Home > Metropolitan Bank > Securities
Metropolitan Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,233,000 | 4,261 |
| U.S. Government securities | $4,233,000 | 4,020 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,233,000 | 3,730 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| 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 | $3,232,000 | 3,524 |
| Mortgage-backed securities | $2,120,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $158,000 | 3,505 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,962,000 | 1,903 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $4,233,000 | 4,005 |
| Total debt securities | $4,238,000 | 4,235 |
| 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 | $4,294,000 | 4,285 |
| U.S. Government securities | $4,294,000 | 4,046 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,294,000 | 3,740 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| 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 | $3,285,000 | 3,506 |
| Mortgage-backed securities | $2,216,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $157,000 | 3,527 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,059,000 | 1,848 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $4,294,000 | 4,015 |
| Total debt securities | $4,295,000 | 4,258 |
| 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 | $4,412,000 | 4,317 |
| U.S. Government securities | $4,412,000 | 4,081 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $4,412,000 | 3,776 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| 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 | $3,397,000 | 3,483 |
| Mortgage-backed securities | $2,315,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $161,000 | 3,535 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,154,000 | 1,839 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $4,412,000 | 4,041 |
| Total debt securities | $4,412,000 | 4,290 |
| 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 | $4,541,000 | 4,382 |
| U.S. Government securities | $4,541,000 | 4,146 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $4,541,000 | 3,781 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| 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 | $3,487,000 | 3,434 |
| Mortgage-backed securities | $2,412,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $166,000 | 3,581 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,246,000 | 1,861 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $4,541,000 | 4,099 |
| Total debt securities | $4,541,000 | 4,355 |
| 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 | $4,134,000 | 4,435 |
| U.S. Government securities | $4,134,000 | 4,204 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $4,134,000 | 3,830 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| 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 | $3,067,000 | 3,420 |
| Mortgage-backed securities | $2,516,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $165,000 | 3,618 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,351,000 | 1,855 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $4,134,000 | 4,153 |
| Total debt securities | $4,135,000 | 4,410 |
| 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 | $4,275,000 | 4,461 |
| U.S. Government securities | $4,275,000 | 4,219 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $4,275,000 | 3,837 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| 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 | $3,168,000 | 3,388 |
| Mortgage-backed securities | $2,657,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $168,000 | 3,638 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,489,000 | 1,841 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $4,275,000 | 4,185 |
| Total debt securities | $4,276,000 | 4,437 |
| 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 | $4,460,000 | 4,475 |
| U.S. Government securities | $4,460,000 | 4,214 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $4,460,000 | 3,843 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $3,329,000 | 3,373 |
| Mortgage-backed securities | $2,794,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $175,000 | 3,731 |
| Issued or guaranteed by U.S. | $175,000 | 3,656 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,619,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 1,847 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $4,460,000 | 4,205 |
| Total debt securities | $4,460,000 | 4,457 |
| 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 | $4,168,000 | 4,447 |
| U.S. Government securities | $4,168,000 | 4,161 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $4,168,000 | 3,853 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| 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 | $3,017,000 | 3,406 |
| Mortgage-backed securities | $2,964,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $179,000 | 3,746 |
| Issued or guaranteed by U.S. | $179,000 | 3,678 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,785,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $2,785,000 | 1,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $4,168,000 | 4,193 |
| Total debt securities | $4,168,000 | 4,430 |
| 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 | $4,413,000 | 4,422 |
| U.S. Government securities | $4,413,000 | 4,044 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,413,000 | 3,800 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| 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 | $3,212,000 | 3,396 |
| Mortgage-backed securities | $3,154,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $205,000 | 3,751 |
| Issued or guaranteed by U.S. | $205,000 | 3,670 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,949,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $2,949,000 | 1,795 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $4,413,000 | 4,193 |
| Total debt securities | $4,413,000 | 4,402 |
| 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 | $4,621,000 | 4,445 |
| U.S. Government securities | $4,621,000 | 4,021 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,621,000 | 3,815 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| 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 | $3,390,000 | 3,389 |
| Mortgage-backed securities | $3,341,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $212,000 | 3,795 |
| Issued or guaranteed by U.S. | $212,000 | 3,720 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,129,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,129,000 | 1,777 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $4,621,000 | 4,209 |
| Total debt securities | $4,621,000 | 4,423 |
| 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 | $4,367,000 | 4,471 |
| U.S. Government securities | $4,367,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,367,000 | 3,852 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $3,087,000 | 3,442 |
| Mortgage-backed securities | $3,571,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $225,000 | 3,807 |
| Issued or guaranteed by U.S. | $225,000 | 3,726 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,346,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $3,346,000 | 1,724 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $4,367,000 | 4,232 |
| Total debt securities | $4,367,000 | 4,448 |
| 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 | $4,515,000 | 4,432 |
| U.S. Government securities | $4,515,000 | 3,950 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,515,000 | 3,773 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $3,235,000 | 3,400 |
| Mortgage-backed securities | $3,719,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $236,000 | 3,793 |
| Issued or guaranteed by U.S. | $236,000 | 3,707 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,483,000 | 1,700 |
| CMOs issued by government agencies or sponsored agencies | $3,483,000 | 1,661 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $4,515,000 | 4,198 |
| Total debt securities | $4,515,000 | 4,409 |
| 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 | $4,343,000 | 4,437 |
| U.S. Government securities | $4,343,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,343,000 | 3,726 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $2,957,000 | 3,472 |
| Mortgage-backed securities | $3,940,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $289,000 | 3,764 |
| Issued or guaranteed by U.S. | $289,000 | 3,688 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,651,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $3,651,000 | 1,671 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $4,343,000 | 4,206 |
| Total debt securities | $4,342,000 | 4,416 |
| 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 | $4,579,000 | 4,420 |
| U.S. Government securities | $4,579,000 | 3,856 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,579,000 | 3,706 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| 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 | $3,191,000 | 3,446 |
| Mortgage-backed securities | $4,166,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $334,000 | 3,748 |
| Issued or guaranteed by U.S. | $334,000 | 3,671 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,832,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $3,832,000 | 1,683 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,579,000 | 4,183 |
| Total debt securities | $4,579,000 | 4,396 |
| 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 | $4,850,000 | 4,416 |
| U.S. Government securities | $4,850,000 | 3,847 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,850,000 | 3,688 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $3,459,000 | 3,424 |
| Mortgage-backed securities | $4,429,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $425,000 | 3,715 |
| Issued or guaranteed by U.S. | $425,000 | 3,639 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,004,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $4,004,000 | 1,696 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $4,850,000 | 4,176 |
| Total debt securities | $4,849,000 | 4,391 |
| 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 | $7,494,000 | 4,232 |
| U.S. Government securities | $7,494,000 | 3,584 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,494,000 | 3,429 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $6,136,000 | 2,996 |
| Mortgage-backed securities | $1,458,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $506,000 | 3,706 |
| Issued or guaranteed by U.S. | $506,000 | 3,616 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $952,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,317 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $7,494,000 | 3,991 |
| Total debt securities | $7,495,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $12,577,000 | 3,866 |
| U.S. Government securities | $12,577,000 | 3,140 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,577,000 | 2,982 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $11,159,000 | 2,479 |
| Mortgage-backed securities | $1,552,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $546,000 | 3,690 |
| Issued or guaranteed by U.S. | $546,000 | 3,607 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,006,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $1,006,000 | 2,306 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $12,577,000 | 3,623 |
| Total debt securities | $12,576,000 | 3,845 |
| 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 | $12,583,000 | 3,919 |
| U.S. Government securities | $12,583,000 | 3,175 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,583,000 | 3,016 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $11,161,000 | 2,517 |
| Mortgage-backed securities | $1,595,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $589,000 | 3,709 |
| Issued or guaranteed by U.S. | $589,000 | 3,622 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,006,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,006,000 | 2,332 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,583,000 | 3,665 |
| Total debt securities | $12,583,000 | 3,897 |
| 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 | $12,752,000 | 3,963 |
| U.S. Government securities | $12,752,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,752,000 | 3,057 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,220,000 | 2,572 |
| Mortgage-backed securities | $1,679,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $1,679,000 | 3,337 |
| Issued or guaranteed by U.S. | $1,679,000 | 3,253 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $12,752,000 | 3,699 |
| Total debt securities | $12,752,000 | 3,941 |
| 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 | $12,668,000 | 4,029 |
| U.S. Government securities | $12,668,000 | 3,249 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,668,000 | 3,082 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,111,000 | 2,612 |
| Mortgage-backed securities | $1,737,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $1,737,000 | 3,333 |
| Issued or guaranteed by U.S. | $1,737,000 | 3,247 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,668,000 | 3,765 |
| Total debt securities | $12,668,000 | 4,008 |
| 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 | $11,565,000 | 4,168 |
| U.S. Government securities | $11,565,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,565,000 | 3,235 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,990,000 | 2,645 |
| Mortgage-backed securities | $756,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $756,000 | 3,722 |
| Issued or guaranteed by U.S. | $756,000 | 3,651 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,565,000 | 3,895 |
| Total debt securities | $11,566,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $11,492,000 | 4,229 |
| U.S. Government securities | $11,492,000 | 3,468 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,492,000 | 3,309 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,907,000 | 2,646 |
| Mortgage-backed securities | $770,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $770,000 | 3,765 |
| Issued or guaranteed by U.S. | $770,000 | 3,741 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,492,000 | 3,954 |
| Total debt securities | $11,491,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $11,684,000 | 4,268 |
| U.S. Government securities | $11,684,000 | 3,451 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,684,000 | 3,300 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,994,000 | 2,680 |
| Mortgage-backed securities | $814,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $814,000 | 3,798 |
| Issued or guaranteed by U.S. | $814,000 | 3,628 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,684,000 | 3,989 |
| Total debt securities | $11,684,000 | 4,243 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $11,759,000 | 4,311 |
| U.S. Government securities | $11,759,000 | 3,496 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,759,000 | 3,365 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,059,000 | 2,709 |
| Mortgage-backed securities | $850,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $850,000 | 3,832 |
| Issued or guaranteed by U.S. | $850,000 | 3,824 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,759,000 | 4,027 |
| Total debt securities | $11,758,000 | 4,287 |
| 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 | $11,978,000 | 4,333 |
| U.S. Government securities | $11,978,000 | 3,491 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,978,000 | 3,355 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,246,000 | 2,739 |
| Mortgage-backed securities | $887,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $887,000 | 3,862 |
| Issued or guaranteed by U.S. | $887,000 | 3,855 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,978,000 | 4,048 |
| Total debt securities | $11,979,000 | 4,311 |
| 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 | $12,120,000 | 4,364 |
| U.S. Government securities | $12,120,000 | 3,524 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $12,120,000 | 3,383 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,369,000 | 2,751 |
| Mortgage-backed securities | $922,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $922,000 | 3,896 |
| Issued or guaranteed by U.S. | $922,000 | 3,890 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $12,120,000 | 4,076 |
| Total debt securities | $12,120,000 | 4,339 |
| 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 | $12,247,000 | 4,401 |
| U.S. Government securities | $12,247,000 | 3,546 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $12,247,000 | 3,417 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,452,000 | 2,754 |
| Mortgage-backed securities | $988,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $988,000 | 3,906 |
| Issued or guaranteed by U.S. | $988,000 | 3,899 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,247,000 | 4,111 |
| Total debt securities | $12,249,000 | 4,379 |
| 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 | $12,237,000 | 4,454 |
| U.S. Government securities | $12,237,000 | 3,595 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $12,237,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,435,000 | 2,799 |
| Mortgage-backed securities | $1,083,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $1,083,000 | 3,931 |
| Issued or guaranteed by U.S. | $1,083,000 | 3,926 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,237,000 | 4,139 |
| Total debt securities | $12,236,000 | 4,433 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $12,310,000 | 4,452 |
| U.S. Government securities | $12,310,000 | 3,572 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,310,000 | 3,441 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,421,000 | 2,798 |
| Mortgage-backed securities | $1,123,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $1,123,000 | 3,949 |
| Issued or guaranteed by U.S. | $1,123,000 | 3,941 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $12,310,000 | 4,131 |
| Total debt securities | $12,310,000 | 4,431 |
| 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 | $12,743,000 | 4,437 |
| U.S. Government securities | $12,743,000 | 3,524 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,743,000 | 3,406 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,839,000 | 2,763 |
| Mortgage-backed securities | $1,232,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 3,953 |
| Issued or guaranteed by U.S. | $1,232,000 | 3,950 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $12,743,000 | 4,122 |
| Total debt securities | $12,743,000 | 4,417 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $12,741,000 | 4,517 |
| U.S. Government securities | $12,741,000 | 3,614 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,741,000 | 3,496 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,799,000 | 2,817 |
| Mortgage-backed securities | $2,787,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $2,787,000 | 3,506 |
| Issued or guaranteed by U.S. | $2,787,000 | 3,500 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $3,000 | 2,292 |
| Available-for-sale securities (fair market value) | $12,738,000 | 4,192 |
| Total debt securities | $12,741,000 | 4,491 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $12,667,000 | 4,598 |
| U.S. Government securities | $12,667,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,667,000 | 3,600 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,703,000 | 2,868 |
| Mortgage-backed securities | $1,727,000 | 4,181 |
| Certificates of participation in pools of residential mortgages | $1,727,000 | 3,854 |
| Issued or guaranteed by U.S. | $1,727,000 | 3,849 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $3,000 | 2,339 |
| Available-for-sale securities (fair market value) | $12,664,000 | 4,246 |
| Total debt securities | $12,667,000 | 4,576 |
| 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 | $12,252,000 | 4,677 |
| U.S. Government securities | $10,752,000 | 4,003 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,752,000 | 3,855 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $1,500,000 | 158 |
| 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 | $11,269,000 | 2,948 |
| Mortgage-backed securities | $1,825,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $1,825,000 | 3,840 |
| Issued or guaranteed by U.S. | $1,825,000 | 3,836 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $3,000 | 2,388 |
| Available-for-sale securities (fair market value) | $12,249,000 | 4,324 |
| Total debt securities | $12,252,000 | 4,654 |
| 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 | $12,433,000 | 4,741 |
| U.S. Government securities | $10,934,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,934,000 | 3,929 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $1,499,000 | 163 |
| 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 | $11,403,000 | 2,954 |
| Mortgage-backed securities | $1,941,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $1,941,000 | 3,860 |
| Issued or guaranteed by U.S. | $1,941,000 | 3,857 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $3,000 | 2,412 |
| Available-for-sale securities (fair market value) | $12,430,000 | 4,382 |
| Total debt securities | $12,432,000 | 4,717 |
| 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 | $12,466,000 | 4,832 |
| U.S. Government securities | $10,969,000 | 4,172 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,969,000 | 4,047 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $1,497,000 | 167 |
| 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 | $11,431,000 | 2,979 |
| Mortgage-backed securities | $2,042,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $2,042,000 | 3,904 |
| Issued or guaranteed by U.S. | $2,042,000 | 3,900 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $3,000 | 2,451 |
| Available-for-sale securities (fair market value) | $12,463,000 | 4,457 |
| Total debt securities | $12,465,000 | 4,810 |
| 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 | $12,639,000 | 4,883 |
| U.S. Government securities | $11,150,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,150,000 | 4,102 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $1,489,000 | 174 |
| 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 | $11,580,000 | 2,988 |
| Mortgage-backed securities | $2,135,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $2,135,000 | 3,952 |
| Issued or guaranteed by U.S. | $2,135,000 | 3,947 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,000 | 2,465 |
| Available-for-sale securities (fair market value) | $12,636,000 | 4,503 |
| Total debt securities | $12,639,000 | 4,862 |
| 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 | $12,825,000 | 4,922 |
| U.S. Government securities | $11,338,000 | 4,266 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,338,000 | 4,156 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $1,487,000 | 157 |
| 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 | $11,761,000 | 2,992 |
| Mortgage-backed securities | $2,357,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 3,958 |
| Issued or guaranteed by U.S. | $2,357,000 | 3,952 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,000 | 2,501 |
| Available-for-sale securities (fair market value) | $12,822,000 | 4,540 |
| Total debt securities | $12,835,000 | 4,901 |
| 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 | $11,970,000 | 5,099 |
| U.S. Government securities | $10,483,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,483,000 | 4,368 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $1,487,000 | 155 |
| 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 | $10,895,000 | 3,122 |
| Mortgage-backed securities | $2,478,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $2,478,000 | 4,000 |
| Issued or guaranteed by U.S. | $2,478,000 | 3,997 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,000 | 2,545 |
| Available-for-sale securities (fair market value) | $11,967,000 | 4,718 |
| Total debt securities | $11,970,000 | 5,075 |
| 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 | $11,063,000 | 5,261 |
| U.S. Government securities | $11,063,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,063,000 | 4,375 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $11,026,000 | 3,128 |
| Mortgage-backed securities | $2,580,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $2,580,000 | 4,033 |
| Issued or guaranteed by U.S. | $2,580,000 | 4,031 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $3,000 | 2,580 |
| Available-for-sale securities (fair market value) | $11,060,000 | 4,865 |
| Total debt securities | $11,062,000 | 5,238 |
| 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 | $11,652,000 | 5,257 |
| U.S. Government securities | $11,152,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,152,000 | 4,404 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $500,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $500,000 | 1,703 |
| 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 | $11,608,000 | 3,069 |
| Mortgage-backed securities | $2,686,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 4,046 |
| Issued or guaranteed by U.S. | $2,686,000 | 4,044 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $504,000 | 2,153 |
| Available-for-sale securities (fair market value) | $11,148,000 | 4,902 |
| Total debt securities | $11,649,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $500,000 | 1,971 |
| 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 | $12,809,000 | 5,153 |
| U.S. Government securities | $11,309,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,309,000 | 4,378 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,500,000 | 1,665 |
| 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 | $1,500,000 | 1,289 |
| 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 | $12,726,000 | 2,921 |
| Mortgage-backed securities | $2,823,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $2,823,000 | 4,026 |
| Issued or guaranteed by U.S. | $2,823,000 | 4,021 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,504,000 | 1,861 |
| Available-for-sale securities (fair market value) | $11,305,000 | 4,917 |
| Total debt securities | $12,809,000 | 5,123 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,396 |
| Fair value | $1,502,000 | 1,392 |
| 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 | $12,058,000 | 5,294 |
| U.S. Government securities | $10,558,000 | 4,596 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,558,000 | 4,498 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,500,000 | 1,719 |
| 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 | $1,500,000 | 1,318 |
| 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 | $11,950,000 | 3,001 |
| Mortgage-backed securities | $2,998,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $2,998,000 | 3,981 |
| Issued or guaranteed by U.S. | $2,998,000 | 3,974 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,504,000 | 1,842 |
| Available-for-sale securities (fair market value) | $10,554,000 | 5,043 |
| Total debt securities | $12,057,000 | 5,260 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,385 |
| Fair value | $1,498,000 | 1,385 |
| 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 | $12,289,000 | 5,268 |
| U.S. Government securities | $10,789,000 | 4,544 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,789,000 | 4,439 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,500,000 | 1,753 |
| 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 | $1,500,000 | 1,342 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,247,000 | 2,955 |
| Mortgage-backed securities | $3,156,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $3,156,000 | 3,944 |
| Issued or guaranteed by U.S. | $3,156,000 | 3,938 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,504,000 | 1,774 |
| Available-for-sale securities (fair market value) | $10,785,000 | 5,039 |
| Total debt securities | $12,289,000 | 5,235 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,355 |
| Fair value | $1,507,000 | 1,352 |
| 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 | $11,598,000 | 5,381 |
| U.S. Government securities | $10,098,000 | 4,715 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,098,000 | 4,609 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,500,000 | 1,770 |
| 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 | $1,500,000 | 1,343 |
| 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 | $11,577,000 | 3,082 |
| Mortgage-backed securities | $3,344,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $3,344,000 | 3,936 |
| Issued or guaranteed by U.S. | $3,344,000 | 3,932 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,504,000 | 1,751 |
| Available-for-sale securities (fair market value) | $10,094,000 | 5,172 |
| Total debt securities | $11,599,000 | 5,348 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,398 |
| Fair value | $1,531,000 | 1,387 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $12,826,000 | 5,225 |
| U.S. Government securities | $10,326,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,326,000 | 4,546 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,500,000 | 1,423 |
| 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 | $2,500,000 | 1,043 |
| 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 | $11,769,000 | 3,050 |
| Mortgage-backed securities | $3,539,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $3,539,000 | 3,870 |
| Issued or guaranteed by U.S. | $3,539,000 | 3,867 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,504,000 | 1,590 |
| Available-for-sale securities (fair market value) | $10,322,000 | 5,124 |
| Total debt securities | $12,825,000 | 5,194 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,120 |
| Fair value | $2,493,000 | 1,149 |
| 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 | $13,132,000 | 5,257 |
| U.S. Government securities | $10,632,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,632,000 | 4,599 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,500,000 | 1,468 |
| 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 | $2,500,000 | 1,088 |
| 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 | $11,988,000 | 3,022 |
| Mortgage-backed securities | $3,805,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $3,805,000 | 3,947 |
| Issued or guaranteed by U.S. | $3,805,000 | 3,945 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,504,000 | 1,619 |
| Available-for-sale securities (fair market value) | $10,628,000 | 5,175 |
| Total debt securities | $13,133,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,184 |
| Fair value | $2,484,000 | 1,214 |
| 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 | $13,307,000 | 5,271 |
| U.S. Government securities | $10,807,000 | 4,765 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,807,000 | 4,668 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,500,000 | 1,487 |
| 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 | $2,500,000 | 1,091 |
| 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 | $12,242,000 | 3,027 |
| Mortgage-backed securities | $3,967,000 | 4,467 |
| Certificates of participation in pools of residential mortgages | $3,967,000 | 3,950 |
| Issued or guaranteed by U.S. | $3,967,000 | 3,947 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,504,000 | 1,619 |
| Available-for-sale securities (fair market value) | $10,803,000 | 5,206 |
| Total debt securities | $13,308,000 | 5,238 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,344 |
| Fair value | $2,478,000 | 1,388 |
| 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 | $12,576,000 | 5,429 |
| U.S. Government securities | $10,076,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,076,000 | 4,869 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,500,000 | 1,458 |
| 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 | $2,500,000 | 1,065 |
| 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 | $11,517,000 | 3,146 |
| Mortgage-backed securities | $4,235,000 | 4,430 |
| Certificates of participation in pools of residential mortgages | $4,235,000 | 3,886 |
| Issued or guaranteed by U.S. | $4,235,000 | 3,881 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,504,000 | 1,635 |
| Available-for-sale securities (fair market value) | $10,072,000 | 5,336 |
| Total debt securities | $12,575,000 | 5,400 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,526 |
| Fair value | $2,492,000 | 1,556 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,899,000 | 5,359 |
| U.S. Government securities | $10,399,000 | 4,876 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,399,000 | 4,776 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,500,000 | 1,440 |
| 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 | $2,500,000 | 995 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,793,000 | 2,963 |
| Mortgage-backed securities | $4,518,000 | 4,311 |
| Certificates of participation in pools of residential mortgages | $4,518,000 | 3,710 |
| Issued or guaranteed by U.S. | $4,518,000 | 3,705 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,504,000 | 1,686 |
| Available-for-sale securities (fair market value) | $10,395,000 | 5,271 |
| Total debt securities | $12,900,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,516 |
| Fair value | $2,392,000 | 1,573 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $13,233,000 | 5,285 |
| U.S. Government securities | $10,733,000 | 4,784 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,733,000 | 4,683 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,500,000 | 1,460 |
| 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 | $2,500,000 | 980 |
| 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 | $11,944,000 | 2,907 |
| Mortgage-backed securities | $4,813,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $4,813,000 | 3,612 |
| Issued or guaranteed by U.S. | $4,813,000 | 3,601 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,504,000 | 1,709 |
| Available-for-sale securities (fair market value) | $10,729,000 | 5,199 |
| Total debt securities | $13,234,000 | 5,255 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,396,000 | 1,628 |
| 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 | $13,356,000 | 5,336 |
| U.S. Government securities | $10,856,000 | 4,892 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,856,000 | 4,785 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,500,000 | 1,396 |
| 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 | $2,500,000 | 916 |
| 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 | $12,239,000 | 2,881 |
| Mortgage-backed securities | $4,994,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $4,994,000 | 3,538 |
| Issued or guaranteed by U.S. | $4,994,000 | 3,526 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,504,000 | 1,750 |
| Available-for-sale securities (fair market value) | $10,852,000 | 5,260 |
| Total debt securities | $13,357,000 | 5,301 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,790 |
| Fair value | $2,466,000 | 1,842 |
| 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 | $13,435,000 | 5,313 |
| U.S. Government securities | $10,935,000 | 4,862 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,935,000 | 4,740 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,500,000 | 1,428 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,500,000 | 933 |
| 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 | $12,289,000 | 2,887 |
| Mortgage-backed securities | $5,180,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $5,180,000 | 3,407 |
| Issued or guaranteed by U.S. | $5,180,000 | 3,399 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,504,000 | 1,755 |
| Available-for-sale securities (fair market value) | $10,931,000 | 5,230 |
| Total debt securities | $13,436,000 | 5,276 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,826 |
| Fair value | $2,468,000 | 1,859 |
| 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 | $12,763,000 | 5,331 |
| U.S. Government securities | $10,263,000 | 4,819 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,263,000 | 4,698 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,500,000 | 1,533 |
| 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 | $2,500,000 | 932 |
| 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 | $11,648,000 | 2,930 |
| Mortgage-backed securities | $4,495,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $4,495,000 | 3,480 |
| Issued or guaranteed by U.S. | $4,495,000 | 3,472 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,505,000 | 1,783 |
| Available-for-sale securities (fair market value) | $10,258,000 | 5,224 |
| Total debt securities | $12,762,000 | 5,295 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,681 |
| Fair value | $2,351,000 | 1,766 |
| 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 | $12,785,000 | 5,268 |
| U.S. Government securities | $10,285,000 | 4,783 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,285,000 | 4,660 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,500,000 | 1,576 |
| 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 | $2,500,000 | 921 |
| 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 | $11,680,000 | 2,958 |
| Mortgage-backed securities | $4,721,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $4,721,000 | 3,401 |
| Issued or guaranteed by U.S. | $4,721,000 | 3,395 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,505,000 | 1,817 |
| Available-for-sale securities (fair market value) | $10,280,000 | 5,173 |
| Total debt securities | $12,783,000 | 5,237 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,704 |
| Fair value | $2,314,000 | 1,780 |
| 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 | $13,008,000 | 5,256 |
| U.S. Government securities | $10,508,000 | 4,828 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,508,000 | 4,717 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,500,000 | 1,570 |
| 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 | $2,500,000 | 887 |
| 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 | $11,829,000 | 2,963 |
| Mortgage-backed securities | $4,946,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $4,946,000 | 3,366 |
| Issued or guaranteed by U.S. | $4,946,000 | 3,359 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,505,000 | 1,894 |
| Available-for-sale securities (fair market value) | $10,503,000 | 5,184 |
| Total debt securities | $13,008,000 | 5,217 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,788 |
| Fair value | $2,299,000 | 1,874 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $13,100,000 | 5,289 |
| U.S. Government securities | $10,600,000 | 4,876 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,600,000 | 4,765 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,500,000 | 1,623 |
| 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 | $2,500,000 | 916 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,924,000 | 3,025 |
| Mortgage-backed securities | $5,215,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $5,215,000 | 3,399 |
| Issued or guaranteed by U.S. | $5,215,000 | 3,391 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,505,000 | 1,911 |
| Available-for-sale securities (fair market value) | $10,595,000 | 5,209 |
| Total debt securities | $13,100,000 | 5,249 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,588 |
| Fair value | $2,250,000 | 1,678 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $15,194,000 | 4,982 |
| U.S. Government securities | $12,694,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,694,000 | 4,399 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,500,000 | 1,665 |
| 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 | $2,500,000 | 938 |
| 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 | $9,745,000 | 3,379 |
| Mortgage-backed securities | $4,508,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $4,508,000 | 3,669 |
| Issued or guaranteed by U.S. | $4,508,000 | 3,663 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,505,000 | 1,929 |
| Available-for-sale securities (fair market value) | $12,689,000 | 4,897 |
| Total debt securities | $15,194,000 | 4,944 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,340 |
| Fair value | $2,114,000 | 1,458 |
| 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 | $16,611,000 | 4,845 |
| U.S. Government securities | $14,111,000 | 4,265 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,111,000 | 4,179 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,500,000 | 1,767 |
| 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 | $2,500,000 | 994 |
| 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 | $11,131,000 | 3,159 |
| Mortgage-backed securities | $4,744,000 | 4,311 |
| Certificates of participation in pools of residential mortgages | $4,744,000 | 3,712 |
| Issued or guaranteed by U.S. | $4,744,000 | 3,703 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,505,000 | 2,018 |
| Available-for-sale securities (fair market value) | $14,106,000 | 4,742 |
| Total debt securities | $16,612,000 | 4,798 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 957 |
| Fair value | $1,946,000 | 1,216 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $16,979,000 | 4,799 |
| U.S. Government securities | $14,479,000 | 4,187 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,479,000 | 4,092 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,500,000 | 1,798 |
| 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 | $2,500,000 | 1,011 |
| 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 | $11,418,000 | 3,138 |
| Mortgage-backed securities | $5,138,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $5,138,000 | 3,641 |
| Issued or guaranteed by U.S. | $5,138,000 | 3,630 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,505,000 | 2,022 |
| Available-for-sale securities (fair market value) | $14,474,000 | 4,680 |
| Total debt securities | $16,979,000 | 4,753 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 654 |
| Fair value | $1,812,000 | 863 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $15,302,000 | 5,036 |
| U.S. Government securities | $12,802,000 | 4,562 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,802,000 | 4,481 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,500,000 | 1,707 |
| 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 | $2,500,000 | 1,007 |
| 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 | $12,653,000 | 3,000 |
| Mortgage-backed securities | $6,504,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $6,504,000 | 3,389 |
| Issued or guaranteed by U.S. | $6,504,000 | 3,378 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,049 |
| Available-for-sale securities (fair market value) | $12,797,000 | 4,939 |
| Total debt securities | $15,303,000 | 4,999 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 493 |
| Fair value | $1,461,000 | 778 |
| 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 | $13,246,000 | 5,370 |
| U.S. Government securities | $10,746,000 | 4,998 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,746,000 | 4,905 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,500,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 981 |
| 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 | $10,605,000 | 3,346 |
| Mortgage-backed securities | $6,600,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $6,600,000 | 3,343 |
| Issued or guaranteed by U.S. | $6,600,000 | 3,331 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,056 |
| Available-for-sale securities (fair market value) | $10,741,000 | 5,256 |
| Total debt securities | $13,246,000 | 5,329 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 534 |
| Fair value | $1,665,000 | 751 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $14,640,000 | 5,118 |
| U.S. Government securities | $12,140,000 | 4,694 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,140,000 | 4,606 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,500,000 | 1,637 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 972 |
| 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 | $11,953,000 | 3,139 |
| Mortgage-backed securities | $7,067,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $7,067,000 | 3,139 |
| Issued or guaranteed by U.S. | $7,067,000 | 3,128 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,077 |
| Available-for-sale securities (fair market value) | $12,135,000 | 4,992 |
| Total debt securities | $14,640,000 | 5,074 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 377 |
| Fair value | $2,958,000 | 460 |
| 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 | $15,170,000 | 5,104 |
| U.S. Government securities | $12,670,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,670,000 | 4,534 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,500,000 | 1,684 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 1,052 |
| 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 | $12,472,000 | 3,014 |
| Mortgage-backed securities | $7,609,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $7,609,000 | 3,009 |
| Issued or guaranteed by U.S. | $7,609,000 | 2,996 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,073 |
| Available-for-sale securities (fair market value) | $12,665,000 | 4,973 |
| Total debt securities | $15,171,000 | 5,048 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 412 |
| Fair value | $3,152,000 | 455 |
| 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 | $16,818,000 | 4,844 |
| U.S. Government securities | $14,318,000 | 4,341 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,318,000 | 4,264 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,500,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 1,025 |
| 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 | $14,170,000 | 2,749 |
| Mortgage-backed securities | $8,121,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $8,121,000 | 2,824 |
| Issued or guaranteed by U.S. | $8,121,000 | 2,813 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,112 |
| Available-for-sale securities (fair market value) | $14,313,000 | 4,714 |
| Total debt securities | $16,818,000 | 4,788 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 441 |
| Fair value | $3,086,000 | 486 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $13,842,000 | 5,354 |
| U.S. Government securities | $11,342,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,342,000 | 4,891 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $2,500,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 956 |
| 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 | $11,027,000 | 3,229 |
| Mortgage-backed securities | $5,363,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $5,363,000 | 3,139 |
| Issued or guaranteed by U.S. | $5,363,000 | 3,123 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,183 |
| Available-for-sale securities (fair market value) | $11,337,000 | 5,225 |
| Total debt securities | $13,842,000 | 5,297 |
| Structured notes | ||
| Amortized cost | $6,498,000 | 385 |
| Fair value | $6,118,000 | 402 |
| 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 | $13,261,000 | 5,497 |
| U.S. Government securities | $10,761,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,761,000 | 5,102 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,500,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 928 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,630,000 | 3,317 |
| Mortgage-backed securities | $5,767,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $5,767,000 | 2,899 |
| Issued or guaranteed by U.S. | $5,767,000 | 2,884 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,208 |
| Available-for-sale securities (fair market value) | $10,756,000 | 5,347 |
| Total debt securities | $13,261,000 | 5,452 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 681 |
| Fair value | $4,180,000 | 705 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,592,000 | 5,799 |
| U.S. Government securities | $9,092,000 | 5,603 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,092,000 | 5,492 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,500,000 | 1,393 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 895 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,915,000 | 3,605 |
| Mortgage-backed securities | $5,152,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | $5,152,000 | 2,966 |
| Issued or guaranteed by U.S. | $5,152,000 | 2,952 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,242 |
| Available-for-sale securities (fair market value) | $9,087,000 | 5,669 |
| Total debt securities | $11,592,000 | 5,738 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 609 |
| Fair value | $5,179,000 | 622 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $11,938,000 | 5,749 |
| U.S. Government securities | $9,438,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,438,000 | 5,436 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,500,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 908 |
| 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 | $9,290,000 | 3,554 |
| Mortgage-backed securities | $5,497,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $5,497,000 | 2,871 |
| Issued or guaranteed by U.S. | $5,497,000 | 2,857 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,272 |
| Available-for-sale securities (fair market value) | $9,433,000 | 5,611 |
| Total debt securities | $11,938,000 | 5,697 |
| Structured notes | ||
| Amortized cost | $5,497,000 | 644 |
| Fair value | $5,264,000 | 658 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $12,397,000 | 5,706 |
| U.S. Government securities | $9,848,000 | 5,509 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,848,000 | 5,388 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,549,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 942 |
| 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 | $9,741,000 | 3,470 |
| Mortgage-backed securities | $6,004,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $5,955,000 | 2,775 |
| Issued or guaranteed by U.S. | $5,955,000 | 2,758 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $49,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $49,000 | 1,151 |
| 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) | $2,505,000 | 2,319 |
| Available-for-sale securities (fair market value) | $9,892,000 | 5,551 |
| Total debt securities | $12,397,000 | 5,663 |
| Structured notes | ||
| Amortized cost | $5,496,000 | 678 |
| Fair value | $5,237,000 | 691 |
| 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 | $12,123,000 | 5,808 |
| U.S. Government securities | $9,566,000 | 5,611 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,566,000 | 5,490 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,557,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 938 |
| 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 | $9,174,000 | 3,572 |
| Mortgage-backed securities | $5,712,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $5,655,000 | 2,842 |
| Issued or guaranteed by U.S. | $5,655,000 | 2,829 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $57,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $57,000 | 1,120 |
| 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) | $2,506,000 | 2,372 |
| Available-for-sale securities (fair market value) | $9,617,000 | 5,613 |
| Total debt securities | $12,123,000 | 5,758 |
| Structured notes | ||
| Amortized cost | $5,496,000 | 738 |
| Fair value | $5,294,000 | 750 |
| 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 | $11,642,000 | 5,900 |
| U.S. Government securities | $9,074,000 | 5,753 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,074,000 | 5,623 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,568,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 953 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,930,000 | 3,599 |
| Mortgage-backed securities | $5,278,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $5,210,000 | 2,959 |
| Issued or guaranteed by U.S. | $5,210,000 | 2,947 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $68,000 | 3,392 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $68,000 | 1,105 |
| 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) | $2,506,000 | 2,405 |
| Available-for-sale securities (fair market value) | $9,136,000 | 5,730 |
| Total debt securities | $11,642,000 | 5,849 |
| Structured notes | ||
| Amortized cost | $5,495,000 | 794 |
| Fair value | $5,251,000 | 802 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $12,307,000 | 5,813 |
| U.S. Government securities | $9,730,000 | 5,636 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,730,000 | 5,506 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,577,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 1,000 |
| 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 | $9,631,000 | 3,470 |
| Mortgage-backed securities | $5,924,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $5,847,000 | 2,858 |
| Issued or guaranteed by U.S. | $5,847,000 | 2,844 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $77,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $77,000 | 1,085 |
| 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) | $2,506,000 | 2,431 |
| Available-for-sale securities (fair market value) | $9,801,000 | 5,629 |
| Total debt securities | $12,306,000 | 5,757 |
| Structured notes | ||
| Amortized cost | $5,495,000 | 794 |
| Fair value | $5,307,000 | 807 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,537,000 | 6,005 |
| U.S. Government securities | $8,948,000 | 5,841 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,948,000 | 5,689 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,589,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 1,049 |
| 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 | $8,823,000 | 3,612 |
| Mortgage-backed securities | $5,153,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $5,064,000 | 3,095 |
| Issued or guaranteed by U.S. | $5,064,000 | 3,083 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $89,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $89,000 | 1,048 |
| 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) | $2,506,000 | 2,474 |
| Available-for-sale securities (fair market value) | $9,031,000 | 5,815 |
| Total debt securities | $11,537,000 | 5,947 |
| Structured notes | ||
| Amortized cost | $5,494,000 | 801 |
| Fair value | $5,325,000 | 816 |
| 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 | $12,133,000 | 5,878 |
| U.S. Government securities | $9,530,000 | 5,674 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,530,000 | 5,538 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,603,000 | 1,474 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 1,086 |
| 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 | $9,330,000 | 3,506 |
| Mortgage-backed securities | $5,684,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $5,581,000 | 2,982 |
| Issued or guaranteed by U.S. | $5,581,000 | 2,969 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $103,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $103,000 | 1,025 |
| 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) | $2,506,000 | 2,498 |
| Available-for-sale securities (fair market value) | $9,627,000 | 5,686 |
| Total debt securities | $12,133,000 | 5,814 |
| Structured notes | ||
| Amortized cost | $5,494,000 | 792 |
| Fair value | $5,387,000 | 801 |
| 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 | $12,460,000 | 5,861 |
| U.S. Government securities | $9,088,000 | 5,821 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,088,000 | 5,678 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $3,372,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $121,000 | 1,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,251,000 | 972 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,966,000 | 3,571 |
| Mortgage-backed securities | $5,246,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $5,125,000 | 3,167 |
| Issued or guaranteed by U.S. | $5,125,000 | 3,157 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $121,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $121,000 | 977 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,257,000 | 2,339 |
| Available-for-sale securities (fair market value) | $9,203,000 | 5,792 |
| Total debt securities | $12,461,000 | 5,797 |
| Structured notes | ||
| Amortized cost | $5,493,000 | 786 |
| Fair value | $5,408,000 | 792 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $12,338,000 | 5,977 |
| U.S. Government securities | $8,449,000 | 6,076 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,449,000 | 5,925 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $3,889,000 | 1,291 |
| Privately issued residential mortgage-backed securities | $137,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,752,000 | 952 |
| 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 | $8,360,000 | 3,704 |
| Mortgage-backed securities | $4,655,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $4,518,000 | 3,404 |
| Issued or guaranteed by U.S. | $4,518,000 | 3,395 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $137,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $137,000 | 955 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,758,000 | 2,259 |
| Available-for-sale securities (fair market value) | $8,580,000 | 5,996 |
| Total debt securities | $12,339,000 | 5,911 |
| Structured notes | ||
| Amortized cost | $5,492,000 | 788 |
| Fair value | $5,359,000 | 793 |
| 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 | $13,759,000 | 5,730 |
| U.S. Government securities | $9,854,000 | 5,734 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,854,000 | 5,573 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $3,905,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $152,000 | 1,020 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,753,000 | 977 |
| 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 | $9,770,000 | 3,400 |
| Mortgage-backed securities | $5,048,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $4,896,000 | 3,338 |
| Issued or guaranteed by U.S. | $4,896,000 | 3,326 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $152,000 | 3,397 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $152,000 | 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) | $3,759,000 | 2,276 |
| Available-for-sale securities (fair market value) | $10,000,000 | 5,702 |
| Total debt securities | $13,758,000 | 5,658 |
| Structured notes | ||
| Amortized cost | $5,492,000 | 761 |
| Fair value | $5,425,000 | 763 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $14,540,000 | 5,601 |
| U.S. Government securities | $10,615,000 | 5,558 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,615,000 | 5,401 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,925,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $170,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,755,000 | 1,013 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,534,000 | 3,191 |
| Mortgage-backed securities | $5,824,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $5,654,000 | 3,150 |
| Issued or guaranteed by U.S. | $5,654,000 | 3,142 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $170,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $170,000 | 883 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,761,000 | 2,293 |
| Available-for-sale securities (fair market value) | $10,779,000 | 5,580 |
| Total debt securities | $14,540,000 | 5,533 |
| Structured notes | ||
| Amortized cost | $5,491,000 | 772 |
| Fair value | $5,447,000 | 777 |
| 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 | $16,046,000 | 5,383 |
| U.S. Government securities | $11,099,000 | 5,520 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,099,000 | 5,367 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $4,947,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $194,000 | 945 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,753,000 | 924 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,009,000 | 3,091 |
| Mortgage-backed securities | $6,402,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $6,208,000 | 3,083 |
| Issued or guaranteed by U.S. | $6,208,000 | 3,075 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $194,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $194,000 | 875 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,771,000 | 2,089 |
| Available-for-sale securities (fair market value) | $11,275,000 | 5,557 |
| Total debt securities | $16,046,000 | 5,310 |
| Structured notes | ||
| Amortized cost | $5,491,000 | 761 |
| Fair value | $5,334,000 | 762 |
| 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 | $18,023,000 | 5,049 |
| U.S. Government securities | $12,545,000 | 5,111 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,545,000 | 4,975 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $5,478,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $221,000 | 987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,257,000 | 932 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,102,000 | 2,900 |
| Mortgage-backed securities | $7,410,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $7,189,000 | 2,886 |
| Issued or guaranteed by U.S. | $7,189,000 | 2,875 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $221,000 | 3,460 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $221,000 | 908 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,276,000 | 2,004 |
| Available-for-sale securities (fair market value) | $12,747,000 | 5,249 |
| Total debt securities | $18,023,000 | 4,973 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 1,103 |
| Fair value | $3,004,000 | 1,090 |
| 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 | $16,971,000 | 5,272 |
| U.S. Government securities | $12,961,000 | 5,086 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,961,000 | 4,937 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $4,010,000 | 1,440 |
| Privately issued residential mortgage-backed securities | $249,000 | 839 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,761,000 | 1,235 |
| 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 | $12,474,000 | 2,748 |
| Mortgage-backed securities | $7,843,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $7,594,000 | 2,842 |
| Issued or guaranteed by U.S. | $7,594,000 | 2,828 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $249,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $249,000 | 729 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,780,000 | 2,318 |
| Available-for-sale securities (fair market value) | $13,191,000 | 5,208 |
| Total debt securities | $16,971,000 | 5,189 |
| Structured notes | ||
| Amortized cost | $2,989,000 | 997 |
| Fair value | $2,986,000 | 964 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,390,000 | 5,839 |
| U.S. Government securities | $6,592,000 | 6,602 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,592,000 | 6,423 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,865 |
| Other domestic debt securities | $5,413,000 | 1,280 |
| Privately issued residential mortgage-backed securities | $1,647,000 | 564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,766,000 | 1,317 |
| 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 | $7,422,000 | 3,660 |
| Mortgage-backed securities | $6,797,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $5,150,000 | 3,368 |
| Issued or guaranteed by U.S. | $5,150,000 | 3,353 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,647,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $1,647,000 | 498 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,170,000 | 2,053 |
| Available-for-sale securities (fair market value) | $8,220,000 | 6,158 |
| Total debt securities | $13,390,000 | 5,748 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,575,000 | 6,343 |
| U.S. Government securities | $4,065,000 | 7,422 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,065,000 | 7,233 |
| Securities issued by states & political subdivisions | $1,386,000 | 4,844 |
| Other domestic debt securities | $5,124,000 | 1,370 |
| Privately issued residential mortgage-backed securities | $352,000 | 889 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,772,000 | 1,172 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,508,000 | 5,015 |
| Mortgage-backed securities | $3,949,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $3,597,000 | 3,904 |
| Issued or guaranteed by U.S. | $3,597,000 | 3,892 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $352,000 | 3,611 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $352,000 | 785 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,177,000 | 1,898 |
| Available-for-sale securities (fair market value) | $4,398,000 | 7,108 |
| Total debt securities | $10,575,000 | 6,249 |
| 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 | $11,551,000 | 6,196 |
| U.S. Government securities | $3,984,000 | 7,542 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,984,000 | 7,349 |
| Securities issued by states & political subdivisions | $1,386,000 | 4,774 |
| Other domestic debt securities | $6,181,000 | 1,239 |
| Privately issued residential mortgage-backed securities | $404,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,777,000 | 1,035 |
| 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 | $3,385,000 | 5,094 |
| Mortgage-backed securities | $3,882,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $3,478,000 | 3,973 |
| Issued or guaranteed by U.S. | $3,478,000 | 3,958 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $404,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $404,000 | 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) | $7,202,000 | 1,786 |
| Available-for-sale securities (fair market value) | $4,349,000 | 7,142 |
| Total debt securities | $11,551,000 | 6,101 |
| 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 | $12,775,000 | 5,894 |
| U.S. Government securities | $4,159,000 | 7,469 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,159,000 | 7,266 |
| Securities issued by states & political subdivisions | $1,387,000 | 4,783 |
| Other domestic debt securities | $7,229,000 | 1,133 |
| Privately issued residential mortgage-backed securities | $446,000 | 910 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,783,000 | 936 |
| 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 | $3,570,000 | 5,028 |
| Mortgage-backed securities | $4,100,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $3,654,000 | 3,865 |
| Issued or guaranteed by U.S. | $3,654,000 | 3,851 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $446,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $446,000 | 812 |
| 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) | $8,210,000 | 1,675 |
| Available-for-sale securities (fair market value) | $4,565,000 | 7,078 |
| Total debt securities | $12,774,000 | 5,801 |
| 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 | $14,732,000 | 5,420 |
| U.S. Government securities | $5,558,000 | 7,009 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,558,000 | 6,772 |
| Securities issued by states & political subdivisions | $1,864,000 | 4,425 |
| Other domestic debt securities | $7,310,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,310,000 | 888 |
| 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 | $3,551,000 | 5,047 |
| Mortgage-backed securities | $4,292,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $4,292,000 | 3,370 |
| Issued or guaranteed by U.S. | $4,292,000 | 3,355 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,223,000 | 1,640 |
| Available-for-sale securities (fair market value) | $5,509,000 | 6,839 |
| Total debt securities | $14,731,000 | 5,325 |
| 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 | $18,975,000 | 4,808 |
| U.S. Government securities | $7,526,000 | 6,703 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,526,000 | 6,337 |
| Securities issued by states & political subdivisions | $2,622,000 | 3,938 |
| Other domestic debt securities | $8,330,000 | 896 |
| 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 | $8,330,000 | 733 |
| Foreign debt securities | NA | NA |
| Equity securities | $497,000 | 3,846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,522,000 | 5,352 |
| Mortgage-backed securities | $997,000 | 5,539 |
| Certificates of participation in pools of residential mortgages | $997,000 | 4,796 |
| Issued or guaranteed by U.S. | $997,000 | 4,781 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,005,000 | 1,802 |
| Available-for-sale securities (fair market value) | $7,970,000 | 6,262 |
| Total debt securities | $18,478,000 | 4,773 |
| 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 | $21,775,000 | 4,566 |
| U.S. Government securities | $8,450,000 | 6,614 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,450,000 | 6,084 |
| Securities issued by states & political subdivisions | $3,298,000 | 3,719 |
| Other domestic debt securities | $9,357,000 | 864 |
| 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 | $9,357,000 | 694 |
| Foreign debt securities | NA | NA |
| Equity securities | $670,000 | 3,141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,914,000 | 4,294 |
| Mortgage-backed securities | $1,255,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $1,255,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,255,000 | 4,775 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,742,000 | 1,809 |
| Available-for-sale securities (fair market value) | $9,033,000 | 6,142 |
| Total debt securities | $21,105,000 | 4,539 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $22,409,000 | 4,477 |
| U.S. Government securities | $11,365,000 | 5,675 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $11,365,000 | 4,911 |
| Securities issued by states & political subdivisions | $3,553,000 | 3,646 |
| Other domestic debt securities | $7,131,000 | 925 |
| 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 | $7,131,000 | 729 |
| Foreign debt securities | NA | NA |
| Equity securities | $360,000 | 4,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,245,000 | 3,492 |
| Mortgage-backed securities | $121,000 | 7,437 |
| Certificates of participation in pools of residential mortgages | $121,000 | 6,900 |
| Issued or guaranteed by U.S. | $121,000 | 6,882 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,049,000 | 1,253 |
| Available-for-sale securities (fair market value) | $360,000 | 9,218 |
| Total debt securities | $22,049,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $25,292,000 | 4,169 |
| U.S. Government securities | $21,262,000 | 3,899 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $21,262,000 | 3,066 |
| Securities issued by states & political subdivisions | $3,559,000 | 3,461 |
| Other domestic debt securities | $150,000 | 3,060 |
| 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 | $150,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $321,000 | 4,496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,670,000 | 4,200 |
| Mortgage-backed securities | $229,000 | 7,531 |
| Certificates of participation in pools of residential mortgages | $229,000 | 6,831 |
| Issued or guaranteed by U.S. | $229,000 | 6,809 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,211,000 | 1,531 |
| Available-for-sale securities (fair market value) | $3,081,000 | 8,273 |
| Total debt securities | $24,971,000 | 4,101 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $19,961,000 | 5,311 |
| U.S. Government securities | $15,564,000 | 5,340 |
| U.S. Treasury securities | $500,000 | 8,061 |
| U.S. Government agency obligations | $15,064,000 | 4,187 |
| Securities issued by states & political subdivisions | $3,666,000 | 3,463 |
| 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 | $731,000 | 2,838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 7,810 |
| Mortgage-backed securities | $270,000 | 8,001 |
| Certificates of participation in pools of residential mortgages | $270,000 | 7,257 |
| Issued or guaranteed by U.S. | $270,000 | 7,239 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $18,722,000 | 1,992 |
| Available-for-sale securities (fair market value) | $1,239,000 | 9,400 |
| Total debt securities | $19,230,000 | 5,337 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $14,883,000 | 6,739 |
| U.S. Government securities | $10,926,000 | 6,941 |
| U.S. Treasury securities | $499,000 | 9,481 |
| U.S. Government agency obligations | $10,427,000 | 5,346 |
| Securities issued by states & political subdivisions | $3,672,000 | 3,521 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $285,000 | 4,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,000 | 7,130 |
| Mortgage-backed securities | $324,000 | 8,357 |
| Certificates of participation in pools of residential mortgages | $324,000 | 7,466 |
| Issued or guaranteed by U.S. | $324,000 | 7,432 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,573,000 | 2,707 |
| Available-for-sale securities (fair market value) | $1,310,000 | 9,781 |
| Total debt securities | $14,598,000 | 6,687 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $12,609,000 | 7,844 |
| U.S. Government securities | $8,461,000 | 8,442 |
| U.S. Treasury securities | $499,000 | 10,445 |
| U.S. Government agency obligations | $7,962,000 | 6,186 |
| Securities issued by states & political subdivisions | $3,678,000 | 3,679 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $470,000 | 3,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,744,000 | 7,367 |
| Mortgage-backed securities | $414,000 | 8,698 |
| Certificates of participation in pools of residential mortgages | $414,000 | 7,629 |
| Issued or guaranteed by U.S. | $414,000 | 7,598 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,916,000 | 5,373 |
| Available-for-sale securities (fair market value) | $1,693,000 | 9,111 |
| Total debt securities | $12,139,000 | 7,894 |
| 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 | $8,994,000 | 9,471 |
| U.S. Government securities | $5,178,000 | 10,411 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $5,178,000 | 7,768 |
| Securities issued by states & political subdivisions | $3,366,000 | 3,983 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $450,000 | 3,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 8,095 |
| Mortgage-backed securities | $249,000 | 9,809 |
| Certificates of participation in pools of residential mortgages | $249,000 | 8,823 |
| Issued or guaranteed by U.S. | $249,000 | 8,767 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,544,000 | 9,502 |
| 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 | $4,823,000 | 11,699 |
| U.S. Government securities | $4,548,000 | 11,089 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $4,548,000 | 8,293 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | $275,000 | 3,462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $517,000 | 9,727 |
| Certificates of participation in pools of residential mortgages | $517,000 | 8,514 |
| Issued or guaranteed by U.S. | $517,000 | 8,454 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $4,548,000 | 11,697 |
| 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 |