Home > Merchants and Manufacturers Bank > Securities
Merchants and Manufacturers Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $8,201,000 | 4,086 |
| U.S. Government securities | $7,756,000 | 3,749 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $7,756,000 | 3,424 |
| Securities issued by states & political subdivisions | $445,000 | 3,666 |
| 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 | $3,872,000 | 3,456 |
| Mortgage-backed securities | $7,756,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,000 | 3,566 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,403 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,904,000 | 607 |
| Other commercial mortgage-backed securities | $1,438,000 | 1,019 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $8,201,000 | 3,826 |
| Total debt securities | $8,201,000 | 4,062 |
| 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 | $7,968,000 | 4,120 |
| U.S. Government securities | $7,534,000 | 3,789 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $7,534,000 | 3,444 |
| Securities issued by states & political subdivisions | $434,000 | 3,707 |
| 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 | $4,038,000 | 3,421 |
| Mortgage-backed securities | $7,534,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,000 | 3,587 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 2,387 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,681,000 | 619 |
| Other commercial mortgage-backed securities | $1,423,000 | 1,017 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $7,968,000 | 3,841 |
| Total debt securities | $7,969,000 | 4,098 |
| 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 | $7,356,000 | 4,184 |
| U.S. Government securities | $6,907,000 | 3,892 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,907,000 | 3,536 |
| Securities issued by states & political subdivisions | $449,000 | 3,743 |
| 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 | $3,534,000 | 3,470 |
| Mortgage-backed securities | $6,907,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,000 | 3,599 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 2,375 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,978,000 | 656 |
| Other commercial mortgage-backed securities | $1,470,000 | 1,015 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $7,356,000 | 3,903 |
| Total debt securities | $7,356,000 | 4,163 |
| 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 | $7,059,000 | 4,267 |
| U.S. Government securities | $6,605,000 | 3,986 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,605,000 | 3,571 |
| Securities issued by states & political subdivisions | $454,000 | 3,789 |
| 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 | $3,602,000 | 3,421 |
| Mortgage-backed securities | $6,605,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,000 | 3,643 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,404 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,503,000 | 719 |
| Other commercial mortgage-backed securities | $1,615,000 | 1,009 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $7,059,000 | 3,984 |
| Total debt securities | $7,058,000 | 4,244 |
| 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 | $6,542,000 | 4,330 |
| U.S. Government securities | $6,093,000 | 4,048 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $6,093,000 | 3,625 |
| Securities issued by states & political subdivisions | $449,000 | 3,827 |
| 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 | $3,598,000 | 3,356 |
| Mortgage-backed securities | $6,093,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,000 | 3,674 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 2,409 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,466,000 | 724 |
| Other commercial mortgage-backed securities | $1,118,000 | 1,087 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $6,542,000 | 4,035 |
| Total debt securities | $6,542,000 | 4,304 |
| 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 | $6,141,000 | 4,378 |
| U.S. Government securities | $5,698,000 | 4,091 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $5,698,000 | 3,678 |
| Securities issued by states & political subdivisions | $443,000 | 3,860 |
| 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 | $3,680,000 | 3,319 |
| Mortgage-backed securities | $5,698,000 | 3,070 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,000 | 3,693 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,420 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,515,000 | 735 |
| Other commercial mortgage-backed securities | $636,000 | 1,234 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $6,141,000 | 4,088 |
| Total debt securities | $6,141,000 | 4,352 |
| 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 | $5,474,000 | 4,433 |
| U.S. Government securities | $5,014,000 | 4,173 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $5,014,000 | 3,785 |
| Securities issued by states & political subdivisions | $460,000 | 3,896 |
| 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 | $3,620,000 | 3,333 |
| Mortgage-backed securities | $5,014,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $78,000 | 3,788 |
| Issued or guaranteed by U.S. | $78,000 | 3,717 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $513,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 2,427 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,423,000 | 1,227 |
| Commercial mortgage pass-through securities | $3,748,000 | 801 |
| Other commercial mortgage-backed securities | $675,000 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $5,474,000 | 4,158 |
| Total debt securities | $5,475,000 | 4,417 |
| 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 | $5,704,000 | 4,374 |
| U.S. Government securities | $5,239,000 | 4,076 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $5,239,000 | 3,754 |
| Securities issued by states & political subdivisions | $465,000 | 3,913 |
| 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 | $3,474,000 | 3,346 |
| Mortgage-backed securities | $5,239,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $86,000 | 3,802 |
| Issued or guaranteed by U.S. | $86,000 | 3,738 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $562,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 2,399 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,591,000 | 1,199 |
| Commercial mortgage pass-through securities | $3,890,000 | 793 |
| Other commercial mortgage-backed securities | $701,000 | 1,281 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $5,704,000 | 4,121 |
| Total debt securities | $5,704,000 | 4,356 |
| 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 | $5,185,000 | 4,379 |
| U.S. Government securities | $4,696,000 | 4,022 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,696,000 | 3,779 |
| Securities issued by states & political subdivisions | $489,000 | 3,944 |
| 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 | $3,634,000 | 3,328 |
| Mortgage-backed securities | $4,196,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $101,000 | 3,815 |
| Issued or guaranteed by U.S. | $101,000 | 3,738 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $800,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $800,000 | 2,316 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,295,000 | 1,313 |
| Commercial mortgage pass-through securities | $3,295,000 | 835 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $5,185,000 | 4,148 |
| Total debt securities | $5,185,000 | 4,359 |
| 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 | $5,915,000 | 4,363 |
| U.S. Government securities | $5,426,000 | 3,948 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,426,000 | 3,730 |
| Securities issued by states & political subdivisions | $489,000 | 3,991 |
| 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 | $3,214,000 | 3,420 |
| Mortgage-backed securities | $4,418,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $112,000 | 3,859 |
| Issued or guaranteed by U.S. | $112,000 | 3,789 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,087,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $1,087,000 | 2,232 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,219,000 | 1,317 |
| Commercial mortgage pass-through securities | $3,203,000 | 845 |
| Other commercial mortgage-backed securities | $16,000 | 1,418 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $5,915,000 | 4,135 |
| Total debt securities | $5,915,000 | 4,341 |
| 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 | $6,322,000 | 4,341 |
| U.S. Government securities | $5,829,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,829,000 | 3,682 |
| Securities issued by states & political subdivisions | $493,000 | 4,010 |
| 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 | $3,557,000 | 3,364 |
| Mortgage-backed securities | $4,812,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $120,000 | 3,866 |
| Issued or guaranteed by U.S. | $120,000 | 3,792 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,175,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $1,175,000 | 2,188 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,517,000 | 1,284 |
| Commercial mortgage pass-through securities | $3,242,000 | 841 |
| Other commercial mortgage-backed securities | $275,000 | 1,348 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,322,000 | 4,109 |
| Total debt securities | $6,323,000 | 4,320 |
| 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 | $6,564,000 | 4,298 |
| U.S. Government securities | $6,070,000 | 3,775 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,070,000 | 3,591 |
| Securities issued by states & political subdivisions | $494,000 | 4,022 |
| 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 | $3,706,000 | 3,328 |
| Mortgage-backed securities | $5,044,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $132,000 | 3,854 |
| Issued or guaranteed by U.S. | $132,000 | 3,775 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,322,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $1,322,000 | 2,119 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,590,000 | 1,242 |
| Commercial mortgage pass-through securities | $3,240,000 | 829 |
| Other commercial mortgage-backed securities | $350,000 | 1,318 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,564,000 | 4,067 |
| Total debt securities | $6,564,000 | 4,276 |
| 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 | $6,481,000 | 4,282 |
| U.S. Government securities | $5,883,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,883,000 | 3,534 |
| Securities issued by states & political subdivisions | $598,000 | 4,002 |
| 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 | $3,960,000 | 3,284 |
| Mortgage-backed securities | $4,849,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $144,000 | 3,839 |
| Issued or guaranteed by U.S. | $144,000 | 3,767 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,501,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,501,000 | 2,106 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,204,000 | 1,240 |
| Commercial mortgage pass-through securities | $2,806,000 | 843 |
| Other commercial mortgage-backed securities | $398,000 | 1,281 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,481,000 | 4,052 |
| Total debt securities | $6,481,000 | 4,258 |
| 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 | $7,637,000 | 4,175 |
| U.S. Government securities | $6,789,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,789,000 | 3,431 |
| Securities issued by states & political subdivisions | $848,000 | 3,908 |
| 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 | $3,817,000 | 3,334 |
| Mortgage-backed securities | $5,746,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $153,000 | 3,835 |
| Issued or guaranteed by U.S. | $153,000 | 3,762 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,733,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $1,733,000 | 2,076 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,860,000 | 1,145 |
| Commercial mortgage pass-through securities | $3,277,000 | 775 |
| Other commercial mortgage-backed securities | $583,000 | 1,186 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,637,000 | 3,931 |
| Total debt securities | $7,636,000 | 4,150 |
| 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 | $7,965,000 | 4,162 |
| U.S. Government securities | $7,283,000 | 3,549 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,283,000 | 3,392 |
| Securities issued by states & political subdivisions | $682,000 | 3,969 |
| 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 | $4,047,000 | 3,332 |
| Mortgage-backed securities | $6,232,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $167,000 | 3,832 |
| Issued or guaranteed by U.S. | $167,000 | 3,762 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,995,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 2,044 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,070,000 | 1,096 |
| Commercial mortgage pass-through securities | $3,301,000 | 762 |
| Other commercial mortgage-backed securities | $769,000 | 1,130 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $7,965,000 | 3,919 |
| Total debt securities | $7,965,000 | 4,138 |
| 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 | $8,283,000 | 4,175 |
| U.S. Government securities | $7,607,000 | 3,570 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,607,000 | 3,418 |
| Securities issued by states & political subdivisions | $676,000 | 3,955 |
| 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 | $4,826,000 | 3,204 |
| Mortgage-backed securities | $6,551,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $184,000 | 3,854 |
| Issued or guaranteed by U.S. | $184,000 | 3,774 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,239,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,239,000 | 1,991 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,128,000 | 1,068 |
| Commercial mortgage pass-through securities | $3,328,000 | 740 |
| Other commercial mortgage-backed securities | $800,000 | 1,098 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $8,283,000 | 3,927 |
| Total debt securities | $8,283,000 | 4,148 |
| 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 | $8,247,000 | 4,225 |
| U.S. Government securities | $7,570,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,570,000 | 3,507 |
| Securities issued by states & political subdivisions | $677,000 | 3,978 |
| 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 | $4,778,000 | 3,258 |
| Mortgage-backed securities | $6,530,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $194,000 | 3,863 |
| Issued or guaranteed by U.S. | $194,000 | 3,797 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,311,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $2,311,000 | 1,988 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,025,000 | 1,056 |
| Commercial mortgage pass-through securities | $3,218,000 | 734 |
| Other commercial mortgage-backed securities | $807,000 | 1,065 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $8,247,000 | 3,973 |
| Total debt securities | $8,247,000 | 4,201 |
| 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 | $8,141,000 | 4,307 |
| U.S. Government securities | $7,337,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,337,000 | 3,586 |
| Securities issued by states & political subdivisions | $804,000 | 3,977 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,768,000 | 3,320 |
| Mortgage-backed securities | $6,293,000 | 2,971 |
| Certificates of participation in pools of residential mortgages | $208,000 | 3,889 |
| Issued or guaranteed by U.S. | $208,000 | 3,819 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,970,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $1,970,000 | 2,077 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,115,000 | 1,047 |
| Commercial mortgage pass-through securities | $3,277,000 | 731 |
| Other commercial mortgage-backed securities | $838,000 | 1,026 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $8,141,000 | 4,051 |
| Total debt securities | $8,141,000 | 4,284 |
| 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 | $8,774,000 | 4,314 |
| U.S. Government securities | $7,970,000 | 3,750 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,970,000 | 3,580 |
| Securities issued by states & political subdivisions | $804,000 | 4,045 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,566,000 | 3,397 |
| Mortgage-backed securities | $6,426,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $224,000 | 3,905 |
| Issued or guaranteed by U.S. | $224,000 | 3,841 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,031,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000 | 2,035 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,171,000 | 1,015 |
| Commercial mortgage pass-through securities | $3,278,000 | 737 |
| Other commercial mortgage-backed securities | $893,000 | 1,002 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $8,774,000 | 4,045 |
| Total debt securities | $8,773,000 | 4,292 |
| 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 | $8,369,000 | 4,402 |
| U.S. Government securities | $7,438,000 | 3,864 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,438,000 | 3,696 |
| Securities issued by states & political subdivisions | $931,000 | 4,066 |
| 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 | $8,071,000 | 2,969 |
| Mortgage-backed securities | $5,908,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $232,000 | 3,934 |
| Issued or guaranteed by U.S. | $232,000 | 3,864 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,074,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,074,000 | 2,025 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,602,000 | 1,015 |
| Commercial mortgage pass-through securities | $2,714,000 | 788 |
| Other commercial mortgage-backed securities | $888,000 | 934 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $8,369,000 | 4,131 |
| Total debt securities | $8,368,000 | 4,380 |
| 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 | $9,133,000 | 4,378 |
| U.S. Government securities | $7,960,000 | 3,816 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,960,000 | 3,649 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,017 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,826,000 | 2,880 |
| Mortgage-backed securities | $5,941,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $244,000 | 3,961 |
| Issued or guaranteed by U.S. | $244,000 | 3,905 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,115,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $2,115,000 | 2,012 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,582,000 | 993 |
| Commercial mortgage pass-through securities | $2,678,000 | 784 |
| Other commercial mortgage-backed securities | $904,000 | 886 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $9,133,000 | 4,096 |
| Total debt securities | $9,135,000 | 4,358 |
| 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 | $8,277,000 | 4,498 |
| U.S. Government securities | $6,701,000 | 4,029 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,701,000 | 3,876 |
| Securities issued by states & political subdivisions | $1,576,000 | 3,932 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,281,000 | 3,236 |
| Mortgage-backed securities | $5,174,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $259,000 | 4,011 |
| Issued or guaranteed by U.S. | $259,000 | 3,991 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,388,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $1,388,000 | 2,205 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,527,000 | 983 |
| Commercial mortgage pass-through securities | $2,613,000 | 777 |
| Other commercial mortgage-backed securities | $914,000 | 878 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $8,277,000 | 4,227 |
| Total debt securities | $8,276,000 | 4,474 |
| 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 | $7,742,000 | 4,583 |
| U.S. Government securities | $5,736,000 | 4,185 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,736,000 | 4,036 |
| Securities issued by states & political subdivisions | $1,838,000 | 3,914 |
| Other domestic debt securities | $168,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $168,000 | 718 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,425,000 | 3,263 |
| Mortgage-backed securities | $4,368,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $277,000 | 4,056 |
| Issued or guaranteed by U.S. | $109,000 | 4,045 |
| Privately issued | $168,000 | 376 |
| Collaterized mortgage obligations | $490,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 2,584 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,601,000 | 954 |
| Commercial mortgage pass-through securities | $3,131,000 | 696 |
| Other commercial mortgage-backed securities | $470,000 | 963 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $7,742,000 | 4,318 |
| Total debt securities | $7,743,000 | 4,558 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $7,355,000 | 4,677 |
| U.S. Government securities | $5,511,000 | 4,286 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,511,000 | 4,140 |
| Securities issued by states & political subdivisions | $1,844,000 | 3,955 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,483,000 | 3,285 |
| Mortgage-backed securities | $3,963,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $294,000 | 4,085 |
| Issued or guaranteed by U.S. | $294,000 | 4,078 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $535,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 2,560 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,134,000 | 870 |
| Commercial mortgage pass-through securities | $2,658,000 | 604 |
| Other commercial mortgage-backed securities | $476,000 | 941 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $7,355,000 | 4,406 |
| Total debt securities | $7,354,000 | 4,655 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $7,517,000 | 4,721 |
| U.S. Government securities | $5,659,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,659,000 | 4,175 |
| Securities issued by states & political subdivisions | $1,858,000 | 4,017 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,300,000 | 3,374 |
| Mortgage-backed securities | $4,087,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $312,000 | 4,122 |
| Issued or guaranteed by U.S. | $312,000 | 4,117 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $570,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 2,535 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,205,000 | 848 |
| Commercial mortgage pass-through securities | $2,713,000 | 597 |
| Other commercial mortgage-backed securities | $492,000 | 907 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $7,517,000 | 4,458 |
| Total debt securities | $7,517,000 | 4,697 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $7,648,000 | 4,763 |
| U.S. Government securities | $5,768,000 | 4,367 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,768,000 | 4,232 |
| Securities issued by states & political subdivisions | $1,880,000 | 4,070 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,357,000 | 3,571 |
| Mortgage-backed securities | $4,179,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $329,000 | 4,170 |
| Issued or guaranteed by U.S. | $329,000 | 4,166 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $609,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 2,527 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,241,000 | 831 |
| Commercial mortgage pass-through securities | $2,740,000 | 593 |
| Other commercial mortgage-backed securities | $501,000 | 885 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $7,648,000 | 4,477 |
| Total debt securities | $7,649,000 | 4,735 |
| 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 | $6,720,000 | 4,890 |
| U.S. Government securities | $4,833,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,833,000 | 4,409 |
| Securities issued by states & political subdivisions | $1,887,000 | 4,104 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,395,000 | 3,607 |
| Mortgage-backed securities | $3,235,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $353,000 | 4,190 |
| Issued or guaranteed by U.S. | $353,000 | 4,185 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $137,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 2,832 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,745,000 | 884 |
| Commercial mortgage pass-through securities | $2,745,000 | 573 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,720,000 | 4,603 |
| Total debt securities | $6,720,000 | 4,865 |
| 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 | $6,776,000 | 4,954 |
| U.S. Government securities | $4,882,000 | 4,580 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,882,000 | 4,448 |
| Securities issued by states & political subdivisions | $1,894,000 | 4,145 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,613,000 | 3,411 |
| Mortgage-backed securities | $3,279,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $386,000 | 4,241 |
| Issued or guaranteed by U.S. | $386,000 | 4,237 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $163,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 2,849 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,730,000 | 856 |
| Commercial mortgage pass-through securities | $2,730,000 | 553 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $6,776,000 | 4,655 |
| Total debt securities | $6,776,000 | 4,929 |
| 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 | $7,056,000 | 4,958 |
| U.S. Government securities | $4,948,000 | 4,578 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,948,000 | 4,449 |
| Securities issued by states & political subdivisions | $2,108,000 | 4,119 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,861,000 | 3,388 |
| Mortgage-backed securities | $3,340,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $402,000 | 4,268 |
| Issued or guaranteed by U.S. | $402,000 | 4,262 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $195,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 2,827 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,743,000 | 828 |
| Commercial mortgage pass-through securities | $2,743,000 | 528 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $7,056,000 | 4,633 |
| Total debt securities | $7,056,000 | 4,929 |
| 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 | $6,517,000 | 5,056 |
| U.S. Government securities | $4,368,000 | 4,701 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,368,000 | 4,584 |
| Securities issued by states & political subdivisions | $2,149,000 | 4,126 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,086,000 | 3,760 |
| Mortgage-backed securities | $2,211,000 | 3,976 |
| Certificates of participation in pools of residential mortgages | $439,000 | 4,285 |
| Issued or guaranteed by U.S. | $439,000 | 4,282 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $237,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 2,832 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,535,000 | 953 |
| Commercial mortgage pass-through securities | $1,535,000 | 610 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $6,517,000 | 4,723 |
| Total debt securities | $6,517,000 | 5,036 |
| 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 | $6,928,000 | 5,072 |
| U.S. Government securities | $4,507,000 | 4,771 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,507,000 | 4,646 |
| Securities issued by states & political subdivisions | $2,421,000 | 4,093 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,393,000 | 3,746 |
| Mortgage-backed securities | $2,329,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $475,000 | 4,323 |
| Issued or guaranteed by U.S. | $475,000 | 4,318 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $302,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 2,809 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,552,000 | 896 |
| Commercial mortgage pass-through securities | $1,552,000 | 554 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $6,928,000 | 4,737 |
| Total debt securities | $6,928,000 | 5,053 |
| 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 | $7,016,000 | 5,148 |
| U.S. Government securities | $4,599,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,599,000 | 4,744 |
| Securities issued by states & political subdivisions | $2,417,000 | 4,112 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,505,000 | 3,605 |
| Mortgage-backed securities | $2,425,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $498,000 | 4,351 |
| Issued or guaranteed by U.S. | $498,000 | 4,347 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $389,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,776 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,538,000 | 874 |
| Commercial mortgage pass-through securities | $1,538,000 | 539 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $7,016,000 | 4,806 |
| Total debt securities | $7,016,000 | 5,128 |
| 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 | $7,058,000 | 5,181 |
| U.S. Government securities | $4,650,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,650,000 | 4,791 |
| Securities issued by states & political subdivisions | $2,408,000 | 4,150 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,560,000 | 3,619 |
| Mortgage-backed securities | $2,508,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $526,000 | 4,362 |
| Issued or guaranteed by U.S. | $526,000 | 4,358 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $475,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 2,768 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,507,000 | 841 |
| Commercial mortgage pass-through securities | $1,507,000 | 518 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,058,000 | 4,840 |
| Total debt securities | $7,058,000 | 5,160 |
| 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 | $6,251,000 | 5,365 |
| U.S. Government securities | $3,826,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,826,000 | 5,038 |
| Securities issued by states & political subdivisions | $2,425,000 | 4,186 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,898,000 | 3,809 |
| Mortgage-backed securities | $1,651,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $564,000 | 4,405 |
| Issued or guaranteed by U.S. | $564,000 | 4,400 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $582,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,751 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $505,000 | 1,004 |
| Commercial mortgage pass-through securities | $505,000 | 670 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $6,251,000 | 5,002 |
| Total debt securities | $6,251,000 | 5,347 |
| 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 | $6,916,000 | 5,392 |
| U.S. Government securities | $4,505,000 | 5,138 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,505,000 | 5,031 |
| Securities issued by states & political subdivisions | $2,411,000 | 4,209 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,927,000 | 3,848 |
| Mortgage-backed securities | $1,834,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $610,000 | 4,457 |
| Issued or guaranteed by U.S. | $610,000 | 4,453 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $725,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $725,000 | 2,729 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $499,000 | 960 |
| Commercial mortgage pass-through securities | $499,000 | 632 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $6,916,000 | 5,026 |
| Total debt securities | $6,916,000 | 5,370 |
| 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 | $6,649,000 | 5,453 |
| U.S. Government securities | $4,215,000 | 5,259 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,215,000 | 5,153 |
| Securities issued by states & political subdivisions | $2,434,000 | 4,224 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,163,000 | 3,832 |
| Mortgage-backed securities | $2,021,000 | 4,331 |
| Certificates of participation in pools of residential mortgages | $674,000 | 4,479 |
| Issued or guaranteed by U.S. | $674,000 | 4,474 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $841,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 2,713 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $506,000 | 935 |
| Commercial mortgage pass-through securities | $506,000 | 616 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $6,649,000 | 5,094 |
| Total debt securities | $6,649,000 | 5,435 |
| 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 | $6,281,000 | 5,614 |
| U.S. Government securities | $3,854,000 | 5,417 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,854,000 | 5,313 |
| Securities issued by states & political subdivisions | $2,427,000 | 4,283 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,945,000 | 4,371 |
| Mortgage-backed securities | $1,669,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $718,000 | 4,533 |
| Issued or guaranteed by U.S. | $718,000 | 4,526 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $951,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,700 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $6,281,000 | 5,233 |
| Total debt securities | $6,281,000 | 5,592 |
| 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 | $6,421,000 | 5,683 |
| U.S. Government securities | $3,983,000 | 5,472 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,983,000 | 5,367 |
| Securities issued by states & political subdivisions | $2,438,000 | 4,326 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,935,000 | 4,428 |
| Mortgage-backed securities | $1,795,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $749,000 | 4,607 |
| Issued or guaranteed by U.S. | $749,000 | 4,603 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,046,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 2,687 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $6,421,000 | 5,303 |
| Total debt securities | $6,421,000 | 5,661 |
| 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 | $6,599,000 | 5,705 |
| U.S. Government securities | $4,155,000 | 5,519 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,155,000 | 5,412 |
| Securities issued by states & political subdivisions | $2,444,000 | 4,369 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,075,000 | 4,436 |
| Mortgage-backed securities | $1,947,000 | 4,574 |
| Certificates of participation in pools of residential mortgages | $810,000 | 4,631 |
| Issued or guaranteed by U.S. | $810,000 | 4,627 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,137,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $1,137,000 | 2,695 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $6,599,000 | 5,313 |
| Total debt securities | $6,599,000 | 5,684 |
| 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 | $6,720,000 | 5,751 |
| U.S. Government securities | $4,298,000 | 5,538 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,298,000 | 5,438 |
| Securities issued by states & political subdivisions | $2,422,000 | 4,406 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,188,000 | 4,423 |
| Mortgage-backed securities | $2,095,000 | 4,564 |
| Certificates of participation in pools of residential mortgages | $852,000 | 4,651 |
| Issued or guaranteed by U.S. | $852,000 | 4,647 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,243,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $1,243,000 | 2,668 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $6,720,000 | 5,360 |
| Total debt securities | $6,720,000 | 5,724 |
| 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 | $6,844,000 | 5,779 |
| U.S. Government securities | $4,443,000 | 5,541 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,443,000 | 5,444 |
| Securities issued by states & political subdivisions | $2,401,000 | 4,435 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,289,000 | 4,396 |
| Mortgage-backed securities | $2,250,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $897,000 | 4,657 |
| Issued or guaranteed by U.S. | $897,000 | 4,653 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,353,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $1,353,000 | 2,605 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $6,844,000 | 5,389 |
| Total debt securities | $6,844,000 | 5,756 |
| 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 | $7,038,000 | 5,821 |
| U.S. Government securities | $4,950,000 | 5,504 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,950,000 | 5,405 |
| Securities issued by states & political subdivisions | $2,088,000 | 4,529 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,502,000 | 4,395 |
| Mortgage-backed securities | $2,731,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $999,000 | 4,646 |
| Issued or guaranteed by U.S. | $999,000 | 4,642 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,732,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $1,732,000 | 2,489 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,038,000 | 5,435 |
| Total debt securities | $7,038,000 | 5,798 |
| 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 | $7,383,000 | 5,801 |
| U.S. Government securities | $5,291,000 | 5,452 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,291,000 | 5,343 |
| Securities issued by states & political subdivisions | $2,092,000 | 4,539 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,152,000 | 4,473 |
| Mortgage-backed securities | $3,057,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $1,092,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,092,000 | 4,592 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,965,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $1,965,000 | 2,455 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $7,383,000 | 5,425 |
| Total debt securities | $7,384,000 | 5,770 |
| 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 | $7,978,000 | 5,780 |
| U.S. Government securities | $5,814,000 | 5,398 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,814,000 | 5,283 |
| Securities issued by states & political subdivisions | $2,164,000 | 4,483 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,474,000 | 4,426 |
| Mortgage-backed securities | $3,495,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 4,571 |
| Issued or guaranteed by U.S. | $1,241,000 | 4,569 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,254,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $2,254,000 | 2,437 |
| 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) | $7,978,000 | 5,407 |
| Total debt securities | $7,978,000 | 5,745 |
| 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 | $8,509,000 | 5,729 |
| U.S. Government securities | $6,335,000 | 5,306 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,335,000 | 5,196 |
| Securities issued by states & political subdivisions | $2,174,000 | 4,483 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,288,000 | 4,457 |
| Mortgage-backed securities | $3,997,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,437,000 | 4,518 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,560,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $2,560,000 | 2,412 |
| 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) | $8,509,000 | 5,350 |
| Total debt securities | $8,509,000 | 5,698 |
| 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 | $9,008,000 | 5,746 |
| U.S. Government securities | $6,820,000 | 5,335 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,820,000 | 5,234 |
| Securities issued by states & political subdivisions | $2,188,000 | 4,507 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,019,000 | 4,102 |
| Mortgage-backed securities | $4,467,000 | 4,329 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,585 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,893,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $2,893,000 | 2,410 |
| 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) | $9,008,000 | 5,370 |
| Total debt securities | $9,009,000 | 5,719 |
| 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 | $10,039,000 | 5,683 |
| U.S. Government securities | $7,875,000 | 5,232 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,875,000 | 5,131 |
| Securities issued by states & political subdivisions | $2,164,000 | 4,497 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,886,000 | 3,942 |
| Mortgage-backed securities | $5,053,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 4,581 |
| Issued or guaranteed by U.S. | $1,730,000 | 4,579 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,323,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $3,323,000 | 2,321 |
| 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) | $10,039,000 | 5,298 |
| Total debt securities | $10,039,000 | 5,655 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $501,000 | 2,493 |
| 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 | $12,310,000 | 5,458 |
| U.S. Government securities | $9,613,000 | 5,051 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,613,000 | 4,953 |
| Securities issued by states & political subdivisions | $2,697,000 | 4,237 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,709,000 | 4,207 |
| Mortgage-backed securities | $5,822,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,982,000 | 4,504 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,840,000 | 2,343 |
| CMOs issued by government agencies or sponsored agencies | $3,840,000 | 2,230 |
| 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) | $12,310,000 | 5,055 |
| Total debt securities | $12,310,000 | 5,428 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,934 |
| Fair value | $1,502,000 | 1,955 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $13,695,000 | 5,260 |
| U.S. Government securities | $11,300,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,300,000 | 4,638 |
| Securities issued by states & political subdivisions | $2,395,000 | 4,329 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,952,000 | 3,739 |
| Mortgage-backed securities | $6,486,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $2,271,000 | 4,352 |
| Issued or guaranteed by U.S. | $2,271,000 | 4,344 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,215,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $4,215,000 | 2,067 |
| 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) | $13,695,000 | 4,837 |
| Total debt securities | $13,695,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,516 |
| Fair value | $2,505,000 | 1,536 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $12,700,000 | 5,353 |
| U.S. Government securities | $11,322,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,322,000 | 4,590 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,732 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,921,000 | 3,375 |
| Mortgage-backed securities | $6,595,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $2,485,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,485,000 | 4,222 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,110,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $4,110,000 | 2,046 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,700,000 | 4,924 |
| Total debt securities | $12,700,000 | 5,319 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,501,000 | 1,597 |
| 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 | $14,735,000 | 5,166 |
| U.S. Government securities | $13,689,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,689,000 | 4,336 |
| Securities issued by states & political subdivisions | $1,046,000 | 4,877 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,931,000 | 2,803 |
| Mortgage-backed securities | $7,205,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $2,620,000 | 4,170 |
| Issued or guaranteed by U.S. | $2,620,000 | 4,157 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,585,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $4,585,000 | 1,936 |
| 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) | $14,735,000 | 4,736 |
| Total debt securities | $14,735,000 | 5,134 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,790 |
| Fair value | $2,436,000 | 1,850 |
| 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 | $15,712,000 | 5,049 |
| U.S. Government securities | $13,307,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,307,000 | 4,371 |
| Securities issued by states & political subdivisions | $740,000 | 5,088 |
| Other domestic debt securities | $1,665,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $1,665,000 | 737 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,223,000 | 2,897 |
| Mortgage-backed securities | $7,618,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $2,732,000 | 4,078 |
| Issued or guaranteed by U.S. | $1,067,000 | 4,738 |
| Privately issued | $1,665,000 | 67 |
| Collaterized mortgage obligations | $4,886,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $4,886,000 | 1,827 |
| 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) | $15,712,000 | 4,630 |
| Total debt securities | $15,712,000 | 5,021 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,826 |
| Fair value | $2,405,000 | 1,883 |
| 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 | $15,572,000 | 4,956 |
| U.S. Government securities | $15,086,000 | 4,050 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,086,000 | 3,932 |
| Securities issued by states & political subdivisions | $486,000 | 5,307 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,100,000 | 2,742 |
| Mortgage-backed securities | $7,723,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $2,896,000 | 3,934 |
| Issued or guaranteed by U.S. | $2,896,000 | 3,924 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,827,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $4,827,000 | 1,801 |
| 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) | $15,572,000 | 4,530 |
| Total debt securities | $15,572,000 | 4,920 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,681 |
| Fair value | $2,411,000 | 1,749 |
| 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 | $17,047,000 | 4,703 |
| U.S. Government securities | $17,047,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,047,000 | 3,667 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,062,000 | 2,558 |
| Mortgage-backed securities | $6,945,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,221,000 | 4,143 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,724,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $4,724,000 | 1,792 |
| 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) | $17,047,000 | 4,299 |
| Total debt securities | $17,047,000 | 4,659 |
| Structured notes | ||
| Amortized cost | $4,548,000 | 1,211 |
| Fair value | $4,557,000 | 1,214 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $17,197,000 | 4,725 |
| U.S. Government securities | $17,197,000 | 3,798 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,197,000 | 3,704 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,038,000 | 2,800 |
| Mortgage-backed securities | $6,385,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $1,511,000 | 4,508 |
| Issued or guaranteed by U.S. | $1,511,000 | 4,501 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,874,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $4,874,000 | 1,684 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $17,197,000 | 4,308 |
| Total debt securities | $17,197,000 | 4,685 |
| Structured notes | ||
| Amortized cost | $4,362,000 | 1,315 |
| Fair value | $4,373,000 | 1,315 |
| 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 | $17,739,000 | 4,701 |
| U.S. Government securities | $17,402,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,402,000 | 3,758 |
| Securities issued by states & political subdivisions | $337,000 | 5,422 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,252,000 | 2,540 |
| Mortgage-backed securities | $8,283,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $3,119,000 | 4,011 |
| Issued or guaranteed by U.S. | $3,119,000 | 4,002 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,164,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $5,164,000 | 1,576 |
| 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) | $17,739,000 | 4,276 |
| Total debt securities | $17,739,000 | 4,657 |
| Structured notes | ||
| Amortized cost | $4,005,000 | 1,151 |
| Fair value | $4,013,000 | 1,163 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $17,209,000 | 4,718 |
| U.S. Government securities | $16,875,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,875,000 | 3,792 |
| Securities issued by states & political subdivisions | $334,000 | 5,449 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,209,000 | 2,456 |
| Mortgage-backed securities | $8,952,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $3,491,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,491,000 | 3,967 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,461,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $5,461,000 | 1,518 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $17,209,000 | 4,297 |
| Total debt securities | $17,209,000 | 4,684 |
| Structured notes | ||
| Amortized cost | $2,404,000 | 1,407 |
| Fair value | $2,379,000 | 1,404 |
| 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 | $16,230,000 | 4,896 |
| U.S. Government securities | $15,893,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,893,000 | 3,930 |
| Securities issued by states & political subdivisions | $337,000 | 5,481 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,342,000 | 2,738 |
| Mortgage-backed securities | $9,708,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $3,913,000 | 3,923 |
| Issued or guaranteed by U.S. | $3,913,000 | 3,913 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,795,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $5,795,000 | 1,436 |
| 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) | $16,230,000 | 4,464 |
| Total debt securities | $16,230,000 | 4,853 |
| Structured notes | ||
| Amortized cost | $2,306,000 | 1,017 |
| Fair value | $2,348,000 | 1,011 |
| 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 | $17,785,000 | 4,707 |
| U.S. Government securities | $17,460,000 | 3,774 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,460,000 | 3,691 |
| Securities issued by states & political subdivisions | $325,000 | 5,519 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,801,000 | 2,825 |
| Mortgage-backed securities | $10,524,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $4,299,000 | 3,856 |
| Issued or guaranteed by U.S. | $4,299,000 | 3,846 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,225,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $6,225,000 | 1,374 |
| 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) | $17,785,000 | 4,254 |
| Total debt securities | $17,785,000 | 4,662 |
| Structured notes | ||
| Amortized cost | $2,385,000 | 692 |
| Fair value | $2,415,000 | 677 |
| 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 | $18,263,000 | 4,644 |
| U.S. Government securities | $17,928,000 | 3,786 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,928,000 | 3,706 |
| Securities issued by states & political subdivisions | $335,000 | 5,447 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,188,000 | 2,709 |
| Mortgage-backed securities | $9,555,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $4,356,000 | 3,953 |
| Issued or guaranteed by U.S. | $4,356,000 | 3,941 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,199,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $5,199,000 | 1,493 |
| 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) | $18,263,000 | 4,199 |
| Total debt securities | $18,263,000 | 4,609 |
| Structured notes | ||
| Amortized cost | $2,403,000 | 529 |
| Fair value | $2,423,000 | 521 |
| 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 | $17,554,000 | 4,755 |
| U.S. Government securities | $14,611,000 | 4,296 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,611,000 | 4,221 |
| Securities issued by states & political subdivisions | $336,000 | 5,411 |
| Other domestic debt securities | $2,607,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $2,607,000 | 886 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,768,000 | 2,681 |
| Mortgage-backed securities | $9,036,000 | 3,485 |
| Certificates of participation in pools of residential mortgages | $3,095,000 | 4,321 |
| Issued or guaranteed by U.S. | $3,095,000 | 4,309 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,941,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $3,334,000 | 1,775 |
| Privately issued | $2,607,000 | 850 |
| 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) | $17,554,000 | 4,278 |
| Total debt securities | $17,554,000 | 4,716 |
| Structured notes | ||
| Amortized cost | $2,921,000 | 490 |
| Fair value | $2,940,000 | 486 |
| 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 | $17,242,000 | 4,730 |
| U.S. Government securities | $14,361,000 | 4,291 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,361,000 | 4,215 |
| Securities issued by states & political subdivisions | $315,000 | 5,444 |
| Other domestic debt securities | $2,566,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $2,566,000 | 883 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,061,000 | 2,728 |
| Mortgage-backed securities | $8,684,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $2,608,000 | 4,438 |
| Issued or guaranteed by U.S. | $2,608,000 | 4,425 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,076,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $3,510,000 | 1,660 |
| Privately issued | $2,566,000 | 844 |
| 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) | $17,242,000 | 4,249 |
| Total debt securities | $17,242,000 | 4,688 |
| Structured notes | ||
| Amortized cost | $3,421,000 | 392 |
| Fair value | $3,391,000 | 391 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $15,742,000 | 5,023 |
| U.S. Government securities | $12,839,000 | 4,583 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,839,000 | 4,506 |
| Securities issued by states & political subdivisions | $319,000 | 5,496 |
| Other domestic debt securities | $2,584,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $2,584,000 | 879 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,389,000 | 3,032 |
| Mortgage-backed securities | $8,039,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 4,815 |
| Issued or guaranteed by U.S. | $1,753,000 | 4,795 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,286,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $3,702,000 | 1,637 |
| Privately issued | $2,584,000 | 835 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,742,000 | 4,521 |
| Total debt securities | $15,742,000 | 4,968 |
| Structured notes | ||
| Amortized cost | $3,468,000 | 427 |
| Fair value | $3,493,000 | 411 |
| 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 | $16,864,000 | 4,837 |
| U.S. Government securities | $13,893,000 | 4,416 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,893,000 | 4,339 |
| Securities issued by states & political subdivisions | $328,000 | 5,493 |
| Other domestic debt securities | $2,643,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $2,643,000 | 837 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,704,000 | 2,811 |
| Mortgage-backed securities | $8,547,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $1,878,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,878,000 | 4,660 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,669,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $4,026,000 | 1,569 |
| Privately issued | $2,643,000 | 799 |
| 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) | $16,864,000 | 4,352 |
| Total debt securities | $16,864,000 | 4,781 |
| Structured notes | ||
| Amortized cost | $2,468,000 | 618 |
| Fair value | $2,527,000 | 586 |
| 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 | $18,482,000 | 4,664 |
| U.S. Government securities | $16,339,000 | 4,091 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,339,000 | 4,007 |
| Securities issued by states & political subdivisions | $325,000 | 5,517 |
| Other domestic debt securities | $1,818,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $1,818,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,625,000 | 2,617 |
| Mortgage-backed securities | $7,971,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $1,932,000 | 4,392 |
| Issued or guaranteed by U.S. | $1,932,000 | 4,375 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,039,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $4,221,000 | 1,454 |
| Privately issued | $1,818,000 | 830 |
| 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) | $18,482,000 | 4,134 |
| Total debt securities | $18,482,000 | 4,610 |
| Structured notes | ||
| Amortized cost | $5,684,000 | 446 |
| Fair value | $5,762,000 | 438 |
| 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 | $18,911,000 | 4,624 |
| U.S. Government securities | $17,724,000 | 3,963 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,724,000 | 3,874 |
| Securities issued by states & political subdivisions | $324,000 | 5,553 |
| Other domestic debt securities | $863,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $863,000 | 1,031 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,206,000 | 2,443 |
| Mortgage-backed securities | $7,111,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $420,000 | 5,324 |
| Issued or guaranteed by U.S. | $420,000 | 5,305 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $6,691,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $5,828,000 | 1,233 |
| Privately issued | $863,000 | 979 |
| 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) | $18,911,000 | 4,088 |
| Total debt securities | $18,911,000 | 4,572 |
| Structured notes | ||
| Amortized cost | $7,515,000 | 406 |
| Fair value | $7,583,000 | 397 |
| 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 | $19,465,000 | 4,558 |
| U.S. Government securities | $18,266,000 | 3,885 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,266,000 | 3,791 |
| Securities issued by states & political subdivisions | $318,000 | 5,588 |
| Other domestic debt securities | $881,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $881,000 | 971 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,963,000 | 2,800 |
| Mortgage-backed securities | $7,316,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,331 |
| Issued or guaranteed by U.S. | $426,000 | 5,312 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,890,000 | 1,332 |
| CMOs issued by government agencies or sponsored agencies | $6,009,000 | 1,180 |
| Privately issued | $881,000 | 916 |
| 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) | $19,465,000 | 4,010 |
| Total debt securities | $19,465,000 | 4,509 |
| Structured notes | ||
| Amortized cost | $8,012,000 | 390 |
| Fair value | $7,976,000 | 389 |
| 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 | $19,647,000 | 4,541 |
| U.S. Government securities | $18,414,000 | 3,875 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,414,000 | 3,781 |
| Securities issued by states & political subdivisions | $324,000 | 5,632 |
| Other domestic debt securities | $909,000 | 2,017 |
| Privately issued residential mortgage-backed securities | $909,000 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,513,000 | 2,880 |
| Mortgage-backed securities | $7,685,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $448,000 | 5,321 |
| Issued or guaranteed by U.S. | $448,000 | 5,299 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,237,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $6,328,000 | 1,128 |
| Privately issued | $909,000 | 871 |
| 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) | $19,647,000 | 3,997 |
| Total debt securities | $19,647,000 | 4,496 |
| Structured notes | ||
| Amortized cost | $8,260,000 | 419 |
| Fair value | $8,266,000 | 414 |
| 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 | $17,473,000 | 4,911 |
| U.S. Government securities | $17,051,000 | 4,148 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,051,000 | 4,044 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $422,000 | 2,460 |
| Privately issued residential mortgage-backed securities | $422,000 | 1,045 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,879,000 | 2,971 |
| Mortgage-backed securities | $6,938,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $462,000 | 5,301 |
| Issued or guaranteed by U.S. | $462,000 | 5,282 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,476,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $6,054,000 | 1,159 |
| Privately issued | $422,000 | 984 |
| 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) | $17,473,000 | 4,334 |
| Total debt securities | $17,473,000 | 4,864 |
| Structured notes | ||
| Amortized cost | $7,709,000 | 498 |
| Fair value | $7,673,000 | 494 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $17,654,000 | 4,919 |
| U.S. Government securities | $17,222,000 | 4,166 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,222,000 | 4,048 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $432,000 | 2,490 |
| Privately issued residential mortgage-backed securities | $432,000 | 1,022 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,272,000 | 3,042 |
| Mortgage-backed securities | $7,149,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $472,000 | 5,305 |
| Issued or guaranteed by U.S. | $472,000 | 5,281 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,677,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $6,245,000 | 1,111 |
| Privately issued | $432,000 | 952 |
| 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) | $17,654,000 | 4,313 |
| Total debt securities | $17,654,000 | 4,877 |
| Structured notes | ||
| Amortized cost | $7,666,000 | 536 |
| Fair value | $7,644,000 | 533 |
| 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 | $18,464,000 | 4,785 |
| U.S. Government securities | $18,030,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,030,000 | 3,911 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $434,000 | 2,508 |
| Privately issued residential mortgage-backed securities | $434,000 | 1,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,638,000 | 2,853 |
| Mortgage-backed securities | $6,720,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,314 |
| Issued or guaranteed by U.S. | $494,000 | 5,292 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,226,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $5,792,000 | 1,155 |
| Privately issued | $434,000 | 940 |
| 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) | $18,464,000 | 4,162 |
| Total debt securities | $18,464,000 | 4,733 |
| Structured notes | ||
| Amortized cost | $8,561,000 | 508 |
| Fair value | $8,435,000 | 507 |
| 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 | $17,297,000 | 5,012 |
| U.S. Government securities | $16,851,000 | 4,255 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,851,000 | 4,121 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $446,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $446,000 | 985 |
| 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 | $13,481,000 | 2,861 |
| Mortgage-backed securities | $6,964,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $525,000 | 5,306 |
| Issued or guaranteed by U.S. | $525,000 | 5,287 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,439,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $5,993,000 | 1,148 |
| Privately issued | $446,000 | 924 |
| 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) | $17,297,000 | 4,365 |
| Total debt securities | $17,297,000 | 4,954 |
| Structured notes | ||
| Amortized cost | $7,591,000 | 581 |
| Fair value | $7,499,000 | 580 |
| 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 | $18,833,000 | 4,796 |
| U.S. Government securities | $18,548,000 | 4,010 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,548,000 | 3,880 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $285,000 | 2,812 |
| Privately issued residential mortgage-backed securities | $285,000 | 1,025 |
| 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 | $12,915,000 | 2,903 |
| Mortgage-backed securities | $8,541,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,541,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $8,256,000 | 945 |
| Privately issued | $285,000 | 951 |
| 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) | $18,833,000 | 4,144 |
| Total debt securities | $18,834,000 | 4,739 |
| Structured notes | ||
| Amortized cost | $7,503,000 | 583 |
| Fair value | $7,438,000 | 581 |
| 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 | $17,049,000 | 5,038 |
| U.S. Government securities | $16,268,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,268,000 | 4,165 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $781,000 | 2,305 |
| Privately issued residential mortgage-backed securities | $781,000 | 842 |
| 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 | $12,014,000 | 3,018 |
| Mortgage-backed securities | $8,656,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,656,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $7,875,000 | 991 |
| Privately issued | $781,000 | 787 |
| 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) | $17,049,000 | 4,372 |
| Total debt securities | $17,049,000 | 4,990 |
| Structured notes | ||
| Amortized cost | $5,764,000 | 758 |
| Fair value | $5,723,000 | 758 |
| 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 | $15,005,000 | 5,423 |
| U.S. Government securities | $14,183,000 | 4,711 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,183,000 | 4,573 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $822,000 | 2,361 |
| Privately issued residential mortgage-backed securities | $822,000 | 825 |
| 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 | $12,825,000 | 2,898 |
| Mortgage-backed securities | $9,035,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $9,035,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $8,213,000 | 1,011 |
| Privately issued | $822,000 | 768 |
| 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) | $15,005,000 | 4,732 |
| Total debt securities | $15,005,000 | 5,355 |
| Structured notes | ||
| Amortized cost | $4,780,000 | 899 |
| Fair value | $4,774,000 | 893 |
| 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 | $14,557,000 | 5,553 |
| U.S. Government securities | $13,703,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,703,000 | 4,723 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $854,000 | 2,410 |
| Privately issued residential mortgage-backed securities | $854,000 | 803 |
| 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 | $13,383,000 | 2,808 |
| Mortgage-backed securities | $9,624,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,624,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $8,770,000 | 1,005 |
| Privately issued | $854,000 | 749 |
| 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) | $14,557,000 | 4,868 |
| Total debt securities | $14,557,000 | 5,485 |
| Structured notes | ||
| Amortized cost | $3,541,000 | 1,104 |
| Fair value | $3,504,000 | 1,102 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,798,000 | 5,544 |
| U.S. Government securities | $14,408,000 | 4,764 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,408,000 | 4,613 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $390,000 | 2,921 |
| Privately issued residential mortgage-backed securities | $390,000 | 921 |
| 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 | $11,520,000 | 3,068 |
| Mortgage-backed securities | $11,014,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $11,014,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $10,624,000 | 919 |
| Privately issued | $390,000 | 853 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $14,798,000 | 4,856 |
| Total debt securities | $14,798,000 | 5,478 |
| Structured notes | ||
| Amortized cost | $2,542,000 | 1,325 |
| Fair value | $2,537,000 | 1,324 |
| 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 | $13,706,000 | 5,760 |
| U.S. Government securities | $13,259,000 | 4,978 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,259,000 | 4,828 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $446,000 | 2,904 |
| Privately issued residential mortgage-backed securities | $446,000 | 847 |
| 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 | $1,000 | 2,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,322,000 | 3,461 |
| Mortgage-backed securities | $11,452,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,452,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $11,006,000 | 907 |
| Privately issued | $446,000 | 781 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,706,000 | 5,043 |
| Total debt securities | $13,705,000 | 5,692 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| 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 | $12,861,000 | 5,976 |
| U.S. Government securities | $12,367,000 | 5,216 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,367,000 | 5,066 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $493,000 | 2,963 |
| Privately issued residential mortgage-backed securities | $493,000 | 815 |
| 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 | $1,000 | 2,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,449,000 | 3,624 |
| Mortgage-backed securities | $11,077,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,077,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $10,584,000 | 934 |
| Privately issued | $493,000 | 757 |
| 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) | $12,861,000 | 5,240 |
| Total debt securities | $12,860,000 | 5,905 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,834 |
| Fair value | $1,289,000 | 1,837 |
| 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 | $11,803,000 | 6,178 |
| U.S. Government securities | $11,087,000 | 5,496 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,087,000 | 5,344 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $715,000 | 2,765 |
| Privately issued residential mortgage-backed securities | $715,000 | 783 |
| 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 | $1,000 | 2,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,226,000 | 3,218 |
| Mortgage-backed securities | $10,079,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,079,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $9,364,000 | 1,044 |
| Privately issued | $715,000 | 728 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,803,000 | 5,452 |
| Total debt securities | $11,802,000 | 6,096 |
| Structured notes | ||
| Amortized cost | $802,000 | 2,038 |
| Fair value | $807,000 | 2,045 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,778,000 | 6,259 |
| U.S. Government securities | $11,011,000 | 5,522 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,011,000 | 5,356 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $767,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $767,000 | 665 |
| 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 | $9,666,000 | 3,223 |
| Mortgage-backed securities | $10,276,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,276,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $9,509,000 | 1,084 |
| Privately issued | $767,000 | 578 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,778,000 | 5,529 |
| Total debt securities | $11,778,000 | 6,173 |
| Structured notes | ||
| Amortized cost | $304,000 | 2,275 |
| Fair value | $304,000 | 2,277 |
| 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 | $11,969,000 | 6,128 |
| U.S. Government securities | $11,612,000 | 5,240 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,612,000 | 5,084 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $357,000 | 3,370 |
| Privately issued residential mortgage-backed securities | $357,000 | 852 |
| 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 | $7,225,000 | 3,716 |
| Mortgage-backed securities | $10,762,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $10,762,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $10,405,000 | 1,022 |
| Privately issued | $357,000 | 743 |
| 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) | $11,969,000 | 5,406 |
| Total debt securities | $11,969,000 | 6,039 |
| 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 | $14,080,000 | 5,659 |
| U.S. Government securities | $14,080,000 | 4,680 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,080,000 | 4,533 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $6,907,000 | 3,781 |
| Mortgage-backed securities | $12,863,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,863,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $12,863,000 | 979 |
| 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) | $14,080,000 | 4,941 |
| Total debt securities | $14,080,000 | 5,559 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,743,000 | 6,777 |
| U.S. Government securities | $8,743,000 | 5,922 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,743,000 | 5,745 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $6,003,000 | 4,069 |
| Mortgage-backed securities | $7,519,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,519,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $7,519,000 | 1,385 |
| 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) | $8,743,000 | 5,993 |
| Total debt securities | $8,743,000 | 6,680 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $11,090,000 | 6,274 |
| U.S. Government securities | $11,090,000 | 5,329 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,090,000 | 5,142 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,212,000 | 3,681 |
| Mortgage-backed securities | $9,861,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,861,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $9,861,000 | 1,184 |
| 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) | $11,090,000 | 5,486 |
| Total debt securities | $11,090,000 | 6,174 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $10,054,000 | 6,510 |
| U.S. Government securities | $9,547,000 | 5,631 |
| U.S. Treasury securities | $917,000 | 2,149 |
| U.S. Government agency obligations | $8,630,000 | 5,675 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $507,000 | 3,369 |
| Privately issued residential mortgage-backed securities | $507,000 | 965 |
| 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 | $6,741,000 | 3,767 |
| Mortgage-backed securities | $7,635,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,635,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $7,128,000 | 1,446 |
| Privately issued | $507,000 | 872 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,054,000 | 5,624 |
| Total debt securities | $10,054,000 | 6,410 |
| 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 | $10,893,000 | 6,533 |
| U.S. Government securities | $10,713,000 | 5,626 |
| U.S. Treasury securities | $1,712,000 | 2,127 |
| U.S. Government agency obligations | $9,001,000 | 5,844 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $180,000 | 5,993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,838,000 | 3,968 |
| Mortgage-backed securities | $4,350,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,350,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $4,350,000 | 1,490 |
| 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) | $10,893,000 | 5,494 |
| Total debt securities | $10,713,000 | 6,453 |
| 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 | $11,442,000 | 6,665 |
| U.S. Government securities | $11,274,000 | 5,713 |
| U.S. Treasury securities | $1,597,000 | 3,046 |
| U.S. Government agency obligations | $9,677,000 | 5,699 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 6,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,402,000 | 3,819 |
| Mortgage-backed securities | $5,246,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,246,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $5,246,000 | 1,454 |
| 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) | $675,000 | 5,148 |
| Available-for-sale securities (fair market value) | $10,767,000 | 5,653 |
| Total debt securities | $11,274,000 | 6,597 |
| Structured notes | ||
| Amortized cost | $675,000 | 703 |
| Fair value | $675,000 | 697 |
| 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 | $9,395,000 | 7,291 |
| U.S. Government securities | $9,245,000 | 6,336 |
| U.S. Treasury securities | $2,539,000 | 3,425 |
| U.S. Government agency obligations | $6,706,000 | 6,423 |
| 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 | $150,000 | 5,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,383,000 | 6,731 |
| Mortgage-backed securities | $4,092,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,092,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $4,092,000 | 1,818 |
| 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) | $675,000 | 5,689 |
| Available-for-sale securities (fair market value) | $8,720,000 | 6,128 |
| Total debt securities | $9,245,000 | 7,207 |
| Structured notes | ||
| Amortized cost | $675,000 | 879 |
| Fair value | $679,000 | 874 |
| 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 | $9,410,000 | 7,586 |
| U.S. Government securities | $9,410,000 | 6,690 |
| U.S. Treasury securities | $6,028,000 | 2,749 |
| U.S. Government agency obligations | $3,382,000 | 8,176 |
| 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 | $5,979,000 | 4,081 |
| Mortgage-backed securities | $606,000 | 6,817 |
| 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 | $606,000 | 3,840 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 3,702 |
| 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) | $1,674,000 | 5,840 |
| Available-for-sale securities (fair market value) | $7,736,000 | 6,450 |
| Total debt securities | $9,410,000 | 7,466 |
| Structured notes | ||
| Amortized cost | $1,674,000 | 875 |
| Fair value | $1,674,000 | 867 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,851,000 | 7,636 |
| U.S. Government securities | $10,851,000 | 6,715 |
| U.S. Treasury securities | $4,997,000 | 3,815 |
| U.S. Government agency obligations | $5,854,000 | 7,198 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,899,000 | 5,218 |
| Mortgage-backed securities | $2,080,000 | 5,825 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,080,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $2,080,000 | 2,896 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,674,000 | 6,523 |
| Available-for-sale securities (fair market value) | $9,177,000 | 6,243 |
| Total debt securities | $10,851,000 | 7,510 |
| Structured notes | ||
| Amortized cost | $1,674,000 | 1,270 |
| Fair value | $1,650,000 | 1,263 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,320,000 | 7,485 |
| U.S. Government securities | $12,246,000 | 6,499 |
| U.S. Treasury securities | $5,041,000 | 4,561 |
| U.S. Government agency obligations | $7,205,000 | 6,601 |
| Securities issued by states & political subdivisions | $16,000 | 8,961 |
| Other domestic debt securities | $58,000 | 4,715 |
| Privately issued residential mortgage-backed securities | $58,000 | 2,088 |
| 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 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,446,000 | 3,645 |
| Mortgage-backed securities | $2,684,000 | 5,738 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,684,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $2,626,000 | 2,899 |
| Privately issued | $58,000 | 1,767 |
| 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) | $1,949,000 | 6,706 |
| Available-for-sale securities (fair market value) | $10,371,000 | 6,040 |
| Total debt securities | $12,320,000 | 7,356 |
| Structured notes | ||
| Amortized cost | $2,213,000 | 1,521 |
| Fair value | $2,187,000 | 1,517 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $22,153,000 | 5,464 |
| U.S. Government securities | $18,498,000 | 5,239 |
| U.S. Treasury securities | $8,787,000 | 3,798 |
| U.S. Government agency obligations | $9,711,000 | 5,479 |
| Securities issued by states & political subdivisions | $32,000 | 9,408 |
| Other domestic debt securities | $3,623,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $74,000 | 2,299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,549,000 | 1,119 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,552,000 | 3,043 |
| Mortgage-backed securities | $3,654,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,654,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $3,580,000 | 2,640 |
| Privately issued | $74,000 | 1,986 |
| 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) | $22,153,000 | 3,191 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $22,153,000 | 5,368 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $19,312,000 | 6,306 |
| U.S. Government securities | $12,450,000 | 7,052 |
| U.S. Treasury securities | $4,607,000 | 5,971 |
| U.S. Government agency obligations | $7,843,000 | 6,449 |
| Securities issued by states & political subdivisions | $48,000 | 9,591 |
| Other domestic debt securities | $6,814,000 | 1,138 |
| Privately issued residential mortgage-backed securities | $136,000 | 2,568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,678,000 | 850 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,890,000 | 2,783 |
| Mortgage-backed securities | $5,385,000 | 5,077 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,385,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $5,249,000 | 2,393 |
| Privately issued | $136,000 | 2,162 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $19,312,000 | 6,160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $11,021,000 | 8,743 |
| U.S. Government securities | $10,967,000 | 7,639 |
| U.S. Treasury securities | $1,413,000 | 9,693 |
| U.S. Government agency obligations | $9,554,000 | 5,692 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $54,000 | 7,022 |
| Privately issued residential mortgage-backed securities | $54,000 | 3,756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,546,000 | 4,786 |
| Mortgage-backed securities | $9,588,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $9,333,000 | 2,666 |
| Issued or guaranteed by U.S. | $9,333,000 | 2,619 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $255,000 | 6,466 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 6,134 |
| Privately issued | $54,000 | 3,227 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,021,000 | 8,614 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |