Home > New Millennium Bank > Securities
New Millennium Bank, Securities
| 2024-03-31 | Rank | |
| Total securities | $2,598,000 | 4,309 |
| U.S. Government securities | $1,499,000 | 4,198 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $1,499,000 | 3,991 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $1,099,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $1,099,000 | 1,517 |
| Foreign debt securities | $0 | 306 |
| 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 | $610,000 | 3,807 |
| Mortgage-backed securities | $1,499,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,359,000 | 3,144 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 2,541 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $645,000 | 1,548 |
| Available-for-sale securities (fair market value) | $1,953,000 | 4,087 |
| Total debt securities | $2,600,000 | 4,284 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $2,685,000 | 4,321 |
| U.S. Government securities | $1,562,000 | 4,216 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,562,000 | 4,006 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,123,000 | 1,947 |
| 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 | $1,123,000 | 1,529 |
| 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 | $660,000 | 3,817 |
| Mortgage-backed securities | $1,562,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,409,000 | 3,123 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 2,527 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $679,000 | 1,566 |
| Available-for-sale securities (fair market value) | $2,006,000 | 4,100 |
| Total debt securities | $2,685,000 | 4,295 |
| 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 | $12,634,000 | 3,911 |
| U.S. Government securities | $11,511,000 | 3,496 |
| U.S. Treasury securities | $9,923,000 | 1,425 |
| U.S. Government agency obligations | $1,588,000 | 4,025 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $1,123,000 | 1,948 |
| 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 | $1,123,000 | 1,528 |
| 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 | $720,000 | 3,817 |
| Mortgage-backed securities | $1,588,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,419,000 | 3,135 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 2,512 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $725,000 | 1,582 |
| Available-for-sale securities (fair market value) | $11,909,000 | 3,666 |
| Total debt securities | $12,633,000 | 3,888 |
| 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 | $11,766,000 | 3,996 |
| U.S. Government securities | $10,635,000 | 3,596 |
| U.S. Treasury securities | $9,863,000 | 1,453 |
| U.S. Government agency obligations | $772,000 | 4,158 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $1,131,000 | 1,954 |
| 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 | $1,131,000 | 1,531 |
| 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 | $782,000 | 3,807 |
| Mortgage-backed securities | $772,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $588,000 | 3,360 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 2,503 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $763,000 | 1,594 |
| Available-for-sale securities (fair market value) | $11,003,000 | 3,738 |
| Total debt securities | $11,766,000 | 3,973 |
| 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 | $21,856,000 | 3,640 |
| U.S. Government securities | $20,669,000 | 3,063 |
| U.S. Treasury securities | $19,805,000 | 1,024 |
| U.S. Government agency obligations | $864,000 | 4,165 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $1,187,000 | 1,999 |
| 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 | $1,187,000 | 1,568 |
| 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 | $884,000 | 3,787 |
| Mortgage-backed securities | $864,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $666,000 | 3,381 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 2,529 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $830,000 | 1,636 |
| Available-for-sale securities (fair market value) | $21,026,000 | 3,410 |
| Total debt securities | $21,856,000 | 3,616 |
| 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 | $21,812,000 | 3,671 |
| U.S. Government securities | $20,620,000 | 3,084 |
| U.S. Treasury securities | $19,700,000 | 1,066 |
| U.S. Government agency obligations | $920,000 | 4,176 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $1,192,000 | 2,022 |
| 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 | $1,192,000 | 1,584 |
| 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 | $940,000 | 3,730 |
| Mortgage-backed securities | $920,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $708,000 | 3,402 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 2,539 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $872,000 | 1,643 |
| Available-for-sale securities (fair market value) | $20,940,000 | 3,434 |
| Total debt securities | $21,813,000 | 3,649 |
| 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 | $21,931,000 | 3,674 |
| U.S. Government securities | $20,699,000 | 3,102 |
| U.S. Treasury securities | $19,698,000 | 1,092 |
| U.S. Government agency obligations | $1,001,000 | 4,187 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $1,232,000 | 1,982 |
| 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 | $1,232,000 | 1,574 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 3,719 |
| Mortgage-backed securities | $1,001,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $774,000 | 3,402 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,550 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $933,000 | 1,617 |
| Available-for-sale securities (fair market value) | $20,998,000 | 3,441 |
| Total debt securities | $21,932,000 | 3,652 |
| 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 | $21,259,000 | 3,733 |
| U.S. Government securities | $21,011,000 | 3,113 |
| U.S. Treasury securities | $19,921,000 | 1,072 |
| U.S. Government agency obligations | $1,090,000 | 4,202 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $248,000 | 2,177 |
| 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 | $248,000 | 1,887 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,089,000 | 3,734 |
| Mortgage-backed securities | $1,090,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $848,000 | 3,500 |
| Issued or guaranteed by U.S. | $848,000 | 3,409 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $242,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,568 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $983,000 | 1,543 |
| Available-for-sale securities (fair market value) | $20,276,000 | 3,517 |
| Total debt securities | $21,257,000 | 3,713 |
| 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 | $1,435,000 | 4,581 |
| U.S. Government securities | $1,187,000 | 4,405 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,187,000 | 4,185 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $248,000 | 2,166 |
| 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 | $248,000 | 1,862 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,187,000 | 3,738 |
| Mortgage-backed securities | $1,187,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $932,000 | 3,490 |
| Issued or guaranteed by U.S. | $932,000 | 3,398 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $255,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 2,559 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,035,000 | 1,425 |
| Available-for-sale securities (fair market value) | $400,000 | 4,383 |
| Total debt securities | $1,435,000 | 4,561 |
| 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 | $1,545,000 | 4,588 |
| U.S. Government securities | $1,297,000 | 4,357 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,297,000 | 4,180 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $248,000 | 2,139 |
| 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 | $248,000 | 1,812 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,297,000 | 3,739 |
| Mortgage-backed securities | $1,297,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $1,028,000 | 3,480 |
| Issued or guaranteed by U.S. | $1,028,000 | 3,379 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $269,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 2,553 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,094,000 | 1,326 |
| Available-for-sale securities (fair market value) | $451,000 | 4,419 |
| Total debt securities | $1,545,000 | 4,565 |
| 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 | $1,673,000 | 4,628 |
| U.S. Government securities | $1,425,000 | 4,367 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,425,000 | 4,208 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $248,000 | 2,102 |
| 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 | $248,000 | 1,756 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,425,000 | 3,742 |
| Mortgage-backed securities | $1,425,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 3,487 |
| Issued or guaranteed by U.S. | $1,128,000 | 3,396 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $297,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 2,577 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,169,000 | 1,320 |
| Available-for-sale securities (fair market value) | $504,000 | 4,460 |
| Total debt securities | $1,673,000 | 4,605 |
| 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 | $1,803,000 | 4,642 |
| U.S. Government securities | $1,555,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,555,000 | 4,230 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $248,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $248,000 | 1,724 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,555,000 | 3,730 |
| Mortgage-backed securities | $1,555,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $1,240,000 | 3,477 |
| Issued or guaranteed by U.S. | $1,240,000 | 3,376 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $315,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,572 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,246,000 | 1,293 |
| Available-for-sale securities (fair market value) | $557,000 | 4,481 |
| Total debt securities | $1,803,000 | 4,618 |
| 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 | $1,955,000 | 4,628 |
| U.S. Government securities | $1,707,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,707,000 | 4,184 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $248,000 | 2,087 |
| 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 | $248,000 | 1,681 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,707,000 | 3,696 |
| Mortgage-backed securities | $1,707,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $1,377,000 | 3,423 |
| Issued or guaranteed by U.S. | $1,377,000 | 3,328 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $330,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 2,534 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,332,000 | 1,256 |
| Available-for-sale securities (fair market value) | $623,000 | 4,489 |
| Total debt securities | $1,955,000 | 4,605 |
| 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 | $2,100,000 | 4,610 |
| U.S. Government securities | $1,852,000 | 4,240 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,852,000 | 4,104 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $248,000 | 2,022 |
| 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 | $248,000 | 1,617 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,853,000 | 3,673 |
| Mortgage-backed securities | $1,852,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $1,499,000 | 3,363 |
| Issued or guaranteed by U.S. | $1,499,000 | 3,277 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $353,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 2,532 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,414,000 | 1,225 |
| Available-for-sale securities (fair market value) | $686,000 | 4,498 |
| Total debt securities | $2,101,000 | 4,588 |
| 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 | $2,502,000 | 4,597 |
| U.S. Government securities | $2,024,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,024,000 | 4,105 |
| Securities issued by states & political subdivisions | $230,000 | 4,114 |
| Other domestic debt securities | $248,000 | 2,001 |
| 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 | $248,000 | 1,595 |
| 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 | $2,024,000 | 3,666 |
| Mortgage-backed securities | $2,024,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $1,646,000 | 3,313 |
| Issued or guaranteed by U.S. | $1,646,000 | 3,223 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $378,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $378,000 | 2,549 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,740,000 | 1,167 |
| Available-for-sale securities (fair market value) | $762,000 | 4,507 |
| Total debt securities | $2,502,000 | 4,575 |
| 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 | $2,697,000 | 4,596 |
| U.S. Government securities | $2,219,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,219,000 | 4,089 |
| Securities issued by states & political subdivisions | $230,000 | 4,131 |
| Other domestic debt securities | $248,000 | 1,936 |
| 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 | $248,000 | 1,545 |
| 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 | $2,219,000 | 3,654 |
| Mortgage-backed securities | $2,219,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $1,822,000 | 3,278 |
| Issued or guaranteed by U.S. | $1,822,000 | 3,186 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $397,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $397,000 | 2,556 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,844,000 | 1,161 |
| Available-for-sale securities (fair market value) | $853,000 | 4,533 |
| Total debt securities | $2,697,000 | 4,574 |
| 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 | $2,854,000 | 4,621 |
| U.S. Government securities | $2,376,000 | 4,276 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,376,000 | 4,133 |
| Securities issued by states & political subdivisions | $230,000 | 4,134 |
| Other domestic debt securities | $248,000 | 1,866 |
| 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 | $248,000 | 1,454 |
| 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 | $2,377,000 | 3,639 |
| Mortgage-backed securities | $2,376,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $1,956,000 | 3,253 |
| Issued or guaranteed by U.S. | $1,956,000 | 3,155 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $420,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,555 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,940,000 | 1,157 |
| Available-for-sale securities (fair market value) | $914,000 | 4,582 |
| Total debt securities | $2,854,000 | 4,601 |
| 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 | $3,000,000 | 4,674 |
| U.S. Government securities | $2,522,000 | 4,346 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,522,000 | 4,177 |
| Securities issued by states & political subdivisions | $231,000 | 4,156 |
| Other domestic debt securities | $247,000 | 1,848 |
| 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 | $247,000 | 1,441 |
| 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 | $2,522,000 | 3,687 |
| Mortgage-backed securities | $2,522,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $2,085,000 | 3,186 |
| Issued or guaranteed by U.S. | $2,085,000 | 3,092 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $437,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 2,560 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $2,039,000 | 1,187 |
| Available-for-sale securities (fair market value) | $961,000 | 4,642 |
| Total debt securities | $2,999,000 | 4,656 |
| 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 | $3,181,000 | 4,740 |
| U.S. Government securities | $2,703,000 | 4,397 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,703,000 | 4,236 |
| Securities issued by states & political subdivisions | $231,000 | 4,218 |
| Other domestic debt securities | $247,000 | 1,887 |
| 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 | $247,000 | 1,440 |
| 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 | $2,703,000 | 3,712 |
| Mortgage-backed securities | $2,703,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $2,234,000 | 3,156 |
| Issued or guaranteed by U.S. | $2,234,000 | 3,056 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $469,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 2,557 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $2,145,000 | 1,226 |
| Available-for-sale securities (fair market value) | $1,036,000 | 4,709 |
| Total debt securities | $3,182,000 | 4,720 |
| 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 | $3,338,000 | 4,786 |
| U.S. Government securities | $2,860,000 | 4,437 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,860,000 | 4,277 |
| Securities issued by states & political subdivisions | $231,000 | 4,279 |
| Other domestic debt securities | $247,000 | 1,879 |
| 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 | $247,000 | 1,463 |
| 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 | $2,860,000 | 3,739 |
| Mortgage-backed securities | $2,860,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $2,369,000 | 3,132 |
| Issued or guaranteed by U.S. | $2,369,000 | 3,046 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $491,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,543 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $2,242,000 | 1,251 |
| Available-for-sale securities (fair market value) | $1,096,000 | 4,739 |
| Total debt securities | $3,338,000 | 4,766 |
| 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 | $3,495,000 | 4,836 |
| U.S. Government securities | $3,016,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,016,000 | 4,303 |
| Securities issued by states & political subdivisions | $231,000 | 4,337 |
| Other domestic debt securities | $248,000 | 1,880 |
| 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 | $248,000 | 1,462 |
| 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 | $3,017,000 | 3,754 |
| Mortgage-backed securities | $3,016,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 3,125 |
| Issued or guaranteed by U.S. | $2,507,000 | 3,033 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $509,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 2,556 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $2,341,000 | 1,260 |
| Available-for-sale securities (fair market value) | $1,154,000 | 4,779 |
| Total debt securities | $3,496,000 | 4,815 |
| 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 | $3,665,000 | 4,859 |
| U.S. Government securities | $3,187,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,187,000 | 4,312 |
| Securities issued by states & political subdivisions | $231,000 | 4,388 |
| Other domestic debt securities | $247,000 | 1,864 |
| 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 | $247,000 | 1,461 |
| 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 | $3,185,000 | 3,750 |
| Mortgage-backed securities | $3,187,000 | 3,453 |
| Certificates of participation in pools of residential mortgages | $2,660,000 | 3,109 |
| Issued or guaranteed by U.S. | $2,660,000 | 3,043 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $527,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $527,000 | 2,552 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $2,459,000 | 1,287 |
| Available-for-sale securities (fair market value) | $1,206,000 | 4,825 |
| Total debt securities | $3,664,000 | 4,841 |
| 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 | $3,859,000 | 4,909 |
| U.S. Government securities | $3,381,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,381,000 | 4,355 |
| Securities issued by states & political subdivisions | $231,000 | 4,436 |
| Other domestic debt securities | $247,000 | 1,840 |
| 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 | $247,000 | 1,473 |
| 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 | $3,381,000 | 3,737 |
| Mortgage-backed securities | $3,381,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $2,832,000 | 3,110 |
| Issued or guaranteed by U.S. | $2,832,000 | 3,081 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $549,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 2,542 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $2,558,000 | 1,305 |
| Available-for-sale securities (fair market value) | $1,301,000 | 4,878 |
| Total debt securities | $3,858,000 | 4,889 |
| 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 | $4,199,000 | 4,931 |
| U.S. Government securities | $2,155,000 | 4,745 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,155,000 | 4,599 |
| Securities issued by states & political subdivisions | $231,000 | 4,495 |
| Other domestic debt securities | $1,813,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $1,566,000 | 432 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $247,000 | 1,477 |
| 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 | $3,721,000 | 3,710 |
| Mortgage-backed securities | $3,721,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $3,152,000 | 3,086 |
| Issued or guaranteed by U.S. | $1,586,000 | 3,325 |
| Privately issued | $1,566,000 | 229 |
| Collaterized mortgage obligations | $569,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 2,559 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,814,000 | 1,294 |
| Available-for-sale securities (fair market value) | $1,385,000 | 4,930 |
| Total debt securities | $4,200,000 | 4,912 |
| 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 | $7,419,000 | 4,664 |
| U.S. Government securities | $6,941,000 | 4,066 |
| U.S. Treasury securities | $2,000,000 | 892 |
| U.S. Government agency obligations | $4,941,000 | 4,228 |
| Securities issued by states & political subdivisions | $231,000 | 4,543 |
| Other domestic debt securities | $247,000 | 1,865 |
| 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 | $247,000 | 1,520 |
| 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 | $4,941,000 | 3,544 |
| Mortgage-backed securities | $3,934,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $3,344,000 | 3,095 |
| Issued or guaranteed by U.S. | $3,344,000 | 3,089 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $590,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $590,000 | 2,542 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $4,928,000 | 1,143 |
| Available-for-sale securities (fair market value) | $2,491,000 | 4,865 |
| Total debt securities | $7,419,000 | 4,640 |
| 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 | $7,683,000 | 4,704 |
| U.S. Government securities | $7,205,000 | 4,071 |
| U.S. Treasury securities | $2,000,000 | 850 |
| U.S. Government agency obligations | $5,205,000 | 4,241 |
| Securities issued by states & political subdivisions | $231,000 | 4,610 |
| Other domestic debt securities | $247,000 | 1,867 |
| 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 | $247,000 | 1,534 |
| 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 | $5,202,000 | 3,559 |
| Mortgage-backed securities | $4,190,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $3,572,000 | 3,086 |
| Issued or guaranteed by U.S. | $3,572,000 | 3,083 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $618,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 2,519 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $5,081,000 | 1,163 |
| Available-for-sale securities (fair market value) | $2,602,000 | 4,914 |
| Total debt securities | $7,681,000 | 4,681 |
| 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 | $7,972,000 | 4,734 |
| U.S. Government securities | $7,493,000 | 4,082 |
| U.S. Treasury securities | $2,000,000 | 833 |
| U.S. Government agency obligations | $5,493,000 | 4,270 |
| Securities issued by states & political subdivisions | $232,000 | 4,653 |
| Other domestic debt securities | $247,000 | 1,896 |
| 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 | $247,000 | 1,571 |
| 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 | $5,494,000 | 3,548 |
| Mortgage-backed securities | $4,467,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $3,800,000 | 3,095 |
| Issued or guaranteed by U.S. | $3,800,000 | 3,092 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $667,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $667,000 | 2,507 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $5,224,000 | 1,193 |
| Available-for-sale securities (fair market value) | $2,748,000 | 4,961 |
| Total debt securities | $7,972,000 | 4,707 |
| 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 | $8,291,000 | 4,751 |
| U.S. Government securities | $7,812,000 | 4,089 |
| U.S. Treasury securities | $1,999,000 | 860 |
| U.S. Government agency obligations | $5,813,000 | 4,276 |
| Securities issued by states & political subdivisions | $232,000 | 4,703 |
| Other domestic debt securities | $247,000 | 1,934 |
| 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 | $247,000 | 1,604 |
| 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 | $5,814,000 | 3,535 |
| Mortgage-backed securities | $4,778,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 3,089 |
| Issued or guaranteed by U.S. | $4,052,000 | 3,087 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $726,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,502 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $5,390,000 | 1,194 |
| Available-for-sale securities (fair market value) | $2,901,000 | 4,990 |
| Total debt securities | $8,292,000 | 4,723 |
| 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 | $8,617,000 | 4,787 |
| U.S. Government securities | $8,138,000 | 4,095 |
| U.S. Treasury securities | $1,999,000 | 893 |
| U.S. Government agency obligations | $6,139,000 | 4,275 |
| Securities issued by states & political subdivisions | $232,000 | 4,757 |
| Other domestic debt securities | $247,000 | 1,994 |
| 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 | $247,000 | 1,640 |
| 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 | $6,140,000 | 3,503 |
| Mortgage-backed securities | $5,094,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $4,321,000 | 3,092 |
| Issued or guaranteed by U.S. | $4,321,000 | 3,089 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $773,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,521 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $5,565,000 | 1,202 |
| Available-for-sale securities (fair market value) | $3,052,000 | 5,029 |
| Total debt securities | $8,618,000 | 4,759 |
| 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 | $8,954,000 | 4,773 |
| U.S. Government securities | $8,476,000 | 4,041 |
| U.S. Treasury securities | $1,999,000 | 884 |
| U.S. Government agency obligations | $6,477,000 | 4,231 |
| Securities issued by states & political subdivisions | $232,000 | 4,809 |
| Other domestic debt securities | $246,000 | 2,010 |
| 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 | $246,000 | 1,651 |
| 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 | $6,477,000 | 3,454 |
| Mortgage-backed securities | $5,423,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $4,601,000 | 3,044 |
| Issued or guaranteed by U.S. | $4,601,000 | 3,038 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $822,000 | 2,572 |
| CMOs issued by government agencies or sponsored agencies | $822,000 | 2,499 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,728,000 | 1,201 |
| Available-for-sale securities (fair market value) | $3,226,000 | 5,040 |
| Total debt securities | $8,954,000 | 4,748 |
| 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 | $9,602,000 | 4,731 |
| U.S. Government securities | $8,874,000 | 4,003 |
| U.S. Treasury securities | $1,999,000 | 799 |
| U.S. Government agency obligations | $6,875,000 | 4,200 |
| Securities issued by states & political subdivisions | $232,000 | 4,843 |
| Other domestic debt securities | $496,000 | 1,888 |
| 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 | $496,000 | 1,553 |
| 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 | $6,875,000 | 3,427 |
| Mortgage-backed securities | $5,807,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $4,925,000 | 3,013 |
| Issued or guaranteed by U.S. | $4,925,000 | 3,012 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $882,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $882,000 | 2,499 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $6,145,000 | 1,183 |
| Available-for-sale securities (fair market value) | $3,457,000 | 5,058 |
| Total debt securities | $9,603,000 | 4,707 |
| 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 | $10,275,000 | 4,736 |
| U.S. Government securities | $9,297,000 | 4,043 |
| U.S. Treasury securities | $1,999,000 | 829 |
| U.S. Government agency obligations | $7,298,000 | 4,217 |
| Securities issued by states & political subdivisions | $232,000 | 4,886 |
| Other domestic debt securities | $746,000 | 1,736 |
| 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 | $746,000 | 1,407 |
| 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 | $7,298,000 | 3,414 |
| Mortgage-backed securities | $6,218,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $5,259,000 | 2,995 |
| Issued or guaranteed by U.S. | $5,259,000 | 2,992 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $959,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $959,000 | 2,480 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $6,607,000 | 1,177 |
| Available-for-sale securities (fair market value) | $3,668,000 | 5,113 |
| Total debt securities | $10,273,000 | 4,716 |
| 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 | $12,953,000 | 4,570 |
| U.S. Government securities | $11,724,000 | 3,841 |
| U.S. Treasury securities | $3,998,000 | 618 |
| U.S. Government agency obligations | $7,726,000 | 4,265 |
| Securities issued by states & political subdivisions | $232,000 | 4,925 |
| Other domestic debt securities | $997,000 | 1,647 |
| 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 | $997,000 | 1,330 |
| 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 | $7,725,000 | 3,385 |
| Mortgage-backed securities | $6,641,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $5,607,000 | 2,942 |
| Issued or guaranteed by U.S. | $5,607,000 | 2,942 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,034,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 2,465 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $9,074,000 | 1,068 |
| Available-for-sale securities (fair market value) | $3,879,000 | 5,147 |
| Total debt securities | $12,952,000 | 4,550 |
| 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 | $13,361,000 | 4,583 |
| U.S. Government securities | $12,132,000 | 3,831 |
| U.S. Treasury securities | $3,996,000 | 647 |
| U.S. Government agency obligations | $8,136,000 | 4,237 |
| Securities issued by states & political subdivisions | $233,000 | 4,963 |
| Other domestic debt securities | $996,000 | 1,640 |
| 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 | $996,000 | 1,324 |
| 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 | $8,135,000 | 3,364 |
| Mortgage-backed securities | $7,050,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $5,937,000 | 2,888 |
| Issued or guaranteed by U.S. | $5,937,000 | 2,886 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,113,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,113,000 | 2,472 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $9,271,000 | 1,074 |
| Available-for-sale securities (fair market value) | $4,090,000 | 5,182 |
| Total debt securities | $13,361,000 | 4,561 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $13,857,000 | 4,619 |
| U.S. Government securities | $12,627,000 | 3,860 |
| U.S. Treasury securities | $3,995,000 | 624 |
| U.S. Government agency obligations | $8,632,000 | 4,254 |
| Securities issued by states & political subdivisions | $233,000 | 5,021 |
| Other domestic debt securities | $997,000 | 1,652 |
| 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 | $997,000 | 1,326 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,625,000 | 3,318 |
| Mortgage-backed securities | $7,529,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $6,281,000 | 2,865 |
| Issued or guaranteed by U.S. | $6,281,000 | 2,863 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,248,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000 | 2,444 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $9,484,000 | 1,065 |
| Available-for-sale securities (fair market value) | $4,373,000 | 5,223 |
| Total debt securities | $13,859,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $14,439,000 | 4,648 |
| U.S. Government securities | $13,209,000 | 3,895 |
| U.S. Treasury securities | $3,994,000 | 638 |
| U.S. Government agency obligations | $9,215,000 | 4,307 |
| Securities issued by states & political subdivisions | $233,000 | 5,058 |
| Other domestic debt securities | $997,000 | 1,661 |
| 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 | $997,000 | 1,336 |
| 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 | $13,210,000 | 2,767 |
| Mortgage-backed securities | $8,105,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $6,715,000 | 2,883 |
| Issued or guaranteed by U.S. | $6,715,000 | 2,881 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,390,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 2,460 |
| 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) | $9,734,000 | 1,069 |
| Available-for-sale securities (fair market value) | $4,705,000 | 5,271 |
| Total debt securities | $14,441,000 | 4,628 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $15,067,000 | 4,656 |
| U.S. Government securities | $13,837,000 | 3,897 |
| U.S. Treasury securities | $3,992,000 | 628 |
| U.S. Government agency obligations | $9,845,000 | 4,291 |
| Securities issued by states & political subdivisions | $233,000 | 5,069 |
| Other domestic debt securities | $997,000 | 1,706 |
| 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 | $997,000 | 1,365 |
| 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 | $13,838,000 | 2,741 |
| Mortgage-backed securities | $8,724,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $7,189,000 | 2,863 |
| Issued or guaranteed by U.S. | $7,189,000 | 2,862 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,535,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $1,535,000 | 2,445 |
| 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) | $9,998,000 | 1,062 |
| Available-for-sale securities (fair market value) | $5,069,000 | 5,276 |
| Total debt securities | $15,067,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $16,041,000 | 4,616 |
| U.S. Government securities | $14,581,000 | 3,867 |
| U.S. Treasury securities | $3,991,000 | 635 |
| U.S. Government agency obligations | $10,590,000 | 4,254 |
| Securities issued by states & political subdivisions | $463,000 | 5,010 |
| Other domestic debt securities | $997,000 | 1,713 |
| 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 | $997,000 | 1,371 |
| 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 | $14,581,000 | 2,701 |
| Mortgage-backed securities | $9,471,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $7,808,000 | 2,808 |
| Issued or guaranteed by U.S. | $7,808,000 | 2,806 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,663,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,663,000 | 2,443 |
| 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) | $10,671,000 | 1,051 |
| Available-for-sale securities (fair market value) | $5,370,000 | 5,335 |
| Total debt securities | $16,041,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $17,062,000 | 4,624 |
| U.S. Government securities | $15,601,000 | 3,869 |
| U.S. Treasury securities | $3,990,000 | 626 |
| U.S. Government agency obligations | $11,611,000 | 4,227 |
| Securities issued by states & political subdivisions | $464,000 | 5,065 |
| Other domestic debt securities | $997,000 | 1,773 |
| 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 | $997,000 | 1,412 |
| 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 | $15,600,000 | 2,599 |
| Mortgage-backed securities | $10,487,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $8,632,000 | 2,782 |
| Issued or guaranteed by U.S. | $8,632,000 | 2,779 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,855,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $1,855,000 | 2,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $11,304,000 | 1,043 |
| Available-for-sale securities (fair market value) | $5,758,000 | 5,374 |
| Total debt securities | $17,060,000 | 4,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $17,759,000 | 4,618 |
| U.S. Government securities | $16,296,000 | 3,841 |
| U.S. Treasury securities | $3,989,000 | 579 |
| U.S. Government agency obligations | $12,307,000 | 4,219 |
| Securities issued by states & political subdivisions | $466,000 | 5,125 |
| Other domestic debt securities | $997,000 | 1,825 |
| 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 | $997,000 | 1,452 |
| 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 | $16,296,000 | 2,543 |
| Mortgage-backed securities | $11,175,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $9,148,000 | 2,762 |
| Issued or guaranteed by U.S. | $9,148,000 | 2,762 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,027,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $2,027,000 | 2,396 |
| 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) | $11,594,000 | 1,041 |
| Available-for-sale securities (fair market value) | $6,165,000 | 5,365 |
| Total debt securities | $17,757,000 | 4,598 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $18,461,000 | 4,603 |
| U.S. Government securities | $16,997,000 | 3,800 |
| U.S. Treasury securities | $3,988,000 | 521 |
| U.S. Government agency obligations | $13,009,000 | 4,159 |
| Securities issued by states & political subdivisions | $467,000 | 5,154 |
| Other domestic debt securities | $997,000 | 1,864 |
| 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 | $997,000 | 1,477 |
| 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 | $16,997,000 | 2,496 |
| Mortgage-backed securities | $11,872,000 | 2,988 |
| Certificates of participation in pools of residential mortgages | $9,662,000 | 2,709 |
| Issued or guaranteed by U.S. | $9,662,000 | 2,709 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,210,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $2,210,000 | 2,342 |
| 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) | $11,950,000 | 1,020 |
| Available-for-sale securities (fair market value) | $6,511,000 | 5,386 |
| Total debt securities | $18,460,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $19,674,000 | 4,487 |
| U.S. Government securities | $17,669,000 | 3,711 |
| U.S. Treasury securities | $3,986,000 | 500 |
| U.S. Government agency obligations | $13,683,000 | 4,064 |
| Securities issued by states & political subdivisions | $1,008,000 | 4,920 |
| Other domestic debt securities | $997,000 | 1,898 |
| 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 | $997,000 | 1,496 |
| 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 | $17,669,000 | 2,431 |
| Mortgage-backed securities | $12,546,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $10,168,000 | 2,643 |
| Issued or guaranteed by U.S. | $10,168,000 | 2,643 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,378,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $2,378,000 | 2,277 |
| 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) | $12,827,000 | 973 |
| Available-for-sale securities (fair market value) | $6,847,000 | 5,388 |
| Total debt securities | $19,672,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $20,580,000 | 4,435 |
| U.S. Government securities | $18,574,000 | 3,660 |
| U.S. Treasury securities | $3,985,000 | 499 |
| U.S. Government agency obligations | $14,589,000 | 3,992 |
| Securities issued by states & political subdivisions | $1,009,000 | 4,939 |
| Other domestic debt securities | $997,000 | 1,956 |
| 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 | $997,000 | 1,532 |
| 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 | $18,574,000 | 2,332 |
| Mortgage-backed securities | $13,441,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $10,764,000 | 2,570 |
| Issued or guaranteed by U.S. | $10,764,000 | 2,568 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,677,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $2,677,000 | 2,224 |
| 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) | $13,140,000 | 936 |
| Available-for-sale securities (fair market value) | $7,440,000 | 5,391 |
| Total debt securities | $20,580,000 | 4,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $21,833,000 | 4,343 |
| U.S. Government securities | $19,826,000 | 3,529 |
| U.S. Treasury securities | $3,984,000 | 501 |
| U.S. Government agency obligations | $15,842,000 | 3,845 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,927 |
| Other domestic debt securities | $997,000 | 1,997 |
| 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 | $997,000 | 1,558 |
| 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 | $15,842,000 | 2,546 |
| Mortgage-backed securities | $14,685,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $11,556,000 | 2,457 |
| Issued or guaranteed by U.S. | $11,556,000 | 2,456 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,129,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $3,129,000 | 2,160 |
| 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) | $13,605,000 | 870 |
| Available-for-sale securities (fair market value) | $8,228,000 | 5,321 |
| Total debt securities | $21,832,000 | 4,313 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $19,782,000 | 4,531 |
| U.S. Government securities | $17,772,000 | 3,762 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,772,000 | 3,668 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,939 |
| Other domestic debt securities | $998,000 | 2,014 |
| 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 | $998,000 | 1,553 |
| 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 | $17,772,000 | 2,401 |
| Mortgage-backed securities | $16,575,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $12,892,000 | 2,335 |
| Issued or guaranteed by U.S. | $12,892,000 | 2,335 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,683,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $3,683,000 | 2,090 |
| 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) | $10,434,000 | 949 |
| Available-for-sale securities (fair market value) | $9,348,000 | 5,247 |
| Total debt securities | $19,781,000 | 4,503 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $18,442,000 | 4,632 |
| U.S. Government securities | $16,266,000 | 3,881 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $16,266,000 | 3,778 |
| Securities issued by states & political subdivisions | $1,178,000 | 4,891 |
| Other domestic debt securities | $998,000 | 2,003 |
| 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 | $998,000 | 1,520 |
| 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 | $16,266,000 | 2,517 |
| Mortgage-backed securities | $15,058,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $11,864,000 | 2,441 |
| Issued or guaranteed by U.S. | $11,864,000 | 2,439 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,194,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $3,194,000 | 2,243 |
| 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) | $8,022,000 | 1,069 |
| Available-for-sale securities (fair market value) | $10,420,000 | 5,123 |
| Total debt securities | $18,442,000 | 4,598 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $20,155,000 | 4,530 |
| U.S. Government securities | $17,978,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,978,000 | 3,701 |
| Securities issued by states & political subdivisions | $1,179,000 | 4,900 |
| Other domestic debt securities | $998,000 | 2,060 |
| 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 | $998,000 | 1,565 |
| 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 | $17,979,000 | 2,389 |
| Mortgage-backed securities | $16,766,000 | 2,755 |
| Certificates of participation in pools of residential mortgages | $13,060,000 | 2,441 |
| Issued or guaranteed by U.S. | $13,060,000 | 2,439 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,706,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $3,706,000 | 2,237 |
| 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) | $8,625,000 | 1,051 |
| Available-for-sale securities (fair market value) | $11,530,000 | 5,064 |
| Total debt securities | $20,157,000 | 4,494 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $21,904,000 | 4,415 |
| U.S. Government securities | $19,726,000 | 3,666 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,726,000 | 3,591 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,886 |
| Other domestic debt securities | $998,000 | 2,063 |
| 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 | $998,000 | 1,563 |
| 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 | $19,726,000 | 2,282 |
| Mortgage-backed securities | $18,516,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $14,227,000 | 2,364 |
| Issued or guaranteed by U.S. | $14,227,000 | 2,363 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,289,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $4,289,000 | 2,142 |
| 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) | $9,374,000 | 1,008 |
| Available-for-sale securities (fair market value) | $12,530,000 | 4,988 |
| Total debt securities | $21,904,000 | 4,381 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $22,900,000 | 4,357 |
| U.S. Government securities | $20,721,000 | 3,646 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,721,000 | 3,566 |
| Securities issued by states & political subdivisions | $1,181,000 | 4,838 |
| Other domestic debt securities | $998,000 | 2,048 |
| 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 | $998,000 | 1,565 |
| 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 | $20,721,000 | 2,210 |
| Mortgage-backed securities | $19,535,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $14,293,000 | 2,341 |
| Issued or guaranteed by U.S. | $14,293,000 | 2,337 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,242,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $5,242,000 | 2,004 |
| 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) | $9,504,000 | 1,014 |
| Available-for-sale securities (fair market value) | $13,396,000 | 4,909 |
| Total debt securities | $22,901,000 | 4,319 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $24,610,000 | 4,128 |
| U.S. Government securities | $22,429,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $22,429,000 | 3,322 |
| Securities issued by states & political subdivisions | $1,183,000 | 4,847 |
| Other domestic debt securities | $998,000 | 2,014 |
| 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 | $998,000 | 1,482 |
| 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 | $22,430,000 | 1,988 |
| Mortgage-backed securities | $21,223,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $15,252,000 | 2,154 |
| Issued or guaranteed by U.S. | $15,252,000 | 2,149 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,971,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $5,971,000 | 1,799 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $10,324,000 | 989 |
| Available-for-sale securities (fair market value) | $14,286,000 | 4,767 |
| Total debt securities | $24,610,000 | 4,095 |
| 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 | $30,020,000 | 3,604 |
| U.S. Government securities | $27,838,000 | 2,878 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $27,838,000 | 2,804 |
| Securities issued by states & political subdivisions | $1,184,000 | 4,819 |
| Other domestic debt securities | $998,000 | 2,017 |
| 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 | $998,000 | 1,451 |
| 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 | $24,742,000 | 1,821 |
| Mortgage-backed securities | $23,606,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $16,343,000 | 2,003 |
| Issued or guaranteed by U.S. | $16,343,000 | 1,998 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,263,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $7,263,000 | 1,651 |
| 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) | $12,455,000 | 894 |
| Available-for-sale securities (fair market value) | $17,565,000 | 4,367 |
| Total debt securities | $30,020,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,004,000 | 2,290 |
| 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 | $36,857,000 | 3,199 |
| U.S. Government securities | $34,427,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $34,427,000 | 2,442 |
| Securities issued by states & political subdivisions | $1,185,000 | 4,803 |
| Other domestic debt securities | $1,245,000 | 1,802 |
| 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 | $1,245,000 | 1,233 |
| 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 | $25,323,000 | 1,826 |
| Mortgage-backed securities | $27,717,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $19,119,000 | 1,725 |
| Issued or guaranteed by U.S. | $19,119,000 | 1,722 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,598,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $8,598,000 | 1,498 |
| 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) | $13,450,000 | 874 |
| Available-for-sale securities (fair market value) | $23,407,000 | 3,852 |
| Total debt securities | $36,856,000 | 3,174 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,008,000 | 2,463 |
| 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 | $41,184,000 | 2,912 |
| U.S. Government securities | $38,753,000 | 2,275 |
| U.S. Treasury securities | $2,892,000 | 654 |
| U.S. Government agency obligations | $35,861,000 | 2,350 |
| Securities issued by states & political subdivisions | $1,186,000 | 4,801 |
| Other domestic debt securities | $1,245,000 | 1,849 |
| 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 | $1,245,000 | 1,259 |
| 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 | $24,371,000 | 1,894 |
| Mortgage-backed securities | $28,184,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $19,988,000 | 1,631 |
| Issued or guaranteed by U.S. | $19,988,000 | 1,627 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,196,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $8,196,000 | 1,481 |
| 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) | $16,392,000 | 772 |
| Available-for-sale securities (fair market value) | $24,792,000 | 3,725 |
| Total debt securities | $41,185,000 | 2,891 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,986 |
| Fair value | $1,999,000 | 2,020 |
| 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 | $37,388,000 | 3,043 |
| U.S. Government securities | $34,956,000 | 2,355 |
| U.S. Treasury securities | $1,886,000 | 789 |
| U.S. Government agency obligations | $33,070,000 | 2,377 |
| Securities issued by states & political subdivisions | $1,187,000 | 4,816 |
| Other domestic debt securities | $1,245,000 | 1,965 |
| 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 | $1,245,000 | 1,262 |
| 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 | $25,393,000 | 1,804 |
| Mortgage-backed securities | $25,354,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $16,399,000 | 1,819 |
| Issued or guaranteed by U.S. | $16,399,000 | 1,815 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,955,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $8,955,000 | 1,386 |
| 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) | $17,633,000 | 735 |
| Available-for-sale securities (fair market value) | $19,755,000 | 4,065 |
| Total debt securities | $37,391,000 | 3,021 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $1,997,000 | 1,906 |
| 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 | $37,898,000 | 2,978 |
| U.S. Government securities | $35,700,000 | 2,284 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $35,700,000 | 2,207 |
| Securities issued by states & political subdivisions | $953,000 | 4,897 |
| Other domestic debt securities | $1,245,000 | 2,020 |
| 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 | $1,245,000 | 1,258 |
| 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 | $21,629,000 | 2,035 |
| Mortgage-backed securities | $26,461,000 | 1,867 |
| Certificates of participation in pools of residential mortgages | $16,693,000 | 1,740 |
| Issued or guaranteed by U.S. | $16,693,000 | 1,735 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,768,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $9,768,000 | 1,305 |
| 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) | $21,772,000 | 639 |
| Available-for-sale securities (fair market value) | $16,126,000 | 4,417 |
| Total debt securities | $37,900,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,742 |
| Fair value | $2,506,000 | 1,737 |
| 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 | $45,935,000 | 2,558 |
| U.S. Government securities | $43,561,000 | 1,977 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $43,561,000 | 1,906 |
| Securities issued by states & political subdivisions | $1,129,000 | 4,760 |
| Other domestic debt securities | $1,245,000 | 2,014 |
| 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 | $1,245,000 | 1,218 |
| 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 | $22,241,000 | 2,013 |
| Mortgage-backed securities | $28,776,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $18,327,000 | 1,652 |
| Issued or guaranteed by U.S. | $18,327,000 | 1,646 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,449,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $10,449,000 | 1,189 |
| 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) | $28,648,000 | 539 |
| Available-for-sale securities (fair market value) | $17,287,000 | 4,294 |
| Total debt securities | $45,934,000 | 2,522 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 1,097 |
| Fair value | $5,515,000 | 1,101 |
| 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 | $43,690,000 | 2,679 |
| U.S. Government securities | $41,315,000 | 2,091 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $41,315,000 | 2,018 |
| Securities issued by states & political subdivisions | $1,130,000 | 4,767 |
| Other domestic debt securities | $1,245,000 | 2,076 |
| 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 | $1,245,000 | 1,241 |
| 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 | $25,150,000 | 1,900 |
| Mortgage-backed securities | $27,139,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $19,890,000 | 1,639 |
| Issued or guaranteed by U.S. | $19,890,000 | 1,634 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,249,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $7,249,000 | 1,365 |
| 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) | $31,884,000 | 514 |
| Available-for-sale securities (fair market value) | $11,806,000 | 5,039 |
| Total debt securities | $43,685,000 | 2,655 |
| Structured notes | ||
| Amortized cost | $5,992,000 | 844 |
| Fair value | $5,998,000 | 830 |
| 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 | $49,390,000 | 2,392 |
| U.S. Government securities | $47,013,000 | 1,846 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $47,013,000 | 1,789 |
| Securities issued by states & political subdivisions | $1,132,000 | 4,801 |
| Other domestic debt securities | $1,245,000 | 2,134 |
| 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 | $1,245,000 | 1,273 |
| 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 | $27,747,000 | 1,775 |
| Mortgage-backed securities | $30,104,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $21,404,000 | 1,605 |
| Issued or guaranteed by U.S. | $21,404,000 | 1,598 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,700,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $8,700,000 | 1,216 |
| 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) | $35,715,000 | 480 |
| Available-for-sale securities (fair market value) | $13,675,000 | 4,775 |
| Total debt securities | $49,389,000 | 2,367 |
| Structured notes | ||
| Amortized cost | $7,691,000 | 557 |
| Fair value | $7,627,000 | 556 |
| 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 | $40,587,000 | 2,828 |
| U.S. Government securities | $38,209,000 | 2,184 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,209,000 | 2,126 |
| Securities issued by states & political subdivisions | $1,133,000 | 4,834 |
| Other domestic debt securities | $1,245,000 | 2,249 |
| 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 | $1,245,000 | 1,361 |
| 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 | $28,369,000 | 1,735 |
| Mortgage-backed securities | $29,644,000 | 1,788 |
| Certificates of participation in pools of residential mortgages | $22,908,000 | 1,569 |
| Issued or guaranteed by U.S. | $22,908,000 | 1,563 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,736,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $6,736,000 | 1,356 |
| 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) | $26,033,000 | 627 |
| Available-for-sale securities (fair market value) | $14,554,000 | 4,690 |
| Total debt securities | $40,589,000 | 2,800 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $44,260,000 | 2,568 |
| U.S. Government securities | $41,882,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $41,882,000 | 1,918 |
| Securities issued by states & political subdivisions | $1,134,000 | 4,828 |
| Other domestic debt securities | $1,244,000 | 2,292 |
| 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 | $1,244,000 | 1,396 |
| 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 | $29,877,000 | 1,661 |
| Mortgage-backed securities | $32,820,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $24,609,000 | 1,516 |
| Issued or guaranteed by U.S. | $24,609,000 | 1,508 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,211,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $8,211,000 | 1,216 |
| 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) | $27,936,000 | 596 |
| Available-for-sale securities (fair market value) | $16,324,000 | 4,429 |
| Total debt securities | $44,260,000 | 2,541 |
| 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 | $51,659,000 | 2,262 |
| U.S. Government securities | $49,279,000 | 1,702 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $49,279,000 | 1,665 |
| Securities issued by states & political subdivisions | $1,135,000 | 4,753 |
| Other domestic debt securities | $1,245,000 | 2,199 |
| 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 | $1,245,000 | 1,421 |
| 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 | $29,545,000 | 1,708 |
| Mortgage-backed securities | $35,885,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $27,029,000 | 1,441 |
| Issued or guaranteed by U.S. | $27,029,000 | 1,429 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,856,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $8,856,000 | 1,151 |
| 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) | $30,104,000 | 558 |
| Available-for-sale securities (fair market value) | $21,555,000 | 3,824 |
| Total debt securities | $51,659,000 | 2,237 |
| 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 | $45,144,000 | 2,528 |
| U.S. Government securities | $42,763,000 | 1,949 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $42,763,000 | 1,913 |
| Securities issued by states & political subdivisions | $1,136,000 | 4,719 |
| Other domestic debt securities | $1,245,000 | 2,147 |
| 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 | $1,245,000 | 1,390 |
| 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 | $25,968,000 | 1,898 |
| Mortgage-backed securities | $33,422,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $24,088,000 | 1,541 |
| Issued or guaranteed by U.S. | $24,088,000 | 1,532 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,334,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $9,334,000 | 1,093 |
| 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) | $19,629,000 | 760 |
| Available-for-sale securities (fair market value) | $25,515,000 | 3,435 |
| Total debt securities | $45,144,000 | 2,490 |
| 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 | $37,443,000 | 2,887 |
| U.S. Government securities | $35,061,000 | 2,268 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $35,061,000 | 2,223 |
| Securities issued by states & political subdivisions | $1,137,000 | 4,704 |
| Other domestic debt securities | $1,245,000 | 2,102 |
| 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 | $1,245,000 | 1,367 |
| 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 | $27,183,000 | 1,810 |
| Mortgage-backed securities | $24,866,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $22,432,000 | 1,566 |
| Issued or guaranteed by U.S. | $22,432,000 | 1,556 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,434,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $2,434,000 | 1,884 |
| 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) | $10,850,000 | 1,101 |
| Available-for-sale securities (fair market value) | $26,593,000 | 3,252 |
| Total debt securities | $37,440,000 | 2,848 |
| 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 | $38,317,000 | 2,867 |
| U.S. Government securities | $35,934,000 | 2,256 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $35,934,000 | 2,210 |
| Securities issued by states & political subdivisions | $1,138,000 | 4,734 |
| Other domestic debt securities | $1,245,000 | 2,122 |
| 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 | $1,245,000 | 1,438 |
| 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 | $25,958,000 | 1,832 |
| Mortgage-backed securities | $23,713,000 | 1,991 |
| Certificates of participation in pools of residential mortgages | $21,181,000 | 1,615 |
| Issued or guaranteed by U.S. | $21,181,000 | 1,606 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,532,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $2,532,000 | 1,866 |
| 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) | $10,315,000 | 1,115 |
| Available-for-sale securities (fair market value) | $28,002,000 | 3,211 |
| Total debt securities | $38,317,000 | 2,831 |
| 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 | $36,015,000 | 3,006 |
| U.S. Government securities | $33,630,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $33,630,000 | 2,329 |
| Securities issued by states & political subdivisions | $1,140,000 | 4,755 |
| Other domestic debt securities | $1,245,000 | 2,044 |
| 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 | $1,245,000 | 1,390 |
| 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 | $26,614,000 | 1,786 |
| Mortgage-backed securities | $20,456,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $17,708,000 | 1,769 |
| Issued or guaranteed by U.S. | $17,708,000 | 1,759 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,748,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $2,748,000 | 1,798 |
| 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) | $6,143,000 | 1,503 |
| Available-for-sale securities (fair market value) | $29,872,000 | 3,062 |
| Total debt securities | $36,015,000 | 2,961 |
| 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 | $29,548,000 | 3,491 |
| U.S. Government securities | $27,162,000 | 2,883 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,162,000 | 2,825 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,775 |
| Other domestic debt securities | $1,245,000 | 1,885 |
| 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 | $1,245,000 | 1,294 |
| 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 | $15,522,000 | 2,632 |
| Mortgage-backed securities | $19,178,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $16,324,000 | 1,647 |
| Issued or guaranteed by U.S. | $16,324,000 | 1,637 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,854,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $2,854,000 | 1,708 |
| 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) | $6,243,000 | 1,545 |
| Available-for-sale securities (fair market value) | $23,305,000 | 3,608 |
| Total debt securities | $29,548,000 | 3,443 |
| 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 | $29,869,000 | 3,463 |
| U.S. Government securities | $27,482,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,482,000 | 2,833 |
| Securities issued by states & political subdivisions | $1,142,000 | 4,769 |
| Other domestic debt securities | $1,245,000 | 1,842 |
| 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 | $1,245,000 | 1,269 |
| 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 | $13,825,000 | 2,815 |
| Mortgage-backed securities | $19,570,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $16,611,000 | 1,505 |
| Issued or guaranteed by U.S. | $16,611,000 | 1,495 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,959,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $2,959,000 | 1,631 |
| 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) | $6,349,000 | 1,582 |
| Available-for-sale securities (fair market value) | $23,520,000 | 3,579 |
| Total debt securities | $29,869,000 | 3,426 |
| 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 | $23,471,000 | 4,038 |
| U.S. Government securities | $21,083,000 | 3,512 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,083,000 | 3,430 |
| Securities issued by states & political subdivisions | $1,143,000 | 4,794 |
| Other domestic debt securities | $1,245,000 | 1,781 |
| 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 | $1,245,000 | 1,230 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,861,000 | 3,438 |
| Mortgage-backed securities | $15,198,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $13,568,000 | 1,701 |
| Issued or guaranteed by U.S. | $13,568,000 | 1,695 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,630,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $1,630,000 | 1,994 |
| 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) | $6,503,000 | 1,576 |
| Available-for-sale securities (fair market value) | $16,968,000 | 4,324 |
| Total debt securities | $23,471,000 | 3,998 |
| 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 | $23,538,000 | 4,041 |
| U.S. Government securities | $21,149,000 | 3,527 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $21,149,000 | 3,437 |
| Securities issued by states & political subdivisions | $1,144,000 | 4,832 |
| Other domestic debt securities | $1,245,000 | 1,791 |
| 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 | $1,245,000 | 1,250 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,535,000 | 3,332 |
| Mortgage-backed securities | $15,211,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $13,416,000 | 1,718 |
| Issued or guaranteed by U.S. | $13,416,000 | 1,713 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,795,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $1,795,000 | 1,910 |
| 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) | $6,612,000 | 1,576 |
| Available-for-sale securities (fair market value) | $16,926,000 | 4,351 |
| Total debt securities | $23,538,000 | 3,992 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $20,408,000 | 4,485 |
| U.S. Government securities | $18,775,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,775,000 | 3,800 |
| Securities issued by states & political subdivisions | $1,145,000 | 4,859 |
| Other domestic debt securities | $488,000 | 2,388 |
| 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 | $488,000 | 1,817 |
| 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 | $11,004,000 | 3,250 |
| Mortgage-backed securities | $13,839,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $11,919,000 | 1,871 |
| Issued or guaranteed by U.S. | $11,919,000 | 1,861 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,920,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,920,000 | 1,869 |
| 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) | $5,957,000 | 1,712 |
| Available-for-sale securities (fair market value) | $14,451,000 | 4,757 |
| Total debt securities | $20,408,000 | 4,435 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $17,966,000 | 4,871 |
| U.S. Government securities | $16,332,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,332,000 | 4,199 |
| Securities issued by states & political subdivisions | $1,146,000 | 4,883 |
| Other domestic debt securities | $488,000 | 2,415 |
| 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 | $488,000 | 1,847 |
| 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 | $1,936,000 | 5,875 |
| Mortgage-backed securities | $12,408,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $10,342,000 | 2,062 |
| Issued or guaranteed by U.S. | $10,342,000 | 2,050 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,066,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $2,066,000 | 1,798 |
| 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) | $6,084,000 | 1,745 |
| Available-for-sale securities (fair market value) | $11,882,000 | 5,223 |
| Total debt securities | $17,966,000 | 4,820 |
| 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 | $16,185,000 | 5,136 |
| U.S. Government securities | $15,038,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,038,000 | 4,374 |
| Securities issued by states & political subdivisions | $1,147,000 | 4,908 |
| 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 | $2,149,000 | 5,727 |
| Mortgage-backed securities | $12,133,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $9,856,000 | 2,127 |
| Issued or guaranteed by U.S. | $9,856,000 | 2,114 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,277,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,277,000 | 1,742 |
| 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) | $5,809,000 | 1,796 |
| Available-for-sale securities (fair market value) | $10,376,000 | 5,479 |
| Total debt securities | $16,185,000 | 5,088 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $14,633,000 | 5,428 |
| U.S. Government securities | $14,126,000 | 4,713 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,126,000 | 4,580 |
| Securities issued by states & political subdivisions | $507,000 | 5,546 |
| 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 | $2,393,000 | 5,634 |
| Mortgage-backed securities | $12,167,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $9,596,000 | 2,202 |
| Issued or guaranteed by U.S. | $9,596,000 | 2,191 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,571,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,571,000 | 1,681 |
| 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) | $5,421,000 | 1,871 |
| Available-for-sale securities (fair market value) | $9,212,000 | 5,766 |
| Total debt securities | $14,635,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $14,035,000 | 5,542 |
| U.S. Government securities | $13,528,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,528,000 | 4,683 |
| Securities issued by states & political subdivisions | $507,000 | 5,570 |
| 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 | $2,543,000 | 5,569 |
| Mortgage-backed securities | $10,574,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $7,712,000 | 2,513 |
| Issued or guaranteed by U.S. | $7,712,000 | 2,503 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,862,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $2,862,000 | 1,619 |
| 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) | $5,644,000 | 1,876 |
| Available-for-sale securities (fair market value) | $8,391,000 | 5,958 |
| Total debt securities | $14,035,000 | 5,496 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,994,000 | 6,140 |
| U.S. Government securities | $10,486,000 | 5,455 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,486,000 | 5,316 |
| Securities issued by states & political subdivisions | $508,000 | 5,591 |
| 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 | $2,743,000 | 5,508 |
| Mortgage-backed securities | $9,493,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $6,139,000 | 2,848 |
| Issued or guaranteed by U.S. | $6,139,000 | 2,837 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,354,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $3,354,000 | 1,517 |
| 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) | $3,970,000 | 2,155 |
| Available-for-sale securities (fair market value) | $7,024,000 | 6,238 |
| Total debt securities | $10,984,000 | 6,073 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,531,000 | 6,702 |
| U.S. Government securities | $8,024,000 | 6,100 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,024,000 | 5,956 |
| Securities issued by states & political subdivisions | $507,000 | 5,600 |
| 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 | $3,139,000 | 5,279 |
| Mortgage-backed securities | $6,531,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $4,726,000 | 3,275 |
| Issued or guaranteed by U.S. | $4,726,000 | 3,262 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,805,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $1,805,000 | 1,954 |
| 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) | $3,407,000 | 2,298 |
| Available-for-sale securities (fair market value) | $5,124,000 | 6,699 |
| Total debt securities | $8,531,000 | 6,644 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,532,000 | 6,537 |
| U.S. Government securities | $9,023,000 | 5,917 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,023,000 | 5,776 |
| Securities issued by states & political subdivisions | $509,000 | 5,610 |
| 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 | $3,442,000 | 5,212 |
| Mortgage-backed securities | $7,288,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $5,171,000 | 3,231 |
| Issued or guaranteed by U.S. | $5,171,000 | 3,224 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,117,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $2,117,000 | 1,887 |
| 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) | $3,749,000 | 2,261 |
| Available-for-sale securities (fair market value) | $5,783,000 | 6,637 |
| Total debt securities | $9,532,000 | 6,473 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $7,789,000 | 6,937 |
| U.S. Government securities | $7,610,000 | 6,292 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,610,000 | 6,148 |
| Securities issued by states & political subdivisions | $179,000 | 6,205 |
| 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 | $3,666,000 | 5,090 |
| Mortgage-backed securities | $6,861,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $5,475,000 | 3,156 |
| Issued or guaranteed by U.S. | $5,475,000 | 3,147 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,386,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $1,386,000 | 2,221 |
| 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) | $3,735,000 | 2,287 |
| Available-for-sale securities (fair market value) | $4,054,000 | 7,083 |
| Total debt securities | $7,789,000 | 6,883 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,232,000 | 6,450 |
| U.S. Government securities | $10,053,000 | 5,690 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,053,000 | 5,534 |
| Securities issued by states & political subdivisions | $179,000 | 6,252 |
| 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 | $3,924,000 | 5,005 |
| Mortgage-backed securities | $8,301,000 | 3,218 |
| Certificates of participation in pools of residential mortgages | $6,633,000 | 2,966 |
| Issued or guaranteed by U.S. | $6,633,000 | 2,961 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,668,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $1,668,000 | 2,093 |
| 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) | $5,121,000 | 2,028 |
| Available-for-sale securities (fair market value) | $5,111,000 | 6,833 |
| Total debt securities | $10,232,000 | 6,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,131,000 | 6,558 |
| U.S. Government securities | $8,131,000 | 6,243 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,131,000 | 6,089 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,000,000 | 959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,398,000 | 4,807 |
| Mortgage-backed securities | $7,131,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $7,083,000 | 2,912 |
| Issued or guaranteed by U.S. | $7,083,000 | 2,905 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $48,000 | 3,676 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,358 |
| 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) | $4,260,000 | 2,193 |
| Available-for-sale securities (fair market value) | $5,871,000 | 6,718 |
| Total debt securities | $8,131,000 | 6,903 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,029,000 | 6,989 |
| U.S. Government securities | $8,029,000 | 6,224 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,029,000 | 6,063 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,121,000 | 4,497 |
| Mortgage-backed securities | $8,029,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $7,850,000 | 2,771 |
| Issued or guaranteed by U.S. | $7,850,000 | 2,760 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $179,000 | 3,512 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 3,203 |
| 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) | $3,749,000 | 2,285 |
| Available-for-sale securities (fair market value) | $4,280,000 | 7,129 |
| Total debt securities | $8,029,000 | 6,914 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,597,000 | 6,492 |
| U.S. Government securities | $8,597,000 | 6,155 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,597,000 | 5,982 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,000,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,429,000 | 4,317 |
| Mortgage-backed securities | $8,597,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $8,345,000 | 2,690 |
| Issued or guaranteed by U.S. | $8,345,000 | 2,676 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $252,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,297 |
| 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) | $4,116,000 | 2,232 |
| Available-for-sale securities (fair market value) | $6,481,000 | 6,629 |
| Total debt securities | $8,597,000 | 6,844 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $9,221,000 | 6,705 |
| U.S. Government securities | $7,221,000 | 6,407 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,221,000 | 6,221 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,000,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,155,000 | 4,031 |
| Mortgage-backed securities | $7,221,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $6,968,000 | 2,930 |
| Issued or guaranteed by U.S. | $6,968,000 | 2,918 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $253,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 3,372 |
| 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) | $3,497,000 | 2,389 |
| Available-for-sale securities (fair market value) | $5,724,000 | 6,789 |
| Total debt securities | $7,221,000 | 7,107 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,255,000 | 7,151 |
| U.S. Government securities | $5,255,000 | 6,996 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,255,000 | 6,815 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,000 | 7,086 |
| Mortgage-backed securities | $5,255,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $5,000,000 | 3,438 |
| Issued or guaranteed by U.S. | $5,000,000 | 3,427 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $255,000 | 3,728 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,555 |
| 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) | $3,055,000 | 2,543 |
| Available-for-sale securities (fair market value) | $4,200,000 | 7,157 |
| Total debt securities | $5,255,000 | 7,607 |
| 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 | $8,277,000 | 6,902 |
| U.S. Government securities | $6,277,000 | 6,689 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,277,000 | 6,501 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,000 | 7,064 |
| Mortgage-backed securities | $6,277,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $6,020,000 | 3,132 |
| Issued or guaranteed by U.S. | $6,020,000 | 3,119 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $257,000 | 3,817 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 3,647 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,553,000 | 2,445 |
| Available-for-sale securities (fair market value) | $4,724,000 | 7,040 |
| Total debt securities | $6,277,000 | 7,366 |
| 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 | $7,113,000 | 7,254 |
| U.S. Government securities | $7,113,000 | 6,451 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,113,000 | 6,257 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 7,065 |
| Mortgage-backed securities | $7,113,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $6,856,000 | 2,886 |
| Issued or guaranteed by U.S. | $6,856,000 | 2,876 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $257,000 | 3,868 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 3,699 |
| 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) | $3,865,000 | 2,424 |
| Available-for-sale securities (fair market value) | $3,248,000 | 7,457 |
| Total debt securities | $7,113,000 | 7,168 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,351,000 | 8,469 |
| U.S. Government securities | $3,351,000 | 7,915 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,351,000 | 7,671 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $723,000 | 6,977 |
| Mortgage-backed securities | $3,351,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $3,351,000 | 3,717 |
| Issued or guaranteed by U.S. | $3,351,000 | 3,704 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,351,000 | 7,503 |
| Total debt securities | $3,351,000 | 8,371 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,907,000 | 8,394 |
| U.S. Government securities | $4,870,000 | 7,817 |
| U.S. Treasury securities | $2,000,000 | 1,994 |
| U.S. Government agency obligations | $2,870,000 | 8,327 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,050 |
| Mortgage-backed securities | $871,000 | 5,668 |
| Certificates of participation in pools of residential mortgages | $871,000 | 4,935 |
| Issued or guaranteed by U.S. | $871,000 | 4,921 |
| 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) | $4,907,000 | 7,276 |
| Total debt securities | $4,870,000 | 8,286 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,908,000 | 8,704 |
| U.S. Government securities | $4,908,000 | 8,089 |
| U.S. Treasury securities | $990,000 | 3,852 |
| U.S. Government agency obligations | $3,918,000 | 8,038 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $0 | 8,162 |
| Mortgage-backed securities | $935,000 | 5,919 |
| Certificates of participation in pools of residential mortgages | $935,000 | 5,113 |
| Issued or guaranteed by U.S. | $935,000 | 5,101 |
| 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) | $4,908,000 | 7,451 |
| Total debt securities | $4,908,000 | 8,588 |
| 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 |