,093 |
| Other domestic debt securities | $875,000 | 2,395 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $875,000 | 1,499 |
| 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 | $5,823,000 | 4,188 |
| Mortgage-backed securities | $124,000 | 5,985 |
| Certificates of participation in pools of residential mortgages | $124,000 | 5,669 |
| Issued or guaranteed by U.S. | $124,000 | 5,654 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,131,000 | 5,631 |
| Total debt securities | $8,130,000 | 6,072 |
| Structured notes | ||
| Amortized cost | $1,152,000 | 1,918 |
| Fair value | $1,159,000 | 1,916 |
| 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 | $7,665,000 | 6,252 |
| U.S. Government securities | $5,742,000 | 5,956 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,742,000 | 5,868 |
| Securities issued by states & political subdivisions | $1,125,000 | 4,840 |
| Other domestic debt securities | $798,000 | 2,531 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $798,000 | 1,611 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,567,000 | 3,995 |
| Mortgage-backed securities | $129,000 | 6,056 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,750 |
| Issued or guaranteed by U.S. | $129,000 | 5,732 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,665,000 | 5,743 |
| Total debt securities | $7,665,000 | 6,212 |
| Structured notes | ||
| Amortized cost | $623,000 | 1,931 |
| Fair value | $633,000 | 1,928 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,977,000 | 6,196 |
| U.S. Government securities | $6,221,000 | 5,853 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,221,000 | 5,766 |
| Securities issued by states & political subdivisions | $971,000 | 4,948 |
| Other domestic debt securities | $785,000 | 2,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $785,000 | 1,653 |
| 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 | $7,180,000 | 3,869 |
| Mortgage-backed securities | $135,000 | 6,107 |
| Certificates of participation in pools of residential mortgages | $135,000 | 5,806 |
| Issued or guaranteed by U.S. | $135,000 | 5,787 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,977,000 | 5,689 |
| Total debt securities | $7,976,000 | 6,151 |
| Structured notes | ||
| Amortized cost | $630,000 | 1,458 |
| Fair value | $601,000 | 1,470 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $9,907,000 | 5,900 |
| U.S. Government securities | $8,328,000 | 5,438 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,328,000 | 5,357 |
| Securities issued by states & political subdivisions | $972,000 | 4,878 |
| Other domestic debt securities | $607,000 | 2,623 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $607,000 | 1,818 |
| 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 | $9,045,000 | 3,585 |
| Mortgage-backed securities | $147,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,846 |
| Issued or guaranteed by U.S. | $147,000 | 5,827 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $9,907,000 | 5,380 |
| Total debt securities | $9,904,000 | 5,845 |
| Structured notes | ||
| Amortized cost | $2,338,000 | 537 |
| Fair value | $2,261,000 | 540 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $11,495,000 | 5,662 |
| U.S. Government securities | $9,590,000 | 5,235 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,590,000 | 5,154 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,691 |
| Other domestic debt securities | $732,000 | 2,499 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $732,000 | 1,717 |
| 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 | $9,138,000 | 3,586 |
| Mortgage-backed securities | $155,000 | 6,157 |
| Certificates of participation in pools of residential mortgages | $155,000 | 5,855 |
| Issued or guaranteed by U.S. | $155,000 | 5,834 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $11,495,000 | 5,149 |
| Total debt securities | $11,495,000 | 5,622 |
| Structured notes | ||
| Amortized cost | $2,344,000 | 567 |
| Fair value | $2,345,000 | 558 |
| 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 | $14,560,000 | 5,136 |
| U.S. Government securities | $11,505,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,505,000 | 4,717 |
| Securities issued by states & political subdivisions | $2,310,000 | 4,045 |
| Other domestic debt securities | $745,000 | 2,443 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $745,000 | 1,676 |
| 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 | $9,437,000 | 3,541 |
| Mortgage-backed securities | $1,447,000 | 5,367 |
| Certificates of participation in pools of residential mortgages | $1,447,000 | 4,929 |
| Issued or guaranteed by U.S. | $1,447,000 | 4,912 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,560,000 | 4,618 |
| Total debt securities | $14,560,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $2,347,000 | 561 |
| Fair value | $2,307,000 | 557 |
| 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 | $15,427,000 | 5,067 |
| U.S. Government securities | $12,256,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,256,000 | 4,614 |
| Securities issued by states & political subdivisions | $2,323,000 | 4,082 |
| Other domestic debt securities | $848,000 | 2,375 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $848,000 | 205 |
| 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 | $7,504,000 | 3,865 |
| Mortgage-backed securities | $1,592,000 | 5,322 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 4,874 |
| Issued or guaranteed by U.S. | $1,592,000 | 4,854 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,427,000 | 4,569 |
| Total debt securities | $15,426,000 | 5,014 |
| Structured notes | ||
| Amortized cost | $2,350,000 | 587 |
| Fair value | $2,299,000 | 591 |
| 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 | $14,256,000 | 5,220 |
| U.S. Government securities | $11,138,000 | 4,911 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,138,000 | 4,816 |
| Securities issued by states & political subdivisions | $2,212,000 | 4,149 |
| Other domestic debt securities | $906,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $906,000 | 1,592 |
| 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 | $7,096,000 | 3,929 |
| Mortgage-backed securities | $1,748,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $1,748,000 | 4,737 |
| Issued or guaranteed by U.S. | $1,748,000 | 4,714 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $14,256,000 | 4,722 |
| Total debt securities | $14,255,000 | 5,161 |
| Structured notes | ||
| Amortized cost | $1,754,000 | 812 |
| Fair value | $1,749,000 | 817 |
| 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 | $13,520,000 | 5,408 |
| U.S. Government securities | $10,627,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,627,000 | 5,028 |
| Securities issued by states & political subdivisions | $2,264,000 | 4,154 |
| Other domestic debt securities | $629,000 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $629,000 | 1,622 |
| 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 | $8,986,000 | 3,577 |
| Mortgage-backed securities | $1,820,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 4,468 |
| Issued or guaranteed by U.S. | $1,820,000 | 4,451 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $13,520,000 | 4,853 |
| Total debt securities | $13,521,000 | 5,356 |
| Structured notes | ||
| Amortized cost | $1,611,000 | 1,238 |
| Fair value | $1,615,000 | 1,236 |
| 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 | $14,344,000 | 5,305 |
| U.S. Government securities | $11,090,000 | 5,133 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,090,000 | 5,035 |
| Securities issued by states & political subdivisions | $2,628,000 | 3,956 |
| Other domestic debt securities | $626,000 | 2,223 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $626,000 | 1,592 |
| 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 | $9,562,000 | 3,509 |
| Mortgage-backed securities | $1,864,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 4,276 |
| Issued or guaranteed by U.S. | $1,864,000 | 4,264 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $14,344,000 | 4,721 |
| Total debt securities | $14,343,000 | 5,256 |
| Structured notes | ||
| Amortized cost | $1,466,000 | 1,522 |
| Fair value | $1,473,000 | 1,518 |
| 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 | $14,072,000 | 5,369 |
| U.S. Government securities | $10,831,000 | 5,232 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,831,000 | 5,117 |
| Securities issued by states & political subdivisions | $2,791,000 | 3,893 |
| Other domestic debt securities | $450,000 | 2,377 |
| 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 | $450,000 | 1,765 |
| 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 | $9,241,000 | 3,546 |
| Mortgage-backed securities | $1,934,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 4,206 |
| Issued or guaranteed by U.S. | $1,934,000 | 4,193 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,072,000 | 4,766 |
| Total debt securities | $14,071,000 | 5,329 |
| Structured notes | ||
| Amortized cost | $1,277,000 | 1,667 |
| Fair value | $1,273,000 | 1,662 |
| 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 | $14,577,000 | 5,326 |
| U.S. Government securities | $9,866,000 | 5,461 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,866,000 | 5,342 |
| Securities issued by states & political subdivisions | $4,711,000 | 3,166 |
| 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 | $10,698,000 | 3,303 |
| Mortgage-backed securities | $1,277,000 | 5,112 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 4,606 |
| Issued or guaranteed by U.S. | $1,277,000 | 4,589 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $14,577,000 | 4,714 |
| Total debt securities | $14,576,000 | 5,278 |
| Structured notes | ||
| Amortized cost | $1,035,000 | 1,838 |
| Fair value | $1,039,000 | 1,835 |
| 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 | $12,267,000 | 5,733 |
| U.S. Government securities | $9,593,000 | 5,568 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,593,000 | 5,446 |
| Securities issued by states & political subdivisions | $2,674,000 | 3,964 |
| 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 | $8,106,000 | 3,776 |
| Mortgage-backed securities | $1,317,000 | 5,089 |
| Certificates of participation in pools of residential mortgages | $1,317,000 | 4,581 |
| Issued or guaranteed by U.S. | $1,317,000 | 4,566 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,267,000 | 5,122 |
| Total debt securities | $12,268,000 | 5,686 |
| Structured notes | ||
| Amortized cost | $1,039,000 | 1,940 |
| Fair value | $1,043,000 | 1,935 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,731,000 | 5,704 |
| U.S. Government securities | $9,409,000 | 5,651 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,409,000 | 5,529 |
| Securities issued by states & political subdivisions | $3,172,000 | 3,707 |
| Other domestic debt securities | $150,000 | 2,800 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $150,000 | 252 |
| 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 | $8,067,000 | 3,791 |
| Mortgage-backed securities | $1,087,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $1,087,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,087,000 | 4,721 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,731,000 | 5,064 |
| Total debt securities | $12,730,000 | 5,655 |
| Structured notes | ||
| Amortized cost | $1,343,000 | 1,925 |
| Fair value | $1,345,000 | 1,917 |
| 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 | $12,470,000 | 5,767 |
| U.S. Government securities | $9,704,000 | 5,595 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,704,000 | 5,466 |
| Securities issued by states & political subdivisions | $2,615,000 | 3,956 |
| Other domestic debt securities | $151,000 | 2,856 |
| 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 | $151,000 | 2,241 |
| 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 | $7,992,000 | 3,808 |
| Mortgage-backed securities | $1,128,000 | 5,224 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 4,750 |
| Issued or guaranteed by U.S. | $1,128,000 | 4,726 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $12,470,000 | 5,118 |
| Total debt securities | $12,467,000 | 5,716 |
| Structured notes | ||
| Amortized cost | $1,351,000 | 1,981 |
| Fair value | $1,349,000 | 1,971 |
| 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 | $11,496,000 | 5,973 |
| U.S. Government securities | $8,693,000 | 5,914 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,693,000 | 5,770 |
| Securities issued by states & political subdivisions | $2,651,000 | 3,979 |
| Other domestic debt securities | $152,000 | 2,932 |
| 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 | $152,000 | 2,350 |
| 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 | $8,334,000 | 3,734 |
| Mortgage-backed securities | $911,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $911,000 | 4,962 |
| Issued or guaranteed by U.S. | $911,000 | 4,943 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,496,000 | 5,301 |
| Total debt securities | $11,496,000 | 5,915 |
| Structured notes | ||
| Amortized cost | $523,000 | 2,580 |
| Fair value | $516,000 | 2,579 |
| 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 | $11,042,000 | 6,108 |
| U.S. Government securities | $8,130,000 | 6,027 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,130,000 | 5,878 |
| Securities issued by states & political subdivisions | $2,759,000 | 3,935 |
| Other domestic debt securities | $153,000 | 3,032 |
| 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 | $153,000 | 2,477 |
| 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 | $8,459,000 | 3,691 |
| Mortgage-backed securities | $960,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $960,000 | 4,959 |
| Issued or guaranteed by U.S. | $960,000 | 4,940 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $11,042,000 | 5,410 |
| Total debt securities | $11,039,000 | 6,056 |
| Structured notes | ||
| Amortized cost | $533,000 | 2,573 |
| Fair value | $529,000 | 2,572 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,333,000 | 6,057 |
| U.S. Government securities | $7,732,000 | 6,146 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,732,000 | 6,016 |
| Securities issued by states & political subdivisions | $3,447,000 | 3,639 |
| Other domestic debt securities | $154,000 | 3,089 |
| 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 | $154,000 | 2,541 |
| 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 | $8,222,000 | 3,718 |
| Mortgage-backed securities | $1,025,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 4,940 |
| Issued or guaranteed by U.S. | $1,025,000 | 4,922 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,333,000 | 5,340 |
| Total debt securities | $11,334,000 | 5,998 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,836 |
| Fair value | $298,000 | 2,823 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,972,000 | 5,965 |
| U.S. Government securities | $8,353,000 | 6,022 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,353,000 | 5,880 |
| Securities issued by states & political subdivisions | $3,463,000 | 3,606 |
| Other domestic debt securities | $156,000 | 3,128 |
| 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 | $156,000 | 2,605 |
| 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 | $6,528,000 | 4,115 |
| Mortgage-backed securities | $1,623,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $1,623,000 | 4,612 |
| Issued or guaranteed by U.S. | $1,623,000 | 4,588 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,972,000 | 5,242 |
| Total debt securities | $11,972,000 | 5,899 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,819 |
| Fair value | $299,000 | 2,805 |
| 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 | $12,690,000 | 5,897 |
| U.S. Government securities | $8,675,000 | 6,026 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,675,000 | 5,880 |
| Securities issued by states & political subdivisions | $3,858,000 | 3,466 |
| Other domestic debt securities | $157,000 | 3,180 |
| 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 | $157,000 | 2,690 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,595,000 | 4,129 |
| Mortgage-backed securities | $1,704,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $1,704,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,704,000 | 4,614 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $12,690,000 | 5,179 |
| Total debt securities | $12,689,000 | 5,836 |
| Structured notes | ||
| Amortized cost | $1,205,000 | 1,954 |
| Fair value | $1,211,000 | 1,947 |
| 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 | $12,858,000 | 5,902 |
| U.S. Government securities | $9,383,000 | 5,831 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,383,000 | 5,685 |
| Securities issued by states & political subdivisions | $3,315,000 | 3,675 |
| Other domestic debt securities | $160,000 | 3,235 |
| 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 | $160,000 | 2,764 |
| 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 | $6,809,000 | 4,070 |
| Mortgage-backed securities | $1,562,000 | 5,298 |
| Certificates of participation in pools of residential mortgages | $1,562,000 | 4,737 |
| Issued or guaranteed by U.S. | $1,562,000 | 4,721 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $12,858,000 | 5,174 |
| Total debt securities | $12,858,000 | 5,836 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,386 |
| Fair value | $600,000 | 2,388 |
| 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 | $11,942,000 | 6,111 |
| U.S. Government securities | $8,235,000 | 6,133 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,235,000 | 5,981 |
| Securities issued by states & political subdivisions | $3,445,000 | 3,631 |
| Other domestic debt securities | $262,000 | 3,099 |
| 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 | $262,000 | 2,655 |
| 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 | $6,853,000 | 4,048 |
| Mortgage-backed securities | $860,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $860,000 | 5,262 |
| Issued or guaranteed by U.S. | $860,000 | 5,249 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $11,942,000 | 5,337 |
| Total debt securities | $11,940,000 | 6,044 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,371 |
| Fair value | $602,000 | 2,375 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,733,000 | 6,007 |
| U.S. Government securities | $8,756,000 | 6,089 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,756,000 | 5,930 |
| Securities issued by states & political subdivisions | $3,411,000 | 3,647 |
| Other domestic debt securities | $566,000 | 2,782 |
| 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 | $566,000 | 2,382 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,040,000 | 3,961 |
| Mortgage-backed securities | $949,000 | 5,759 |
| Certificates of participation in pools of residential mortgages | $949,000 | 5,257 |
| Issued or guaranteed by U.S. | $949,000 | 5,241 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,733,000 | 5,265 |
| Total debt securities | $12,729,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $901,000 | 2,240 |
| Fair value | $881,000 | 2,246 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,983,000 | 6,139 |
| U.S. Government securities | $8,479,000 | 6,122 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,479,000 | 5,961 |
| Securities issued by states & political subdivisions | $2,776,000 | 3,944 |
| Other domestic debt securities | $728,000 | 2,755 |
| 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 | $728,000 | 2,361 |
| 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 | $5,257,000 | 4,447 |
| Mortgage-backed securities | $1,110,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $1,110,000 | 5,165 |
| Issued or guaranteed by U.S. | $1,110,000 | 5,149 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,983,000 | 5,415 |
| Total debt securities | $11,979,000 | 6,056 |
| Structured notes | ||
| Amortized cost | $901,000 | 2,008 |
| Fair value | $906,000 | 2,012 |
| 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 | $11,987,000 | 6,216 |
| U.S. Government securities | $7,808,000 | 6,364 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,808,000 | 6,185 |
| Securities issued by states & political subdivisions | $2,746,000 | 3,989 |
| Other domestic debt securities | $1,433,000 | 2,286 |
| 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 | $1,433,000 | 1,997 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,734,000 | 4,204 |
| Mortgage-backed securities | $1,199,000 | 5,633 |
| Certificates of participation in pools of residential mortgages | $1,199,000 | 5,120 |
| Issued or guaranteed by U.S. | $1,199,000 | 5,102 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,987,000 | 5,487 |
| Total debt securities | $11,987,000 | 6,127 |
| 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 | $10,356,000 | 6,474 |
| U.S. Government securities | $6,445,000 | 6,654 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,445,000 | 6,473 |
| Securities issued by states & political subdivisions | $2,350,000 | 4,208 |
| Other domestic debt securities | $1,561,000 | 2,328 |
| 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 | $1,561,000 | 2,041 |
| 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 | $4,442,000 | 4,651 |
| Mortgage-backed securities | $1,108,000 | 5,708 |
| Certificates of participation in pools of residential mortgages | $1,108,000 | 5,198 |
| Issued or guaranteed by U.S. | $1,108,000 | 5,174 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,356,000 | 5,734 |
| Total debt securities | $10,354,000 | 6,378 |
| 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 | $10,470,000 | 6,375 |
| U.S. Government securities | $6,685,000 | 6,504 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,685,000 | 6,323 |
| Securities issued by states & political subdivisions | $2,203,000 | 4,239 |
| Other domestic debt securities | $1,582,000 | 2,383 |
| 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 | $1,582,000 | 2,087 |
| 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 | $3,663,000 | 4,950 |
| Mortgage-backed securities | $1,718,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $1,518,000 | 4,963 |
| Issued or guaranteed by U.S. | $1,518,000 | 4,943 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $200,000 | 3,794 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 3,611 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $10,470,000 | 5,626 |
| Total debt securities | $10,462,000 | 6,281 |
| Structured notes | ||
| Amortized cost | $603,000 | 1,525 |
| Fair value | $603,000 | 1,533 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $10,369,000 | 6,423 |
| U.S. Government securities | $7,299,000 | 6,359 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,299,000 | 6,174 |
| Securities issued by states & political subdivisions | $1,343,000 | 4,813 |
| Other domestic debt securities | $1,727,000 | 2,325 |
| 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 | $1,727,000 | 2,022 |
| 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 | $4,885,000 | 4,487 |
| Mortgage-backed securities | $2,277,000 | 5,198 |
| Certificates of participation in pools of residential mortgages | $1,896,000 | 4,713 |
| Issued or guaranteed by U.S. | $1,896,000 | 4,697 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $381,000 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 3,528 |
| 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) | $10,369,000 | 5,652 |
| Total debt securities | $10,370,000 | 6,324 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,642,000 | 6,596 |
| U.S. Government securities | $6,437,000 | 6,670 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,437,000 | 6,468 |
| Securities issued by states & political subdivisions | $1,319,000 | 4,848 |
| Other domestic debt securities | $1,886,000 | 2,275 |
| 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 | $1,886,000 | 1,983 |
| 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 | $4,895,000 | 4,460 |
| Mortgage-backed securities | $1,995,000 | 5,324 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,587,000 | 4,895 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $408,000 | 3,706 |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 3,548 |
| 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) | $9,642,000 | 5,803 |
| Total debt securities | $9,641,000 | 6,497 |
| 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 | $10,556,000 | 6,377 |
| U.S. Government securities | $7,550,000 | 6,247 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,550,000 | 6,025 |
| Securities issued by states & political subdivisions | $903,000 | 5,372 |
| Other domestic debt securities | $2,103,000 | 2,186 |
| 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 | $2,103,000 | 1,846 |
| 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 | $4,782,000 | 4,485 |
| Mortgage-backed securities | $812,000 | 6,054 |
| Certificates of participation in pools of residential mortgages | $544,000 | 5,659 |
| Issued or guaranteed by U.S. | $544,000 | 5,638 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $268,000 | 4,009 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 3,833 |
| 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) | $10,556,000 | 5,493 |
| Total debt securities | $10,556,000 | 6,280 |
| 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 | $8,151,000 | 7,319 |
| U.S. Government securities | $7,579,000 | 6,679 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,579,000 | 6,319 |
| Securities issued by states & political subdivisions | $411,000 | 6,241 |
| Other domestic debt securities | $100,000 | 3,590 |
| 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 | $100,000 | 3,131 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 7,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,824,000 | 5,208 |
| Mortgage-backed securities | $253,000 | 6,515 |
| Certificates of participation in pools of residential mortgages | $123,000 | 6,304 |
| Issued or guaranteed by U.S. | $123,000 | 6,284 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $130,000 | 3,889 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,706 |
| 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) | $8,151,000 | 6,219 |
| Total debt securities | $8,090,000 | 7,217 |
| 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 | $5,888,000 | 8,374 |
| U.S. Government securities | $5,323,000 | 7,893 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,323,000 | 7,386 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $519,000 | 2,772 |
| 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 | $519,000 | 2,345 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,000 | 7,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,839,000 | 5,205 |
| Mortgage-backed securities | $317,000 | 6,748 |
| Certificates of participation in pools of residential mortgages | $129,000 | 6,619 |
| Issued or guaranteed by U.S. | $129,000 | 6,599 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $188,000 | 4,025 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 3,844 |
| 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) | $5,888,000 | 7,135 |
| Total debt securities | $5,842,000 | 8,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,418,000 | 9,335 |
| U.S. Government securities | $3,400,000 | 8,797 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,400,000 | 7,992 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $753,000 | 7,447 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,418,000 | 7,946 |
| Total debt securities | $3,400,000 | 9,219 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |