Home > The Farmers & Merchants Bank of North Dakota > Securities
The Farmers & Merchants Bank of North Dakota, Securities
| 2023-12-31 | Rank | |
| Total securities | $41,824,000 | 2,827 |
| U.S. Government securities | $35,416,000 | 2,274 |
| U.S. Treasury securities | $3,928,000 | 1,979 |
| U.S. Government agency obligations | $31,488,000 | 2,104 |
| Securities issued by states & political subdivisions | $6,332,000 | 2,780 |
| 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 | $7,512,000 | 3,133 |
| Mortgage-backed securities | $28,573,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,573,000 | 1,220 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $6,332,000 | 1,110 |
| Available-for-sale securities (fair market value) | $35,416,000 | 2,781 |
| Total debt securities | $41,750,000 | 2,810 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $997,000 | 747 |
| 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 | $45,871,000 | 2,694 |
| U.S. Government securities | $39,479,000 | 2,142 |
| U.S. Treasury securities | $7,838,000 | 1,603 |
| U.S. Government agency obligations | $31,641,000 | 2,086 |
| Securities issued by states & political subdivisions | $6,335,000 | 2,798 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,297,000 | 3,033 |
| Mortgage-backed securities | $27,781,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,781,000 | 1,224 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,335,000 | 1,124 |
| Available-for-sale securities (fair market value) | $39,479,000 | 2,643 |
| Total debt securities | $45,814,000 | 2,678 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $991,000 | 766 |
| 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 | $47,988,000 | 2,699 |
| U.S. Government securities | $41,594,000 | 2,126 |
| U.S. Treasury securities | $7,786,000 | 1,635 |
| U.S. Government agency obligations | $33,808,000 | 2,057 |
| Securities issued by states & political subdivisions | $6,337,000 | 2,846 |
| 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 | $8,551,000 | 2,993 |
| Mortgage-backed securities | $29,947,000 | 1,707 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,947,000 | 1,196 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $6,337,000 | 1,143 |
| Available-for-sale securities (fair market value) | $41,594,000 | 2,634 |
| Total debt securities | $47,930,000 | 2,688 |
| Structured notes | ||
| Amortized cost | $999,000 | 938 |
| Fair value | $989,000 | 814 |
| 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 | $49,215,000 | 2,750 |
| U.S. Government securities | $42,687,000 | 2,171 |
| U.S. Treasury securities | $7,787,000 | 1,704 |
| U.S. Government agency obligations | $34,900,000 | 2,029 |
| Securities issued by states & political subdivisions | $6,475,000 | 2,877 |
| 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 | $8,789,000 | 2,906 |
| Mortgage-backed securities | $31,014,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,014,000 | 1,207 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,475,000 | 1,171 |
| Available-for-sale securities (fair market value) | $42,687,000 | 2,685 |
| Total debt securities | $49,163,000 | 2,732 |
| Structured notes | ||
| Amortized cost | $999,000 | 974 |
| Fair value | $993,000 | 844 |
| 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 | $49,804,000 | 2,765 |
| U.S. Government securities | $43,202,000 | 2,186 |
| U.S. Treasury securities | $7,721,000 | 1,748 |
| U.S. Government agency obligations | $35,481,000 | 2,024 |
| Securities issued by states & political subdivisions | $6,557,000 | 2,905 |
| 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 | $7,654,000 | 2,911 |
| Mortgage-backed securities | $31,606,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,606,000 | 1,211 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $6,557,000 | 1,187 |
| Available-for-sale securities (fair market value) | $43,202,000 | 2,692 |
| Total debt securities | $49,760,000 | 2,746 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,001 |
| Fair value | $996,000 | 867 |
| 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 | $48,760,000 | 2,799 |
| U.S. Government securities | $42,159,000 | 2,242 |
| U.S. Treasury securities | $7,689,000 | 1,776 |
| U.S. Government agency obligations | $34,470,000 | 2,071 |
| Securities issued by states & political subdivisions | $6,560,000 | 2,924 |
| 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 | $4,361,000 | 3,227 |
| Mortgage-backed securities | $31,619,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,619,000 | 1,228 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $6,560,000 | 1,170 |
| Available-for-sale securities (fair market value) | $42,159,000 | 2,739 |
| Total debt securities | $48,719,000 | 2,779 |
| Structured notes | ||
| Amortized cost | $999,000 | 986 |
| Fair value | $996,000 | 858 |
| 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 | $51,044,000 | 2,762 |
| U.S. Government securities | $44,442,000 | 2,196 |
| U.S. Treasury securities | $7,820,000 | 1,733 |
| U.S. Government agency obligations | $36,622,000 | 2,032 |
| Securities issued by states & political subdivisions | $6,562,000 | 2,981 |
| 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 | $4,605,000 | 3,211 |
| Mortgage-backed securities | $34,681,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $34,681,000 | 1,215 |
| Issued or guaranteed by U.S. | $34,681,000 | 1,190 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $6,562,000 | 1,095 |
| Available-for-sale securities (fair market value) | $44,442,000 | 2,735 |
| Total debt securities | $51,005,000 | 2,748 |
| 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 | $50,605,000 | 2,752 |
| U.S. Government securities | $43,724,000 | 2,160 |
| U.S. Treasury securities | $3,973,000 | 1,951 |
| U.S. Government agency obligations | $39,751,000 | 1,965 |
| Securities issued by states & political subdivisions | $6,835,000 | 2,966 |
| 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 | $4,942,000 | 3,147 |
| Mortgage-backed securities | $37,777,000 | 1,661 |
| Certificates of participation in pools of residential mortgages | $37,777,000 | 1,171 |
| Issued or guaranteed by U.S. | $37,777,000 | 1,152 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $9,835,000 | 884 |
| Available-for-sale securities (fair market value) | $40,724,000 | 2,840 |
| Total debt securities | $50,558,000 | 2,736 |
| 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 | $49,478,000 | 2,706 |
| U.S. Government securities | $42,629,000 | 2,056 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $42,629,000 | 1,842 |
| Securities issued by states & political subdivisions | $6,798,000 | 3,011 |
| 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 | $4,643,000 | 3,199 |
| Mortgage-backed securities | $42,629,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $42,629,000 | 1,059 |
| Issued or guaranteed by U.S. | $42,629,000 | 1,041 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $6,798,000 | 879 |
| Available-for-sale securities (fair market value) | $42,629,000 | 2,732 |
| Total debt securities | $49,426,000 | 2,687 |
| 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 | $53,213,000 | 2,544 |
| U.S. Government securities | $46,368,000 | 1,896 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $46,368,000 | 1,716 |
| Securities issued by states & political subdivisions | $6,799,000 | 3,003 |
| 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 | $4,975,000 | 3,162 |
| Mortgage-backed securities | $45,966,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $45,966,000 | 981 |
| Issued or guaranteed by U.S. | $45,966,000 | 961 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $6,799,000 | 848 |
| Available-for-sale securities (fair market value) | $46,368,000 | 2,569 |
| Total debt securities | $53,167,000 | 2,526 |
| 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 | $56,309,000 | 2,411 |
| U.S. Government securities | $49,468,000 | 1,751 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $49,468,000 | 1,597 |
| Securities issued by states & political subdivisions | $6,801,000 | 2,980 |
| 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 | $5,307,000 | 3,103 |
| Mortgage-backed securities | $49,063,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $49,063,000 | 914 |
| Issued or guaranteed by U.S. | $49,063,000 | 893 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $6,801,000 | 822 |
| Available-for-sale securities (fair market value) | $49,468,000 | 2,422 |
| Total debt securities | $56,269,000 | 2,394 |
| 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 | $54,679,000 | 2,311 |
| U.S. Government securities | $47,374,000 | 1,674 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $47,374,000 | 1,568 |
| Securities issued by states & political subdivisions | $7,264,000 | 2,917 |
| 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 | $5,731,000 | 3,040 |
| Mortgage-backed securities | $46,966,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $46,966,000 | 888 |
| Issued or guaranteed by U.S. | $46,966,000 | 866 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $7,264,000 | 774 |
| Available-for-sale securities (fair market value) | $47,374,000 | 2,368 |
| Total debt securities | $54,638,000 | 2,294 |
| 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 | $38,073,000 | 2,699 |
| U.S. Government securities | $30,026,000 | 2,069 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $30,026,000 | 1,958 |
| Securities issued by states & political subdivisions | $8,018,000 | 2,818 |
| 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 | $4,593,000 | 3,188 |
| Mortgage-backed securities | $29,616,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $29,616,000 | 1,130 |
| Issued or guaranteed by U.S. | $29,616,000 | 1,106 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $8,018,000 | 734 |
| Available-for-sale securities (fair market value) | $30,026,000 | 2,822 |
| Total debt securities | $38,045,000 | 2,680 |
| 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 | $31,068,000 | 2,861 |
| U.S. Government securities | $22,856,000 | 2,334 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $22,856,000 | 2,210 |
| Securities issued by states & political subdivisions | $8,187,000 | 2,678 |
| 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 | $4,996,000 | 3,171 |
| Mortgage-backed securities | $22,443,000 | 1,887 |
| Certificates of participation in pools of residential mortgages | $22,443,000 | 1,303 |
| Issued or guaranteed by U.S. | $22,443,000 | 1,268 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $8,187,000 | 721 |
| Available-for-sale securities (fair market value) | $22,856,000 | 3,004 |
| Total debt securities | $31,042,000 | 2,842 |
| 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 | $27,906,000 | 2,953 |
| U.S. Government securities | $19,008,000 | 2,549 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $19,008,000 | 2,422 |
| Securities issued by states & political subdivisions | $8,874,000 | 2,530 |
| 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 | $5,141,000 | 3,177 |
| Mortgage-backed securities | $17,989,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $17,989,000 | 1,496 |
| Issued or guaranteed by U.S. | $17,989,000 | 1,453 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $8,874,000 | 702 |
| Available-for-sale securities (fair market value) | $19,008,000 | 3,163 |
| Total debt securities | $27,882,000 | 2,933 |
| 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 | $26,989,000 | 2,964 |
| U.S. Government securities | $18,323,000 | 2,607 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $18,323,000 | 2,476 |
| Securities issued by states & political subdivisions | $8,645,000 | 2,470 |
| 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 | $21,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,379,000 | 3,110 |
| Mortgage-backed securities | $17,301,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $17,301,000 | 1,523 |
| Issued or guaranteed by U.S. | $17,301,000 | 1,481 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $8,645,000 | 725 |
| Available-for-sale securities (fair market value) | $18,344,000 | 3,182 |
| Total debt securities | $26,968,000 | 2,947 |
| 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 | $26,398,000 | 3,032 |
| U.S. Government securities | $17,719,000 | 2,735 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $17,719,000 | 2,572 |
| Securities issued by states & political subdivisions | $8,646,000 | 2,463 |
| 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 | $33,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,953,000 | 3,229 |
| Mortgage-backed securities | $16,705,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $16,705,000 | 1,489 |
| Issued or guaranteed by U.S. | $16,705,000 | 1,450 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $8,646,000 | 759 |
| Available-for-sale securities (fair market value) | $17,752,000 | 3,265 |
| Total debt securities | $26,364,000 | 3,015 |
| 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 | $27,302,000 | 2,992 |
| U.S. Government securities | $18,622,000 | 2,708 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $18,622,000 | 2,554 |
| Securities issued by states & political subdivisions | $8,648,000 | 2,471 |
| 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 | $32,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,153,000 | 3,253 |
| Mortgage-backed securities | $17,606,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $17,606,000 | 1,412 |
| Issued or guaranteed by U.S. | $17,606,000 | 1,372 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $8,648,000 | 813 |
| Available-for-sale securities (fair market value) | $18,654,000 | 3,243 |
| Total debt securities | $27,270,000 | 2,979 |
| 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 | $28,415,000 | 2,984 |
| U.S. Government securities | $19,449,000 | 2,686 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $19,449,000 | 2,531 |
| Securities issued by states & political subdivisions | $8,939,000 | 2,486 |
| 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 | $27,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,357,000 | 3,268 |
| Mortgage-backed securities | $18,432,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $18,432,000 | 1,358 |
| Issued or guaranteed by U.S. | $18,432,000 | 1,338 |
| 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) | $8,939,000 | 821 |
| Available-for-sale securities (fair market value) | $19,476,000 | 3,261 |
| Total debt securities | $28,389,000 | 2,969 |
| 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 | $29,428,000 | 2,984 |
| U.S. Government securities | $20,023,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $20,023,000 | 2,532 |
| Securities issued by states & political subdivisions | $9,376,000 | 2,500 |
| 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 | $29,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,516,000 | 3,301 |
| Mortgage-backed securities | $19,012,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $19,012,000 | 1,350 |
| Issued or guaranteed by U.S. | $19,012,000 | 1,328 |
| 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) | $9,376,000 | 827 |
| Available-for-sale securities (fair market value) | $20,052,000 | 3,250 |
| Total debt securities | $29,398,000 | 2,970 |
| 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 | $29,549,000 | 3,009 |
| U.S. Government securities | $20,147,000 | 2,679 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $20,147,000 | 2,537 |
| Securities issued by states & political subdivisions | $9,378,000 | 2,577 |
| 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 | $24,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,200,000 | 3,391 |
| Mortgage-backed securities | $19,143,000 | 1,957 |
| Certificates of participation in pools of residential mortgages | $19,143,000 | 1,335 |
| Issued or guaranteed by U.S. | $19,143,000 | 1,321 |
| 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) | $9,378,000 | 861 |
| Available-for-sale securities (fair market value) | $20,171,000 | 3,277 |
| Total debt securities | $29,525,000 | 2,995 |
| 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 | $30,236,000 | 2,996 |
| U.S. Government securities | $20,485,000 | 2,673 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $20,485,000 | 2,534 |
| Securities issued by states & political subdivisions | $9,722,000 | 2,549 |
| 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 | $29,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,140,000 | 3,428 |
| Mortgage-backed securities | $19,485,000 | 1,935 |
| Certificates of participation in pools of residential mortgages | $19,485,000 | 1,340 |
| Issued or guaranteed by U.S. | $19,485,000 | 1,334 |
| 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) | $9,722,000 | 871 |
| Available-for-sale securities (fair market value) | $20,514,000 | 3,278 |
| Total debt securities | $30,207,000 | 2,976 |
| 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 | $30,929,000 | 3,002 |
| U.S. Government securities | $20,826,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $20,826,000 | 2,517 |
| Securities issued by states & political subdivisions | $10,068,000 | 2,552 |
| 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 | $35,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,217,000 | 3,445 |
| Mortgage-backed securities | $19,822,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $19,822,000 | 1,369 |
| Issued or guaranteed by U.S. | $19,822,000 | 1,317 |
| 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) | $10,068,000 | 869 |
| Available-for-sale securities (fair market value) | $20,861,000 | 3,308 |
| Total debt securities | $30,894,000 | 2,984 |
| 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 | $28,981,000 | 3,136 |
| U.S. Government securities | $19,353,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $19,353,000 | 2,702 |
| Securities issued by states & political subdivisions | $9,599,000 | 2,661 |
| 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 | $29,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,608,000 | 3,434 |
| Mortgage-backed securities | $18,343,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $18,343,000 | 1,491 |
| Issued or guaranteed by U.S. | $18,343,000 | 1,488 |
| 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) | $9,599,000 | 897 |
| Available-for-sale securities (fair market value) | $19,382,000 | 3,429 |
| Total debt securities | $28,951,000 | 3,115 |
| 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 | $24,183,000 | 3,449 |
| U.S. Government securities | $14,770,000 | 3,238 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,770,000 | 3,085 |
| Securities issued by states & political subdivisions | $9,388,000 | 2,754 |
| 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 | $25,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,477,000 | 3,510 |
| Mortgage-backed securities | $13,749,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $13,749,000 | 1,816 |
| Issued or guaranteed by U.S. | $13,749,000 | 1,815 |
| 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) | $9,086,000 | 934 |
| Available-for-sale securities (fair market value) | $15,097,000 | 3,807 |
| Total debt securities | $24,156,000 | 3,425 |
| 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 | $24,377,000 | 3,474 |
| U.S. Government securities | $15,515,000 | 3,193 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,515,000 | 3,067 |
| Securities issued by states & political subdivisions | $8,837,000 | 2,856 |
| 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 | $25,000 | 952 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,081,000 | 3,793 |
| Mortgage-backed securities | $14,477,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $14,477,000 | 1,798 |
| Issued or guaranteed by U.S. | $14,477,000 | 1,797 |
| 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) | $8,533,000 | 996 |
| Available-for-sale securities (fair market value) | $15,844,000 | 3,788 |
| Total debt securities | $24,353,000 | 3,452 |
| 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 | $24,859,000 | 3,505 |
| U.S. Government securities | $16,151,000 | 3,192 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $16,151,000 | 3,063 |
| Securities issued by states & political subdivisions | $8,685,000 | 2,900 |
| 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 | $23,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,233,000 | 3,799 |
| Mortgage-backed securities | $15,110,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $15,110,000 | 1,789 |
| Issued or guaranteed by U.S. | $15,110,000 | 1,788 |
| 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) | $8,381,000 | 1,015 |
| Available-for-sale securities (fair market value) | $16,478,000 | 3,781 |
| Total debt securities | $24,836,000 | 3,482 |
| 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 | $20,698,000 | 3,800 |
| U.S. Government securities | $14,202,000 | 3,394 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,202,000 | 3,271 |
| Securities issued by states & political subdivisions | $6,473,000 | 3,251 |
| 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 | $23,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,080,000 | 3,871 |
| Mortgage-backed securities | $13,164,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $13,164,000 | 1,953 |
| Issued or guaranteed by U.S. | $13,164,000 | 1,953 |
| 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) | $6,170,000 | 1,156 |
| Available-for-sale securities (fair market value) | $14,528,000 | 3,957 |
| Total debt securities | $20,675,000 | 3,779 |
| 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 | $17,066,000 | 4,080 |
| U.S. Government securities | $11,489,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,489,000 | 3,529 |
| Securities issued by states & political subdivisions | $5,554,000 | 3,412 |
| 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 | $23,000 | 960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,348,000 | 4,060 |
| Mortgage-backed securities | $10,454,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $10,454,000 | 2,203 |
| Issued or guaranteed by U.S. | $10,454,000 | 2,202 |
| 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) | $5,554,000 | 1,214 |
| Available-for-sale securities (fair market value) | $11,512,000 | 4,203 |
| Total debt securities | $17,041,000 | 4,056 |
| 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 | $11,374,000 | 4,553 |
| U.S. Government securities | $6,565,000 | 4,364 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,565,000 | 4,245 |
| Securities issued by states & political subdivisions | $4,794,000 | 3,569 |
| 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 | $15,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,934,000 | 4,214 |
| Mortgage-backed securities | $5,493,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $5,493,000 | 2,903 |
| Issued or guaranteed by U.S. | $5,493,000 | 2,902 |
| 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) | $4,794,000 | 1,269 |
| Available-for-sale securities (fair market value) | $6,580,000 | 4,717 |
| Total debt securities | $11,359,000 | 4,533 |
| 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 | $11,693,000 | 4,616 |
| U.S. Government securities | $6,886,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,886,000 | 4,275 |
| Securities issued by states & political subdivisions | $4,795,000 | 3,590 |
| 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 | $12,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,333,000 | 4,183 |
| Mortgage-backed securities | $5,811,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $5,811,000 | 2,903 |
| Issued or guaranteed by U.S. | $5,811,000 | 2,901 |
| 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) | $4,795,000 | 1,304 |
| Available-for-sale securities (fair market value) | $6,898,000 | 4,741 |
| Total debt securities | $11,681,000 | 4,595 |
| 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 | $11,837,000 | 4,680 |
| U.S. Government securities | $7,353,000 | 4,436 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,353,000 | 4,321 |
| Securities issued by states & political subdivisions | $4,482,000 | 3,651 |
| 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 | $2,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,446,000 | 4,214 |
| Mortgage-backed securities | $6,042,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $6,042,000 | 2,875 |
| Issued or guaranteed by U.S. | $6,042,000 | 2,874 |
| 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) | $4,482,000 | 1,363 |
| Available-for-sale securities (fair market value) | $7,355,000 | 4,760 |
| Total debt securities | $11,836,000 | 4,657 |
| 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 | $14,032,000 | 4,517 |
| U.S. Government securities | $9,446,000 | 4,182 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,446,000 | 4,053 |
| Securities issued by states & political subdivisions | $4,584,000 | 3,658 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 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 | $3,308,000 | 4,281 |
| Mortgage-backed securities | $7,908,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $7,908,000 | 2,598 |
| Issued or guaranteed by U.S. | $7,908,000 | 2,595 |
| 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) | $4,584,000 | 1,380 |
| Available-for-sale securities (fair market value) | $9,448,000 | 4,602 |
| Total debt securities | $14,030,000 | 4,495 |
| 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 | $14,515,000 | 4,559 |
| U.S. Government securities | $9,928,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,928,000 | 4,074 |
| Securities issued by states & political subdivisions | $4,585,000 | 3,699 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,930,000 | 4,455 |
| Mortgage-backed securities | $8,373,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $8,373,000 | 2,562 |
| Issued or guaranteed by U.S. | $8,373,000 | 2,560 |
| 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) | $4,585,000 | 1,393 |
| Available-for-sale securities (fair market value) | $9,930,000 | 4,628 |
| Total debt securities | $14,513,000 | 4,537 |
| 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 | $16,043,000 | 4,509 |
| U.S. Government securities | $11,039,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,039,000 | 4,036 |
| Securities issued by states & political subdivisions | $5,002,000 | 3,616 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,052,000 | 4,454 |
| Mortgage-backed securities | $8,773,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $8,773,000 | 2,579 |
| Issued or guaranteed by U.S. | $8,773,000 | 2,576 |
| 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) | $5,002,000 | 1,364 |
| Available-for-sale securities (fair market value) | $11,041,000 | 4,597 |
| Total debt securities | $16,043,000 | 4,492 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,794 |
| Fair value | $248,000 | 1,820 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $16,634,000 | 4,496 |
| U.S. Government securities | $11,675,000 | 4,164 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,675,000 | 4,044 |
| Securities issued by states & political subdivisions | $4,957,000 | 3,622 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,189,000 | 4,488 |
| Mortgage-backed securities | $9,364,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $9,364,000 | 2,551 |
| Issued or guaranteed by U.S. | $9,364,000 | 2,548 |
| 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) | $4,957,000 | 1,391 |
| Available-for-sale securities (fair market value) | $11,677,000 | 4,602 |
| Total debt securities | $16,632,000 | 4,479 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,907 |
| Fair value | $250,000 | 1,917 |
| 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 | $14,365,000 | 4,777 |
| U.S. Government securities | $9,770,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,770,000 | 4,361 |
| Securities issued by states & political subdivisions | $4,593,000 | 3,739 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,735,000 | 4,683 |
| Mortgage-backed securities | $8,539,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $8,539,000 | 2,715 |
| Issued or guaranteed by U.S. | $8,539,000 | 2,713 |
| 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) | $4,593,000 | 1,438 |
| Available-for-sale securities (fair market value) | $9,772,000 | 4,850 |
| Total debt securities | $14,362,000 | 4,757 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,001 |
| Fair value | $248,000 | 2,031 |
| 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 | $16,007,000 | 4,712 |
| U.S. Government securities | $10,606,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,606,000 | 4,357 |
| Securities issued by states & political subdivisions | $5,401,000 | 3,614 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,848,000 | 4,717 |
| Mortgage-backed securities | $8,895,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $8,895,000 | 2,737 |
| Issued or guaranteed by U.S. | $8,895,000 | 2,735 |
| 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) | $5,401,000 | 1,377 |
| Available-for-sale securities (fair market value) | $10,606,000 | 4,856 |
| Total debt securities | $16,006,000 | 4,696 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,762 |
| Fair value | $744,000 | 1,775 |
| 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 | $15,985,000 | 4,784 |
| U.S. Government securities | $11,054,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,054,000 | 4,378 |
| Securities issued by states & political subdivisions | $4,929,000 | 3,738 |
| 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 | $2,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,211,000 | 4,641 |
| Mortgage-backed securities | $9,358,000 | 3,263 |
| Certificates of participation in pools of residential mortgages | $9,358,000 | 2,727 |
| Issued or guaranteed by U.S. | $9,358,000 | 2,727 |
| 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) | $4,929,000 | 1,441 |
| Available-for-sale securities (fair market value) | $11,056,000 | 4,867 |
| Total debt securities | $15,982,000 | 4,763 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,802 |
| Fair value | $743,000 | 1,811 |
| 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 | $16,339,000 | 4,794 |
| U.S. Government securities | $11,398,000 | 4,469 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,398,000 | 4,371 |
| Securities issued by states & political subdivisions | $4,939,000 | 3,769 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,349,000 | 4,140 |
| Mortgage-backed securities | $9,729,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $9,729,000 | 2,696 |
| Issued or guaranteed by U.S. | $9,729,000 | 2,696 |
| 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) | $3,513,000 | 1,593 |
| Available-for-sale securities (fair market value) | $12,826,000 | 4,742 |
| Total debt securities | $16,338,000 | 4,771 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,838 |
| Fair value | $737,000 | 1,848 |
| 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 | $13,399,000 | 5,092 |
| U.S. Government securities | $0 | 6,522 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $0 | 6,445 |
| Securities issued by states & political subdivisions | $3,514,000 | 4,120 |
| Other domestic debt securities | $9,883,000 | 693 |
| Privately issued residential mortgage-backed securities | $9,883,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,843,000 | 5,105 |
| Mortgage-backed securities | $9,883,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $9,883,000 | 2,675 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $9,883,000 | 12 |
| 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) | $3,514,000 | 1,570 |
| Available-for-sale securities (fair market value) | $9,885,000 | 5,061 |
| Total debt securities | $13,397,000 | 5,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $14,015,000 | 5,074 |
| U.S. Government securities | $0 | 6,598 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $0 | 6,522 |
| Securities issued by states & political subdivisions | $3,514,000 | 4,130 |
| Other domestic debt securities | $10,499,000 | 686 |
| Privately issued residential mortgage-backed securities | $10,499,000 | 170 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,091 |
| Mortgage-backed securities | $10,499,000 | 3,157 |
| Certificates of participation in pools of residential mortgages | $10,499,000 | 2,599 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $10,499,000 | 14 |
| 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) | $3,514,000 | 1,538 |
| Available-for-sale securities (fair market value) | $10,501,000 | 5,048 |
| Total debt securities | $14,013,000 | 5,044 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $13,891,000 | 5,093 |
| U.S. Government securities | $0 | 6,632 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $0 | 6,558 |
| Securities issued by states & political subdivisions | $2,714,000 | 4,358 |
| Other domestic debt securities | $11,175,000 | 658 |
| Privately issued residential mortgage-backed securities | $11,175,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,123 |
| Mortgage-backed securities | $11,175,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $11,175,000 | 2,496 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $11,175,000 | 13 |
| 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) | $2,714,000 | 1,587 |
| Available-for-sale securities (fair market value) | $11,177,000 | 4,994 |
| Total debt securities | $13,889,000 | 5,063 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $13,815,000 | 5,132 |
| U.S. Government securities | $0 | 6,696 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $0 | 6,616 |
| Securities issued by states & political subdivisions | $1,351,000 | 4,792 |
| Other domestic debt securities | $12,462,000 | 621 |
| Privately issued residential mortgage-backed securities | $12,462,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,859,000 | 5,241 |
| Mortgage-backed securities | $12,462,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | $12,462,000 | 2,365 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $12,462,000 | 12 |
| 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) | $1,351,000 | 1,800 |
| Available-for-sale securities (fair market value) | $12,464,000 | 4,901 |
| Total debt securities | $13,813,000 | 5,096 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $9,891,000 | 5,547 |
| U.S. Government securities | $8,805,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,805,000 | 4,786 |
| Securities issued by states & political subdivisions | $1,084,000 | 4,928 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,607,000 | 5,335 |
| Mortgage-backed securities | $8,805,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $8,805,000 | 2,833 |
| Issued or guaranteed by U.S. | $8,805,000 | 2,831 |
| 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) | $1,084,000 | 1,888 |
| Available-for-sale securities (fair market value) | $8,807,000 | 5,312 |
| Total debt securities | $9,889,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $10,908,000 | 5,530 |
| U.S. Government securities | $9,822,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,822,000 | 4,726 |
| Securities issued by states & political subdivisions | $1,084,000 | 4,944 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,803,000 | 5,346 |
| Mortgage-backed securities | $9,822,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $9,822,000 | 2,806 |
| Issued or guaranteed by U.S. | $9,822,000 | 2,804 |
| 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) | $1,084,000 | 1,923 |
| Available-for-sale securities (fair market value) | $9,824,000 | 5,275 |
| Total debt securities | $10,906,000 | 5,500 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $11,842,000 | 5,473 |
| U.S. Government securities | $10,661,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,661,000 | 4,688 |
| Securities issued by states & political subdivisions | $1,179,000 | 4,887 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,070,000 | 5,684 |
| Mortgage-backed securities | $10,661,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $10,661,000 | 2,741 |
| Issued or guaranteed by U.S. | $10,661,000 | 2,741 |
| 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) | $1,179,000 | 1,907 |
| Available-for-sale securities (fair market value) | $10,663,000 | 5,227 |
| Total debt securities | $11,840,000 | 5,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $12,824,000 | 5,399 |
| U.S. Government securities | $11,439,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,439,000 | 4,672 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,757 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,173,000 | 5,675 |
| Mortgage-backed securities | $11,439,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $11,439,000 | 2,656 |
| Issued or guaranteed by U.S. | $11,439,000 | 2,654 |
| 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) | $1,383,000 | 1,895 |
| Available-for-sale securities (fair market value) | $11,441,000 | 5,155 |
| Total debt securities | $12,822,000 | 5,369 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,150,000 | 5,467 |
| U.S. Government securities | $10,545,000 | 4,849 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,545,000 | 4,746 |
| Securities issued by states & political subdivisions | $1,603,000 | 4,665 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,285,000 | 5,372 |
| Mortgage-backed securities | $10,545,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $10,545,000 | 2,664 |
| Issued or guaranteed by U.S. | $10,545,000 | 2,662 |
| 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) | $1,603,000 | 1,899 |
| Available-for-sale securities (fair market value) | $10,547,000 | 5,250 |
| Total debt securities | $12,148,000 | 5,438 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,355,000 | 5,537 |
| U.S. Government securities | $10,335,000 | 4,840 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,335,000 | 4,744 |
| Securities issued by states & political subdivisions | $1,018,000 | 4,912 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,438,000 | 5,323 |
| Mortgage-backed securities | $10,335,000 | 3,309 |
| Certificates of participation in pools of residential mortgages | $10,335,000 | 2,616 |
| Issued or guaranteed by U.S. | $10,335,000 | 2,611 |
| 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) | $1,018,000 | 2,113 |
| Available-for-sale securities (fair market value) | $10,337,000 | 5,251 |
| Total debt securities | $11,351,000 | 5,503 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $9,568,000 | 5,878 |
| U.S. Government securities | $8,748,000 | 5,265 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,748,000 | 5,152 |
| Securities issued by states & political subdivisions | $818,000 | 5,029 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,551,000 | 5,309 |
| Mortgage-backed securities | $8,748,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $8,744,000 | 2,812 |
| Issued or guaranteed by U.S. | $8,744,000 | 2,804 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,000 | 3,824 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,528 |
| 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) | $818,000 | 2,221 |
| Available-for-sale securities (fair market value) | $8,750,000 | 5,543 |
| Total debt securities | $9,566,000 | 5,848 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $10,244,000 | 5,751 |
| U.S. Government securities | $9,323,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,323,000 | 5,028 |
| Securities issued by states & political subdivisions | $919,000 | 4,984 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,644,000 | 5,326 |
| Mortgage-backed securities | $9,323,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $9,316,000 | 2,673 |
| Issued or guaranteed by U.S. | $9,316,000 | 2,668 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,483 |
| 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) | $919,000 | 2,200 |
| Available-for-sale securities (fair market value) | $9,325,000 | 5,453 |
| Total debt securities | $10,242,000 | 5,717 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $11,107,000 | 5,550 |
| U.S. Government securities | $10,215,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,215,000 | 4,702 |
| Securities issued by states & political subdivisions | $890,000 | 5,018 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,807,000 | 5,308 |
| Mortgage-backed securities | $10,215,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $10,186,000 | 2,439 |
| Issued or guaranteed by U.S. | $10,186,000 | 2,435 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,000 | 3,732 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,414 |
| 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) | $890,000 | 2,225 |
| Available-for-sale securities (fair market value) | $10,217,000 | 5,228 |
| Total debt securities | $11,108,000 | 5,513 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $12,163,000 | 5,366 |
| U.S. Government securities | $11,270,000 | 4,606 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,270,000 | 4,490 |
| Securities issued by states & political subdivisions | $891,000 | 4,944 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,011,000 | 5,291 |
| Mortgage-backed securities | $11,270,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $11,190,000 | 2,275 |
| Issued or guaranteed by U.S. | $11,190,000 | 2,272 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $80,000 | 3,637 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,316 |
| 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) | $891,000 | 2,268 |
| Available-for-sale securities (fair market value) | $11,272,000 | 5,034 |
| Total debt securities | $12,161,000 | 5,329 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $13,228,000 | 5,217 |
| U.S. Government securities | $12,335,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,335,000 | 4,407 |
| Securities issued by states & political subdivisions | $891,000 | 4,924 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,197,000 | 5,253 |
| Mortgage-backed securities | $12,335,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $12,251,000 | 2,175 |
| Issued or guaranteed by U.S. | $12,251,000 | 2,168 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $84,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,239 |
| 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) | $891,000 | 2,332 |
| Available-for-sale securities (fair market value) | $12,337,000 | 4,898 |
| Total debt securities | $13,226,000 | 5,182 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $14,764,000 | 5,058 |
| U.S. Government securities | $13,601,000 | 4,358 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,601,000 | 4,245 |
| Securities issued by states & political subdivisions | $1,161,000 | 4,748 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,844,000 | 5,490 |
| Mortgage-backed securities | $13,601,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $13,498,000 | 2,136 |
| Issued or guaranteed by U.S. | $13,498,000 | 2,130 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $103,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,196 |
| 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) | $1,161,000 | 2,261 |
| Available-for-sale securities (fair market value) | $13,603,000 | 4,769 |
| Total debt securities | $14,762,000 | 5,026 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $16,137,000 | 4,863 |
| U.S. Government securities | $14,651,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,651,000 | 4,092 |
| Securities issued by states & political subdivisions | $1,486,000 | 4,576 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,967,000 | 5,492 |
| Mortgage-backed securities | $14,651,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $14,536,000 | 2,108 |
| Issued or guaranteed by U.S. | $14,536,000 | 2,101 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $115,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 3,180 |
| 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) | $1,486,000 | 2,192 |
| Available-for-sale securities (fair market value) | $14,651,000 | 4,634 |
| Total debt securities | $16,138,000 | 4,824 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $17,166,000 | 4,772 |
| U.S. Government securities | $15,680,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,680,000 | 3,957 |
| Securities issued by states & political subdivisions | $1,486,000 | 4,626 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,092,000 | 5,451 |
| Mortgage-backed securities | $15,680,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $15,561,000 | 2,069 |
| Issued or guaranteed by U.S. | $15,561,000 | 2,060 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $119,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,169 |
| 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) | $1,486,000 | 2,269 |
| Available-for-sale securities (fair market value) | $15,680,000 | 4,544 |
| Total debt securities | $17,166,000 | 4,726 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $19,374,000 | 4,500 |
| U.S. Government securities | $17,773,000 | 3,732 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,773,000 | 3,652 |
| Securities issued by states & political subdivisions | $1,601,000 | 4,537 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $907,000 | 6,021 |
| Mortgage-backed securities | $16,749,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $16,609,000 | 2,037 |
| Issued or guaranteed by U.S. | $16,609,000 | 2,024 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $140,000 | 3,509 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,140 |
| 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) | $1,601,000 | 2,255 |
| Available-for-sale securities (fair market value) | $17,773,000 | 4,256 |
| Total debt securities | $19,374,000 | 4,457 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $17,163,000 | 4,783 |
| U.S. Government securities | $15,401,000 | 4,126 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,401,000 | 4,048 |
| Securities issued by states & political subdivisions | $1,762,000 | 4,391 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,428,000 | 5,799 |
| Mortgage-backed securities | $13,856,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $13,552,000 | 2,323 |
| Issued or guaranteed by U.S. | $13,552,000 | 2,313 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $304,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 3,024 |
| 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) | $1,762,000 | 2,242 |
| Available-for-sale securities (fair market value) | $15,401,000 | 4,545 |
| Total debt securities | $17,163,000 | 4,739 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $18,342,000 | 4,645 |
| U.S. Government securities | $15,980,000 | 4,098 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,980,000 | 4,026 |
| Securities issued by states & political subdivisions | $2,362,000 | 4,043 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,000 | 5,850 |
| Mortgage-backed securities | $14,419,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $14,129,000 | 2,238 |
| Issued or guaranteed by U.S. | $14,129,000 | 2,228 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $290,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 3,021 |
| 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) | $2,362,000 | 2,090 |
| Available-for-sale securities (fair market value) | $15,980,000 | 4,487 |
| Total debt securities | $18,342,000 | 4,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $18,841,000 | 4,530 |
| U.S. Government securities | $16,479,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,479,000 | 3,903 |
| Securities issued by states & political subdivisions | $2,362,000 | 4,019 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,438,000 | 5,883 |
| Mortgage-backed securities | $14,922,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $14,644,000 | 2,107 |
| Issued or guaranteed by U.S. | $14,644,000 | 2,097 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $278,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 2,949 |
| 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) | $2,362,000 | 2,115 |
| Available-for-sale securities (fair market value) | $16,479,000 | 4,372 |
| Total debt securities | $18,840,000 | 4,498 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $19,843,000 | 4,474 |
| U.S. Government securities | $17,371,000 | 3,894 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,371,000 | 3,830 |
| Securities issued by states & political subdivisions | $2,472,000 | 4,006 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,450,000 | 5,891 |
| Mortgage-backed securities | $15,300,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $15,023,000 | 2,060 |
| Issued or guaranteed by U.S. | $15,023,000 | 2,049 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $277,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,956 |
| 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) | $2,472,000 | 2,086 |
| Available-for-sale securities (fair market value) | $17,371,000 | 4,297 |
| Total debt securities | $19,842,000 | 4,427 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $21,272,000 | 4,270 |
| U.S. Government securities | $18,269,000 | 3,740 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,269,000 | 3,675 |
| Securities issued by states & political subdivisions | $3,003,000 | 3,797 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,052,000 | 6,052 |
| Mortgage-backed securities | $16,169,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $15,874,000 | 1,925 |
| Issued or guaranteed by U.S. | $15,874,000 | 1,914 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $295,000 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,917 |
| 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) | $3,003,000 | 1,990 |
| Available-for-sale securities (fair market value) | $18,269,000 | 4,174 |
| Total debt securities | $21,272,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $15,792,000 | 5,042 |
| U.S. Government securities | $4,235,000 | 6,824 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,235,000 | 6,710 |
| Securities issued by states & political subdivisions | $3,083,000 | 3,757 |
| Other domestic debt securities | $8,474,000 | 882 |
| Privately issued residential mortgage-backed securities | $8,474,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,414,000 | 5,956 |
| Mortgage-backed securities | $8,839,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $8,562,000 | 2,487 |
| Issued or guaranteed by U.S. | $88,000 | 5,854 |
| Privately issued | $8,474,000 | 59 |
| Collaterized mortgage obligations | $277,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,865 |
| 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) | $3,083,000 | 2,038 |
| Available-for-sale securities (fair market value) | $12,709,000 | 4,999 |
| Total debt securities | $15,792,000 | 4,994 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $13,493,000 | 5,457 |
| U.S. Government securities | $10,070,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,070,000 | 5,229 |
| Securities issued by states & political subdivisions | $3,423,000 | 3,611 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,406,000 | 5,975 |
| Mortgage-backed securities | $5,197,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $4,911,000 | 3,099 |
| Issued or guaranteed by U.S. | $4,911,000 | 3,084 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $286,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 2,822 |
| 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) | $3,423,000 | 2,006 |
| Available-for-sale securities (fair market value) | $10,070,000 | 5,457 |
| Total debt securities | $13,493,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $13,730,000 | 5,428 |
| U.S. Government securities | $10,305,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,305,000 | 5,211 |
| Securities issued by states & political subdivisions | $3,425,000 | 3,615 |
| Other domestic debt securities | $0 | 2,951 |
| 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 | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,393,000 | 6,048 |
| Mortgage-backed securities | $5,466,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $5,147,000 | 2,970 |
| Issued or guaranteed by U.S. | $5,147,000 | 2,956 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $319,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,771 |
| 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) | $3,425,000 | 2,042 |
| Available-for-sale securities (fair market value) | $10,305,000 | 5,428 |
| Total debt securities | $13,730,000 | 5,387 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $14,601,000 | 5,319 |
| U.S. Government securities | $10,831,000 | 5,239 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,831,000 | 5,119 |
| Securities issued by states & political subdivisions | $3,770,000 | 3,497 |
| Other domestic debt securities | $0 | 2,981 |
| 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 | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,399,000 | 6,051 |
| Mortgage-backed securities | $5,967,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $5,603,000 | 2,844 |
| Issued or guaranteed by U.S. | $5,603,000 | 2,829 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $364,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,720 |
| 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) | $3,770,000 | 2,004 |
| Available-for-sale securities (fair market value) | $10,831,000 | 5,328 |
| Total debt securities | $14,601,000 | 5,271 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $14,143,000 | 5,416 |
| U.S. Government securities | $10,022,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,022,000 | 5,331 |
| Securities issued by states & political subdivisions | $4,121,000 | 3,391 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,396,000 | 6,066 |
| Mortgage-backed securities | $5,161,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $4,805,000 | 3,060 |
| Issued or guaranteed by U.S. | $4,805,000 | 3,047 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $356,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 2,725 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,121,000 | 1,970 |
| Available-for-sale securities (fair market value) | $10,022,000 | 5,519 |
| Total debt securities | $14,143,000 | 5,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $14,493,000 | 5,388 |
| U.S. Government securities | $10,286,000 | 5,457 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,286,000 | 5,327 |
| Securities issued by states & political subdivisions | $4,207,000 | 3,333 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,716,000 | 5,046 |
| Mortgage-backed securities | $5,422,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $5,069,000 | 2,987 |
| Issued or guaranteed by U.S. | $5,069,000 | 2,973 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $353,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 2,696 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,207,000 | 2,010 |
| Available-for-sale securities (fair market value) | $10,286,000 | 5,478 |
| Total debt securities | $14,493,000 | 5,339 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $14,793,000 | 5,359 |
| U.S. Government securities | $10,585,000 | 5,423 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,585,000 | 5,282 |
| Securities issued by states & political subdivisions | $4,208,000 | 3,331 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,869,000 | 5,436 |
| Mortgage-backed securities | $5,744,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $5,357,000 | 2,913 |
| Issued or guaranteed by U.S. | $5,357,000 | 2,901 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $387,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 2,653 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,208,000 | 2,030 |
| Available-for-sale securities (fair market value) | $10,585,000 | 5,440 |
| Total debt securities | $14,793,000 | 5,306 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $16,718,000 | 5,093 |
| U.S. Government securities | $12,130,000 | 5,101 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,130,000 | 4,965 |
| Securities issued by states & political subdivisions | $4,588,000 | 3,221 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,950,000 | 5,873 |
| Mortgage-backed securities | $6,268,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $5,834,000 | 2,864 |
| Issued or guaranteed by U.S. | $5,834,000 | 2,850 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $434,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 2,609 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,588,000 | 1,985 |
| Available-for-sale securities (fair market value) | $12,130,000 | 5,187 |
| Total debt securities | $16,718,000 | 5,036 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $18,259,000 | 4,872 |
| U.S. Government securities | $13,095,000 | 4,919 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,095,000 | 4,769 |
| Securities issued by states & political subdivisions | $4,864,000 | 3,129 |
| Other domestic debt securities | $300,000 | 2,791 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,256 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,050,000 | 5,790 |
| Mortgage-backed securities | $6,684,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $6,224,000 | 2,806 |
| Issued or guaranteed by U.S. | $6,224,000 | 2,796 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $460,000 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $460,000 | 2,597 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,164,000 | 1,942 |
| Available-for-sale securities (fair market value) | $13,095,000 | 5,036 |
| Total debt securities | $18,259,000 | 4,824 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,748 |
| Fair value | $498,000 | 2,590 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $17,644,000 | 4,956 |
| U.S. Government securities | $12,329,000 | 5,033 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,329,000 | 4,889 |
| Securities issued by states & political subdivisions | $5,015,000 | 3,057 |
| Other domestic debt securities | $300,000 | 2,842 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,326 |
| 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 | $800,000 | 6,584 |
| Mortgage-backed securities | $6,359,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $5,685,000 | 2,962 |
| Issued or guaranteed by U.S. | $5,685,000 | 2,949 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $674,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $674,000 | 2,446 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,315,000 | 1,920 |
| Available-for-sale securities (fair market value) | $12,329,000 | 5,142 |
| Total debt securities | $17,644,000 | 4,905 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $18,800,000 | 4,812 |
| U.S. Government securities | $13,285,000 | 4,883 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,285,000 | 4,743 |
| Securities issued by states & political subdivisions | $5,014,000 | 3,048 |
| Other domestic debt securities | $501,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 2,182 |
| 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 | $800,000 | 6,573 |
| Mortgage-backed securities | $7,259,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $6,264,000 | 2,907 |
| Issued or guaranteed by U.S. | $6,264,000 | 2,895 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $995,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,322 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,515,000 | 1,909 |
| Available-for-sale securities (fair market value) | $13,285,000 | 5,018 |
| Total debt securities | $18,800,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $18,280,000 | 4,954 |
| U.S. Government securities | $12,578,000 | 5,096 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,578,000 | 4,944 |
| Securities issued by states & political subdivisions | $5,201,000 | 2,976 |
| Other domestic debt securities | $501,000 | 2,716 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 2,277 |
| 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 | $700,000 | 6,674 |
| Mortgage-backed securities | $5,591,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $4,484,000 | 3,415 |
| Issued or guaranteed by U.S. | $4,484,000 | 3,406 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,107,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,302 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,702,000 | 1,911 |
| Available-for-sale securities (fair market value) | $12,578,000 | 5,203 |
| Total debt securities | $18,280,000 | 4,905 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $16,306,000 | 5,283 |
| U.S. Government securities | $10,966,000 | 5,493 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,966,000 | 5,328 |
| Securities issued by states & political subdivisions | $4,838,000 | 3,123 |
| Other domestic debt securities | $502,000 | 2,759 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,336 |
| 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 | $743,000 | 6,672 |
| Mortgage-backed securities | $3,808,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $2,524,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,524,000 | 4,200 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,284,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,284,000 | 2,267 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,340,000 | 1,978 |
| Available-for-sale securities (fair market value) | $10,966,000 | 5,526 |
| Total debt securities | $16,306,000 | 5,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $17,262,000 | 5,133 |
| U.S. Government securities | $11,767,000 | 5,301 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,767,000 | 5,140 |
| Securities issued by states & political subdivisions | $4,838,000 | 3,118 |
| Other domestic debt securities | $657,000 | 2,608 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $657,000 | 2,215 |
| 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 | $743,000 | 6,699 |
| Mortgage-backed securities | $3,823,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $2,211,000 | 4,399 |
| Issued or guaranteed by U.S. | $2,211,000 | 4,386 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,612,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $1,612,000 | 2,118 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,495,000 | 1,977 |
| Available-for-sale securities (fair market value) | $11,767,000 | 5,368 |
| Total debt securities | $17,262,000 | 5,056 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $17,949,000 | 5,101 |
| U.S. Government securities | $12,841,000 | 5,117 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,841,000 | 4,964 |
| Securities issued by states & political subdivisions | $4,454,000 | 3,251 |
| Other domestic debt securities | $654,000 | 2,719 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $654,000 | 2,322 |
| 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 | $743,000 | 6,720 |
| Mortgage-backed securities | $4,467,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $2,512,000 | 4,303 |
| Issued or guaranteed by U.S. | $2,512,000 | 4,290 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,955,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $1,955,000 | 2,029 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,108,000 | 2,042 |
| Available-for-sale securities (fair market value) | $12,841,000 | 5,245 |
| Total debt securities | $17,947,000 | 5,025 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $18,852,000 | 4,939 |
| U.S. Government securities | $14,348,000 | 4,776 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,348,000 | 4,638 |
| Securities issued by states & political subdivisions | $3,849,000 | 3,468 |
| Other domestic debt securities | $655,000 | 2,811 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $655,000 | 2,402 |
| 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 | $792,000 | 6,678 |
| Mortgage-backed securities | $5,952,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,907,000 | 4,157 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,045,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $3,045,000 | 1,756 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,504,000 | 2,123 |
| Available-for-sale securities (fair market value) | $14,348,000 | 4,992 |
| Total debt securities | $18,852,000 | 4,864 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $16,781,000 | 5,309 |
| U.S. Government securities | $12,888,000 | 5,105 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,888,000 | 4,958 |
| Securities issued by states & political subdivisions | $3,237,000 | 3,763 |
| Other domestic debt securities | $656,000 | 2,856 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $656,000 | 2,528 |
| 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 | $788,000 | 6,675 |
| Mortgage-backed securities | $5,653,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $2,378,000 | 4,397 |
| Issued or guaranteed by U.S. | $2,378,000 | 4,376 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,275,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $3,275,000 | 1,800 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,893,000 | 2,287 |
| Available-for-sale securities (fair market value) | $12,888,000 | 5,272 |
| Total debt securities | $16,781,000 | 5,221 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $14,998,000 | 5,545 |
| U.S. Government securities | $11,415,000 | 5,285 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,415,000 | 5,123 |
| Securities issued by states & political subdivisions | $2,925,000 | 3,909 |
| Other domestic debt securities | $656,000 | 2,982 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $656,000 | 2,657 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,000 | 2,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $795,000 | 6,696 |
| Mortgage-backed securities | $5,837,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $2,285,000 | 4,434 |
| Issued or guaranteed by U.S. | $2,285,000 | 4,412 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,552,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $3,552,000 | 1,766 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,581,000 | 2,365 |
| Available-for-sale securities (fair market value) | $11,417,000 | 5,518 |
| Total debt securities | $14,996,000 | 5,459 |
| 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 | $16,460,000 | 5,232 |
| U.S. Government securities | $12,756,000 | 4,933 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,756,000 | 4,774 |
| Securities issued by states & political subdivisions | $3,045,000 | 3,805 |
| Other domestic debt securities | $657,000 | 3,064 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $657,000 | 2,719 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 2,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $811,000 | 6,704 |
| Mortgage-backed securities | $7,360,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $2,966,000 | 4,166 |
| Issued or guaranteed by U.S. | $2,966,000 | 4,153 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,394,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $4,394,000 | 1,734 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,702,000 | 2,349 |
| Available-for-sale securities (fair market value) | $12,758,000 | 5,188 |
| Total debt securities | $16,458,000 | 5,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $15,401,000 | 5,422 |
| U.S. Government securities | $11,695,000 | 5,183 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,695,000 | 5,005 |
| Securities issued by states & political subdivisions | $3,045,000 | 3,741 |
| Other domestic debt securities | $659,000 | 3,095 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $659,000 | 2,744 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $797,000 | 6,745 |
| Mortgage-backed securities | $6,350,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 3,913 |
| Issued or guaranteed by U.S. | $3,629,000 | 3,899 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,721,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $2,721,000 | 2,203 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,704,000 | 2,407 |
| Available-for-sale securities (fair market value) | $11,697,000 | 5,386 |
| Total debt securities | $15,399,000 | 5,321 |
| 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 | $14,811,000 | 5,494 |
| U.S. Government securities | $10,738,000 | 5,411 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,738,000 | 5,219 |
| Securities issued by states & political subdivisions | $3,262,000 | 3,627 |
| Other domestic debt securities | $809,000 | 2,985 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $809,000 | 2,643 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $662,000 | 6,866 |
| Mortgage-backed securities | $6,187,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $4,256,000 | 3,640 |
| Issued or guaranteed by U.S. | $4,256,000 | 3,628 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,931,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $1,931,000 | 2,533 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,071,000 | 2,359 |
| Available-for-sale securities (fair market value) | $10,740,000 | 5,565 |
| Total debt securities | $14,809,000 | 5,400 |
| 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 | $14,462,000 | 5,486 |
| U.S. Government securities | $10,522,000 | 5,388 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,522,000 | 5,154 |
| Securities issued by states & political subdivisions | $3,940,000 | 3,279 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 7,167 |
| Mortgage-backed securities | $5,187,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $3,734,000 | 3,571 |
| Issued or guaranteed by U.S. | $3,734,000 | 3,555 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,453,000 | 3,005 |
| CMOs issued by government agencies or sponsored agencies | $1,453,000 | 2,846 |
| 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) | $3,940,000 | 2,524 |
| Available-for-sale securities (fair market value) | $10,522,000 | 5,501 |
| Total debt securities | $14,462,000 | 5,394 |
| 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 | $14,997,000 | 5,570 |
| U.S. Government securities | $11,657,000 | 5,348 |
| U.S. Treasury securities | $250,000 | 3,826 |
| U.S. Government agency obligations | $11,407,000 | 5,091 |
| Securities issued by states & political subdivisions | $3,037,000 | 3,687 |
| Other domestic debt securities | $301,000 | 3,238 |
| 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 | $301,000 | 2,831 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 7,386 |
| Mortgage-backed securities | $5,022,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $2,415,000 | 3,691 |
| Issued or guaranteed by U.S. | $2,415,000 | 3,677 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,607,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $2,607,000 | 1,915 |
| 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) | $3,588,000 | 3,185 |
| Available-for-sale securities (fair market value) | $11,409,000 | 5,377 |
| Total debt securities | $14,995,000 | 5,436 |
| 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 | $16,230,000 | 5,556 |
| U.S. Government securities | $13,419,000 | 5,143 |
| U.S. Treasury securities | $999,000 | 3,694 |
| U.S. Government agency obligations | $12,420,000 | 4,904 |
| Securities issued by states & political subdivisions | $2,657,000 | 4,133 |
| Other domestic debt securities | $152,000 | 3,412 |
| 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 | $152,000 | 2,912 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 7,570 |
| Mortgage-backed securities | $5,433,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $2,433,000 | 3,918 |
| Issued or guaranteed by U.S. | $2,433,000 | 3,902 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,000,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 1,920 |
| 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) | $3,808,000 | 3,463 |
| Available-for-sale securities (fair market value) | $12,422,000 | 5,274 |
| Total debt securities | $16,228,000 | 5,444 |
| 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 | $16,724,000 | 5,432 |
| U.S. Government securities | $14,068,000 | 4,981 |
| U.S. Treasury securities | $2,249,000 | 3,652 |
| U.S. Government agency obligations | $11,819,000 | 4,787 |
| Securities issued by states & political subdivisions | $2,654,000 | 4,228 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,008 |
| Mortgage-backed securities | $5,273,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $2,742,000 | 3,944 |
| Issued or guaranteed by U.S. | $2,742,000 | 3,924 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,531,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $2,531,000 | 2,276 |
| 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) | $4,903,000 | 3,447 |
| Available-for-sale securities (fair market value) | $11,821,000 | 5,301 |
| Total debt securities | $16,722,000 | 5,301 |
| 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 | $14,222,000 | 6,176 |
| U.S. Government securities | $13,005,000 | 5,537 |
| U.S. Treasury securities | $3,449,000 | 4,036 |
| U.S. Government agency obligations | $9,556,000 | 5,375 |
| Securities issued by states & political subdivisions | $1,215,000 | 5,499 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,000 | 8,430 |
| Mortgage-backed securities | $6,296,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $2,308,000 | 4,166 |
| Issued or guaranteed by U.S. | $2,308,000 | 4,152 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,988,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $3,988,000 | 1,872 |
| 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) | $5,163,000 | 4,071 |
| Available-for-sale securities (fair market value) | $9,059,000 | 6,025 |
| Total debt securities | $14,220,000 | 6,051 |
| 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 | $13,691,000 | 6,795 |
| U.S. Government securities | $12,566,000 | 6,151 |
| U.S. Treasury securities | $2,942,000 | 5,187 |
| U.S. Government agency obligations | $9,624,000 | 5,632 |
| Securities issued by states & political subdivisions | $1,123,000 | 5,896 |
| 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 | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,000 | 8,898 |
| Mortgage-backed securities | $6,578,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $2,143,000 | 4,639 |
| Issued or guaranteed by U.S. | $2,143,000 | 4,616 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,435,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $4,435,000 | 1,975 |
| 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) | $4,946,000 | 4,719 |
| Available-for-sale securities (fair market value) | $8,745,000 | 6,381 |
| Total debt securities | $13,689,000 | 6,659 |
| 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 | $13,582,000 | 7,097 |
| U.S. Government securities | $12,146,000 | 6,536 |
| U.S. Treasury securities | $1,549,000 | 7,648 |
| U.S. Government agency obligations | $10,597,000 | 5,291 |
| Securities issued by states & political subdivisions | $1,434,000 | 5,672 |
| 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 | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 9,061 |
| Mortgage-backed securities | $6,838,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $3,656,000 | 3,847 |
| Issued or guaranteed by U.S. | $3,656,000 | 3,817 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,182,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $3,182,000 | 2,640 |
| 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) | $4,510,000 | 5,228 |
| Available-for-sale securities (fair market value) | $9,072,000 | 6,445 |
| Total debt securities | $13,580,000 | 6,962 |
| 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 | $14,806,000 | 7,168 |
| U.S. Government securities | $13,222,000 | 6,578 |
| U.S. Treasury securities | $2,447,000 | 7,736 |
| U.S. Government agency obligations | $10,775,000 | 5,094 |
| Securities issued by states & political subdivisions | $1,359,000 | 6,052 |
| Other domestic debt securities | $223,000 | 4,481 |
| Privately issued residential mortgage-backed securities | $223,000 | 1,765 |
| 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 | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 9,493 |
| Mortgage-backed securities | $7,632,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $4,556,000 | 3,555 |
| Issued or guaranteed by U.S. | $4,556,000 | 3,532 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,076,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $2,853,000 | 2,968 |
| Privately issued | $223,000 | 1,481 |
| 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) | $5,584,000 | 7,673 |
| Available-for-sale securities (fair market value) | $9,222,000 | 5,012 |
| Total debt securities | $14,804,000 | 7,067 |
| 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 | $12,670,000 | 8,118 |
| U.S. Government securities | $10,965,000 | 7,612 |
| U.S. Treasury securities | $1,702,000 | 8,905 |
| U.S. Government agency obligations | $9,263,000 | 5,835 |
| Securities issued by states & political subdivisions | $1,525,000 | 5,970 |
| Other domestic debt securities | $178,000 | 5,463 |
| Privately issued residential mortgage-backed securities | $178,000 | 2,430 |
| 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 | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 9,463 |
| Mortgage-backed securities | $5,405,000 | 5,066 |
| Certificates of participation in pools of residential mortgages | $3,019,000 | 4,872 |
| Issued or guaranteed by U.S. | $3,019,000 | 4,834 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,386,000 | 3,804 |
| CMOs issued by government agencies or sponsored agencies | $2,208,000 | 3,701 |
| Privately issued | $178,000 | 2,036 |
| 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 | $12,668,000 | 7,969 |
| 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 | $15,464,000 | 7,220 |
| U.S. Government securities | $13,916,000 | 6,595 |
| U.S. Treasury securities | $1,912,000 | 8,984 |
| U.S. Government agency obligations | $12,004,000 | 4,877 |
| Securities issued by states & political subdivisions | $1,280,000 | 6,060 |
| Other domestic debt securities | $266,000 | 5,874 |
| Privately issued residential mortgage-backed securities | $266,000 | 2,867 |
| 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 | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 9,303 |
| Mortgage-backed securities | $9,373,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $7,042,000 | 3,216 |
| Issued or guaranteed by U.S. | $7,042,000 | 3,171 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,331,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $2,065,000 | 3,676 |
| Privately issued | $266,000 | 2,436 |
| 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 | $15,462,000 | 7,103 |
| 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 |