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Grand Bank, Securities
| 2019-06-30 | Rank | |
| Total securities | $3,564,000 | 4,769 |
| U.S. Government securities | $3,564,000 | 4,309 |
| U.S. Treasury securities | $2,007,000 | 956 |
| U.S. Government agency obligations | $1,557,000 | 4,510 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000 | 4,467 |
| Mortgage-backed securities | $1,073,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,157 |
| Issued or guaranteed by U.S. | $4,000 | 4,089 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,069,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $1,069,000 | 2,289 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,564,000 | 4,514 |
| Total debt securities | $3,564,000 | 4,748 |
| 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 | $3,618,000 | 4,824 |
| U.S. Government securities | $3,618,000 | 4,366 |
| U.S. Treasury securities | $2,000,000 | 977 |
| U.S. Government agency obligations | $1,618,000 | 4,548 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000 | 4,515 |
| Mortgage-backed securities | $1,116,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,200 |
| Issued or guaranteed by U.S. | $4,000 | 4,133 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,112,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,275 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,618,000 | 4,556 |
| Total debt securities | $3,618,000 | 4,803 |
| 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 | $3,668,000 | 4,857 |
| U.S. Government securities | $3,668,000 | 4,393 |
| U.S. Treasury securities | $1,995,000 | 987 |
| U.S. Government agency obligations | $1,673,000 | 4,578 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000 | 4,565 |
| Mortgage-backed securities | $1,165,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,238 |
| Issued or guaranteed by U.S. | $4,000 | 4,186 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,161,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,270 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,668,000 | 4,590 |
| Total debt securities | $3,668,000 | 4,838 |
| 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 | $3,765,000 | 4,917 |
| U.S. Government securities | $3,765,000 | 4,437 |
| U.S. Treasury securities | $1,988,000 | 974 |
| U.S. Government agency obligations | $1,777,000 | 4,627 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,000 | 4,621 |
| Mortgage-backed securities | $1,230,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $30,000 | 4,208 |
| Issued or guaranteed by U.S. | $30,000 | 4,187 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,200,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $1,200,000 | 2,257 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,765,000 | 4,647 |
| Total debt securities | $3,765,000 | 4,897 |
| 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 | $2,865,000 | 5,051 |
| U.S. Government securities | $2,865,000 | 4,626 |
| U.S. Treasury securities | $996,000 | 1,144 |
| U.S. Government agency obligations | $1,869,000 | 4,648 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,000 | 4,672 |
| Mortgage-backed securities | $1,312,000 | 3,898 |
| Certificates of participation in pools of residential mortgages | $30,000 | 4,261 |
| Issued or guaranteed by U.S. | $30,000 | 4,148 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,282,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,282,000 | 2,244 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,865,000 | 4,774 |
| Total debt securities | $2,864,000 | 5,029 |
| 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 | $2,990,000 | 5,101 |
| U.S. Government securities | $2,990,000 | 4,671 |
| U.S. Treasury securities | $999,000 | 1,089 |
| U.S. Government agency obligations | $1,991,000 | 4,704 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,000 | 4,738 |
| Mortgage-backed securities | $1,395,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,303 |
| Issued or guaranteed by U.S. | $31,000 | 4,296 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,364,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $1,364,000 | 2,213 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,990,000 | 4,819 |
| Total debt securities | $2,990,000 | 5,079 |
| 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 | $2,068,000 | 5,254 |
| U.S. Government securities | $2,068,000 | 4,862 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,068,000 | 4,742 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,000 | 4,811 |
| Mortgage-backed securities | $1,469,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,350 |
| Issued or guaranteed by U.S. | $31,000 | 4,345 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,438,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $1,438,000 | 2,174 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,068,000 | 4,980 |
| Total debt securities | $2,068,000 | 5,235 |
| 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 | $2,235,000 | 5,300 |
| U.S. Government securities | $2,235,000 | 4,896 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,235,000 | 4,781 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,000 | 4,877 |
| Mortgage-backed securities | $1,586,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,404 |
| Issued or guaranteed by U.S. | $31,000 | 4,400 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,555,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,555,000 | 2,162 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,235,000 | 5,013 |
| Total debt securities | $2,235,000 | 5,277 |
| 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 | $2,333,000 | 5,339 |
| U.S. Government securities | $2,333,000 | 4,929 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,333,000 | 4,810 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,000 | 4,920 |
| Mortgage-backed securities | $1,688,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,435 |
| Issued or guaranteed by U.S. | $31,000 | 4,430 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,657,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $1,657,000 | 2,157 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,333,000 | 5,045 |
| Total debt securities | $2,333,000 | 5,317 |
| 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 | $2,458,000 | 5,403 |
| U.S. Government securities | $2,458,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,458,000 | 4,851 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,000 | 4,977 |
| Mortgage-backed securities | $1,764,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,501 |
| Issued or guaranteed by U.S. | $31,000 | 4,497 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,733,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $1,733,000 | 2,169 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,458,000 | 5,089 |
| Total debt securities | $2,458,000 | 5,378 |
| 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 | $2,591,000 | 5,424 |
| U.S. Government securities | $2,591,000 | 4,955 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,591,000 | 4,840 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,000 | 5,019 |
| Mortgage-backed securities | $1,902,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $92,000 | 4,473 |
| Issued or guaranteed by U.S. | $92,000 | 4,468 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,810,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $1,810,000 | 2,142 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,591,000 | 5,099 |
| Total debt securities | $2,591,000 | 5,398 |
| 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 | $2,818,000 | 5,458 |
| U.S. Government securities | $2,818,000 | 4,968 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,818,000 | 4,854 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,000 | 5,100 |
| Mortgage-backed securities | $2,042,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $104,000 | 4,500 |
| Issued or guaranteed by U.S. | $104,000 | 4,497 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,938,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $1,938,000 | 2,126 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,818,000 | 5,127 |
| Total debt securities | $2,818,000 | 5,431 |
| 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 | $2,935,000 | 5,539 |
| U.S. Government securities | $2,935,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,935,000 | 4,936 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,000 | 5,181 |
| Mortgage-backed securities | $2,160,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $104,000 | 4,560 |
| Issued or guaranteed by U.S. | $104,000 | 4,555 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,056,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $2,056,000 | 2,111 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,935,000 | 5,190 |
| Total debt securities | $2,935,000 | 5,516 |
| 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 | $3,066,000 | 5,586 |
| U.S. Government securities | $3,066,000 | 5,104 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,066,000 | 5,000 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,000 | 5,239 |
| Mortgage-backed securities | $2,247,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $104,000 | 4,604 |
| Issued or guaranteed by U.S. | $104,000 | 4,600 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,143,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $2,143,000 | 2,112 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,066,000 | 5,232 |
| Total debt securities | $3,066,000 | 5,561 |
| 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 | $3,121,000 | 5,632 |
| U.S. Government securities | $3,121,000 | 5,168 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,121,000 | 5,060 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,000 | 5,284 |
| Mortgage-backed securities | $2,319,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $104,000 | 4,642 |
| Issued or guaranteed by U.S. | $104,000 | 4,638 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,215,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $2,215,000 | 2,112 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,121,000 | 5,269 |
| Total debt securities | $3,121,000 | 5,605 |
| 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 | $3,877,000 | 5,642 |
| U.S. Government securities | $3,377,000 | 5,232 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,377,000 | 5,118 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $500,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $500,000 | 308 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,000 | 5,356 |
| Mortgage-backed securities | $2,508,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $105,000 | 4,689 |
| Issued or guaranteed by U.S. | $105,000 | 4,684 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,403,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $2,403,000 | 2,071 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $3,877,000 | 5,278 |
| Total debt securities | $3,877,000 | 5,616 |
| 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 | $4,049,000 | 5,706 |
| U.S. Government securities | $3,549,000 | 5,294 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,549,000 | 5,183 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $500,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $500,000 | 309 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,000 | 5,412 |
| Mortgage-backed securities | $2,690,000 | 4,101 |
| Certificates of participation in pools of residential mortgages | $106,000 | 4,768 |
| Issued or guaranteed by U.S. | $106,000 | 4,765 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,584,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $2,584,000 | 2,091 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,049,000 | 5,338 |
| Total debt securities | $4,049,000 | 5,679 |
| 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 | $4,307,000 | 5,736 |
| U.S. Government securities | $3,807,000 | 5,329 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,807,000 | 5,220 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $500,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $500,000 | 315 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,000 | 5,469 |
| Mortgage-backed securities | $2,909,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $119,000 | 4,809 |
| Issued or guaranteed by U.S. | $119,000 | 4,803 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,790,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $2,790,000 | 2,064 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,307,000 | 5,364 |
| Total debt securities | $4,307,000 | 5,709 |
| 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 | $9,773,000 | 5,236 |
| U.S. Government securities | $8,819,000 | 4,593 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,819,000 | 4,477 |
| Securities issued by states & political subdivisions | $454,000 | 5,017 |
| Other domestic debt securities | $500,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $500,000 | 319 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,000 | 5,545 |
| Mortgage-backed securities | $7,930,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $3,105,000 | 3,740 |
| Issued or guaranteed by U.S. | $3,105,000 | 3,736 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,825,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $4,825,000 | 1,758 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $9,773,000 | 4,849 |
| Total debt securities | $9,773,000 | 5,215 |
| 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 | $10,109,000 | 5,289 |
| U.S. Government securities | $9,155,000 | 4,652 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,155,000 | 4,537 |
| Securities issued by states & political subdivisions | $454,000 | 5,073 |
| Other domestic debt securities | $500,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $500,000 | 325 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,000 | 5,622 |
| Mortgage-backed securities | $8,259,000 | 3,352 |
| Certificates of participation in pools of residential mortgages | $3,211,000 | 3,797 |
| Issued or guaranteed by U.S. | $3,211,000 | 3,796 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,048,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $5,048,000 | 1,742 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $10,109,000 | 4,907 |
| Total debt securities | $10,109,000 | 5,272 |
| 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 | $10,576,000 | 5,303 |
| U.S. Government securities | $9,626,000 | 4,652 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,626,000 | 4,542 |
| Securities issued by states & political subdivisions | $450,000 | 5,134 |
| Other domestic debt securities | $500,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $500,000 | 346 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,000 | 5,682 |
| Mortgage-backed securities | $8,735,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $3,335,000 | 3,820 |
| Issued or guaranteed by U.S. | $3,335,000 | 3,820 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,400,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $5,400,000 | 1,710 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $10,576,000 | 4,916 |
| Total debt securities | $10,576,000 | 5,284 |
| 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 | $10,992,000 | 5,317 |
| U.S. Government securities | $10,051,000 | 4,639 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,051,000 | 4,539 |
| Securities issued by states & political subdivisions | $441,000 | 5,172 |
| Other domestic debt securities | $500,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $500,000 | 361 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,000 | 5,724 |
| Mortgage-backed securities | $9,145,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $3,494,000 | 3,818 |
| Issued or guaranteed by U.S. | $3,494,000 | 3,818 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,651,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $5,651,000 | 1,681 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $10,992,000 | 4,918 |
| Total debt securities | $10,992,000 | 5,292 |
| 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 | $11,410,000 | 5,302 |
| U.S. Government securities | $10,483,000 | 4,572 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,483,000 | 4,481 |
| Securities issued by states & political subdivisions | $427,000 | 5,235 |
| Other domestic debt securities | $500,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $500,000 | 363 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,769,000 | 3,867 |
| Mortgage-backed securities | $9,580,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $3,643,000 | 3,787 |
| Issued or guaranteed by U.S. | $3,643,000 | 3,784 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,937,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $5,937,000 | 1,648 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $11,410,000 | 4,904 |
| Total debt securities | $11,410,000 | 5,275 |
| 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 | $10,804,000 | 5,409 |
| U.S. Government securities | $9,888,000 | 4,683 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,888,000 | 4,583 |
| Securities issued by states & political subdivisions | $416,000 | 5,272 |
| Other domestic debt securities | $500,000 | 2,258 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $500,000 | 375 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,509,000 | 3,524 |
| Mortgage-backed securities | $8,964,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $2,650,000 | 4,091 |
| Issued or guaranteed by U.S. | $2,650,000 | 4,084 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,314,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $6,314,000 | 1,626 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $10,804,000 | 5,020 |
| Total debt securities | $10,804,000 | 5,379 |
| 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 | $6,921,000 | 5,844 |
| U.S. Government securities | $6,421,000 | 5,240 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,421,000 | 5,128 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $500,000 | 2,321 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $500,000 | 387 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,457,000 | 4,405 |
| Mortgage-backed securities | $5,431,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $632,000 | 4,799 |
| Issued or guaranteed by U.S. | $632,000 | 4,795 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,799,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $4,799,000 | 1,861 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $6,921,000 | 5,473 |
| Total debt securities | $6,921,000 | 5,813 |
| 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 | $4,502,000 | 6,188 |
| U.S. Government securities | $4,002,000 | 5,721 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,002,000 | 5,613 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $500,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $500,000 | 381 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,002,000 | 4,571 |
| Mortgage-backed securities | $4,002,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $710,000 | 4,812 |
| Issued or guaranteed by U.S. | $710,000 | 4,810 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,292,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $3,292,000 | 2,162 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $4,502,000 | 5,804 |
| Total debt securities | $4,502,000 | 6,160 |
| 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 | $5,076,000 | 6,165 |
| U.S. Government securities | $4,576,000 | 5,650 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,576,000 | 5,534 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $500,000 | 2,317 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $500,000 | 356 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,576,000 | 4,395 |
| Mortgage-backed securities | $4,576,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $820,000 | 4,789 |
| Issued or guaranteed by U.S. | $820,000 | 4,788 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,756,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $3,756,000 | 2,137 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $5,076,000 | 5,771 |
| Total debt securities | $5,076,000 | 6,139 |
| 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 | $5,085,000 | 6,253 |
| U.S. Government securities | $5,085,000 | 5,663 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,085,000 | 5,556 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,085,000 | 4,318 |
| Mortgage-backed securities | $5,085,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $954,000 | 4,846 |
| Issued or guaranteed by U.S. | $954,000 | 4,843 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,131,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $4,131,000 | 2,170 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $5,085,000 | 5,851 |
| Total debt securities | $5,085,000 | 6,225 |
| 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 | $5,563,000 | 6,260 |
| U.S. Government securities | $5,563,000 | 5,657 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,563,000 | 5,552 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,563,000 | 4,248 |
| Mortgage-backed securities | $5,563,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $1,052,000 | 4,834 |
| Issued or guaranteed by U.S. | $1,052,000 | 4,831 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,511,000 | 2,204 |
| CMOs issued by government agencies or sponsored agencies | $4,511,000 | 2,108 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $5,563,000 | 5,844 |
| Total debt securities | $5,563,000 | 6,229 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $6,089,000 | 6,228 |
| U.S. Government securities | $6,089,000 | 5,660 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,089,000 | 5,547 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,089,000 | 4,108 |
| Mortgage-backed securities | $6,089,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $1,167,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,167,000 | 4,795 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,922,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $4,922,000 | 2,048 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $6,089,000 | 5,806 |
| Total debt securities | $6,089,000 | 6,201 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,621,000 | 6,174 |
| U.S. Government securities | $6,621,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,621,000 | 5,460 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,621,000 | 3,808 |
| Mortgage-backed securities | $6,621,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $1,279,000 | 4,699 |
| Issued or guaranteed by U.S. | $1,279,000 | 4,692 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,342,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $5,342,000 | 1,891 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $6,621,000 | 5,741 |
| Total debt securities | $6,621,000 | 6,147 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,204,000 | 6,108 |
| U.S. Government securities | $7,204,000 | 5,423 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,204,000 | 5,319 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,204,000 | 3,672 |
| Mortgage-backed securities | $7,204,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $1,403,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,403,000 | 4,629 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,801,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $5,801,000 | 1,805 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,204,000 | 5,670 |
| Total debt securities | $7,204,000 | 6,077 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,796,000 | 6,131 |
| U.S. Government securities | $7,796,000 | 5,433 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,796,000 | 5,322 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,796,000 | 3,629 |
| Mortgage-backed securities | $7,796,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $7,796,000 | 2,942 |
| Issued or guaranteed by U.S. | $7,796,000 | 2,936 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,796,000 | 5,680 |
| Total debt securities | $7,796,000 | 6,100 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $8,382,000 | 6,047 |
| U.S. Government securities | $8,350,000 | 5,335 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,350,000 | 5,216 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $32,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,276 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,382,000 | 3,509 |
| Mortgage-backed securities | $8,382,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $8,350,000 | 2,803 |
| Issued or guaranteed by U.S. | $8,350,000 | 2,796 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $32,000 | 3,713 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $32,000 | 1,215 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $8,382,000 | 5,584 |
| Total debt securities | $8,382,000 | 6,008 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $9,082,000 | 5,850 |
| U.S. Government securities | $8,921,000 | 5,070 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,921,000 | 4,954 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $161,000 | 2,816 |
| Privately issued residential mortgage-backed securities | $161,000 | 1,243 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,082,000 | 3,323 |
| Mortgage-backed securities | $9,082,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $8,921,000 | 2,600 |
| Issued or guaranteed by U.S. | $8,921,000 | 2,595 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $161,000 | 3,558 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $161,000 | 1,184 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $9,082,000 | 5,393 |
| Total debt securities | $9,082,000 | 5,808 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $15,551,000 | 4,909 |
| U.S. Government securities | $9,436,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,436,000 | 4,831 |
| Securities issued by states & political subdivisions | $5,799,000 | 3,162 |
| Other domestic debt securities | $316,000 | 2,734 |
| Privately issued residential mortgage-backed securities | $316,000 | 1,228 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,650,000 | 3,114 |
| Mortgage-backed securities | $9,752,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $9,436,000 | 2,504 |
| Issued or guaranteed by U.S. | $9,436,000 | 2,499 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $316,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $316,000 | 1,172 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $15,551,000 | 4,481 |
| Total debt securities | $15,551,000 | 4,872 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $16,110,000 | 4,858 |
| U.S. Government securities | $10,051,000 | 4,911 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,051,000 | 4,798 |
| Securities issued by states & political subdivisions | $5,629,000 | 3,114 |
| Other domestic debt securities | $430,000 | 2,645 |
| Privately issued residential mortgage-backed securities | $430,000 | 1,219 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,479,000 | 3,156 |
| Mortgage-backed securities | $10,481,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $10,051,000 | 2,430 |
| Issued or guaranteed by U.S. | $10,051,000 | 2,420 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $430,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $430,000 | 1,166 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $16,110,000 | 4,437 |
| Total debt securities | $16,108,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $13,914,000 | 5,165 |
| U.S. Government securities | $10,380,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,380,000 | 4,821 |
| Securities issued by states & political subdivisions | $2,987,000 | 3,889 |
| Other domestic debt securities | $547,000 | 2,529 |
| Privately issued residential mortgage-backed securities | $547,000 | 1,213 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,805,000 | 3,052 |
| Mortgage-backed securities | $10,927,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $10,380,000 | 2,475 |
| Issued or guaranteed by U.S. | $10,380,000 | 2,470 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $547,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $547,000 | 1,162 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $13,914,000 | 4,731 |
| Total debt securities | $13,913,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $15,531,000 | 4,937 |
| U.S. Government securities | $11,881,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,881,000 | 4,510 |
| Securities issued by states & political subdivisions | $2,953,000 | 3,915 |
| Other domestic debt securities | $697,000 | 2,507 |
| Privately issued residential mortgage-backed securities | $697,000 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,457,000 | 2,860 |
| Mortgage-backed securities | $12,578,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $11,881,000 | 2,357 |
| Issued or guaranteed by U.S. | $11,881,000 | 2,350 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $697,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $697,000 | 1,150 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $15,531,000 | 4,504 |
| Total debt securities | $15,531,000 | 4,897 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $18,942,000 | 4,556 |
| U.S. Government securities | $15,147,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,147,000 | 4,027 |
| Securities issued by states & political subdivisions | $3,010,000 | 3,921 |
| Other domestic debt securities | $785,000 | 2,539 |
| Privately issued residential mortgage-backed securities | $785,000 | 1,232 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,397,000 | 2,532 |
| Mortgage-backed securities | $15,932,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $15,147,000 | 2,118 |
| Issued or guaranteed by U.S. | $15,147,000 | 2,107 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $785,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $785,000 | 1,178 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $18,942,000 | 4,134 |
| Total debt securities | $18,942,000 | 4,514 |
| 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 | $21,120,000 | 4,305 |
| U.S. Government securities | $17,292,000 | 3,794 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,292,000 | 3,706 |
| Securities issued by states & political subdivisions | $2,908,000 | 3,926 |
| Other domestic debt securities | $920,000 | 2,507 |
| Privately issued residential mortgage-backed securities | $920,000 | 1,218 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,665,000 | 2,361 |
| Mortgage-backed securities | $18,212,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $17,292,000 | 1,972 |
| Issued or guaranteed by U.S. | $17,292,000 | 1,961 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $920,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $920,000 | 1,162 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $21,120,000 | 3,873 |
| Total debt securities | $21,120,000 | 4,265 |
| 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 | $25,162,000 | 3,887 |
| U.S. Government securities | $21,186,000 | 3,400 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,186,000 | 3,335 |
| Securities issued by states & political subdivisions | $2,884,000 | 3,853 |
| Other domestic debt securities | $1,092,000 | 2,276 |
| Privately issued residential mortgage-backed securities | $1,092,000 | 1,195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,721,000 | 2,064 |
| Mortgage-backed securities | $22,278,000 | 2,235 |
| Certificates of participation in pools of residential mortgages | $21,186,000 | 1,740 |
| Issued or guaranteed by U.S. | $21,186,000 | 1,730 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,092,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,092,000 | 1,141 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $25,162,000 | 3,486 |
| Total debt securities | $25,162,000 | 3,848 |
| 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 | $5,457,000 | 6,831 |
| U.S. Government securities | $1,429,000 | 7,413 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,429,000 | 7,325 |
| Securities issued by states & political subdivisions | $2,830,000 | 3,841 |
| Other domestic debt securities | $1,198,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $1,198,000 | 1,126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,069,000 | 5,192 |
| Mortgage-backed securities | $2,627,000 | 4,975 |
| Certificates of participation in pools of residential mortgages | $1,429,000 | 4,966 |
| Issued or guaranteed by U.S. | $1,429,000 | 4,951 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,198,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,198,000 | 1,075 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,457,000 | 6,259 |
| Total debt securities | $5,457,000 | 6,795 |
| 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 | $7,917,000 | 6,280 |
| U.S. Government securities | $4,002,000 | 6,690 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,002,000 | 6,594 |
| Securities issued by states & political subdivisions | $2,664,000 | 3,895 |
| Other domestic debt securities | $1,251,000 | 2,100 |
| Privately issued residential mortgage-backed securities | $1,251,000 | 1,092 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,664,000 | 4,339 |
| Mortgage-backed securities | $2,753,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $1,502,000 | 4,904 |
| Issued or guaranteed by U.S. | $1,502,000 | 4,888 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,251,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,251,000 | 1,044 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,917,000 | 5,730 |
| Total debt securities | $7,917,000 | 6,240 |
| 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 | $8,371,000 | 6,251 |
| U.S. Government securities | $4,246,000 | 6,666 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,246,000 | 6,570 |
| Securities issued by states & political subdivisions | $2,835,000 | 3,855 |
| Other domestic debt securities | $1,290,000 | 2,112 |
| Privately issued residential mortgage-backed securities | $1,290,000 | 1,067 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,978,000 | 4,257 |
| Mortgage-backed securities | $3,036,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 4,818 |
| Issued or guaranteed by U.S. | $1,746,000 | 4,798 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,290,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,290,000 | 1,013 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,371,000 | 5,713 |
| Total debt securities | $8,371,000 | 6,190 |
| 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 | $9,680,000 | 6,003 |
| U.S. Government securities | $5,373,000 | 6,360 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,373,000 | 6,265 |
| Securities issued by states & political subdivisions | $2,922,000 | 3,833 |
| Other domestic debt securities | $1,385,000 | 1,997 |
| Privately issued residential mortgage-backed securities | $1,385,000 | 1,031 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,215,000 | 3,899 |
| Mortgage-backed securities | $3,222,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,837,000 | 4,680 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,385,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $1,385,000 | 980 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,680,000 | 5,466 |
| Total debt securities | $9,680,000 | 5,933 |
| 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 | $10,050,000 | 6,002 |
| U.S. Government securities | $5,395,000 | 6,464 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,395,000 | 6,364 |
| Securities issued by states & political subdivisions | $3,225,000 | 3,695 |
| Other domestic debt securities | $1,430,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $1,430,000 | 928 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,281,000 | 3,935 |
| Mortgage-backed securities | $3,314,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $1,884,000 | 4,428 |
| Issued or guaranteed by U.S. | $1,884,000 | 4,411 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,430,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,430,000 | 884 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $10,050,000 | 5,429 |
| Total debt securities | $10,050,000 | 5,931 |
| 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 | $10,119,000 | 6,052 |
| U.S. Government securities | $5,441,000 | 6,565 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,441,000 | 6,454 |
| Securities issued by states & political subdivisions | $3,217,000 | 3,694 |
| Other domestic debt securities | $1,461,000 | 1,773 |
| Privately issued residential mortgage-backed securities | $1,461,000 | 888 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,373,000 | 3,928 |
| Mortgage-backed securities | $3,418,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 4,220 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,208 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,461,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,461,000 | 847 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,119,000 | 5,450 |
| Total debt securities | $10,119,000 | 5,987 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $10,191,000 | 6,068 |
| U.S. Government securities | $5,502,000 | 6,572 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,502,000 | 6,446 |
| Securities issued by states & political subdivisions | $3,156,000 | 3,721 |
| Other domestic debt securities | $1,533,000 | 1,643 |
| Privately issued residential mortgage-backed securities | $1,533,000 | 825 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,474,000 | 3,884 |
| Mortgage-backed securities | $3,597,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $2,064,000 | 4,133 |
| Issued or guaranteed by U.S. | $2,064,000 | 4,121 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,533,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,533,000 | 781 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,191,000 | 5,451 |
| Total debt securities | $10,191,000 | 6,010 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,463,000 | 6,031 |
| U.S. Government securities | $5,585,000 | 6,600 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,585,000 | 6,468 |
| Securities issued by states & political subdivisions | $3,219,000 | 3,708 |
| Other domestic debt securities | $1,659,000 | 1,625 |
| Privately issued residential mortgage-backed securities | $1,659,000 | 777 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,692,000 | 3,861 |
| Mortgage-backed securities | $3,790,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $2,131,000 | 4,098 |
| Issued or guaranteed by U.S. | $2,131,000 | 4,081 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,659,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,659,000 | 731 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,463,000 | 5,393 |
| Total debt securities | $10,463,000 | 5,981 |
| 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 | $10,663,000 | 6,040 |
| U.S. Government securities | $5,708,000 | 6,600 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,708,000 | 6,468 |
| Securities issued by states & political subdivisions | $3,210,000 | 3,739 |
| Other domestic debt securities | $1,745,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $1,745,000 | 761 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,900,000 | 3,828 |
| Mortgage-backed securities | $4,013,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $2,268,000 | 4,035 |
| Issued or guaranteed by U.S. | $2,268,000 | 4,024 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,745,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,745,000 | 719 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $10,663,000 | 5,405 |
| Total debt securities | $10,663,000 | 5,985 |
| 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 | $10,883,000 | 6,024 |
| U.S. Government securities | $5,746,000 | 6,644 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,746,000 | 6,511 |
| Securities issued by states & political subdivisions | $3,231,000 | 3,689 |
| Other domestic debt securities | $1,906,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $1,906,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,103,000 | 3,779 |
| Mortgage-backed securities | $4,216,000 | 3,861 |
| Certificates of participation in pools of residential mortgages | $2,310,000 | 4,003 |
| Issued or guaranteed by U.S. | $2,310,000 | 3,982 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,906,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,906,000 | 688 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $10,883,000 | 5,374 |
| Total debt securities | $10,883,000 | 5,966 |
| 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 | $10,761,000 | 6,080 |
| U.S. Government securities | $5,744,000 | 6,659 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,744,000 | 6,523 |
| Securities issued by states & political subdivisions | $3,104,000 | 3,734 |
| Other domestic debt securities | $1,913,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $1,913,000 | 704 |
| 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 | $8,087,000 | 3,780 |
| Mortgage-backed securities | $4,271,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | $2,358,000 | 3,973 |
| Issued or guaranteed by U.S. | $2,358,000 | 3,958 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,913,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,913,000 | 660 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $10,761,000 | 5,408 |
| Total debt securities | $10,761,000 | 6,023 |
| 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 | $11,045,000 | 6,068 |
| U.S. Government securities | $5,862,000 | 6,665 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,862,000 | 6,521 |
| Securities issued by states & political subdivisions | $3,160,000 | 3,737 |
| Other domestic debt securities | $2,023,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $2,023,000 | 694 |
| 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 | $4,915,000 | 4,645 |
| Mortgage-backed securities | $4,475,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $2,452,000 | 3,970 |
| Issued or guaranteed by U.S. | $2,452,000 | 3,955 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,023,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $2,023,000 | 647 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,045,000 | 5,381 |
| Total debt securities | $11,045,000 | 6,012 |
| 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 | $22,292,000 | 4,334 |
| U.S. Government securities | $6,047,000 | 6,632 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,047,000 | 6,488 |
| Securities issued by states & political subdivisions | $14,076,000 | 1,429 |
| Other domestic debt securities | $2,169,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $2,169,000 | 662 |
| 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 | $2,857,000 | 5,464 |
| Mortgage-backed securities | $4,778,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $2,609,000 | 3,913 |
| Issued or guaranteed by U.S. | $2,609,000 | 3,897 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,169,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,169,000 | 618 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $22,292,000 | 3,741 |
| Total debt securities | $22,292,000 | 4,268 |
| 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 | $24,395,000 | 4,061 |
| U.S. Government securities | $6,259,000 | 6,565 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,259,000 | 6,427 |
| Securities issued by states & political subdivisions | $14,163,000 | 1,418 |
| Other domestic debt securities | $3,973,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $2,343,000 | 638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,630,000 | 1,358 |
| 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 | $2,868,000 | 5,460 |
| Mortgage-backed securities | $5,153,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $2,810,000 | 3,881 |
| Issued or guaranteed by U.S. | $2,810,000 | 3,867 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,343,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,343,000 | 596 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $24,395,000 | 3,510 |
| Total debt securities | $24,395,000 | 4,012 |
| 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 | $22,534,000 | 4,304 |
| U.S. Government securities | $6,606,000 | 6,515 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,606,000 | 6,375 |
| Securities issued by states & political subdivisions | $14,306,000 | 1,401 |
| Other domestic debt securities | $1,622,000 | 1,836 |
| 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 | $1,622,000 | 1,420 |
| 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 | $406,000 | 6,852 |
| Mortgage-backed securities | $3,125,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $3,125,000 | 3,836 |
| Issued or guaranteed by U.S. | $3,125,000 | 3,822 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $22,534,000 | 3,740 |
| Total debt securities | $22,534,000 | 4,245 |
| 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 | $22,824,000 | 4,357 |
| U.S. Government securities | $7,290,000 | 6,379 |
| U.S. Treasury securities | $502,000 | 1,544 |
| U.S. Government agency obligations | $6,788,000 | 6,388 |
| Securities issued by states & political subdivisions | $13,926,000 | 1,415 |
| Other domestic debt securities | $1,608,000 | 1,896 |
| 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 | $1,608,000 | 1,501 |
| 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 | $392,000 | 6,920 |
| Mortgage-backed securities | $3,343,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $3,343,000 | 3,846 |
| Issued or guaranteed by U.S. | $3,343,000 | 3,837 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $22,824,000 | 3,775 |
| Total debt securities | $22,824,000 | 4,300 |
| 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 | $22,440,000 | 4,435 |
| U.S. Government securities | $6,617,000 | 6,570 |
| U.S. Treasury securities | $507,000 | 1,564 |
| U.S. Government agency obligations | $6,110,000 | 6,590 |
| Securities issued by states & political subdivisions | $14,203,000 | 1,396 |
| Other domestic debt securities | $1,620,000 | 1,935 |
| 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 | $1,620,000 | 1,558 |
| 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 | $507,000 | 6,798 |
| Mortgage-backed securities | $3,622,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $3,622,000 | 3,783 |
| Issued or guaranteed by U.S. | $3,622,000 | 3,774 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $22,440,000 | 3,835 |
| Total debt securities | $22,440,000 | 4,362 |
| 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 | $22,826,000 | 4,370 |
| U.S. Government securities | $6,867,000 | 6,533 |
| U.S. Treasury securities | $514,000 | 1,545 |
| U.S. Government agency obligations | $6,353,000 | 6,547 |
| Securities issued by states & political subdivisions | $14,339,000 | 1,385 |
| Other domestic debt securities | $1,620,000 | 1,938 |
| 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 | $1,620,000 | 1,592 |
| 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 | $513,000 | 6,828 |
| Mortgage-backed securities | $3,853,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $3,853,000 | 3,711 |
| Issued or guaranteed by U.S. | $3,853,000 | 3,705 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $22,826,000 | 3,778 |
| Total debt securities | $22,826,000 | 4,308 |
| 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 | $22,506,000 | 4,468 |
| U.S. Government securities | $7,155,000 | 6,521 |
| U.S. Treasury securities | $522,000 | 1,625 |
| U.S. Government agency obligations | $6,633,000 | 6,532 |
| Securities issued by states & political subdivisions | $13,725,000 | 1,421 |
| Other domestic debt securities | $1,626,000 | 2,029 |
| 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 | $1,626,000 | 1,679 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $522,000 | 6,850 |
| Mortgage-backed securities | $4,127,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $4,127,000 | 3,683 |
| Issued or guaranteed by U.S. | $4,127,000 | 3,674 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $22,506,000 | 3,870 |
| Total debt securities | $22,506,000 | 4,397 |
| 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 | $22,900,000 | 4,396 |
| U.S. Government securities | $7,784,000 | 6,298 |
| U.S. Treasury securities | $535,000 | 1,595 |
| U.S. Government agency obligations | $7,249,000 | 6,287 |
| Securities issued by states & political subdivisions | $14,568,000 | 1,343 |
| Other domestic debt securities | $548,000 | 2,895 |
| 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 | $548,000 | 2,480 |
| 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 | $535,000 | 6,825 |
| Mortgage-backed securities | $4,703,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $4,703,000 | 3,520 |
| Issued or guaranteed by U.S. | $4,703,000 | 3,509 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $22,900,000 | 3,818 |
| Total debt securities | $22,900,000 | 4,323 |
| 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 | $22,418,000 | 4,502 |
| U.S. Government securities | $7,845,000 | 6,350 |
| U.S. Treasury securities | $535,000 | 1,702 |
| U.S. Government agency obligations | $7,310,000 | 6,327 |
| Securities issued by states & political subdivisions | $14,034,000 | 1,413 |
| Other domestic debt securities | $539,000 | 2,961 |
| 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 | $539,000 | 2,627 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $535,000 | 6,824 |
| Mortgage-backed securities | $4,772,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $4,772,000 | 3,485 |
| Issued or guaranteed by U.S. | $4,772,000 | 3,474 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $22,418,000 | 3,905 |
| Total debt securities | $22,418,000 | 4,430 |
| 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 | $22,757,000 | 4,404 |
| U.S. Government securities | $8,308,000 | 6,088 |
| U.S. Treasury securities | $542,000 | 1,755 |
| U.S. Government agency obligations | $7,766,000 | 6,061 |
| Securities issued by states & political subdivisions | $13,910,000 | 1,414 |
| Other domestic debt securities | $539,000 | 3,081 |
| 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 | $539,000 | 2,741 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $542,000 | 6,854 |
| Mortgage-backed securities | $5,268,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $5,268,000 | 3,340 |
| Issued or guaranteed by U.S. | $5,268,000 | 3,325 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $22,757,000 | 3,805 |
| Total debt securities | $22,757,000 | 4,321 |
| 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 | $20,222,000 | 4,662 |
| U.S. Government securities | $8,999,000 | 5,811 |
| U.S. Treasury securities | $547,000 | 1,779 |
| U.S. Government agency obligations | $8,452,000 | 5,789 |
| Securities issued by states & political subdivisions | $10,663,000 | 1,812 |
| Other domestic debt securities | $560,000 | 3,142 |
| 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 | $560,000 | 2,788 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,057,000 | 5,243 |
| Mortgage-backed securities | $5,942,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $5,942,000 | 3,188 |
| Issued or guaranteed by U.S. | $5,942,000 | 3,175 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $20,222,000 | 4,053 |
| Total debt securities | $20,223,000 | 4,569 |
| 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 | $15,197,000 | 5,461 |
| U.S. Government securities | $6,640,000 | 6,565 |
| U.S. Treasury securities | $552,000 | 1,804 |
| U.S. Government agency obligations | $6,088,000 | 6,574 |
| Securities issued by states & political subdivisions | $8,002,000 | 2,207 |
| Other domestic debt securities | $555,000 | 3,170 |
| 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 | $555,000 | 2,806 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $552,000 | 6,895 |
| Mortgage-backed securities | $6,088,000 | 3,861 |
| Certificates of participation in pools of residential mortgages | $6,088,000 | 3,109 |
| Issued or guaranteed by U.S. | $6,088,000 | 3,096 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $15,197,000 | 4,747 |
| Total debt securities | $15,197,000 | 5,364 |
| 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 | $555,000 | 9,030 |
| U.S. Government securities | $555,000 | 8,826 |
| U.S. Treasury securities | $555,000 | 1,901 |
| U.S. Government agency obligations | $0 | 8,949 |
| 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 | $555,000 | 6,933 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $555,000 | 8,221 |
| Total debt securities | $555,000 | 8,960 |
| 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 |