Home > Millennial Bank > Securities
Millennial Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $17,418,000 | 3,686 |
| U.S. Government securities | $8,089,000 | 3,726 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $8,089,000 | 3,390 |
| Securities issued by states & political subdivisions | $9,329,000 | 2,512 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,810,000 | 3,358 |
| Mortgage-backed securities | $8,089,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,089,000 | 2,209 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $17,418,000 | 3,441 |
| Total debt securities | $17,418,000 | 3,663 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $16,350,000 | 3,747 |
| U.S. Government securities | $7,856,000 | 3,764 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $7,856,000 | 3,419 |
| Securities issued by states & political subdivisions | $8,494,000 | 2,586 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,142,000 | 3,051 |
| Mortgage-backed securities | $7,856,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,856,000 | 2,230 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $16,350,000 | 3,488 |
| Total debt securities | $16,350,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $17,487,000 | 3,735 |
| U.S. Government securities | $8,395,000 | 3,764 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $8,395,000 | 3,414 |
| Securities issued by states & political subdivisions | $9,092,000 | 2,587 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,618,000 | 3,234 |
| Mortgage-backed securities | $8,395,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,395,000 | 2,219 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $17,487,000 | 3,472 |
| Total debt securities | $17,487,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $17,365,000 | 3,825 |
| U.S. Government securities | $8,710,000 | 3,815 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $8,710,000 | 3,408 |
| Securities issued by states & political subdivisions | $8,655,000 | 2,675 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,477,000 | 2,852 |
| Mortgage-backed securities | $8,710,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,710,000 | 2,243 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $17,365,000 | 3,549 |
| Total debt securities | $17,365,000 | 3,802 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $15,951,000 | 3,905 |
| U.S. Government securities | $8,793,000 | 3,839 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $8,793,000 | 3,413 |
| Securities issued by states & political subdivisions | $7,158,000 | 2,839 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,873,000 | 2,647 |
| Mortgage-backed securities | $8,793,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,793,000 | 2,259 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $15,951,000 | 3,625 |
| Total debt securities | $15,951,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $14,676,000 | 3,984 |
| U.S. Government securities | $8,887,000 | 3,840 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $8,887,000 | 3,409 |
| Securities issued by states & political subdivisions | $5,789,000 | 2,988 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,967,000 | 2,599 |
| Mortgage-backed securities | $8,887,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,887,000 | 2,266 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $14,676,000 | 3,697 |
| Total debt securities | $14,676,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $13,181,000 | 4,081 |
| U.S. Government securities | $8,256,000 | 3,911 |
| U.S. Treasury securities | $1,500,000 | 2,576 |
| U.S. Government agency obligations | $6,756,000 | 3,616 |
| Securities issued by states & political subdivisions | $4,925,000 | 3,150 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,181,000 | 2,463 |
| Mortgage-backed securities | $6,756,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $6,756,000 | 2,598 |
| Issued or guaranteed by U.S. | $6,756,000 | 2,526 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $13,181,000 | 3,799 |
| Total debt securities | $13,181,000 | 4,065 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $13,811,000 | 4,007 |
| U.S. Government securities | $9,458,000 | 3,751 |
| U.S. Treasury securities | $2,000,000 | 2,215 |
| U.S. Government agency obligations | $7,458,000 | 3,547 |
| Securities issued by states & political subdivisions | $4,353,000 | 3,233 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,669,000 | 2,516 |
| Mortgage-backed securities | $7,458,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $7,458,000 | 2,533 |
| Issued or guaranteed by U.S. | $7,458,000 | 2,470 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $13,811,000 | 3,758 |
| Total debt securities | $13,811,000 | 3,992 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $16,025,000 | 3,854 |
| U.S. Government securities | $8,112,000 | 3,731 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $8,112,000 | 3,457 |
| Securities issued by states & political subdivisions | $7,913,000 | 2,895 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,191,000 | 2,565 |
| Mortgage-backed securities | $8,112,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $8,112,000 | 2,455 |
| Issued or guaranteed by U.S. | $8,112,000 | 2,381 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $16,025,000 | 3,640 |
| Total debt securities | $16,025,000 | 3,836 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $17,842,000 | 3,748 |
| U.S. Government securities | $10,358,000 | 3,517 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,358,000 | 3,281 |
| Securities issued by states & political subdivisions | $7,484,000 | 2,928 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,902,000 | 2,502 |
| Mortgage-backed securities | $10,358,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $10,358,000 | 2,265 |
| Issued or guaranteed by U.S. | $10,358,000 | 2,210 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $17,842,000 | 3,527 |
| Total debt securities | $17,842,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $17,942,000 | 3,715 |
| U.S. Government securities | $10,474,000 | 3,481 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $10,474,000 | 3,257 |
| Securities issued by states & political subdivisions | $7,468,000 | 2,923 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,965,000 | 2,464 |
| Mortgage-backed securities | $10,474,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $10,474,000 | 2,216 |
| Issued or guaranteed by U.S. | $10,474,000 | 2,159 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $17,942,000 | 3,485 |
| Total debt securities | $17,942,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $17,847,000 | 3,633 |
| U.S. Government securities | $10,589,000 | 3,367 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $10,589,000 | 3,183 |
| Securities issued by states & political subdivisions | $7,258,000 | 2,918 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,894,000 | 2,460 |
| Mortgage-backed securities | $10,589,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $10,589,000 | 2,153 |
| Issued or guaranteed by U.S. | $10,589,000 | 2,089 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $17,847,000 | 3,417 |
| Total debt securities | $17,847,000 | 3,607 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $16,638,000 | 3,614 |
| U.S. Government securities | $9,115,000 | 3,368 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,115,000 | 3,214 |
| Securities issued by states & political subdivisions | $7,523,000 | 2,871 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,329,000 | 2,775 |
| Mortgage-backed securities | $9,115,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $9,115,000 | 2,171 |
| Issued or guaranteed by U.S. | $9,115,000 | 2,114 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $16,638,000 | 3,397 |
| Total debt securities | $16,638,000 | 3,591 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $15,052,000 | 3,648 |
| U.S. Government securities | $8,513,000 | 3,412 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $8,513,000 | 3,258 |
| Securities issued by states & political subdivisions | $6,539,000 | 2,895 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,568,000 | 2,750 |
| Mortgage-backed securities | $8,513,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $8,513,000 | 2,213 |
| Issued or guaranteed by U.S. | $8,513,000 | 2,148 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $15,052,000 | 3,424 |
| Total debt securities | $15,052,000 | 3,624 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $14,201,000 | 3,710 |
| U.S. Government securities | $8,735,000 | 3,378 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $8,735,000 | 3,223 |
| Securities issued by states & political subdivisions | $5,466,000 | 2,999 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,253,000 | 3,019 |
| Mortgage-backed securities | $8,735,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $8,735,000 | 2,165 |
| Issued or guaranteed by U.S. | $8,735,000 | 2,109 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $14,201,000 | 3,473 |
| Total debt securities | $14,202,000 | 3,688 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $12,478,000 | 3,811 |
| U.S. Government securities | $8,541,000 | 3,469 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,541,000 | 3,313 |
| Securities issued by states & political subdivisions | $3,937,000 | 3,172 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,541,000 | 2,727 |
| Mortgage-backed securities | $8,541,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $8,541,000 | 2,200 |
| Issued or guaranteed by U.S. | $8,541,000 | 2,132 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $12,478,000 | 3,578 |
| Total debt securities | $12,477,000 | 3,789 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $12,591,000 | 3,865 |
| U.S. Government securities | $8,004,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,004,000 | 3,462 |
| Securities issued by states & political subdivisions | $4,587,000 | 3,063 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,004,000 | 2,825 |
| Mortgage-backed securities | $8,004,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $8,004,000 | 2,194 |
| Issued or guaranteed by U.S. | $8,004,000 | 2,136 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $12,591,000 | 3,621 |
| Total debt securities | $12,591,000 | 3,844 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $11,934,000 | 3,978 |
| U.S. Government securities | $0 | 4,960 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $0 | 4,859 |
| Securities issued by states & political subdivisions | $3,760,000 | 3,237 |
| Other domestic debt securities | $8,174,000 | 723 |
| Privately issued residential mortgage-backed securities | $8,174,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,563,000 | 2,799 |
| Mortgage-backed securities | $8,174,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $8,174,000 | 2,163 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $8,174,000 | 68 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $11,934,000 | 3,719 |
| Total debt securities | $11,935,000 | 3,955 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $9,960,000 | 4,208 |
| U.S. Government securities | $0 | 5,009 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $0 | 4,911 |
| Securities issued by states & political subdivisions | $1,056,000 | 3,945 |
| Other domestic debt securities | $8,904,000 | 664 |
| Privately issued residential mortgage-backed securities | $8,904,000 | 156 |
| 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 | $8,746,000 | 2,850 |
| Mortgage-backed securities | $8,904,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $8,904,000 | 2,068 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $8,904,000 | 47 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $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) | $9,960,000 | 3,942 |
| Total debt securities | $9,960,000 | 4,185 |
| 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 | $8,661,000 | 4,382 |
| U.S. Government securities | $8,661,000 | 3,714 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,661,000 | 3,545 |
| 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 | $8,582,000 | 2,895 |
| Mortgage-backed securities | $8,661,000 | 2,736 |
| Certificates of participation in pools of residential mortgages | $8,661,000 | 2,121 |
| Issued or guaranteed by U.S. | $8,661,000 | 2,074 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $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) | $8,661,000 | 4,108 |
| Total debt securities | $8,661,000 | 4,361 |
| 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 | $10,907,000 | 4,225 |
| U.S. Government securities | $4,092,000 | 4,330 |
| U.S. Treasury securities | $998,000 | 1,180 |
| U.S. Government agency obligations | $3,094,000 | 4,320 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $6,815,000 | 736 |
| Privately issued residential mortgage-backed securities | $6,815,000 | 162 |
| 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 | $10,907,000 | 2,654 |
| Mortgage-backed securities | $7,517,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $7,110,000 | 2,300 |
| Issued or guaranteed by U.S. | $295,000 | 3,872 |
| Privately issued | $6,815,000 | 43 |
| Collaterized mortgage obligations | $407,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,606 |
| 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) | $10,907,000 | 3,951 |
| Total debt securities | $10,907,000 | 4,202 |
| 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 | $11,149,000 | 4,256 |
| U.S. Government securities | $10,851,000 | 3,527 |
| U.S. Treasury securities | $750,000 | 1,312 |
| U.S. Government agency obligations | $10,101,000 | 3,459 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $298,000 | 1,794 |
| 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 | $298,000 | 1,435 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,101,000 | 2,729 |
| Mortgage-backed securities | $7,758,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $7,337,000 | 2,294 |
| Issued or guaranteed by U.S. | $7,337,000 | 2,284 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $421,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,602 |
| 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) | $11,149,000 | 3,980 |
| Total debt securities | $11,149,000 | 4,235 |
| 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 | $11,089,000 | 4,320 |
| U.S. Government securities | $10,795,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,795,000 | 3,398 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $294,000 | 1,991 |
| 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 | $294,000 | 1,440 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,802,000 | 2,704 |
| Mortgage-backed securities | $8,213,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $7,762,000 | 2,282 |
| Issued or guaranteed by U.S. | $7,762,000 | 2,178 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $451,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $451,000 | 2,608 |
| 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) | $11,089,000 | 4,042 |
| Total debt securities | $11,089,000 | 4,298 |
| 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 | $11,354,000 | 4,350 |
| U.S. Government securities | $11,060,000 | 3,584 |
| U.S. Treasury securities | $2,497,000 | 843 |
| U.S. Government agency obligations | $8,563,000 | 3,723 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $294,000 | 1,820 |
| 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 | $294,000 | 1,483 |
| 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 | $7,602,000 | 3,131 |
| Mortgage-backed securities | $5,972,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $5,494,000 | 2,674 |
| Issued or guaranteed by U.S. | $5,494,000 | 2,672 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $478,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,583 |
| 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) | $11,354,000 | 4,067 |
| Total debt securities | $11,346,000 | 4,326 |
| 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 | $10,288,000 | 4,493 |
| U.S. Government securities | $10,112,000 | 3,730 |
| U.S. Treasury securities | $1,000,000 | 1,032 |
| U.S. Government agency obligations | $9,112,000 | 3,693 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $176,000 | 1,912 |
| 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 | $176,000 | 1,569 |
| 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 | $8,587,000 | 3,032 |
| Mortgage-backed securities | $6,330,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $6,330,000 | 2,572 |
| Issued or guaranteed by U.S. | $6,330,000 | 2,570 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $10,288,000 | 4,207 |
| Total debt securities | $10,288,000 | 4,465 |
| 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 | $9,710,000 | 4,603 |
| U.S. Government securities | $9,454,000 | 3,808 |
| U.S. Treasury securities | $1,000,000 | 1,034 |
| U.S. Government agency obligations | $8,454,000 | 3,817 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $256,000 | 1,864 |
| 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 | $256,000 | 1,542 |
| 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 | $8,454,000 | 3,107 |
| Mortgage-backed securities | $5,656,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $5,656,000 | 2,728 |
| Issued or guaranteed by U.S. | $5,656,000 | 2,727 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $9,710,000 | 4,312 |
| Total debt securities | $9,710,000 | 4,578 |
| 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 | $9,220,000 | 4,684 |
| U.S. Government securities | $8,946,000 | 3,942 |
| U.S. Treasury securities | $100,000 | 1,329 |
| U.S. Government agency obligations | $8,846,000 | 3,816 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $274,000 | 1,890 |
| 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 | $274,000 | 1,567 |
| 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 | $8,948,000 | 3,059 |
| Mortgage-backed securities | $5,994,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $5,994,000 | 2,711 |
| Issued or guaranteed by U.S. | $5,994,000 | 2,710 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $9,220,000 | 4,394 |
| Total debt securities | $9,220,000 | 4,658 |
| 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 | $9,416,000 | 4,709 |
| U.S. Government securities | $9,142,000 | 3,957 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,142,000 | 3,817 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $274,000 | 1,961 |
| 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 | $274,000 | 1,613 |
| 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 | $9,142,000 | 3,066 |
| Mortgage-backed securities | $6,350,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $6,350,000 | 2,699 |
| Issued or guaranteed by U.S. | $6,350,000 | 2,697 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,416,000 | 4,404 |
| Total debt securities | $9,417,000 | 4,685 |
| 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 | $12,791,000 | 4,414 |
| U.S. Government securities | $12,343,000 | 3,566 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,343,000 | 3,436 |
| Securities issued by states & political subdivisions | $214,000 | 4,817 |
| Other domestic debt securities | $234,000 | 2,019 |
| 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 | $234,000 | 1,659 |
| 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 | $10,952,000 | 2,853 |
| Mortgage-backed securities | $8,686,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $8,686,000 | 2,396 |
| Issued or guaranteed by U.S. | $8,686,000 | 2,394 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $12,791,000 | 4,100 |
| Total debt securities | $12,790,000 | 4,392 |
| 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 | $13,914,000 | 4,339 |
| U.S. Government securities | $13,254,000 | 3,476 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,254,000 | 3,351 |
| Securities issued by states & political subdivisions | $426,000 | 4,739 |
| Other domestic debt securities | $234,000 | 2,025 |
| 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 | $234,000 | 1,662 |
| 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 | $11,520,000 | 2,809 |
| Mortgage-backed securities | $9,473,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $9,473,000 | 2,334 |
| Issued or guaranteed by U.S. | $9,473,000 | 2,334 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $13,914,000 | 4,026 |
| Total debt securities | $13,913,000 | 4,316 |
| 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 | $12,701,000 | 4,522 |
| U.S. Government securities | $12,044,000 | 3,705 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,044,000 | 3,580 |
| Securities issued by states & political subdivisions | $423,000 | 4,779 |
| Other domestic debt securities | $234,000 | 2,057 |
| 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 | $234,000 | 1,673 |
| 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 | $11,876,000 | 2,811 |
| Mortgage-backed securities | $10,070,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $10,070,000 | 2,311 |
| Issued or guaranteed by U.S. | $10,070,000 | 2,307 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $12,701,000 | 4,196 |
| Total debt securities | $12,700,000 | 4,496 |
| 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 | $13,242,000 | 4,536 |
| U.S. Government securities | $12,619,000 | 3,728 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,619,000 | 3,602 |
| Securities issued by states & political subdivisions | $422,000 | 4,818 |
| Other domestic debt securities | $201,000 | 2,097 |
| 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 | $201,000 | 1,708 |
| 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 | $12,991,000 | 2,749 |
| Mortgage-backed securities | $10,658,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $9,656,000 | 2,377 |
| Issued or guaranteed by U.S. | $9,656,000 | 2,376 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,002,000 | 981 |
| Commercial mortgage pass-through securities | $1,002,000 | 637 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $13,242,000 | 4,197 |
| Total debt securities | $13,242,000 | 4,514 |
| 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 | $15,726,000 | 4,366 |
| U.S. Government securities | $15,104,000 | 3,529 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,104,000 | 3,402 |
| Securities issued by states & political subdivisions | $421,000 | 4,852 |
| Other domestic debt securities | $201,000 | 2,080 |
| 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 | $201,000 | 1,696 |
| 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 | $12,991,000 | 2,754 |
| Mortgage-backed securities | $11,983,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $10,990,000 | 2,220 |
| Issued or guaranteed by U.S. | $10,990,000 | 2,218 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $993,000 | 936 |
| Commercial mortgage pass-through securities | $993,000 | 605 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $15,726,000 | 4,010 |
| Total debt securities | $15,726,000 | 4,343 |
| 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 | $15,507,000 | 4,474 |
| U.S. Government securities | $14,885,000 | 3,615 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,885,000 | 3,501 |
| Securities issued by states & political subdivisions | $421,000 | 4,903 |
| Other domestic debt securities | $201,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $201,000 | 1,718 |
| 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 | $12,748,000 | 2,806 |
| Mortgage-backed securities | $12,650,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $11,652,000 | 2,189 |
| Issued or guaranteed by U.S. | $11,652,000 | 2,188 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $998,000 | 900 |
| Commercial mortgage pass-through securities | $998,000 | 586 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,507,000 | 4,113 |
| Total debt securities | $15,506,000 | 4,449 |
| 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 | $15,986,000 | 4,515 |
| U.S. Government securities | $15,362,000 | 3,657 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,362,000 | 3,542 |
| Securities issued by states & political subdivisions | $423,000 | 4,936 |
| Other domestic debt securities | $201,000 | 2,145 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $201,000 | 1,743 |
| 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 | $14,874,000 | 2,620 |
| Mortgage-backed securities | $13,363,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $12,377,000 | 2,172 |
| Issued or guaranteed by U.S. | $12,377,000 | 2,171 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $986,000 | 869 |
| Commercial mortgage pass-through securities | $986,000 | 556 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $15,986,000 | 4,151 |
| Total debt securities | $15,985,000 | 4,498 |
| 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 | $16,755,000 | 4,488 |
| U.S. Government securities | $16,126,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,126,000 | 3,531 |
| Securities issued by states & political subdivisions | $428,000 | 4,942 |
| Other domestic debt securities | $201,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $201,000 | 1,776 |
| 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 | $15,341,000 | 2,609 |
| Mortgage-backed securities | $14,123,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $13,136,000 | 2,127 |
| Issued or guaranteed by U.S. | $13,136,000 | 2,127 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $987,000 | 852 |
| Commercial mortgage pass-through securities | $987,000 | 543 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,755,000 | 4,130 |
| Total debt securities | $16,755,000 | 4,469 |
| 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 | $17,530,000 | 4,492 |
| U.S. Government securities | $15,703,000 | 3,755 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,703,000 | 3,630 |
| Securities issued by states & political subdivisions | $1,629,000 | 4,535 |
| Other domestic debt securities | $198,000 | 2,235 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $198,000 | 1,802 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,104,000 | 2,743 |
| Mortgage-backed securities | $14,717,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $13,742,000 | 2,127 |
| Issued or guaranteed by U.S. | $13,742,000 | 2,125 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $975,000 | 831 |
| Commercial mortgage pass-through securities | $975,000 | 547 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $17,530,000 | 4,123 |
| Total debt securities | $17,530,000 | 4,472 |
| 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 | $22,947,000 | 4,149 |
| U.S. Government securities | $21,157,000 | 3,337 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $21,157,000 | 3,232 |
| Securities issued by states & political subdivisions | $1,592,000 | 4,596 |
| Other domestic debt securities | $198,000 | 2,299 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $198,000 | 1,834 |
| 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 | $16,023,000 | 2,563 |
| Mortgage-backed securities | $17,590,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $16,626,000 | 1,964 |
| Issued or guaranteed by U.S. | $16,626,000 | 1,962 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $964,000 | 803 |
| Commercial mortgage pass-through securities | $964,000 | 543 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $22,947,000 | 3,786 |
| Total debt securities | $22,947,000 | 4,123 |
| 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 | $23,884,000 | 4,114 |
| U.S. Government securities | $22,091,000 | 3,300 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $22,091,000 | 3,202 |
| Securities issued by states & political subdivisions | $1,595,000 | 4,637 |
| Other domestic debt securities | $198,000 | 2,357 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $198,000 | 1,894 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,199,000 | 2,551 |
| Mortgage-backed securities | $18,517,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $17,553,000 | 1,919 |
| Issued or guaranteed by U.S. | $17,553,000 | 1,919 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $964,000 | 799 |
| Commercial mortgage pass-through securities | $964,000 | 539 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $23,884,000 | 3,756 |
| Total debt securities | $23,884,000 | 4,087 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $18,391,000 | 4,610 |
| U.S. Government securities | $16,791,000 | 3,824 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,791,000 | 3,727 |
| Securities issued by states & political subdivisions | $1,402,000 | 4,736 |
| Other domestic debt securities | $198,000 | 2,421 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $198,000 | 1,944 |
| 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 | $13,647,000 | 2,818 |
| Mortgage-backed securities | $11,905,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $10,955,000 | 2,538 |
| Issued or guaranteed by U.S. | $10,955,000 | 2,538 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $950,000 | 785 |
| Commercial mortgage pass-through securities | $950,000 | 532 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $18,391,000 | 4,224 |
| Total debt securities | $18,390,000 | 4,590 |
| 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 | $15,086,000 | 4,923 |
| U.S. Government securities | $13,448,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,448,000 | 4,098 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,757 |
| Other domestic debt securities | $198,000 | 2,475 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $198,000 | 1,985 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,571,000 | 3,073 |
| Mortgage-backed securities | $11,529,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $10,582,000 | 2,580 |
| Issued or guaranteed by U.S. | $10,582,000 | 2,580 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $947,000 | 731 |
| Commercial mortgage pass-through securities | $947,000 | 484 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $15,086,000 | 4,528 |
| Total debt securities | $15,087,000 | 4,900 |
| 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 | $14,682,000 | 5,015 |
| U.S. Government securities | $13,060,000 | 4,286 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,060,000 | 4,182 |
| Securities issued by states & political subdivisions | $1,431,000 | 4,786 |
| Other domestic debt securities | $191,000 | 2,539 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $191,000 | 2,027 |
| 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 | $12,034,000 | 2,988 |
| Mortgage-backed securities | $12,097,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $11,157,000 | 2,520 |
| Issued or guaranteed by U.S. | $11,157,000 | 2,518 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $940,000 | 719 |
| Commercial mortgage pass-through securities | $940,000 | 469 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $14,682,000 | 4,620 |
| Total debt securities | $14,682,000 | 4,985 |
| 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 | $15,652,000 | 4,917 |
| U.S. Government securities | $13,971,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $13,971,000 | 4,050 |
| Securities issued by states & political subdivisions | $1,490,000 | 4,751 |
| Other domestic debt securities | $191,000 | 2,611 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $191,000 | 2,073 |
| 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 | $12,703,000 | 2,892 |
| Mortgage-backed securities | $12,991,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $12,041,000 | 2,402 |
| Issued or guaranteed by U.S. | $12,041,000 | 2,401 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $950,000 | 692 |
| Commercial mortgage pass-through securities | $950,000 | 469 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $15,652,000 | 4,536 |
| Total debt securities | $15,651,000 | 4,887 |
| 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 | $15,944,000 | 4,905 |
| U.S. Government securities | $14,094,000 | 4,175 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,094,000 | 4,075 |
| Securities issued by states & political subdivisions | $1,719,000 | 4,655 |
| Other domestic debt securities | $131,000 | 2,653 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $131,000 | 2,058 |
| 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 | $12,842,000 | 2,916 |
| Mortgage-backed securities | $13,092,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $13,092,000 | 2,318 |
| Issued or guaranteed by U.S. | $13,092,000 | 2,318 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $15,944,000 | 4,534 |
| Total debt securities | $15,944,000 | 4,872 |
| 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 | $12,544,000 | 5,247 |
| U.S. Government securities | $10,704,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,704,000 | 4,495 |
| Securities issued by states & political subdivisions | $1,719,000 | 4,670 |
| Other domestic debt securities | $121,000 | 2,656 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $121,000 | 2,031 |
| 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 | $7,422,000 | 3,743 |
| Mortgage-backed securities | $9,702,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $9,702,000 | 2,693 |
| Issued or guaranteed by U.S. | $9,702,000 | 2,690 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $12,544,000 | 4,866 |
| Total debt securities | $12,554,000 | 5,218 |
| 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 | $11,997,000 | 5,400 |
| U.S. Government securities | $9,727,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,727,000 | 4,743 |
| Securities issued by states & political subdivisions | $2,139,000 | 4,527 |
| Other domestic debt securities | $131,000 | 2,725 |
| 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 | $131,000 | 2,098 |
| 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 | $7,078,000 | 3,872 |
| Mortgage-backed securities | $8,727,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $8,727,000 | 2,973 |
| Issued or guaranteed by U.S. | $8,727,000 | 2,972 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,997,000 | 5,008 |
| Total debt securities | $11,999,000 | 5,372 |
| 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 | $11,897,000 | 5,467 |
| U.S. Government securities | $8,029,000 | 5,201 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,029,000 | 5,104 |
| Securities issued by states & political subdivisions | $3,737,000 | 4,004 |
| Other domestic debt securities | $131,000 | 2,718 |
| 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 | $131,000 | 2,101 |
| 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 | $10,423,000 | 3,273 |
| Mortgage-backed securities | $8,029,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $8,029,000 | 3,113 |
| Issued or guaranteed by U.S. | $8,029,000 | 3,113 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $11,897,000 | 5,073 |
| Total debt securities | $11,897,000 | 5,437 |
| 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 | $8,858,000 | 5,876 |
| U.S. Government securities | $6,115,000 | 5,655 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,115,000 | 5,543 |
| Securities issued by states & political subdivisions | $2,611,000 | 4,262 |
| Other domestic debt securities | $132,000 | 2,707 |
| 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 | $132,000 | 2,101 |
| 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 | $8,497,000 | 3,645 |
| Mortgage-backed securities | $6,115,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $6,115,000 | 3,462 |
| Issued or guaranteed by U.S. | $6,115,000 | 3,460 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $8,858,000 | 5,476 |
| Total debt securities | $8,858,000 | 5,847 |
| 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 | $12,526,000 | 5,408 |
| U.S. Government securities | $6,749,000 | 5,538 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,749,000 | 5,437 |
| Securities issued by states & political subdivisions | $5,646,000 | 3,429 |
| Other domestic debt securities | $131,000 | 2,705 |
| 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 | $131,000 | 2,032 |
| 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 | $7,011,000 | 3,728 |
| Mortgage-backed securities | $6,494,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $6,494,000 | 3,299 |
| Issued or guaranteed by U.S. | $6,494,000 | 3,298 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,526,000 | 4,985 |
| Total debt securities | $12,520,000 | 5,381 |
| 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 | $13,292,000 | 5,280 |
| U.S. Government securities | $7,280,000 | 5,413 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,280,000 | 5,305 |
| Securities issued by states & political subdivisions | $5,728,000 | 3,363 |
| Other domestic debt securities | $284,000 | 2,533 |
| 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 | $284,000 | 1,882 |
| 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 | $7,152,000 | 3,684 |
| Mortgage-backed securities | $7,026,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $7,026,000 | 3,138 |
| Issued or guaranteed by U.S. | $7,026,000 | 3,135 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,292,000 | 4,858 |
| Total debt securities | $13,294,000 | 5,251 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $15,445,000 | 5,076 |
| U.S. Government securities | $6,602,000 | 5,690 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,602,000 | 5,573 |
| Securities issued by states & political subdivisions | $8,559,000 | 2,740 |
| Other domestic debt securities | $284,000 | 2,483 |
| 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 | $284,000 | 1,812 |
| 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 | $7,245,000 | 3,726 |
| Mortgage-backed securities | $6,353,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $6,353,000 | 3,238 |
| Issued or guaranteed by U.S. | $6,353,000 | 3,231 |
| 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) | $15,445,000 | 4,653 |
| Total debt securities | $15,445,000 | 5,042 |
| 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 | $10,056,000 | 5,783 |
| U.S. Government securities | $2,877,000 | 6,503 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,877,000 | 6,384 |
| Securities issued by states & political subdivisions | $6,779,000 | 3,013 |
| Other domestic debt securities | $400,000 | 2,441 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $400,000 | 1,782 |
| 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 | $7,504,000 | 3,671 |
| Mortgage-backed securities | $2,634,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $2,634,000 | 4,118 |
| Issued or guaranteed by U.S. | $2,634,000 | 4,107 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $10,056,000 | 5,344 |
| Total debt securities | $10,056,000 | 5,753 |
| 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 | $9,470,000 | 5,791 |
| U.S. Government securities | $3,105,000 | 6,357 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,105,000 | 6,233 |
| Securities issued by states & political subdivisions | $5,965,000 | 3,190 |
| Other domestic debt securities | $400,000 | 2,589 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $400,000 | 1,795 |
| 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 | $7,469,000 | 3,629 |
| Mortgage-backed securities | $2,862,000 | 4,529 |
| Certificates of participation in pools of residential mortgages | $2,862,000 | 3,943 |
| Issued or guaranteed by U.S. | $2,862,000 | 3,933 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $9,470,000 | 5,341 |
| Total debt securities | $9,470,000 | 5,751 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $10,110,000 | 5,647 |
| U.S. Government securities | $3,328,000 | 6,340 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,328,000 | 6,220 |
| Securities issued by states & political subdivisions | $6,382,000 | 3,018 |
| Other domestic debt securities | $400,000 | 2,676 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $400,000 | 1,816 |
| 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 | $7,713,000 | 3,620 |
| Mortgage-backed securities | $3,076,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $3,076,000 | 3,855 |
| Issued or guaranteed by U.S. | $3,076,000 | 3,846 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $10,110,000 | 5,196 |
| Total debt securities | $10,110,000 | 5,612 |
| 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 | $10,495,000 | 5,652 |
| U.S. Government securities | $4,276,000 | 6,219 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,276,000 | 6,101 |
| Securities issued by states & political subdivisions | $5,819,000 | 3,054 |
| Other domestic debt securities | $400,000 | 2,666 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $400,000 | 1,765 |
| 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 | $9,409,000 | 3,337 |
| Mortgage-backed securities | $1,927,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $1,927,000 | 4,320 |
| Issued or guaranteed by U.S. | $1,927,000 | 4,312 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $10,495,000 | 5,186 |
| Total debt securities | $10,496,000 | 5,611 |
| 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 | $10,462,000 | 5,706 |
| U.S. Government securities | $4,144,000 | 6,342 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,144,000 | 6,233 |
| Securities issued by states & political subdivisions | $5,917,000 | 3,009 |
| Other domestic debt securities | $401,000 | 2,724 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $401,000 | 1,780 |
| 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 | $9,084,000 | 3,480 |
| Mortgage-backed securities | $824,000 | 5,413 |
| Certificates of participation in pools of residential mortgages | $824,000 | 4,995 |
| Issued or guaranteed by U.S. | $824,000 | 4,985 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $10,462,000 | 5,230 |
| Total debt securities | $10,463,000 | 5,664 |
| 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 | $9,658,000 | 5,855 |
| U.S. Government securities | $3,326,000 | 6,580 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,326,000 | 6,484 |
| Securities issued by states & political subdivisions | $5,930,000 | 3,015 |
| Other domestic debt securities | $402,000 | 2,774 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $402,000 | 1,815 |
| 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 | $8,583,000 | 3,590 |
| Mortgage-backed securities | $994,000 | 5,385 |
| Certificates of participation in pools of residential mortgages | $994,000 | 4,963 |
| Issued or guaranteed by U.S. | $994,000 | 4,954 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $9,658,000 | 5,380 |
| Total debt securities | $9,657,000 | 5,820 |
| 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 | $9,988,000 | 5,838 |
| U.S. Government securities | $3,520,000 | 6,575 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,520,000 | 6,481 |
| Securities issued by states & political subdivisions | $6,068,000 | 2,980 |
| Other domestic debt securities | $400,000 | 2,878 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $400,000 | 1,914 |
| 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 | $8,889,000 | 3,554 |
| Mortgage-backed securities | $1,144,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $1,144,000 | 4,977 |
| Issued or guaranteed by U.S. | $1,144,000 | 4,965 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $9,988,000 | 5,350 |
| Total debt securities | $9,989,000 | 5,794 |
| 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 | $9,399,000 | 5,931 |
| U.S. Government securities | $3,723,000 | 6,540 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,723,000 | 6,450 |
| Securities issued by states & political subdivisions | $5,276,000 | 3,123 |
| Other domestic debt securities | $400,000 | 2,936 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $400,000 | 1,978 |
| 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 | $8,794,000 | 3,574 |
| Mortgage-backed securities | $1,382,000 | 5,357 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,924 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,910 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,399,000 | 5,429 |
| Total debt securities | $9,398,000 | 5,882 |
| 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 | $9,682,000 | 5,951 |
| U.S. Government securities | $4,027,000 | 6,562 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,027,000 | 6,477 |
| Securities issued by states & political subdivisions | $5,255,000 | 3,075 |
| Other domestic debt securities | $400,000 | 2,863 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,066 |
| 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 | $8,855,000 | 3,617 |
| Mortgage-backed securities | $1,663,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 4,895 |
| Issued or guaranteed by U.S. | $1,663,000 | 4,880 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $9,682,000 | 5,428 |
| Total debt securities | $9,681,000 | 5,897 |
| 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 | $12,381,000 | 5,523 |
| U.S. Government securities | $5,886,000 | 6,147 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,886,000 | 6,062 |
| Securities issued by states & political subdivisions | $6,095,000 | 2,840 |
| Other domestic debt securities | $400,000 | 2,806 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,021 |
| 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 | $11,539,000 | 3,205 |
| Mortgage-backed securities | $3,861,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $3,861,000 | 4,063 |
| Issued or guaranteed by U.S. | $3,861,000 | 4,051 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $12,381,000 | 5,011 |
| Total debt securities | $12,380,000 | 5,477 |
| 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 | $15,506,000 | 4,996 |
| U.S. Government securities | $8,805,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,805,000 | 5,279 |
| Securities issued by states & political subdivisions | $6,301,000 | 2,757 |
| Other domestic debt securities | $400,000 | 2,776 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,006 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,863,000 | 2,750 |
| Mortgage-backed securities | $6,835,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | $6,835,000 | 3,196 |
| Issued or guaranteed by U.S. | $6,835,000 | 3,184 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $15,506,000 | 4,494 |
| Total debt securities | $15,505,000 | 4,956 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $16,962,000 | 4,838 |
| U.S. Government securities | $10,460,000 | 5,024 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,460,000 | 4,944 |
| Securities issued by states & political subdivisions | $6,102,000 | 2,830 |
| Other domestic debt securities | $400,000 | 2,751 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,025 |
| 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 | $15,052,000 | 2,673 |
| Mortgage-backed securities | $7,002,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $7,002,000 | 3,156 |
| Issued or guaranteed by U.S. | $7,002,000 | 3,142 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $16,962,000 | 4,349 |
| Total debt securities | $16,962,000 | 4,782 |
| 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 | $14,225,000 | 5,221 |
| U.S. Government securities | $7,599,000 | 5,715 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,599,000 | 5,628 |
| Securities issued by states & political subdivisions | $6,226,000 | 2,811 |
| Other domestic debt securities | $400,000 | 2,692 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 1,979 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,812,000 | 2,794 |
| Mortgage-backed securities | $4,591,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $4,591,000 | 3,646 |
| Issued or guaranteed by U.S. | $4,591,000 | 3,630 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $14,225,000 | 4,725 |
| Total debt securities | $14,225,000 | 5,162 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $13,121,000 | 5,475 |
| U.S. Government securities | $6,581,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,581,000 | 6,015 |
| Securities issued by states & political subdivisions | $6,140,000 | 2,817 |
| Other domestic debt securities | $400,000 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 1,855 |
| 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 | $10,321,000 | 3,340 |
| Mortgage-backed securities | $3,587,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $3,587,000 | 3,681 |
| Issued or guaranteed by U.S. | $3,587,000 | 3,666 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $13,121,000 | 4,915 |
| Total debt securities | $13,119,000 | 5,422 |
| 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 | $12,439,000 | 5,654 |
| U.S. Government securities | $6,062,000 | 6,359 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,062,000 | 6,250 |
| Securities issued by states & political subdivisions | $5,957,000 | 2,828 |
| Other domestic debt securities | $420,000 | 2,455 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $420,000 | 1,820 |
| 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 | $10,501,000 | 3,345 |
| Mortgage-backed securities | $3,107,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $3,107,000 | 3,698 |
| Issued or guaranteed by U.S. | $3,107,000 | 3,682 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,439,000 | 5,077 |
| Total debt securities | $12,439,000 | 5,600 |
| 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 | $10,827,000 | 5,951 |
| U.S. Government securities | $5,126,000 | 6,684 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,126,000 | 6,557 |
| Securities issued by states & political subdivisions | $5,281,000 | 2,992 |
| Other domestic debt securities | $420,000 | 2,405 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $420,000 | 1,783 |
| 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 | $8,490,000 | 3,681 |
| Mortgage-backed securities | $2,229,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 4,055 |
| Issued or guaranteed by U.S. | $2,229,000 | 4,043 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,827,000 | 5,340 |
| Total debt securities | $10,826,000 | 5,896 |
| 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 | $11,119,000 | 5,904 |
| U.S. Government securities | $5,295,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,295,000 | 6,554 |
| Securities issued by states & political subdivisions | $5,404,000 | 2,969 |
| Other domestic debt securities | $420,000 | 2,432 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $420,000 | 1,829 |
| 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 | $8,727,000 | 3,657 |
| Mortgage-backed securities | $2,369,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $2,369,000 | 3,990 |
| Issued or guaranteed by U.S. | $2,369,000 | 3,972 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,119,000 | 5,287 |
| Total debt securities | $11,119,000 | 5,848 |
| 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 | $10,695,000 | 6,032 |
| U.S. Government securities | $5,386,000 | 6,704 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,386,000 | 6,574 |
| Securities issued by states & political subdivisions | $4,889,000 | 3,155 |
| Other domestic debt securities | $420,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $420,000 | 1,879 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,487,000 | 3,694 |
| Mortgage-backed securities | $2,470,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 3,939 |
| Issued or guaranteed by U.S. | $2,470,000 | 3,927 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $10,695,000 | 5,398 |
| Total debt securities | $10,694,000 | 5,976 |
| 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 | $10,634,000 | 6,074 |
| U.S. Government securities | $5,477,000 | 6,722 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,477,000 | 6,586 |
| Securities issued by states & political subdivisions | $4,737,000 | 3,166 |
| Other domestic debt securities | $420,000 | 2,500 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $420,000 | 1,924 |
| 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 | $8,466,000 | 3,712 |
| Mortgage-backed securities | $2,567,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $2,567,000 | 3,887 |
| Issued or guaranteed by U.S. | $2,567,000 | 3,866 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $10,634,000 | 5,422 |
| Total debt securities | $10,633,000 | 6,018 |
| 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 | $9,652,000 | 6,303 |
| U.S. Government securities | $5,522,000 | 6,734 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,522,000 | 6,597 |
| Securities issued by states & political subdivisions | $3,620,000 | 3,544 |
| Other domestic debt securities | $510,000 | 2,318 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $510,000 | 1,753 |
| 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 | $8,417,000 | 3,713 |
| Mortgage-backed securities | $2,683,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $2,683,000 | 3,832 |
| Issued or guaranteed by U.S. | $2,683,000 | 3,817 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,652,000 | 5,615 |
| Total debt securities | $9,651,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,409,000 | 6,440 |
| U.S. Government securities | $5,728,000 | 6,705 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,728,000 | 6,560 |
| Securities issued by states & political subdivisions | $3,681,000 | 3,532 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,670,000 | 3,670 |
| Mortgage-backed securities | $2,849,000 | 4,365 |
| Certificates of participation in pools of residential mortgages | $2,849,000 | 3,796 |
| Issued or guaranteed by U.S. | $2,849,000 | 3,780 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,409,000 | 5,723 |
| Total debt securities | $9,408,000 | 6,379 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,601,000 | 6,425 |
| U.S. Government securities | $5,914,000 | 6,680 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,914,000 | 6,530 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,552 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,584,000 | 3,873 |
| Mortgage-backed securities | $2,997,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $2,997,000 | 3,748 |
| Issued or guaranteed by U.S. | $2,997,000 | 3,732 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,601,000 | 5,702 |
| Total debt securities | $9,600,000 | 6,367 |
| 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 | $9,813,000 | 6,366 |
| U.S. Government securities | $6,171,000 | 6,585 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,171,000 | 6,448 |
| Securities issued by states & political subdivisions | $3,642,000 | 3,561 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,602,000 | 3,865 |
| Mortgage-backed securities | $3,234,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $3,234,000 | 3,705 |
| Issued or guaranteed by U.S. | $3,234,000 | 3,691 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,813,000 | 5,636 |
| Total debt securities | $9,813,000 | 6,304 |
| 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 | $10,113,000 | 6,347 |
| U.S. Government securities | $6,544,000 | 6,535 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,544,000 | 6,396 |
| Securities issued by states & political subdivisions | $3,569,000 | 3,568 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,995,000 | 4,013 |
| Mortgage-backed securities | $3,565,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $3,565,000 | 3,670 |
| Issued or guaranteed by U.S. | $3,565,000 | 3,656 |
| 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) | $10,113,000 | 5,614 |
| Total debt securities | $10,115,000 | 6,282 |
| 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 | $10,208,000 | 6,398 |
| U.S. Government securities | $6,730,000 | 6,543 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,730,000 | 6,399 |
| Securities issued by states & political subdivisions | $3,478,000 | 3,595 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,167,000 | 3,989 |
| Mortgage-backed securities | $3,825,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $3,825,000 | 3,662 |
| Issued or guaranteed by U.S. | $3,825,000 | 3,653 |
| 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) | $10,208,000 | 5,660 |
| Total debt securities | $10,209,000 | 6,336 |
| 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 | $9,365,000 | 6,597 |
| U.S. Government securities | $7,070,000 | 6,439 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,070,000 | 6,299 |
| Securities issued by states & political subdivisions | $2,295,000 | 4,173 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,158,000 | 4,549 |
| Mortgage-backed securities | $4,100,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $4,100,000 | 3,594 |
| Issued or guaranteed by U.S. | $4,100,000 | 3,586 |
| 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) | $9,365,000 | 5,845 |
| Total debt securities | $9,365,000 | 6,537 |
| 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 | $9,225,000 | 6,674 |
| U.S. Government securities | $7,397,000 | 6,391 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,397,000 | 6,227 |
| Securities issued by states & political subdivisions | $1,828,000 | 4,478 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,303,000 | 4,497 |
| Mortgage-backed securities | $4,411,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $4,411,000 | 3,517 |
| Issued or guaranteed by U.S. | $4,411,000 | 3,511 |
| 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) | $9,225,000 | 5,912 |
| Total debt securities | $9,225,000 | 6,609 |
| 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 | $12,239,000 | 6,109 |
| U.S. Government securities | $10,470,000 | 5,670 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,470,000 | 5,511 |
| Securities issued by states & political subdivisions | $1,769,000 | 4,535 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,894,000 | 4,633 |
| Mortgage-backed securities | $7,563,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $7,563,000 | 2,803 |
| Issued or guaranteed by U.S. | $7,563,000 | 2,795 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,239,000 | 5,358 |
| Total debt securities | $12,239,000 | 6,039 |
| 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 | $11,407,000 | 6,277 |
| U.S. Government securities | $10,053,000 | 5,720 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,053,000 | 5,579 |
| Securities issued by states & political subdivisions | $1,354,000 | 4,844 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,922,000 | 4,581 |
| Mortgage-backed securities | $5,315,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $5,315,000 | 3,350 |
| Issued or guaranteed by U.S. | $5,315,000 | 3,341 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,407,000 | 5,551 |
| Total debt securities | $11,407,000 | 6,194 |
| 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 | $13,406,000 | 5,910 |
| U.S. Government securities | $12,215,000 | 5,269 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,215,000 | 5,105 |
| Securities issued by states & political subdivisions | $1,191,000 | 5,028 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,302,000 | 5,659 |
| Mortgage-backed securities | $4,410,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $4,410,000 | 3,605 |
| Issued or guaranteed by U.S. | $4,410,000 | 3,593 |
| 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) | $13,406,000 | 5,153 |
| Total debt securities | $13,406,000 | 5,816 |
| 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 | $13,049,000 | 5,909 |
| U.S. Government securities | $12,720,000 | 4,993 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,720,000 | 4,842 |
| Securities issued by states & political subdivisions | $329,000 | 6,095 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,387,000 | 6,255 |
| Mortgage-backed securities | $4,904,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $4,904,000 | 3,449 |
| Issued or guaranteed by U.S. | $4,904,000 | 3,434 |
| 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) | $13,049,000 | 5,177 |
| Total debt securities | $13,049,000 | 5,820 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,082,000 | 6,475 |
| U.S. Government securities | $9,987,000 | 5,562 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,987,000 | 5,392 |
| Securities issued by states & political subdivisions | $95,000 | 6,625 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,581,000 | 6,101 |
| Mortgage-backed securities | $4,884,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $4,884,000 | 3,473 |
| Issued or guaranteed by U.S. | $4,884,000 | 3,461 |
| 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) | $10,082,000 | 5,713 |
| Total debt securities | $10,081,000 | 6,378 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,019,000 | 1,207 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,741,000 | 6,778 |
| U.S. Government securities | $8,646,000 | 5,946 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,646,000 | 5,766 |
| Securities issued by states & political subdivisions | $95,000 | 6,620 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,000 | 6,027 |
| Mortgage-backed securities | $5,557,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $5,557,000 | 3,260 |
| Issued or guaranteed by U.S. | $5,557,000 | 3,249 |
| 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) | $8,741,000 | 5,995 |
| Total debt securities | $8,741,000 | 6,681 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,017,000 | 946 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,337,000 | 6,674 |
| U.S. Government securities | $9,242,000 | 5,791 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,242,000 | 5,595 |
| Securities issued by states & political subdivisions | $95,000 | 6,652 |
| 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 | $1,983,000 | 5,916 |
| Mortgage-backed securities | $6,138,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $6,138,000 | 3,044 |
| Issued or guaranteed by U.S. | $6,138,000 | 3,031 |
| 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) | $9,337,000 | 5,877 |
| Total debt securities | $9,336,000 | 6,578 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,016,000 | 833 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,137,000 | 8,818 |
| U.S. Government securities | $2,043,000 | 8,455 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,043,000 | 8,253 |
| Securities issued by states & political subdivisions | $94,000 | 6,818 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,708,000 | 6,157 |
| Mortgage-backed securities | $531,000 | 6,307 |
| Certificates of participation in pools of residential mortgages | $531,000 | 5,674 |
| Issued or guaranteed by U.S. | $531,000 | 5,653 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,137,000 | 7,880 |
| Total debt securities | $2,136,000 | 8,732 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $8,863,000 | 7,131 |
| U.S. Government securities | $8,671,000 | 6,280 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,671,000 | 5,936 |
| Securities issued by states & political subdivisions | $90,000 | 7,041 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 6,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,632,000 | 4,395 |
| Mortgage-backed securities | $717,000 | 5,835 |
| Certificates of participation in pools of residential mortgages | $717,000 | 5,118 |
| Issued or guaranteed by U.S. | $717,000 | 5,104 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,863,000 | 6,027 |
| Total debt securities | $8,761,000 | 7,037 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,694,000 | 7,455 |
| U.S. Government securities | $8,503,000 | 6,596 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,503,000 | 6,066 |
| Securities issued by states & political subdivisions | $89,000 | 7,399 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 6,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,352,000 | 4,917 |
| Mortgage-backed securities | $806,000 | 6,059 |
| Certificates of participation in pools of residential mortgages | $806,000 | 5,286 |
| Issued or guaranteed by U.S. | $806,000 | 5,277 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $8,694,000 | 6,235 |
| Total debt securities | $8,592,000 | 7,371 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,516,000 | 8,574 |
| U.S. Government securities | $5,516,000 | 7,799 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,516,000 | 6,951 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 6,914 |
| Mortgage-backed securities | $1,006,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $1,006,000 | 5,260 |
| Issued or guaranteed by U.S. | $1,006,000 | 5,242 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,516,000 | 7,175 |
| Total debt securities | $5,516,000 | 8,454 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $0 | 10,855 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $0 | 10,722 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |