Home > First Community Bank of the Ozarks > Securities
First Community Bank of the Ozarks, Securities
| 2023-12-31 | Rank | |
| Total securities | $30,130,000 | 3,189 |
| U.S. Government securities | $14,319,000 | 3,306 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $14,319,000 | 2,938 |
| Securities issued by states & political subdivisions | $15,811,000 | 2,033 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,596,000 | 2,646 |
| Mortgage-backed securities | $10,088,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,926,000 | 2,227 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,122,000 | 1,860 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $40,000 | 1,555 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $30,130,000 | 2,944 |
| Total debt securities | $30,130,000 | 3,168 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $29,091,000 | 3,226 |
| U.S. Government securities | $14,192,000 | 3,329 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $14,192,000 | 2,930 |
| Securities issued by states & political subdivisions | $14,899,000 | 2,073 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,461,000 | 2,616 |
| Mortgage-backed securities | $10,130,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,911,000 | 2,222 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,179,000 | 1,819 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $40,000 | 1,537 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $29,091,000 | 2,969 |
| Total debt securities | $29,091,000 | 3,203 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $30,178,000 | 3,245 |
| U.S. Government securities | $15,027,000 | 3,327 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $15,027,000 | 2,935 |
| Securities issued by states & political subdivisions | $15,151,000 | 2,109 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,298,000 | 2,551 |
| Mortgage-backed securities | $10,828,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,456,000 | 2,208 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 1,810 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $44,000 | 1,529 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $30,178,000 | 2,998 |
| Total debt securities | $30,177,000 | 3,223 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $30,985,000 | 3,299 |
| U.S. Government securities | $15,513,000 | 3,383 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $15,513,000 | 2,914 |
| Securities issued by states & political subdivisions | $15,472,000 | 2,142 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,785,000 | 2,440 |
| Mortgage-backed securities | $11,299,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,804,000 | 2,231 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,450,000 | 1,824 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $45,000 | 1,550 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $30,985,000 | 3,037 |
| Total debt securities | $30,984,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $32,737,000 | 3,272 |
| U.S. Government securities | $15,927,000 | 3,353 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $15,927,000 | 2,878 |
| Securities issued by states & political subdivisions | $16,810,000 | 2,103 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,205,000 | 2,344 |
| Mortgage-backed securities | $11,688,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,110,000 | 2,220 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,526,000 | 1,828 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $52,000 | 1,547 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $32,737,000 | 3,013 |
| Total debt securities | $32,737,000 | 3,247 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $32,453,000 | 3,306 |
| U.S. Government securities | $16,294,000 | 3,346 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $16,294,000 | 2,869 |
| Securities issued by states & political subdivisions | $16,159,000 | 2,146 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,339,000 | 2,206 |
| Mortgage-backed securities | $12,030,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,320,000 | 2,210 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,658,000 | 1,818 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $52,000 | 1,565 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $32,453,000 | 3,051 |
| Total debt securities | $32,454,000 | 3,280 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $30,752,000 | 3,384 |
| U.S. Government securities | $14,718,000 | 3,484 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $14,718,000 | 3,005 |
| Securities issued by states & political subdivisions | $16,034,000 | 2,210 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,802,000 | 2,483 |
| Mortgage-backed securities | $10,268,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $8,360,000 | 2,428 |
| Issued or guaranteed by U.S. | $8,360,000 | 2,364 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,843,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $1,843,000 | 2,002 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $65,000 | 2,030 |
| Commercial mortgage pass-through securities | $65,000 | 1,548 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $30,752,000 | 3,141 |
| Total debt securities | $30,753,000 | 3,365 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $31,428,000 | 3,327 |
| U.S. Government securities | $14,364,000 | 3,434 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $14,364,000 | 3,024 |
| Securities issued by states & political subdivisions | $17,064,000 | 2,167 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,212,000 | 2,360 |
| Mortgage-backed securities | $9,759,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $8,312,000 | 2,440 |
| Issued or guaranteed by U.S. | $8,312,000 | 2,381 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,380,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $1,380,000 | 2,120 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $67,000 | 2,000 |
| Commercial mortgage pass-through securities | $67,000 | 1,518 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $31,428,000 | 3,112 |
| Total debt securities | $31,426,000 | 3,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $32,657,000 | 3,206 |
| U.S. Government securities | $14,775,000 | 3,252 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $14,775,000 | 2,973 |
| Securities issued by states & political subdivisions | $17,882,000 | 2,172 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,654,000 | 2,321 |
| Mortgage-backed securities | $10,336,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $8,723,000 | 2,398 |
| Issued or guaranteed by U.S. | $8,723,000 | 2,330 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,532,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,089 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $81,000 | 1,964 |
| Commercial mortgage pass-through securities | $81,000 | 1,482 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $32,657,000 | 3,029 |
| Total debt securities | $32,656,000 | 3,183 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $29,223,000 | 3,270 |
| U.S. Government securities | $12,849,000 | 3,337 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $12,849,000 | 3,100 |
| Securities issued by states & political subdivisions | $16,374,000 | 2,223 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,052,000 | 2,580 |
| Mortgage-backed securities | $10,636,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $8,813,000 | 2,383 |
| Issued or guaranteed by U.S. | $8,813,000 | 2,322 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,741,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $1,741,000 | 2,069 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $82,000 | 1,975 |
| Commercial mortgage pass-through securities | $82,000 | 1,495 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $29,223,000 | 3,089 |
| Total debt securities | $29,223,000 | 3,251 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $25,759,000 | 3,367 |
| U.S. Government securities | $12,778,000 | 3,306 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $12,778,000 | 3,070 |
| Securities issued by states & political subdivisions | $12,981,000 | 2,436 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,288,000 | 2,531 |
| Mortgage-backed securities | $10,964,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $8,884,000 | 2,368 |
| Issued or guaranteed by U.S. | $8,884,000 | 2,304 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,980,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $1,980,000 | 1,985 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $100,000 | 1,974 |
| Commercial mortgage pass-through securities | $100,000 | 1,500 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $25,759,000 | 3,176 |
| Total debt securities | $25,758,000 | 3,341 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $21,619,000 | 3,437 |
| U.S. Government securities | $13,477,000 | 3,146 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $13,477,000 | 2,960 |
| Securities issued by states & political subdivisions | $8,142,000 | 2,829 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,221,000 | 2,432 |
| Mortgage-backed securities | $11,665,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $9,337,000 | 2,262 |
| Issued or guaranteed by U.S. | $9,337,000 | 2,194 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,227,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $2,227,000 | 1,896 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $101,000 | 1,965 |
| Commercial mortgage pass-through securities | $101,000 | 1,494 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $21,619,000 | 3,232 |
| Total debt securities | $21,619,000 | 3,411 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $16,014,000 | 3,651 |
| U.S. Government securities | $9,425,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,425,000 | 3,186 |
| Securities issued by states & political subdivisions | $6,589,000 | 2,976 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,904,000 | 2,302 |
| Mortgage-backed securities | $9,005,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $6,696,000 | 2,452 |
| Issued or guaranteed by U.S. | $6,696,000 | 2,381 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,197,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $2,197,000 | 1,934 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $112,000 | 1,920 |
| Commercial mortgage pass-through securities | $112,000 | 1,446 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $16,014,000 | 3,434 |
| Total debt securities | $16,014,000 | 3,630 |
| 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 | $15,762,000 | 3,605 |
| U.S. Government securities | $9,214,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $9,214,000 | 3,185 |
| Securities issued by states & political subdivisions | $6,548,000 | 2,891 |
| 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 | $9,735,000 | 2,636 |
| Mortgage-backed securities | $8,793,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $6,293,000 | 2,483 |
| Issued or guaranteed by U.S. | $6,293,000 | 2,408 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,387,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,387,000 | 1,915 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $113,000 | 1,902 |
| Commercial mortgage pass-through securities | $113,000 | 1,433 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $15,762,000 | 3,382 |
| Total debt securities | $15,762,000 | 3,581 |
| 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 | $15,693,000 | 3,603 |
| U.S. Government securities | $9,578,000 | 3,301 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $9,578,000 | 3,153 |
| Securities issued by states & political subdivisions | $6,115,000 | 2,899 |
| 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 | $8,196,000 | 2,796 |
| Mortgage-backed securities | $8,846,000 | 2,736 |
| Certificates of participation in pools of residential mortgages | $6,182,000 | 2,486 |
| Issued or guaranteed by U.S. | $6,182,000 | 2,411 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,539,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $2,539,000 | 1,918 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $125,000 | 1,889 |
| Commercial mortgage pass-through securities | $125,000 | 1,427 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $15,693,000 | 3,365 |
| Total debt securities | $15,694,000 | 3,579 |
| 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 | $14,718,000 | 3,658 |
| U.S. Government securities | $9,036,000 | 3,406 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $9,036,000 | 3,254 |
| Securities issued by states & political subdivisions | $5,682,000 | 2,891 |
| 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 | $11,417,000 | 2,417 |
| Mortgage-backed securities | $8,200,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $6,273,000 | 2,481 |
| Issued or guaranteed by U.S. | $6,273,000 | 2,398 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,802,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $1,802,000 | 2,080 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $125,000 | 1,866 |
| Commercial mortgage pass-through securities | $125,000 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $14,718,000 | 3,422 |
| Total debt securities | $14,718,000 | 3,638 |
| 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 | $16,189,000 | 3,603 |
| U.S. Government securities | $10,968,000 | 3,295 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,968,000 | 3,137 |
| Securities issued by states & political subdivisions | $5,221,000 | 2,961 |
| 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 | $13,595,000 | 2,252 |
| Mortgage-backed securities | $9,198,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $7,192,000 | 2,292 |
| Issued or guaranteed by U.S. | $7,192,000 | 2,232 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,864,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $1,864,000 | 2,083 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $142,000 | 1,835 |
| Commercial mortgage pass-through securities | $142,000 | 1,387 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $16,189,000 | 3,361 |
| Total debt securities | $16,190,000 | 3,580 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $16,520,000 | 3,625 |
| U.S. Government securities | $8,685,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,685,000 | 3,422 |
| Securities issued by states & political subdivisions | $7,835,000 | 2,577 |
| 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 | $8,060,000 | 2,862 |
| Mortgage-backed securities | $6,909,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $5,737,000 | 2,490 |
| Issued or guaranteed by U.S. | $5,737,000 | 2,416 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,029,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $1,029,000 | 2,318 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $143,000 | 1,811 |
| Commercial mortgage pass-through securities | $143,000 | 1,380 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $16,520,000 | 3,377 |
| Total debt securities | $16,519,000 | 3,604 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $16,441,000 | 3,694 |
| U.S. Government securities | $9,626,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,626,000 | 3,383 |
| Securities issued by states & political subdivisions | $6,815,000 | 2,784 |
| 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 | $9,467,000 | 2,767 |
| Mortgage-backed securities | $6,516,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | $5,499,000 | 2,512 |
| Issued or guaranteed by U.S. | $5,499,000 | 2,456 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $850,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $850,000 | 2,375 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $167,000 | 1,787 |
| Commercial mortgage pass-through securities | $167,000 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $16,441,000 | 3,435 |
| Total debt securities | $16,441,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $18,490,000 | 3,619 |
| U.S. Government securities | $11,107,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,107,000 | 3,248 |
| Securities issued by states & political subdivisions | $7,383,000 | 2,755 |
| 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 | $10,695,000 | 2,658 |
| Mortgage-backed securities | $8,033,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $6,996,000 | 2,309 |
| Issued or guaranteed by U.S. | $6,996,000 | 2,257 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $871,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,379 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $166,000 | 1,723 |
| Commercial mortgage pass-through securities | $166,000 | 1,344 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $18,490,000 | 3,349 |
| Total debt securities | $18,491,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $20,275,000 | 3,527 |
| U.S. Government securities | $12,282,000 | 3,333 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,282,000 | 3,168 |
| Securities issued by states & political subdivisions | $7,993,000 | 2,742 |
| 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 | $12,241,000 | 2,533 |
| Mortgage-backed securities | $9,199,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $7,721,000 | 2,230 |
| Issued or guaranteed by U.S. | $7,721,000 | 2,196 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $890,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,379 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $588,000 | 1,555 |
| Commercial mortgage pass-through securities | $180,000 | 1,324 |
| Other commercial mortgage-backed securities | $408,000 | 981 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $20,275,000 | 3,271 |
| Total debt securities | $20,274,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $20,096,000 | 3,575 |
| U.S. Government securities | $12,571,000 | 3,346 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,571,000 | 3,192 |
| Securities issued by states & political subdivisions | $7,525,000 | 2,832 |
| 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 | $10,893,000 | 2,649 |
| Mortgage-backed securities | $10,018,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $7,237,000 | 2,312 |
| Issued or guaranteed by U.S. | $7,237,000 | 2,301 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,163,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $2,163,000 | 1,982 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $618,000 | 1,543 |
| Commercial mortgage pass-through securities | $178,000 | 1,308 |
| Other commercial mortgage-backed securities | $440,000 | 974 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $20,096,000 | 3,312 |
| Total debt securities | $20,096,000 | 3,552 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $17,963,000 | 3,778 |
| U.S. Government securities | $10,483,000 | 3,574 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,483,000 | 3,429 |
| Securities issued by states & political subdivisions | $7,480,000 | 2,885 |
| 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 | $10,381,000 | 2,744 |
| Mortgage-backed securities | $9,118,000 | 2,743 |
| Certificates of participation in pools of residential mortgages | $6,636,000 | 2,455 |
| Issued or guaranteed by U.S. | $6,636,000 | 2,338 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,039,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $2,039,000 | 2,026 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $443,000 | 1,583 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $443,000 | 970 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $17,963,000 | 3,493 |
| Total debt securities | $17,961,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $20,816,000 | 3,610 |
| U.S. Government securities | $10,536,000 | 3,646 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,536,000 | 3,503 |
| Securities issued by states & political subdivisions | $10,280,000 | 2,574 |
| 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 | $15,846,000 | 2,290 |
| Mortgage-backed securities | $9,162,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $6,560,000 | 2,506 |
| Issued or guaranteed by U.S. | $6,560,000 | 2,504 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,157,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $2,157,000 | 1,982 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $445,000 | 1,405 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $445,000 | 947 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $20,816,000 | 3,329 |
| Total debt securities | $20,815,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $23,117,000 | 3,528 |
| U.S. Government securities | $11,460,000 | 3,550 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,460,000 | 3,416 |
| Securities issued by states & political subdivisions | $11,657,000 | 2,476 |
| 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 | $15,842,000 | 2,317 |
| Mortgage-backed securities | $9,979,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | $7,140,000 | 2,464 |
| Issued or guaranteed by U.S. | $7,140,000 | 2,462 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,388,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $2,388,000 | 1,919 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $451,000 | 1,398 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $451,000 | 918 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $23,117,000 | 3,255 |
| Total debt securities | $23,115,000 | 3,503 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $22,767,000 | 3,598 |
| U.S. Government securities | $10,809,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,809,000 | 3,508 |
| Securities issued by states & political subdivisions | $11,958,000 | 2,490 |
| 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 | $15,283,000 | 2,410 |
| Mortgage-backed securities | $9,807,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $6,791,000 | 2,563 |
| Issued or guaranteed by U.S. | $6,791,000 | 2,562 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,547,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $2,547,000 | 1,902 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $469,000 | 1,379 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $469,000 | 900 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $22,767,000 | 3,310 |
| Total debt securities | $22,768,000 | 3,572 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $25,059,000 | 3,491 |
| U.S. Government securities | $11,422,000 | 3,648 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,422,000 | 3,512 |
| Securities issued by states & political subdivisions | $13,637,000 | 2,358 |
| 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 | $16,523,000 | 2,325 |
| Mortgage-backed securities | $10,341,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $7,146,000 | 2,556 |
| Issued or guaranteed by U.S. | $7,146,000 | 2,555 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,692,000 | 1,964 |
| CMOs issued by government agencies or sponsored agencies | $2,692,000 | 1,902 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $503,000 | 1,300 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $503,000 | 844 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $25,059,000 | 3,203 |
| Total debt securities | $25,059,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $23,332,000 | 3,640 |
| U.S. Government securities | $9,618,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,618,000 | 3,750 |
| Securities issued by states & political subdivisions | $13,714,000 | 2,380 |
| 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 | $14,784,000 | 2,484 |
| Mortgage-backed securities | $8,540,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $5,251,000 | 2,909 |
| Issued or guaranteed by U.S. | $5,251,000 | 2,906 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,786,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $2,786,000 | 1,893 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $503,000 | 1,274 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $503,000 | 837 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $23,332,000 | 3,350 |
| Total debt securities | $23,331,000 | 3,616 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $27,119,000 | 3,387 |
| U.S. Government securities | $12,685,000 | 3,535 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,685,000 | 3,402 |
| Securities issued by states & political subdivisions | $14,434,000 | 2,313 |
| 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 | $14,979,000 | 2,473 |
| Mortgage-backed securities | $11,561,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $7,179,000 | 2,594 |
| Issued or guaranteed by U.S. | $7,179,000 | 2,590 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,879,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $3,879,000 | 1,689 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $503,000 | 1,230 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $503,000 | 805 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $27,119,000 | 3,102 |
| Total debt securities | $27,119,000 | 3,361 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $29,185,000 | 3,252 |
| U.S. Government securities | $13,811,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,811,000 | 3,298 |
| Securities issued by states & political subdivisions | $15,374,000 | 2,238 |
| 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 | $14,918,000 | 2,470 |
| Mortgage-backed securities | $12,665,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $7,866,000 | 2,526 |
| Issued or guaranteed by U.S. | $7,866,000 | 2,525 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,289,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $4,289,000 | 1,638 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $510,000 | 1,184 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $510,000 | 772 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $29,185,000 | 2,982 |
| Total debt securities | $29,182,000 | 3,230 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $34,139,000 | 3,055 |
| U.S. Government securities | $17,560,000 | 3,162 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $17,560,000 | 3,053 |
| Securities issued by states & political subdivisions | $16,579,000 | 2,146 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,997,000 | 2,427 |
| Mortgage-backed securities | $16,330,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $11,204,000 | 2,190 |
| Issued or guaranteed by U.S. | $11,204,000 | 2,185 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,612,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $4,612,000 | 1,607 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $514,000 | 1,116 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $514,000 | 742 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $34,139,000 | 2,793 |
| Total debt securities | $34,139,000 | 3,034 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $37,722,000 | 2,929 |
| U.S. Government securities | $19,013,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $19,013,000 | 3,001 |
| Securities issued by states & political subdivisions | $18,709,000 | 1,949 |
| 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 | $16,039,000 | 2,433 |
| Mortgage-backed securities | $17,050,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $11,687,000 | 2,152 |
| Issued or guaranteed by U.S. | $11,687,000 | 2,149 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,853,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $4,853,000 | 1,578 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $510,000 | 1,083 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $510,000 | 724 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $37,722,000 | 2,669 |
| Total debt securities | $37,722,000 | 2,910 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $40,436,000 | 2,825 |
| U.S. Government securities | $21,019,000 | 2,992 |
| U.S. Treasury securities | $251,000 | 1,294 |
| U.S. Government agency obligations | $20,768,000 | 2,900 |
| Securities issued by states & political subdivisions | $19,417,000 | 1,906 |
| 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 | $17,230,000 | 2,359 |
| Mortgage-backed securities | $13,197,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $8,102,000 | 2,565 |
| Issued or guaranteed by U.S. | $8,102,000 | 2,562 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,331,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $4,331,000 | 1,669 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $764,000 | 996 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $764,000 | 640 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $40,436,000 | 2,587 |
| Total debt securities | $40,436,000 | 2,805 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,171 |
| Fair value | $743,000 | 1,185 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $34,072,000 | 3,175 |
| U.S. Government securities | $16,621,000 | 3,458 |
| U.S. Treasury securities | $252,000 | 1,227 |
| U.S. Government agency obligations | $16,369,000 | 3,366 |
| Securities issued by states & political subdivisions | $17,451,000 | 2,055 |
| 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 | $15,490,000 | 2,540 |
| Mortgage-backed securities | $8,059,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $3,431,000 | 3,430 |
| Issued or guaranteed by U.S. | $3,431,000 | 3,426 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,122,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $4,122,000 | 1,739 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $506,000 | 1,002 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $506,000 | 641 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $34,072,000 | 2,901 |
| Total debt securities | $34,072,000 | 3,151 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 1,090 |
| Fair value | $1,199,000 | 1,088 |
| 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 | $33,909,000 | 3,257 |
| U.S. Government securities | $16,576,000 | 3,535 |
| U.S. Treasury securities | $253,000 | 1,268 |
| U.S. Government agency obligations | $16,323,000 | 3,450 |
| Securities issued by states & political subdivisions | $17,333,000 | 2,028 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,345,000 | 2,566 |
| Mortgage-backed securities | $8,637,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $3,705,000 | 3,443 |
| Issued or guaranteed by U.S. | $3,705,000 | 3,440 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,932,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $4,932,000 | 1,657 |
| 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) | $33,909,000 | 2,974 |
| Total debt securities | $33,909,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,175 |
| Fair value | $1,446,000 | 1,171 |
| 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 | $33,538,000 | 3,323 |
| U.S. Government securities | $16,159,000 | 3,645 |
| U.S. Treasury securities | $254,000 | 1,252 |
| U.S. Government agency obligations | $15,905,000 | 3,566 |
| Securities issued by states & political subdivisions | $17,379,000 | 2,030 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,206,000 | 3,476 |
| Mortgage-backed securities | $7,911,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $3,978,000 | 3,461 |
| Issued or guaranteed by U.S. | $3,978,000 | 3,459 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,933,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $3,933,000 | 1,863 |
| 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) | $33,538,000 | 3,032 |
| Total debt securities | $33,538,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,161 |
| Fair value | $1,700,000 | 1,163 |
| 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 | $33,482,000 | 3,338 |
| U.S. Government securities | $16,149,000 | 3,706 |
| U.S. Treasury securities | $254,000 | 1,282 |
| U.S. Government agency obligations | $15,895,000 | 3,610 |
| Securities issued by states & political subdivisions | $17,333,000 | 2,038 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,424,000 | 2,281 |
| Mortgage-backed securities | $7,547,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $3,370,000 | 3,675 |
| Issued or guaranteed by U.S. | $3,370,000 | 3,670 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,177,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $4,177,000 | 1,856 |
| 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) | $33,482,000 | 3,055 |
| Total debt securities | $33,482,000 | 3,315 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,223 |
| Fair value | $1,681,000 | 1,226 |
| 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 | $34,437,000 | 3,375 |
| U.S. Government securities | $16,766,000 | 3,732 |
| U.S. Treasury securities | $255,000 | 1,306 |
| U.S. Government agency obligations | $16,511,000 | 3,644 |
| Securities issued by states & political subdivisions | $17,671,000 | 2,031 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,241,000 | 2,376 |
| Mortgage-backed securities | $7,988,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 3,700 |
| Issued or guaranteed by U.S. | $3,547,000 | 3,699 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,441,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $4,441,000 | 1,836 |
| 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) | $34,437,000 | 3,077 |
| Total debt securities | $34,437,000 | 3,347 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,269 |
| Fair value | $1,919,000 | 1,265 |
| 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 | $35,527,000 | 3,349 |
| U.S. Government securities | $17,813,000 | 3,676 |
| U.S. Treasury securities | $255,000 | 1,267 |
| U.S. Government agency obligations | $17,558,000 | 3,592 |
| Securities issued by states & political subdivisions | $17,714,000 | 2,042 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,589,000 | 2,435 |
| Mortgage-backed securities | $8,530,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $3,777,000 | 3,710 |
| Issued or guaranteed by U.S. | $3,777,000 | 3,710 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,753,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $4,753,000 | 1,813 |
| 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) | $35,527,000 | 3,057 |
| Total debt securities | $35,527,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,302 |
| Fair value | $1,912,000 | 1,297 |
| 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 | $35,431,000 | 3,378 |
| U.S. Government securities | $17,839,000 | 3,697 |
| U.S. Treasury securities | $255,000 | 1,122 |
| U.S. Government agency obligations | $17,584,000 | 3,627 |
| Securities issued by states & political subdivisions | $17,592,000 | 2,058 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,033,000 | 2,570 |
| Mortgage-backed securities | $8,434,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $3,417,000 | 3,837 |
| Issued or guaranteed by U.S. | $3,417,000 | 3,837 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,017,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $5,017,000 | 1,767 |
| 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) | $35,431,000 | 3,087 |
| Total debt securities | $35,431,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,192 |
| Fair value | $2,118,000 | 1,198 |
| 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 | $33,195,000 | 3,493 |
| U.S. Government securities | $16,437,000 | 3,854 |
| U.S. Treasury securities | $256,000 | 1,055 |
| U.S. Government agency obligations | $16,181,000 | 3,781 |
| Securities issued by states & political subdivisions | $16,758,000 | 2,118 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,292,000 | 2,764 |
| Mortgage-backed securities | $7,198,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $1,977,000 | 4,277 |
| Issued or guaranteed by U.S. | $1,977,000 | 4,272 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,221,000 | 1,825 |
| CMOs issued by government agencies or sponsored agencies | $5,221,000 | 1,744 |
| 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) | $33,195,000 | 3,203 |
| Total debt securities | $33,195,000 | 3,465 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,171 |
| Fair value | $2,074,000 | 1,174 |
| 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 | $33,046,000 | 3,519 |
| U.S. Government securities | $16,493,000 | 3,882 |
| U.S. Treasury securities | $256,000 | 1,044 |
| U.S. Government agency obligations | $16,237,000 | 3,811 |
| Securities issued by states & political subdivisions | $16,553,000 | 2,140 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,410,000 | 2,614 |
| Mortgage-backed securities | $6,667,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 4,575 |
| Issued or guaranteed by U.S. | $1,193,000 | 4,571 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,474,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $5,474,000 | 1,732 |
| 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) | $33,046,000 | 3,237 |
| Total debt securities | $33,046,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,300 |
| Fair value | $1,842,000 | 1,291 |
| 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 | $33,166,000 | 3,494 |
| U.S. Government securities | $16,951,000 | 3,819 |
| U.S. Treasury securities | $255,000 | 1,065 |
| U.S. Government agency obligations | $16,696,000 | 3,746 |
| Securities issued by states & political subdivisions | $16,215,000 | 2,165 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,524,000 | 2,797 |
| Mortgage-backed securities | $7,058,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $1,266,000 | 4,525 |
| Issued or guaranteed by U.S. | $1,266,000 | 4,521 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,792,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $5,792,000 | 1,733 |
| 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) | $33,166,000 | 3,219 |
| Total debt securities | $33,166,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $34,614,000 | 3,444 |
| U.S. Government securities | $18,956,000 | 3,639 |
| U.S. Treasury securities | $259,000 | 1,073 |
| U.S. Government agency obligations | $18,697,000 | 3,577 |
| Securities issued by states & political subdivisions | $15,658,000 | 2,194 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,238,000 | 2,743 |
| Mortgage-backed securities | $7,690,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $4,500,000 | 3,650 |
| Issued or guaranteed by U.S. | $4,500,000 | 3,646 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,190,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $3,190,000 | 2,182 |
| 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) | $34,614,000 | 3,193 |
| Total debt securities | $34,614,000 | 3,409 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,158 |
| Fair value | $2,187,000 | 1,158 |
| 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 | $34,365,000 | 3,401 |
| U.S. Government securities | $20,388,000 | 3,461 |
| U.S. Treasury securities | $259,000 | 1,046 |
| U.S. Government agency obligations | $20,129,000 | 3,396 |
| Securities issued by states & political subdivisions | $13,977,000 | 2,338 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,204,000 | 2,430 |
| Mortgage-backed securities | $8,124,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $1,525,000 | 4,487 |
| Issued or guaranteed by U.S. | $1,525,000 | 4,486 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,599,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $6,599,000 | 1,722 |
| 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) | $34,365,000 | 3,147 |
| Total debt securities | $34,365,000 | 3,372 |
| Structured notes | ||
| Amortized cost | $2,950,000 | 1,068 |
| Fair value | $2,941,000 | 1,069 |
| 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 | $34,039,000 | 3,461 |
| U.S. Government securities | $22,752,000 | 3,318 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,752,000 | 3,253 |
| Securities issued by states & political subdivisions | $11,287,000 | 2,616 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,984,000 | 2,788 |
| Mortgage-backed securities | $9,359,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $3,722,000 | 3,974 |
| Issued or guaranteed by U.S. | $3,722,000 | 3,972 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,637,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $5,637,000 | 1,931 |
| 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) | $34,039,000 | 3,191 |
| Total debt securities | $34,039,000 | 3,438 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 844 |
| Fair value | $4,503,000 | 860 |
| 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 | $25,899,000 | 4,025 |
| U.S. Government securities | $20,087,000 | 3,627 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,087,000 | 3,553 |
| Securities issued by states & political subdivisions | $5,812,000 | 3,510 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,351,000 | 2,667 |
| Mortgage-backed securities | $9,452,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $6,345,000 | 3,424 |
| Issued or guaranteed by U.S. | $6,345,000 | 3,423 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,107,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $3,107,000 | 2,376 |
| 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) | $25,899,000 | 3,717 |
| Total debt securities | $25,900,000 | 3,990 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,030 |
| Fair value | $4,001,000 | 1,071 |
| 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 | $16,184,000 | 4,989 |
| U.S. Government securities | $14,152,000 | 4,381 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,152,000 | 4,286 |
| Securities issued by states & political subdivisions | $2,032,000 | 4,503 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,665,000 | 2,984 |
| Mortgage-backed securities | $9,559,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $4,266,000 | 3,879 |
| Issued or guaranteed by U.S. | $4,266,000 | 3,875 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,293,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $5,293,000 | 1,998 |
| 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) | $16,184,000 | 4,593 |
| Total debt securities | $16,184,000 | 4,960 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $989,000 | 2,386 |
| 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 | $13,194,000 | 5,325 |
| U.S. Government securities | $13,194,000 | 4,462 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,194,000 | 4,371 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,688,000 | 2,982 |
| Mortgage-backed securities | $10,106,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $3,766,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,766,000 | 3,905 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,569,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $5,569,000 | 1,857 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $771,000 | 369 |
| Commercial mortgage pass-through securities | $771,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,194,000 | 4,904 |
| Total debt securities | $13,194,000 | 5,294 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $12,174,000 | 5,425 |
| U.S. Government securities | $12,174,000 | 4,561 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,174,000 | 4,469 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,174,000 | 2,866 |
| Mortgage-backed securities | $7,344,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $3,275,000 | 4,000 |
| Issued or guaranteed by U.S. | $3,275,000 | 3,986 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,069,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $4,069,000 | 2,054 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,174,000 | 4,994 |
| Total debt securities | $12,175,000 | 5,387 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,433 |
| Fair value | $2,980,000 | 1,489 |
| 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 | $12,085,000 | 5,519 |
| U.S. Government securities | $12,085,000 | 4,715 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,085,000 | 4,596 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,770,000 | 3,818 |
| Mortgage-backed securities | $5,404,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $1,144,000 | 4,731 |
| Issued or guaranteed by U.S. | $1,144,000 | 4,723 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,260,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $4,260,000 | 1,979 |
| 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) | $12,085,000 | 5,083 |
| Total debt securities | $12,085,000 | 5,488 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,597 |
| Fair value | $2,965,000 | 1,672 |
| 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 | $17,596,000 | 4,821 |
| U.S. Government securities | $17,596,000 | 3,895 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,596,000 | 3,789 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,596,000 | 2,348 |
| Mortgage-backed securities | $92,000 | 5,756 |
| Certificates of participation in pools of residential mortgages | $92,000 | 5,474 |
| Issued or guaranteed by U.S. | $92,000 | 5,462 |
| 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) | $17,596,000 | 4,419 |
| Total debt securities | $17,596,000 | 4,784 |
| Structured notes | ||
| Amortized cost | $7,497,000 | 929 |
| Fair value | $7,206,000 | 947 |
| 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 | $17,387,000 | 4,728 |
| U.S. Government securities | $17,387,000 | 3,762 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,387,000 | 3,651 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,387,000 | 2,335 |
| Mortgage-backed securities | $93,000 | 5,785 |
| Certificates of participation in pools of residential mortgages | $93,000 | 5,462 |
| Issued or guaranteed by U.S. | $93,000 | 5,451 |
| 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) | $17,387,000 | 4,339 |
| Total debt securities | $17,387,000 | 4,698 |
| Structured notes | ||
| Amortized cost | $7,497,000 | 842 |
| Fair value | $7,120,000 | 857 |
| 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 | $16,706,000 | 4,753 |
| U.S. Government securities | $16,706,000 | 3,816 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,706,000 | 3,710 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,706,000 | 2,406 |
| Mortgage-backed securities | $1,200,000 | 5,117 |
| Certificates of participation in pools of residential mortgages | $1,200,000 | 4,600 |
| Issued or guaranteed by U.S. | $1,200,000 | 4,592 |
| 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) | $16,706,000 | 4,350 |
| Total debt securities | $16,706,000 | 4,709 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 953 |
| Fair value | $6,002,000 | 983 |
| 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 | $17,905,000 | 4,643 |
| U.S. Government securities | $17,905,000 | 3,720 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,905,000 | 3,628 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,905,000 | 2,327 |
| Mortgage-backed securities | $1,335,000 | 5,077 |
| Certificates of participation in pools of residential mortgages | $1,335,000 | 4,581 |
| Issued or guaranteed by U.S. | $1,335,000 | 4,573 |
| 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) | $17,905,000 | 4,235 |
| Total debt securities | $17,905,000 | 4,603 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,000,000 | 2,624 |
| 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 | $21,994,000 | 4,219 |
| U.S. Government securities | $21,994,000 | 3,347 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,994,000 | 3,260 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,994,000 | 2,093 |
| Mortgage-backed securities | $2,236,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $2,236,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,236,000 | 4,308 |
| 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) | $21,994,000 | 3,826 |
| Total debt securities | $21,994,000 | 4,184 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,001,000 | 2,302 |
| 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 | $17,205,000 | 4,720 |
| U.S. Government securities | $17,205,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,205,000 | 3,756 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,204,000 | 2,458 |
| Mortgage-backed securities | $2,415,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $2,415,000 | 4,344 |
| Issued or guaranteed by U.S. | $2,415,000 | 4,337 |
| 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) | $17,205,000 | 4,299 |
| Total debt securities | $17,203,000 | 4,686 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $989,000 | 2,134 |
| 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 | $17,870,000 | 4,692 |
| U.S. Government securities | $17,870,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,870,000 | 3,669 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,870,000 | 2,410 |
| Mortgage-backed securities | $2,988,000 | 4,776 |
| Certificates of participation in pools of residential mortgages | $2,988,000 | 4,229 |
| Issued or guaranteed by U.S. | $2,988,000 | 4,222 |
| 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) | $17,870,000 | 4,269 |
| Total debt securities | $17,871,000 | 4,640 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $991,000 | 1,734 |
| 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 | $16,875,000 | 4,808 |
| U.S. Government securities | $16,850,000 | 3,859 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,850,000 | 3,774 |
| Securities issued by states & political subdivisions | $25,000 | 5,921 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,850,000 | 2,503 |
| Mortgage-backed securities | $3,117,000 | 4,772 |
| Certificates of participation in pools of residential mortgages | $3,117,000 | 4,251 |
| Issued or guaranteed by U.S. | $3,117,000 | 4,237 |
| 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) | $16,875,000 | 4,364 |
| Total debt securities | $16,875,000 | 4,764 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $15,889,000 | 4,954 |
| U.S. Government securities | $15,864,000 | 4,060 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,864,000 | 3,981 |
| Securities issued by states & political subdivisions | $25,000 | 5,877 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,862,000 | 2,642 |
| Mortgage-backed securities | $3,310,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $3,310,000 | 4,272 |
| Issued or guaranteed by U.S. | $3,310,000 | 4,260 |
| 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) | $15,889,000 | 4,481 |
| Total debt securities | $15,889,000 | 4,911 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $14,620,000 | 5,173 |
| U.S. Government securities | $14,595,000 | 4,298 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,595,000 | 4,223 |
| Securities issued by states & political subdivisions | $25,000 | 5,849 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,595,000 | 2,791 |
| Mortgage-backed securities | $1,192,000 | 5,514 |
| Certificates of participation in pools of residential mortgages | $1,192,000 | 5,086 |
| Issued or guaranteed by U.S. | $1,192,000 | 5,073 |
| 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) | $14,620,000 | 4,663 |
| Total debt securities | $14,620,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $14,132,000 | 5,192 |
| U.S. Government securities | $14,107,000 | 4,342 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,107,000 | 4,263 |
| Securities issued by states & political subdivisions | $25,000 | 5,875 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,107,000 | 2,836 |
| Mortgage-backed securities | $456,000 | 5,885 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,532 |
| Issued or guaranteed by U.S. | $456,000 | 5,516 |
| 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) | $14,132,000 | 4,674 |
| Total debt securities | $14,131,000 | 5,151 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $14,265,000 | 5,227 |
| U.S. Government securities | $14,240,000 | 4,346 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,240,000 | 4,275 |
| Securities issued by states & political subdivisions | $25,000 | 5,925 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,240,000 | 2,783 |
| Mortgage-backed securities | $531,000 | 5,860 |
| Certificates of participation in pools of residential mortgages | $531,000 | 5,494 |
| Issued or guaranteed by U.S. | $531,000 | 5,473 |
| 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) | $14,265,000 | 4,723 |
| Total debt securities | $14,265,000 | 5,169 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $13,834,000 | 5,278 |
| U.S. Government securities | $13,809,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,809,000 | 4,352 |
| Securities issued by states & political subdivisions | $25,000 | 5,934 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,809,000 | 2,795 |
| Mortgage-backed securities | $611,000 | 5,775 |
| Certificates of participation in pools of residential mortgages | $611,000 | 5,386 |
| Issued or guaranteed by U.S. | $611,000 | 5,360 |
| 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) | $13,834,000 | 4,779 |
| Total debt securities | $13,833,000 | 5,219 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $13,099,000 | 5,481 |
| U.S. Government securities | $13,074,000 | 4,659 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,074,000 | 4,559 |
| Securities issued by states & political subdivisions | $25,000 | 5,985 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,074,000 | 2,922 |
| Mortgage-backed securities | $642,000 | 5,606 |
| Certificates of participation in pools of residential mortgages | $642,000 | 5,198 |
| Issued or guaranteed by U.S. | $642,000 | 5,176 |
| 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) | $13,099,000 | 4,921 |
| Total debt securities | $13,099,000 | 5,426 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $14,056,000 | 5,358 |
| U.S. Government securities | $14,031,000 | 4,557 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,031,000 | 4,455 |
| Securities issued by states & political subdivisions | $25,000 | 6,015 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,031,000 | 2,789 |
| Mortgage-backed securities | $672,000 | 5,510 |
| Certificates of participation in pools of residential mortgages | $672,000 | 5,068 |
| Issued or guaranteed by U.S. | $672,000 | 5,051 |
| 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) | $14,056,000 | 4,780 |
| Total debt securities | $14,055,000 | 5,310 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,513,000 | 5,817 |
| U.S. Government securities | $11,488,000 | 5,086 |
| U.S. Treasury securities | $999,000 | 845 |
| U.S. Government agency obligations | $10,489,000 | 5,174 |
| Securities issued by states & political subdivisions | $25,000 | 6,072 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,485,000 | 3,175 |
| Mortgage-backed securities | $706,000 | 5,490 |
| Certificates of participation in pools of residential mortgages | $706,000 | 5,046 |
| Issued or guaranteed by U.S. | $706,000 | 5,029 |
| 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) | $11,513,000 | 5,224 |
| Total debt securities | $11,513,000 | 5,759 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $13,801,000 | 5,452 |
| U.S. Government securities | $13,776,000 | 4,658 |
| U.S. Treasury securities | $986,000 | 1,007 |
| U.S. Government agency obligations | $12,790,000 | 4,715 |
| Securities issued by states & political subdivisions | $25,000 | 6,121 |
| 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 | $13,774,000 | 2,845 |
| Mortgage-backed securities | $756,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $756,000 | 5,024 |
| Issued or guaranteed by U.S. | $756,000 | 5,005 |
| 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) | $13,801,000 | 4,841 |
| Total debt securities | $13,801,000 | 5,406 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,461 |
| Fair value | $499,000 | 2,344 |
| 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 | $12,760,000 | 5,645 |
| U.S. Government securities | $12,735,000 | 4,908 |
| U.S. Treasury securities | $1,293,000 | 882 |
| U.S. Government agency obligations | $11,442,000 | 5,049 |
| Securities issued by states & political subdivisions | $25,000 | 6,170 |
| 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 | $12,735,000 | 2,987 |
| Mortgage-backed securities | $830,000 | 5,420 |
| Certificates of participation in pools of residential mortgages | $830,000 | 4,961 |
| Issued or guaranteed by U.S. | $830,000 | 4,943 |
| 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) | $12,760,000 | 5,038 |
| Total debt securities | $12,760,000 | 5,604 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,588 |
| Fair value | $498,000 | 2,460 |
| 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 | $13,361,000 | 5,593 |
| U.S. Government securities | $13,336,000 | 4,840 |
| U.S. Treasury securities | $1,287,000 | 933 |
| U.S. Government agency obligations | $12,049,000 | 4,976 |
| Securities issued by states & political subdivisions | $25,000 | 6,244 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,336,000 | 2,880 |
| Mortgage-backed securities | $982,000 | 5,305 |
| Certificates of participation in pools of residential mortgages | $982,000 | 4,831 |
| Issued or guaranteed by U.S. | $982,000 | 4,807 |
| 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) | $13,361,000 | 4,951 |
| Total debt securities | $13,361,000 | 5,544 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $13,957,000 | 5,485 |
| U.S. Government securities | $13,932,000 | 4,720 |
| U.S. Treasury securities | $1,277,000 | 973 |
| U.S. Government agency obligations | $12,655,000 | 4,837 |
| Securities issued by states & political subdivisions | $25,000 | 6,295 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,931,000 | 2,820 |
| Mortgage-backed securities | $1,022,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 4,830 |
| Issued or guaranteed by U.S. | $1,022,000 | 4,807 |
| 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) | $13,957,000 | 4,832 |
| Total debt securities | $13,956,000 | 5,437 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,509 |
| Fair value | $695,000 | 2,511 |
| 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 | $12,778,000 | 5,744 |
| U.S. Government securities | $12,753,000 | 4,984 |
| U.S. Treasury securities | $1,265,000 | 1,034 |
| U.S. Government agency obligations | $11,488,000 | 5,110 |
| Securities issued by states & political subdivisions | $25,000 | 6,320 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,778,000 | 2,953 |
| Mortgage-backed securities | $1,129,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $1,129,000 | 4,777 |
| Issued or guaranteed by U.S. | $1,129,000 | 4,757 |
| 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) | $12,778,000 | 5,087 |
| Total debt securities | $12,778,000 | 5,693 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,512 |
| Fair value | $695,000 | 2,511 |
| 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 | $11,950,000 | 5,924 |
| U.S. Government securities | $11,925,000 | 5,141 |
| U.S. Treasury securities | $1,266,000 | 1,052 |
| U.S. Government agency obligations | $10,659,000 | 5,291 |
| Securities issued by states & political subdivisions | $25,000 | 6,366 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,925,000 | 3,055 |
| Mortgage-backed securities | $1,241,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 4,740 |
| Issued or guaranteed by U.S. | $1,241,000 | 4,720 |
| 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) | $11,950,000 | 5,235 |
| Total debt securities | $11,950,000 | 5,863 |
| Structured notes | ||
| Amortized cost | $694,000 | 2,522 |
| Fair value | $694,000 | 2,505 |
| 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 | $10,825,000 | 6,172 |
| U.S. Government securities | $10,799,000 | 5,370 |
| U.S. Treasury securities | $991,000 | 1,178 |
| U.S. Government agency obligations | $9,808,000 | 5,476 |
| Securities issued by states & political subdivisions | $26,000 | 6,405 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,710,000 | 4,092 |
| Mortgage-backed securities | $1,323,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $1,323,000 | 4,726 |
| Issued or guaranteed by U.S. | $1,323,000 | 4,707 |
| 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) | $10,825,000 | 5,446 |
| Total debt securities | $10,824,000 | 6,105 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,456 |
| Fair value | $697,000 | 2,456 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,971,000 | 6,588 |
| U.S. Government securities | $8,945,000 | 5,861 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,945,000 | 5,722 |
| Securities issued by states & political subdivisions | $26,000 | 6,418 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,946,000 | 3,578 |
| Mortgage-backed securities | $1,427,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $1,427,000 | 4,726 |
| Issued or guaranteed by U.S. | $1,427,000 | 4,705 |
| 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) | $8,971,000 | 5,845 |
| Total debt securities | $8,971,000 | 6,527 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,434 |
| Fair value | $700,000 | 2,433 |
| 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 | $12,354,000 | 5,971 |
| U.S. Government securities | $12,328,000 | 5,141 |
| U.S. Treasury securities | $3,327,000 | 793 |
| U.S. Government agency obligations | $9,001,000 | 5,785 |
| Securities issued by states & political subdivisions | $26,000 | 6,467 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,001,000 | 3,567 |
| Mortgage-backed securities | $1,541,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $1,541,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,541,000 | 4,705 |
| 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) | $12,354,000 | 5,232 |
| Total debt securities | $12,354,000 | 5,907 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,419 |
| Fair value | $698,000 | 2,417 |
| 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 | $14,401,000 | 5,614 |
| U.S. Government securities | $14,375,000 | 4,771 |
| U.S. Treasury securities | $5,086,000 | 618 |
| U.S. Government agency obligations | $9,289,000 | 5,708 |
| Securities issued by states & political subdivisions | $26,000 | 6,509 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,224,000 | 2,665 |
| Mortgage-backed securities | $1,709,000 | 5,210 |
| Certificates of participation in pools of residential mortgages | $1,709,000 | 4,643 |
| Issued or guaranteed by U.S. | $1,709,000 | 4,626 |
| 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) | $14,401,000 | 4,925 |
| Total debt securities | $14,401,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,360 |
| Fair value | $701,000 | 2,358 |
| 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 | $14,639,000 | 5,580 |
| U.S. Government securities | $14,613,000 | 4,689 |
| U.S. Treasury securities | $5,063,000 | 602 |
| U.S. Government agency obligations | $9,550,000 | 5,647 |
| Securities issued by states & political subdivisions | $26,000 | 6,554 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,461,000 | 2,598 |
| Mortgage-backed securities | $1,904,000 | 5,136 |
| Certificates of participation in pools of residential mortgages | $1,904,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,904,000 | 4,559 |
| 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) | $14,639,000 | 4,885 |
| Total debt securities | $14,639,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,349 |
| Fair value | $705,000 | 2,347 |
| 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 | $14,544,000 | 5,654 |
| U.S. Government securities | $14,519,000 | 4,808 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,519,000 | 4,637 |
| Securities issued by states & political subdivisions | $25,000 | 6,601 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,371,000 | 2,595 |
| Mortgage-backed securities | $2,036,000 | 5,122 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 4,545 |
| Issued or guaranteed by U.S. | $2,036,000 | 4,529 |
| 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) | $14,544,000 | 4,965 |
| Total debt securities | $14,544,000 | 5,587 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,315 |
| Fair value | $694,000 | 2,313 |
| 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 | $15,142,000 | 5,537 |
| U.S. Government securities | $15,115,000 | 4,620 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,115,000 | 4,475 |
| Securities issued by states & political subdivisions | $26,000 | 6,595 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,184,000 | 2,602 |
| Mortgage-backed securities | $2,339,000 | 5,033 |
| Certificates of participation in pools of residential mortgages | $2,339,000 | 4,436 |
| Issued or guaranteed by U.S. | $2,339,000 | 4,423 |
| 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) | $15,142,000 | 4,857 |
| Total debt securities | $15,142,000 | 5,449 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,095 |
| Fair value | $715,000 | 2,091 |
| 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 | $15,336,000 | 5,562 |
| U.S. Government securities | $15,310,000 | 4,629 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,310,000 | 4,489 |
| Securities issued by states & political subdivisions | $26,000 | 6,682 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,057,000 | 2,441 |
| Mortgage-backed securities | $2,694,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $2,694,000 | 4,240 |
| Issued or guaranteed by U.S. | $2,694,000 | 4,226 |
| 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) | $15,336,000 | 4,855 |
| Total debt securities | $15,336,000 | 5,468 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,964 |
| Fair value | $706,000 | 1,962 |
| 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 | $15,690,000 | 5,409 |
| U.S. Government securities | $15,664,000 | 4,435 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $15,664,000 | 4,277 |
| Securities issued by states & political subdivisions | $26,000 | 6,728 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,695,000 | 2,374 |
| Mortgage-backed securities | $3,044,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 4,079 |
| Issued or guaranteed by U.S. | $3,044,000 | 4,065 |
| 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) | $15,690,000 | 4,735 |
| Total debt securities | $15,690,000 | 5,320 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,691 |
| Fair value | $703,000 | 1,689 |
| 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 | $13,272,000 | 5,824 |
| U.S. Government securities | $13,245,000 | 4,839 |
| U.S. Treasury securities | $1,500,000 | 1,317 |
| U.S. Government agency obligations | $11,745,000 | 4,975 |
| Securities issued by states & political subdivisions | $27,000 | 6,745 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,271,000 | 2,520 |
| Mortgage-backed securities | $2,649,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $2,649,000 | 4,302 |
| Issued or guaranteed by U.S. | $2,649,000 | 4,285 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,272,000 | 5,091 |
| Total debt securities | $13,272,000 | 5,726 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $13,461,000 | 5,777 |
| U.S. Government securities | $11,184,000 | 5,318 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,184,000 | 5,138 |
| Securities issued by states & political subdivisions | $1,727,000 | 4,495 |
| Other domestic debt securities | $550,000 | 3,175 |
| Privately issued residential mortgage-backed securities | $550,000 | 825 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,407,000 | 2,524 |
| Mortgage-backed securities | $3,883,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $3,333,000 | 4,025 |
| Issued or guaranteed by U.S. | $3,333,000 | 4,010 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $550,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $550,000 | 728 |
| 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) | $13,461,000 | 5,054 |
| Total debt securities | $13,461,000 | 5,680 |
| 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 | $14,176,000 | 5,610 |
| U.S. Government securities | $12,475,000 | 4,986 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,475,000 | 4,808 |
| Securities issued by states & political subdivisions | $1,701,000 | 4,506 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,149,000 | 2,560 |
| Mortgage-backed securities | $4,671,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $3,891,000 | 3,775 |
| Issued or guaranteed by U.S. | $3,891,000 | 3,762 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $780,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 3,199 |
| 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) | $14,176,000 | 4,867 |
| Total debt securities | $14,176,000 | 5,513 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,001,000 | 927 |
| 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 | $17,133,000 | 4,985 |
| U.S. Government securities | $17,015,000 | 4,003 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,015,000 | 3,809 |
| Securities issued by states & political subdivisions | $118,000 | 6,722 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,258,000 | 2,301 |
| Mortgage-backed securities | $6,717,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $5,955,000 | 2,886 |
| Issued or guaranteed by U.S. | $5,955,000 | 2,869 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $762,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 3,335 |
| 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) | $17,133,000 | 4,247 |
| Total debt securities | $17,133,000 | 4,891 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $504,000 | 553 |
| 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 | $15,074,000 | 5,550 |
| U.S. Government securities | $14,522,000 | 4,649 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,522,000 | 4,328 |
| Securities issued by states & political subdivisions | $116,000 | 6,924 |
| Other domestic debt securities | $436,000 | 3,082 |
| 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 | $436,000 | 2,708 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,670,000 | 2,397 |
| Mortgage-backed securities | $690,000 | 5,866 |
| Certificates of participation in pools of residential mortgages | $690,000 | 5,159 |
| Issued or guaranteed by U.S. | $690,000 | 5,145 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $15,074,000 | 4,585 |
| Total debt securities | $15,074,000 | 5,419 |
| 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 | $10,295,000 | 6,983 |
| U.S. Government securities | $9,887,000 | 6,130 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,887,000 | 5,630 |
| Securities issued by states & political subdivisions | $111,000 | 7,269 |
| Other domestic debt securities | $297,000 | 3,141 |
| 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 | $297,000 | 2,677 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,245,000 | 3,595 |
| Mortgage-backed securities | $810,000 | 6,052 |
| Certificates of participation in pools of residential mortgages | $810,000 | 5,279 |
| Issued or guaranteed by U.S. | $810,000 | 5,270 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,295,000 | 5,787 |
| Total debt securities | $10,295,000 | 6,860 |
| 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 | $8,812,000 | 7,452 |
| U.S. Government securities | $8,196,000 | 6,680 |
| U.S. Treasury securities | $302,000 | 6,357 |
| U.S. Government agency obligations | $7,894,000 | 5,949 |
| Securities issued by states & political subdivisions | $143,000 | 7,438 |
| Other domestic debt securities | $473,000 | 2,795 |
| 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 | $473,000 | 2,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,067,000 | 4,253 |
| Mortgage-backed securities | $1,228,000 | 5,886 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 5,184 |
| Issued or guaranteed by U.S. | $1,064,000 | 5,165 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $164,000 | 4,354 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 4,172 |
| 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) | $8,812,000 | 6,108 |
| Total debt securities | $8,812,000 | 7,322 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $471,000 | 1,178 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,018,000 | 9,234 |
| U.S. Government securities | $4,467,000 | 8,869 |
| U.S. Treasury securities | $1,001,000 | 6,411 |
| U.S. Government agency obligations | $3,466,000 | 8,125 |
| Securities issued by states & political subdivisions | $50,000 | 8,019 |
| Other domestic debt securities | $501,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 1,854 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,691,000 | 4,654 |
| Mortgage-backed securities | $681,000 | 6,715 |
| Certificates of participation in pools of residential mortgages | $390,000 | 6,408 |
| Issued or guaranteed by U.S. | $390,000 | 6,387 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $291,000 | 4,323 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 4,169 |
| Privately issued | $0 | 1,491 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $5,018,000 | 7,469 |
| Total debt securities | $5,018,000 | 9,093 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,126 |
| Fair value | $1,091,000 | 1,135 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,480,000 | 9,999 |
| U.S. Government securities | $3,957,000 | 9,702 |
| U.S. Treasury securities | $1,098,000 | 7,006 |
| U.S. Government agency obligations | $2,859,000 | 8,911 |
| Securities issued by states & political subdivisions | $50,000 | 8,442 |
| Other domestic debt securities | $473,000 | 2,769 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $473,000 | 2,126 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,333,000 | 5,614 |
| Mortgage-backed securities | $437,000 | 7,686 |
| Certificates of participation in pools of residential mortgages | $123,000 | 7,761 |
| Issued or guaranteed by U.S. | $123,000 | 7,741 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $314,000 | 4,775 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 4,599 |
| Privately issued | $0 | 1,788 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $4,480,000 | 8,020 |
| Total debt securities | $4,480,000 | 9,896 |
| Structured notes | ||
| Amortized cost | $1,469,000 | 1,434 |
| Fair value | $1,410,000 | 1,444 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,956,000 | 11,044 |
| U.S. Government securities | $2,421,000 | 10,902 |
| U.S. Treasury securities | $100,000 | 10,090 |
| U.S. Government agency obligations | $2,321,000 | 9,490 |
| Securities issued by states & political subdivisions | $50,000 | 8,807 |
| Other domestic debt securities | $485,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $485,000 | 2,580 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,036,000 | 6,813 |
| Mortgage-backed securities | $508,000 | 7,985 |
| Certificates of participation in pools of residential mortgages | $147,000 | 8,047 |
| Issued or guaranteed by U.S. | $147,000 | 8,016 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $361,000 | 5,143 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 4,949 |
| Privately issued | $0 | 2,213 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $2,956,000 | 8,958 |
| Total debt securities | $2,956,000 | 10,935 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 1,972 |
| Fair value | $1,543,000 | 1,990 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,748,000 | 11,790 |
| U.S. Government securities | $2,315,000 | 11,611 |
| U.S. Treasury securities | $92,000 | 11,105 |
| U.S. Government agency obligations | $2,223,000 | 9,715 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $433,000 | 3,811 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $433,000 | 3,054 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,294,000 | 6,754 |
| Mortgage-backed securities | $858,000 | 7,967 |
| Certificates of participation in pools of residential mortgages | $170,000 | 8,475 |
| Issued or guaranteed by U.S. | $170,000 | 8,446 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $688,000 | 4,962 |
| CMOs issued by government agencies or sponsored agencies | $688,000 | 4,760 |
| Privately issued | $0 | 2,507 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $2,748,000 | 8,296 |
| Total debt securities | $2,748,000 | 11,701 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $1,967,000 | 12,589 |
| U.S. Government securities | $1,967,000 | 12,246 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,967,000 | 10,301 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| 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 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,000 | 9,791 |
| Mortgage-backed securities | $971,000 | 8,514 |
| Certificates of participation in pools of residential mortgages | $579,000 | 7,889 |
| Issued or guaranteed by U.S. | $579,000 | 7,835 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $392,000 | 5,951 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 5,703 |
| Privately issued | $0 | 2,902 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,967,000 | 12,477 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |