Home > Nelsonville Home and Savings > Securities
Nelsonville Home and Savings, Securities
| 2023-06-30 | Rank | |
| Total securities | $3,001,000 | 4,375 |
| U.S. Government securities | $3,001,000 | 4,187 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $3,001,000 | 3,919 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $1,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,697 |
| 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) | $3,001,000 | 1,330 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $3,001,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $2,778,000 | 500 |
| 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 | $3,001,000 | 4,444 |
| U.S. Government securities | $3,001,000 | 4,248 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $3,001,000 | 3,935 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $1,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,747 |
| 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) | $3,001,000 | 1,372 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $3,001,000 | 4,417 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 521 |
| Fair value | $2,796,000 | 525 |
| 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 | $3,001,000 | 4,473 |
| U.S. Government securities | $3,001,000 | 4,276 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $3,001,000 | 3,944 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $1,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,790 |
| 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) | $3,001,000 | 1,390 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $3,001,000 | 4,448 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 541 |
| Fair value | $2,748,000 | 549 |
| 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 | $3,001,000 | 4,511 |
| U.S. Government securities | $3,001,000 | 4,302 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $3,001,000 | 3,955 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $1,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,821 |
| 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) | $3,001,000 | 1,371 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $3,001,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 536 |
| Fair value | $2,727,000 | 548 |
| 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 | $3,001,000 | 4,531 |
| U.S. Government securities | $3,001,000 | 4,318 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,001,000 | 3,987 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $1,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,912 |
| Issued or guaranteed by U.S. | $1,000 | 3,850 |
| 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) | $3,001,000 | 1,303 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $3,001,000 | 4,515 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 514 |
| Fair value | $2,817,000 | 532 |
| 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 | $3,001,000 | 4,502 |
| U.S. Government securities | $3,001,000 | 4,266 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,001,000 | 3,978 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $1,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,929 |
| Issued or guaranteed by U.S. | $1,000 | 3,872 |
| 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) | $3,001,000 | 1,199 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $3,001,000 | 4,484 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 444 |
| Fair value | $2,845,000 | 469 |
| 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 | $2,501,000 | 4,531 |
| U.S. Government securities | $2,501,000 | 4,244 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,501,000 | 4,027 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $1,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,953 |
| Issued or guaranteed by U.S. | $1,000 | 3,888 |
| 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) | $2,501,000 | 1,143 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $2,501,000 | 4,510 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 433 |
| Fair value | $2,465,000 | 445 |
| 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 | $2,201,000 | 4,591 |
| U.S. Government securities | $2,201,000 | 4,283 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,201,000 | 4,103 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $1,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,011 |
| Issued or guaranteed by U.S. | $1,000 | 3,950 |
| 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) | $2,201,000 | 1,169 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $2,201,000 | 4,569 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 411 |
| Fair value | $2,187,000 | 411 |
| 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 | $2,202,000 | 4,612 |
| U.S. Government securities | $2,200,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,200,000 | 4,135 |
| Securities issued by states & political subdivisions | $2,000 | 4,159 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| 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) | $2,202,000 | 1,155 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $2,202,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 358 |
| Fair value | $2,186,000 | 358 |
| 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 | $2,002,000 | 4,623 |
| U.S. Government securities | $2,000,000 | 4,278 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,000,000 | 4,131 |
| Securities issued by states & political subdivisions | $2,000 | 4,182 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| 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) | $2,002,000 | 1,147 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $2,002,000 | 4,600 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 247 |
| Fair value | $1,973,000 | 271 |
| 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 | $2,002,000 | 4,619 |
| U.S. Government securities | $2,002,000 | 4,217 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,002,000 | 4,082 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $2,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,014 |
| Issued or guaranteed by U.S. | $2,000 | 3,950 |
| 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) | $2,002,000 | 1,127 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $2,002,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 137 |
| Fair value | $2,000,000 | 148 |
| 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 | $1,415,000 | 4,702 |
| U.S. Government securities | $1,002,000 | 4,418 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,002,000 | 4,299 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $2,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,020 |
| Issued or guaranteed by U.S. | $2,000 | 3,958 |
| 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) | $1,002,000 | 1,297 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $1,002,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 190 |
| Fair value | $1,000,000 | 209 |
| 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 | $1,012,000 | 4,766 |
| U.S. Government securities | $1,002,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,002,000 | 4,334 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $10,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $2,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,034 |
| Issued or guaranteed by U.S. | $2,000 | 3,975 |
| 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) | $1,002,000 | 1,303 |
| Available-for-sale securities (fair market value) | $10,000 | 4,641 |
| Total debt securities | $1,002,000 | 4,746 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 210 |
| Fair value | $1,001,000 | 223 |
| 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 | $1,416,000 | 4,768 |
| U.S. Government securities | $1,002,000 | 4,529 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,002,000 | 4,406 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $414,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $2,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,074 |
| Issued or guaranteed by U.S. | $2,000 | 4,005 |
| 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) | $1,002,000 | 1,310 |
| Available-for-sale securities (fair market value) | $414,000 | 4,634 |
| Total debt securities | $1,002,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 287 |
| Fair value | $1,002,000 | 298 |
| 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 | $1,012,000 | 4,880 |
| U.S. Government securities | $1,002,000 | 4,604 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,002,000 | 4,474 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $10,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $2,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,101 |
| Issued or guaranteed by U.S. | $2,000 | 4,037 |
| 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) | $1,002,000 | 1,354 |
| Available-for-sale securities (fair market value) | $10,000 | 4,761 |
| Total debt securities | $1,002,000 | 4,858 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 399 |
| Fair value | $996,000 | 440 |
| 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 | $1,316,000 | 4,935 |
| U.S. Government securities | $1,003,000 | 4,701 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,003,000 | 4,567 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $313,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $3,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,138 |
| Issued or guaranteed by U.S. | $3,000 | 4,065 |
| 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) | $1,003,000 | 1,404 |
| Available-for-sale securities (fair market value) | $313,000 | 4,785 |
| Total debt securities | $1,003,000 | 4,942 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $997,000 | 562 |
| 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 | $1,311,000 | 4,984 |
| U.S. Government securities | $1,303,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,303,000 | 4,561 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $8,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $3,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,167 |
| Issued or guaranteed by U.S. | $3,000 | 4,099 |
| 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) | $1,303,000 | 1,395 |
| Available-for-sale securities (fair market value) | $8,000 | 4,894 |
| Total debt securities | $1,303,000 | 4,960 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 510 |
| Fair value | $1,292,000 | 513 |
| 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 | $1,314,000 | 5,038 |
| U.S. Government securities | $1,303,000 | 4,751 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,303,000 | 4,622 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $11,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $3,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,208 |
| Issued or guaranteed by U.S. | $3,000 | 4,141 |
| 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) | $1,303,000 | 1,414 |
| Available-for-sale securities (fair market value) | $11,000 | 4,929 |
| Total debt securities | $1,303,000 | 5,015 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 531 |
| Fair value | $1,281,000 | 531 |
| 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 | $1,312,000 | 5,086 |
| U.S. Government securities | $1,304,000 | 4,797 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,304,000 | 4,654 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $4,000 | 4,393 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,238 |
| Issued or guaranteed by U.S. | $4,000 | 4,186 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $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) | $1,304,000 | 1,444 |
| Available-for-sale securities (fair market value) | $8,000 | 4,981 |
| Total debt securities | $1,304,000 | 5,065 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 541 |
| Fair value | $1,270,000 | 542 |
| 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 | $1,313,000 | 5,150 |
| U.S. Government securities | $1,304,000 | 4,863 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,304,000 | 4,722 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $9,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $4,000 | 4,450 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,295 |
| Issued or guaranteed by U.S. | $4,000 | 4,274 |
| 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) | $1,304,000 | 1,468 |
| Available-for-sale securities (fair market value) | $9,000 | 5,051 |
| Total debt securities | $1,304,000 | 5,128 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 529 |
| Fair value | $1,251,000 | 529 |
| 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 | $1,309,000 | 5,208 |
| U.S. Government securities | $1,304,000 | 4,899 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,304,000 | 4,756 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,000 | 720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $4,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,354 |
| Issued or guaranteed by U.S. | $4,000 | 4,239 |
| 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) | $1,304,000 | 1,495 |
| Available-for-sale securities (fair market value) | $5,000 | 5,115 |
| Total debt securities | $1,304,000 | 5,185 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 537 |
| Fair value | $1,253,000 | 536 |
| 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 | $1,314,000 | 5,265 |
| U.S. Government securities | $1,305,000 | 4,975 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,305,000 | 4,844 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $9,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $5,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,389 |
| Issued or guaranteed by U.S. | $5,000 | 4,381 |
| 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) | $1,305,000 | 1,527 |
| Available-for-sale securities (fair market value) | $9,000 | 5,168 |
| Total debt securities | $1,305,000 | 5,243 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 524 |
| Fair value | $1,260,000 | 524 |
| 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 | $1,309,000 | 5,331 |
| U.S. Government securities | $1,305,000 | 5,023 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,305,000 | 4,903 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $5,000 | 4,596 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,446 |
| Issued or guaranteed by U.S. | $5,000 | 4,440 |
| 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) | $1,305,000 | 1,557 |
| Available-for-sale securities (fair market value) | $4,000 | 5,240 |
| Total debt securities | $1,305,000 | 5,313 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 525 |
| Fair value | $1,271,000 | 527 |
| 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 | $1,412,000 | 5,390 |
| U.S. Government securities | $1,305,000 | 5,079 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,305,000 | 4,962 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $107,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $5,000 | 4,656 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,503 |
| Issued or guaranteed by U.S. | $5,000 | 4,498 |
| 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) | $1,305,000 | 1,606 |
| Available-for-sale securities (fair market value) | $107,000 | 5,253 |
| Total debt securities | $1,305,000 | 5,375 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 555 |
| Fair value | $1,277,000 | 557 |
| 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 | $1,310,000 | 5,450 |
| U.S. Government securities | $1,306,000 | 5,131 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,306,000 | 5,014 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,000 | 1,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $6,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,534 |
| Issued or guaranteed by U.S. | $6,000 | 4,528 |
| 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) | $1,306,000 | 1,636 |
| Available-for-sale securities (fair market value) | $4,000 | 5,338 |
| Total debt securities | $1,306,000 | 5,429 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 576 |
| Fair value | $1,277,000 | 582 |
| 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 | $1,309,000 | 5,520 |
| U.S. Government securities | $1,306,000 | 5,203 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,306,000 | 5,084 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $6,000 | 4,755 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,595 |
| Issued or guaranteed by U.S. | $6,000 | 4,590 |
| 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) | $1,306,000 | 1,663 |
| Available-for-sale securities (fair market value) | $3,000 | 5,404 |
| Total debt securities | $1,306,000 | 5,502 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 594 |
| Fair value | $1,269,000 | 597 |
| 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 | $1,510,000 | 5,559 |
| U.S. Government securities | $1,307,000 | 5,247 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,307,000 | 5,125 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $203,000 | 739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $7,000 | 4,791 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,632 |
| Issued or guaranteed by U.S. | $7,000 | 4,626 |
| 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) | $1,307,000 | 1,677 |
| Available-for-sale securities (fair market value) | $203,000 | 5,401 |
| Total debt securities | $1,307,000 | 5,562 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 588 |
| Fair value | $1,271,000 | 588 |
| 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 | $1,512,000 | 5,616 |
| U.S. Government securities | $1,507,000 | 5,254 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,507,000 | 5,136 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $5,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $7,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,674 |
| Issued or guaranteed by U.S. | $7,000 | 4,670 |
| 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) | $1,507,000 | 1,659 |
| Available-for-sale securities (fair market value) | $5,000 | 5,507 |
| Total debt securities | $1,507,000 | 5,596 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 542 |
| Fair value | $1,500,000 | 548 |
| 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 | $1,510,000 | 5,688 |
| U.S. Government securities | $1,508,000 | 5,348 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,508,000 | 5,242 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $8,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $8,000 | 4,735 |
| Issued or guaranteed by U.S. | $8,000 | 4,729 |
| 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) | $1,508,000 | 1,708 |
| Available-for-sale securities (fair market value) | $2,000 | 5,589 |
| Total debt securities | $1,508,000 | 5,670 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 626 |
| Fair value | $1,500,000 | 639 |
| 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 | $1,510,000 | 5,767 |
| U.S. Government securities | $1,508,000 | 5,433 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,508,000 | 5,325 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $0 | 5,255 |
| Mortgage-backed securities | $8,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $8,000 | 4,774 |
| Issued or guaranteed by U.S. | $8,000 | 4,770 |
| 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) | $1,508,000 | 1,737 |
| Available-for-sale securities (fair market value) | $2,000 | 5,641 |
| Total debt securities | $1,508,000 | 5,750 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 756 |
| Fair value | $1,500,000 | 762 |
| 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 | $1,510,000 | 5,825 |
| U.S. Government securities | $1,509,000 | 5,498 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,509,000 | 5,395 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $9,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $9,000 | 4,805 |
| Issued or guaranteed by U.S. | $9,000 | 4,799 |
| 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) | $1,509,000 | 1,765 |
| Available-for-sale securities (fair market value) | $1,000 | 5,703 |
| Total debt securities | $1,509,000 | 5,805 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 875 |
| Fair value | $1,481,000 | 896 |
| 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 | $1,540,000 | 5,897 |
| U.S. Government securities | $1,509,000 | 5,588 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,509,000 | 5,493 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $31,000 | 939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $9,000 | 5,041 |
| Certificates of participation in pools of residential mortgages | $9,000 | 4,870 |
| Issued or guaranteed by U.S. | $9,000 | 4,863 |
| 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) | $1,509,000 | 1,766 |
| Available-for-sale securities (fair market value) | $31,000 | 5,746 |
| Total debt securities | $1,509,000 | 5,881 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,000 |
| Fair value | $1,499,000 | 1,018 |
| 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 | $2,037,000 | 5,922 |
| U.S. Government securities | $1,335,000 | 5,697 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,335,000 | 5,602 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $702,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $10,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $10,000 | 4,944 |
| Issued or guaranteed by U.S. | $10,000 | 4,939 |
| 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) | $1,335,000 | 1,839 |
| Available-for-sale securities (fair market value) | $702,000 | 5,707 |
| Total debt securities | $1,335,000 | 5,977 |
| Structured notes | ||
| Amortized cost | $1,325,000 | 1,192 |
| Fair value | $1,307,000 | 1,190 |
| 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 | $1,838,000 | 5,998 |
| U.S. Government securities | $1,835,000 | 5,690 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,835,000 | 5,600 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $10,000 | 5,167 |
| Certificates of participation in pools of residential mortgages | $10,000 | 4,996 |
| Issued or guaranteed by U.S. | $10,000 | 4,987 |
| 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) | $1,835,000 | 1,751 |
| Available-for-sale securities (fair market value) | $3,000 | 5,910 |
| Total debt securities | $1,835,000 | 5,978 |
| Structured notes | ||
| Amortized cost | $1,825,000 | 1,123 |
| Fair value | $1,814,000 | 1,126 |
| 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 | $2,043,000 | 6,077 |
| U.S. Government securities | $2,036,000 | 5,738 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,036,000 | 5,645 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,000 | 1,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $11,000 | 5,254 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,070 |
| Issued or guaranteed by U.S. | $11,000 | 5,062 |
| 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) | $2,036,000 | 1,741 |
| Available-for-sale securities (fair market value) | $7,000 | 5,998 |
| Total debt securities | $2,036,000 | 6,058 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 1,050 |
| Fair value | $2,010,000 | 1,054 |
| 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 | $2,038,000 | 6,164 |
| U.S. Government securities | $2,036,000 | 5,826 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,036,000 | 5,735 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,000 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $11,000 | 5,342 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,156 |
| Issued or guaranteed by U.S. | $11,000 | 5,150 |
| 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) | $2,036,000 | 1,762 |
| Available-for-sale securities (fair market value) | $2,000 | 6,085 |
| Total debt securities | $2,036,000 | 6,146 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 1,135 |
| Fair value | $1,986,000 | 1,184 |
| 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 | $2,044,000 | 6,225 |
| U.S. Government securities | $2,037,000 | 5,899 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,037,000 | 5,802 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $7,000 | 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 | $0 | 5,698 |
| Mortgage-backed securities | $12,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,201 |
| Issued or guaranteed by U.S. | $12,000 | 5,196 |
| 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) | $2,037,000 | 1,776 |
| Available-for-sale securities (fair market value) | $7,000 | 6,134 |
| Total debt securities | $2,036,000 | 6,205 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 1,186 |
| Fair value | $1,986,000 | 1,226 |
| 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 | $2,039,000 | 6,277 |
| U.S. Government securities | $2,038,000 | 5,940 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,038,000 | 5,846 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $1,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $13,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,256 |
| Issued or guaranteed by U.S. | $13,000 | 5,249 |
| 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) | $2,038,000 | 1,784 |
| Available-for-sale securities (fair market value) | $1,000 | 6,223 |
| Total debt securities | $2,038,000 | 6,254 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 1,215 |
| Fair value | $1,950,000 | 1,266 |
| 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 | $2,244,000 | 6,332 |
| U.S. Government securities | $2,038,000 | 5,995 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,038,000 | 5,898 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $206,000 | 872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $13,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,304 |
| Issued or guaranteed by U.S. | $13,000 | 5,296 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,038,000 | 1,773 |
| Available-for-sale securities (fair market value) | $206,000 | 6,215 |
| Total debt securities | $2,039,000 | 6,328 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 1,189 |
| Fair value | $1,888,000 | 1,269 |
| 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 | $2,334,000 | 6,388 |
| U.S. Government securities | $1,539,000 | 6,176 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,539,000 | 6,079 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $795,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $14,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,354 |
| Issued or guaranteed by U.S. | $14,000 | 5,346 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,539,000 | 1,838 |
| Available-for-sale securities (fair market value) | $795,000 | 6,200 |
| Total debt securities | $1,539,000 | 6,450 |
| Structured notes | ||
| Amortized cost | $1,525,000 | 1,379 |
| Fair value | $1,430,000 | 1,425 |
| 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 | $2,137,000 | 6,445 |
| U.S. Government securities | $1,540,000 | 6,172 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,540,000 | 6,068 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $597,000 | 707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $15,000 | 5,564 |
| Certificates of participation in pools of residential mortgages | $15,000 | 5,364 |
| Issued or guaranteed by U.S. | $15,000 | 5,355 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,540,000 | 1,767 |
| Available-for-sale securities (fair market value) | $597,000 | 6,269 |
| Total debt securities | $1,540,000 | 6,481 |
| Structured notes | ||
| Amortized cost | $1,525,000 | 1,349 |
| Fair value | $1,454,000 | 1,394 |
| 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 | $2,220,000 | 6,480 |
| U.S. Government securities | $1,407,000 | 6,254 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,407,000 | 6,146 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $813,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $82,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $82,000 | 5,257 |
| Issued or guaranteed by U.S. | $82,000 | 5,250 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,407,000 | 1,777 |
| Available-for-sale securities (fair market value) | $813,000 | 6,298 |
| Total debt securities | $1,408,000 | 6,547 |
| Structured notes | ||
| Amortized cost | $1,325,000 | 1,479 |
| Fair value | $1,323,000 | 1,480 |
| 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 | $2,032,000 | 6,553 |
| U.S. Government securities | $1,409,000 | 6,298 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,409,000 | 6,190 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $623,000 | 702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $84,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,286 |
| Issued or guaranteed by U.S. | $84,000 | 5,280 |
| 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) | $1,409,000 | 1,792 |
| Available-for-sale securities (fair market value) | $623,000 | 6,376 |
| Total debt securities | $1,409,000 | 6,613 |
| Structured notes | ||
| Amortized cost | $1,325,000 | 1,519 |
| Fair value | $1,326,000 | 1,519 |
| 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 | $1,707,000 | 6,696 |
| U.S. Government securities | $1,087,000 | 6,493 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,087,000 | 6,396 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $620,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $87,000 | 5,614 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,381 |
| Issued or guaranteed by U.S. | $87,000 | 5,371 |
| 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) | $1,087,000 | 1,920 |
| Available-for-sale securities (fair market value) | $620,000 | 6,462 |
| Total debt securities | $1,087,000 | 6,756 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,000,000 | 1,875 |
| 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 | $1,604,000 | 6,787 |
| U.S. Government securities | $989,000 | 6,612 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $989,000 | 6,513 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $615,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $89,000 | 5,653 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,419 |
| Issued or guaranteed by U.S. | $89,000 | 5,408 |
| 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) | $989,000 | 1,980 |
| Available-for-sale securities (fair market value) | $615,000 | 6,527 |
| Total debt securities | $991,000 | 6,851 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,206 |
| Fair value | $900,000 | 2,203 |
| 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 | $1,602,000 | 6,850 |
| U.S. Government securities | $991,000 | 6,691 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $991,000 | 6,589 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $611,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $91,000 | 5,693 |
| Certificates of participation in pools of residential mortgages | $91,000 | 5,449 |
| Issued or guaranteed by U.S. | $91,000 | 5,440 |
| 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) | $991,000 | 2,024 |
| Available-for-sale securities (fair market value) | $611,000 | 6,573 |
| Total debt securities | $991,000 | 6,913 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,469 |
| Fair value | $898,000 | 2,467 |
| 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 | $1,203,000 | 6,939 |
| U.S. Government securities | $593,000 | 6,809 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $593,000 | 6,716 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $610,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $93,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $93,000 | 5,443 |
| Issued or guaranteed by U.S. | $93,000 | 5,429 |
| 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) | $593,000 | 2,262 |
| Available-for-sale securities (fair market value) | $610,000 | 6,584 |
| Total debt securities | $593,000 | 7,013 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $503,000 | 2,601 |
| 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 | $1,806,000 | 6,929 |
| U.S. Government securities | $1,195,000 | 6,730 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,195,000 | 6,626 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $611,000 | 686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $95,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $95,000 | 5,449 |
| Issued or guaranteed by U.S. | $95,000 | 5,434 |
| 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) | $1,195,000 | 2,043 |
| Available-for-sale securities (fair market value) | $611,000 | 6,651 |
| Total debt securities | $1,195,000 | 6,992 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,172 |
| Fair value | $1,099,000 | 2,181 |
| 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 | $2,247,000 | 6,946 |
| U.S. Government securities | $1,647,000 | 6,735 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,647,000 | 6,628 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $600,000 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $97,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,468 |
| Issued or guaranteed by U.S. | $97,000 | 5,458 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,647,000 | 1,932 |
| Available-for-sale securities (fair market value) | $600,000 | 6,722 |
| Total debt securities | $1,647,000 | 6,994 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 2,166 |
| Fair value | $1,543,000 | 2,174 |
| 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 | $2,249,000 | 6,990 |
| U.S. Government securities | $1,649,000 | 6,763 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,649,000 | 6,669 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $600,000 | 706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $99,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,461 |
| Issued or guaranteed by U.S. | $99,000 | 5,449 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,649,000 | 1,949 |
| Available-for-sale securities (fair market value) | $600,000 | 6,762 |
| Total debt securities | $1,647,000 | 7,039 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 2,220 |
| Fair value | $1,533,000 | 2,224 |
| 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 | $2,275,000 | 7,027 |
| U.S. Government securities | $1,676,000 | 6,756 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,676,000 | 6,645 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $599,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $126,000 | 5,737 |
| Certificates of participation in pools of residential mortgages | $100,000 | 5,444 |
| Issued or guaranteed by U.S. | $100,000 | 5,432 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,421 |
| 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) | $1,676,000 | 1,968 |
| Available-for-sale securities (fair market value) | $599,000 | 6,800 |
| Total debt securities | $1,676,000 | 7,092 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 2,077 |
| Fair value | $1,542,000 | 2,080 |
| 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 | $2,141,000 | 7,094 |
| U.S. Government securities | $1,530,000 | 6,847 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,530,000 | 6,728 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $611,000 | 746 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $181,000 | 5,737 |
| Certificates of participation in pools of residential mortgages | $106,000 | 5,467 |
| Issued or guaranteed by U.S. | $106,000 | 5,455 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $75,000 | 3,646 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,324 |
| 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) | $1,530,000 | 2,046 |
| Available-for-sale securities (fair market value) | $611,000 | 6,857 |
| Total debt securities | $1,530,000 | 7,164 |
| Structured notes | ||
| Amortized cost | $1,349,000 | 2,253 |
| Fair value | $1,349,000 | 2,253 |
| 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 | $2,539,000 | 7,113 |
| U.S. Government securities | $1,928,000 | 6,872 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,928,000 | 6,759 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $611,000 | 771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $228,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,522 |
| Issued or guaranteed by U.S. | $107,000 | 5,510 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $121,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,195 |
| 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) | $1,928,000 | 2,022 |
| Available-for-sale securities (fair market value) | $611,000 | 6,930 |
| Total debt securities | $1,928,000 | 7,188 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 2,193 |
| Fair value | $1,708,000 | 2,199 |
| 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 | $2,556,000 | 7,181 |
| U.S. Government securities | $1,964,000 | 6,965 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,964,000 | 6,853 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $592,000 | 788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $264,000 | 5,788 |
| Certificates of participation in pools of residential mortgages | $109,000 | 5,627 |
| Issued or guaranteed by U.S. | $109,000 | 5,615 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $155,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 3,140 |
| 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) | $1,964,000 | 2,042 |
| Available-for-sale securities (fair market value) | $592,000 | 7,003 |
| Total debt securities | $1,964,000 | 7,260 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,977 |
| Fair value | $1,691,000 | 1,982 |
| 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 | $2,322,000 | 7,257 |
| U.S. Government securities | $1,718,000 | 7,047 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,718,000 | 6,946 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $604,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $328,000 | 5,799 |
| Certificates of participation in pools of residential mortgages | $113,000 | 5,683 |
| Issued or guaranteed by U.S. | $113,000 | 5,668 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $215,000 | 3,434 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,087 |
| 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) | $1,718,000 | 2,127 |
| Available-for-sale securities (fair market value) | $604,000 | 7,046 |
| Total debt securities | $1,718,000 | 7,333 |
| Structured notes | ||
| Amortized cost | $1,390,000 | 1,845 |
| Fair value | $1,372,000 | 1,852 |
| 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 | $1,997,000 | 7,402 |
| U.S. Government securities | $1,393,000 | 7,197 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,393,000 | 7,103 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $604,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $393,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $116,000 | 5,772 |
| Issued or guaranteed by U.S. | $116,000 | 5,754 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $277,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 3,033 |
| 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) | $1,393,000 | 2,296 |
| Available-for-sale securities (fair market value) | $604,000 | 7,118 |
| Total debt securities | $1,393,000 | 7,462 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,000,000 | 1,641 |
| 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 | $2,130,000 | 7,402 |
| U.S. Government securities | $1,533,000 | 7,198 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,533,000 | 7,111 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $597,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $533,000 | 5,793 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,827 |
| Issued or guaranteed by U.S. | $118,000 | 5,807 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $415,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,910 |
| 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) | $1,533,000 | 2,275 |
| Available-for-sale securities (fair market value) | $597,000 | 7,167 |
| Total debt securities | $1,533,000 | 7,487 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,002,000 | 1,163 |
| 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 | $2,334,000 | 7,430 |
| U.S. Government securities | $1,730,000 | 7,249 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,730,000 | 7,163 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $604,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $730,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $122,000 | 5,875 |
| Issued or guaranteed by U.S. | $122,000 | 5,857 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $608,000 | 3,154 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,785 |
| 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) | $1,730,000 | 2,254 |
| Available-for-sale securities (fair market value) | $604,000 | 7,230 |
| Total debt securities | $1,730,000 | 7,528 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,000,000 | 978 |
| 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 | $2,480,000 | 7,480 |
| U.S. Government securities | $1,853,000 | 7,310 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,853,000 | 7,219 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $627,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $853,000 | 5,689 |
| Certificates of participation in pools of residential mortgages | $126,000 | 5,896 |
| Issued or guaranteed by U.S. | $126,000 | 5,877 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $727,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $727,000 | 2,699 |
| 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) | $1,853,000 | 2,236 |
| Available-for-sale securities (fair market value) | $627,000 | 7,260 |
| Total debt securities | $1,853,000 | 7,571 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,004,000 | 996 |
| 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 | $3,060,000 | 7,374 |
| U.S. Government securities | $2,189,000 | 7,255 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,189,000 | 7,162 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $871,000 | 793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $889,000 | 5,658 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,893 |
| Issued or guaranteed by U.S. | $129,000 | 5,874 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $760,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $760,000 | 2,589 |
| 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) | $2,189,000 | 2,154 |
| Available-for-sale securities (fair market value) | $871,000 | 7,254 |
| Total debt securities | $2,189,000 | 7,530 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,000,000 | 971 |
| 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 | $3,159,000 | 7,424 |
| U.S. Government securities | $2,239,000 | 7,281 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,239,000 | 7,193 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $920,000 | 1,076 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $939,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $136,000 | 5,898 |
| Issued or guaranteed by U.S. | $136,000 | 5,872 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $803,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 2,581 |
| 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) | $2,239,000 | 2,142 |
| Available-for-sale securities (fair market value) | $920,000 | 7,312 |
| Total debt securities | $2,242,000 | 7,558 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $1,000,000 | 1,039 |
| 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 | $3,278,000 | 7,425 |
| U.S. Government securities | $2,314,000 | 7,280 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,314,000 | 7,178 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $964,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $1,014,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,884 |
| Issued or guaranteed by U.S. | $140,000 | 5,854 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $874,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $874,000 | 2,523 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,314,000 | 2,160 |
| Available-for-sale securities (fair market value) | $964,000 | 7,350 |
| Total debt securities | $2,314,000 | 7,576 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $500,000 | 1,593 |
| 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 | $3,414,000 | 7,477 |
| U.S. Government securities | $2,449,000 | 7,368 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,449,000 | 7,250 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $965,000 | 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 | $0 | 6,689 |
| Mortgage-backed securities | $149,000 | 6,089 |
| Certificates of participation in pools of residential mortgages | $149,000 | 5,774 |
| Issued or guaranteed by U.S. | $149,000 | 5,753 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,449,000 | 2,197 |
| Available-for-sale securities (fair market value) | $965,000 | 7,376 |
| Total debt securities | $2,449,000 | 7,632 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,165 |
| Fair value | $1,809,000 | 1,167 |
| 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 | $3,414,000 | 7,505 |
| U.S. Government securities | $2,454,000 | 7,424 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,454,000 | 7,310 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $960,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $154,000 | 6,037 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,711 |
| Issued or guaranteed by U.S. | $154,000 | 5,691 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,454,000 | 2,232 |
| Available-for-sale securities (fair market value) | $960,000 | 7,408 |
| Total debt securities | $2,454,000 | 7,676 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,352 |
| Fair value | $1,781,000 | 1,358 |
| 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 | $3,409,000 | 7,555 |
| U.S. Government securities | $2,462,000 | 7,483 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,462,000 | 7,359 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $947,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $162,000 | 6,038 |
| Certificates of participation in pools of residential mortgages | $162,000 | 5,710 |
| Issued or guaranteed by U.S. | $162,000 | 5,690 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,462,000 | 2,253 |
| Available-for-sale securities (fair market value) | $947,000 | 7,438 |
| Total debt securities | $2,462,000 | 7,722 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,435 |
| Fair value | $1,764,000 | 1,440 |
| 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 | $3,453,000 | 7,595 |
| U.S. Government securities | $2,490,000 | 7,510 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,490,000 | 7,393 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $963,000 | 1,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $190,000 | 6,017 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,685 |
| Issued or guaranteed by U.S. | $190,000 | 5,662 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,490,000 | 2,277 |
| Available-for-sale securities (fair market value) | $963,000 | 7,461 |
| Total debt securities | $2,490,000 | 7,754 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,500 |
| Fair value | $1,767,000 | 1,511 |
| 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 | $3,458,000 | 7,615 |
| U.S. Government securities | $2,494,000 | 7,546 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,494,000 | 7,426 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $964,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,758,000 | 5,896 |
| Mortgage-backed securities | $194,000 | 6,021 |
| Certificates of participation in pools of residential mortgages | $194,000 | 5,678 |
| Issued or guaranteed by U.S. | $194,000 | 5,655 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,494,000 | 2,327 |
| Available-for-sale securities (fair market value) | $964,000 | 7,504 |
| Total debt securities | $2,495,000 | 7,805 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,604 |
| Fair value | $1,758,000 | 1,613 |
| 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 | $3,471,000 | 7,694 |
| U.S. Government securities | $2,507,000 | 7,607 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,507,000 | 7,484 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $964,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $207,000 | 6,028 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,678 |
| Issued or guaranteed by U.S. | $207,000 | 5,650 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,507,000 | 2,371 |
| Available-for-sale securities (fair market value) | $964,000 | 7,556 |
| Total debt securities | $2,507,000 | 7,875 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,684 |
| Fair value | $1,757,000 | 1,694 |
| 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 | $3,475,000 | 7,732 |
| U.S. Government securities | $2,529,000 | 7,660 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,529,000 | 7,527 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $946,000 | 1,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $229,000 | 6,039 |
| Certificates of participation in pools of residential mortgages | $229,000 | 5,687 |
| Issued or guaranteed by U.S. | $229,000 | 5,660 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,529,000 | 2,398 |
| Available-for-sale securities (fair market value) | $946,000 | 7,603 |
| Total debt securities | $2,529,000 | 7,926 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,736 |
| Fair value | $2,209,000 | 1,479 |
| 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 | $3,493,000 | 7,779 |
| U.S. Government securities | $2,537,000 | 7,709 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,537,000 | 7,581 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $956,000 | 1,103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $237,000 | 6,068 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,704 |
| Issued or guaranteed by U.S. | $237,000 | 5,679 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,537,000 | 2,423 |
| Available-for-sale securities (fair market value) | $956,000 | 7,642 |
| Total debt securities | $2,537,000 | 7,973 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,741 |
| Fair value | $1,732,000 | 1,758 |
| 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 | $3,514,000 | 7,821 |
| U.S. Government securities | $2,545,000 | 7,725 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,545,000 | 7,599 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $969,000 | 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 | $0 | 7,036 |
| Mortgage-backed securities | $245,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,737 |
| Issued or guaranteed by U.S. | $245,000 | 5,711 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,545,000 | 2,463 |
| Available-for-sale securities (fair market value) | $969,000 | 7,673 |
| Total debt securities | $2,545,000 | 8,006 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,732 |
| Fair value | $1,748,000 | 1,737 |
| 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 | $3,596,000 | 7,819 |
| U.S. Government securities | $2,617,000 | 7,731 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,617,000 | 7,602 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $979,000 | 1,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $317,000 | 6,074 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,673 |
| Issued or guaranteed by U.S. | $317,000 | 5,651 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,617,000 | 2,465 |
| Available-for-sale securities (fair market value) | $979,000 | 7,698 |
| Total debt securities | $2,616,000 | 8,017 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,701 |
| Fair value | $1,749,000 | 1,711 |
| 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 | $3,630,000 | 7,865 |
| U.S. Government securities | $2,640,000 | 7,772 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,640,000 | 7,635 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $990,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $340,000 | 6,104 |
| Certificates of participation in pools of residential mortgages | $340,000 | 5,691 |
| Issued or guaranteed by U.S. | $340,000 | 5,664 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,640,000 | 2,498 |
| Available-for-sale securities (fair market value) | $990,000 | 7,720 |
| Total debt securities | $2,640,000 | 8,047 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,699 |
| Fair value | $1,769,000 | 1,709 |
| 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 | $3,655,000 | 7,939 |
| U.S. Government securities | $2,667,000 | 7,832 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,667,000 | 7,678 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $988,000 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $367,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,726 |
| Issued or guaranteed by U.S. | $367,000 | 5,706 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,667,000 | 2,523 |
| Available-for-sale securities (fair market value) | $988,000 | 7,792 |
| Total debt securities | $2,667,000 | 8,114 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,674 |
| Fair value | $1,741,000 | 1,682 |
| 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 | $3,691,000 | 7,973 |
| U.S. Government securities | $2,694,000 | 7,846 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,694,000 | 7,691 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $997,000 | 1,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $394,000 | 6,162 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,733 |
| Issued or guaranteed by U.S. | $394,000 | 5,716 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,694,000 | 2,547 |
| Available-for-sale securities (fair market value) | $997,000 | 7,809 |
| Total debt securities | $2,694,000 | 8,152 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,639 |
| Fair value | $1,764,000 | 1,648 |
| 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 | $3,717,000 | 7,983 |
| U.S. Government securities | $2,717,000 | 7,872 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,717,000 | 7,716 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,000,000 | 1,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $417,000 | 6,182 |
| Certificates of participation in pools of residential mortgages | $417,000 | 5,734 |
| Issued or guaranteed by U.S. | $417,000 | 5,719 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,717,000 | 2,566 |
| Available-for-sale securities (fair market value) | $1,000,000 | 7,855 |
| Total debt securities | $2,717,000 | 8,190 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,638 |
| Fair value | $1,762,000 | 1,653 |
| 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 | $3,744,000 | 8,046 |
| U.S. Government securities | $2,761,000 | 7,949 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,761,000 | 7,775 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $983,000 | 1,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $461,000 | 6,201 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,743 |
| Issued or guaranteed by U.S. | $461,000 | 5,730 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,761,000 | 2,582 |
| Available-for-sale securities (fair market value) | $983,000 | 7,936 |
| Total debt securities | $2,761,000 | 8,256 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,622 |
| Fair value | $1,719,000 | 1,642 |
| 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 | $3,308,000 | 8,142 |
| U.S. Government securities | $2,299,000 | 8,046 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,299,000 | 7,882 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,009,000 | 1,307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $499,000 | 6,194 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,722 |
| Issued or guaranteed by U.S. | $499,000 | 5,705 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,299,000 | 2,703 |
| Available-for-sale securities (fair market value) | $1,009,000 | 7,942 |
| Total debt securities | $2,299,000 | 8,336 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,622 |
| Fair value | $1,291,000 | 1,636 |
| 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 | $3,878,000 | 8,105 |
| U.S. Government securities | $2,874,000 | 7,954 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,874,000 | 7,774 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,004,000 | 1,310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $574,000 | 6,131 |
| Certificates of participation in pools of residential mortgages | $574,000 | 5,669 |
| Issued or guaranteed by U.S. | $574,000 | 5,649 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,874,000 | 2,552 |
| Available-for-sale securities (fair market value) | $1,004,000 | 8,001 |
| Total debt securities | $2,874,000 | 8,265 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,509 |
| Fair value | $1,260,000 | 1,523 |
| 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 | $3,973,000 | 8,048 |
| U.S. Government securities | $2,967,000 | 7,863 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,967,000 | 7,676 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,006,000 | 1,353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $667,000 | 6,103 |
| Certificates of participation in pools of residential mortgages | $667,000 | 5,617 |
| Issued or guaranteed by U.S. | $667,000 | 5,594 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,967,000 | 2,548 |
| Available-for-sale securities (fair market value) | $1,006,000 | 8,024 |
| Total debt securities | $2,967,000 | 8,239 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,292 |
| Fair value | $1,271,000 | 1,297 |
| 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 | $3,599,000 | 8,138 |
| U.S. Government securities | $2,578,000 | 7,980 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,578,000 | 7,803 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,021,000 | 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 | $0 | 7,339 |
| Mortgage-backed securities | $778,000 | 6,097 |
| Certificates of participation in pools of residential mortgages | $778,000 | 5,572 |
| Issued or guaranteed by U.S. | $778,000 | 5,550 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,578,000 | 2,701 |
| Available-for-sale securities (fair market value) | $1,021,000 | 8,033 |
| Total debt securities | $2,578,000 | 8,356 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,097 |
| Fair value | $1,302,000 | 1,100 |
| 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 | $3,403,000 | 8,249 |
| U.S. Government securities | $2,384,000 | 8,129 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,384,000 | 7,949 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,019,000 | 1,370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $885,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $885,000 | 5,485 |
| Issued or guaranteed by U.S. | $885,000 | 5,466 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,384,000 | 2,799 |
| Available-for-sale securities (fair market value) | $1,019,000 | 8,077 |
| Total debt securities | $2,384,000 | 8,461 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,105 |
| Fair value | $1,002,000 | 1,033 |
| 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 | $3,033,000 | 8,425 |
| U.S. Government securities | $2,011,000 | 8,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,011,000 | 8,145 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,022,000 | 1,376 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,012,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 5,343 |
| Issued or guaranteed by U.S. | $1,012,000 | 5,324 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $2,011,000 | 3,011 |
| Available-for-sale securities (fair market value) | $1,022,000 | 8,094 |
| Total debt securities | $2,011,000 | 8,594 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,895,000 | 8,887 |
| U.S. Government securities | $896,000 | 8,955 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $896,000 | 8,795 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $999,000 | 1,352 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $896,000 | 5,987 |
| Certificates of participation in pools of residential mortgages | $896,000 | 5,298 |
| Issued or guaranteed by U.S. | $896,000 | 5,277 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $896,000 | 3,922 |
| Available-for-sale securities (fair market value) | $999,000 | 8,259 |
| Total debt securities | $896,000 | 9,114 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,100,000 | 8,978 |
| U.S. Government securities | $1,898,000 | 9,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,898,000 | 8,749 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,202,000 | 2,242 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $548,000 | 6,039 |
| Certificates of participation in pools of residential mortgages | $548,000 | 5,333 |
| Issued or guaranteed by U.S. | $548,000 | 5,316 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $1,898,000 | 3,898 |
| Available-for-sale securities (fair market value) | $1,202,000 | 8,452 |
| Total debt securities | $1,898,000 | 9,205 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,505,000 | 9,178 |
| U.S. Government securities | $2,194,000 | 9,248 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,194,000 | 8,825 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,311,000 | 2,012 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $644,000 | 6,257 |
| Certificates of participation in pools of residential mortgages | $644,000 | 5,502 |
| Issued or guaranteed by U.S. | $644,000 | 5,491 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $2,194,000 | 4,134 |
| Available-for-sale securities (fair market value) | $1,311,000 | 8,653 |
| Total debt securities | $2,194,000 | 9,464 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,793,000 | 9,196 |
| U.S. Government securities | $2,492,000 | 9,222 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,492,000 | 8,485 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,301,000 | 1,988 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $442,000 | 6,775 |
| Certificates of participation in pools of residential mortgages | $442,000 | 6,089 |
| Issued or guaranteed by U.S. | $442,000 | 6,072 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $2,492,000 | 4,459 |
| Available-for-sale securities (fair market value) | $1,301,000 | 8,738 |
| Total debt securities | $2,492,000 | 9,544 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,608,000 | 9,754 |
| U.S. Government securities | $2,399,000 | 9,847 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,399,000 | 8,788 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,209,000 | 2,052 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $550,000 | 6,888 |
| Certificates of participation in pools of residential mortgages | $550,000 | 6,058 |
| Issued or guaranteed by U.S. | $550,000 | 6,038 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $2,399,000 | 5,364 |
| Available-for-sale securities (fair market value) | $1,209,000 | 9,077 |
| Total debt securities | $2,399,000 | 10,090 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,261,000 | 10,471 |
| U.S. Government securities | $2,152,000 | 10,536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,152,000 | 9,368 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,107,000 | 2,177 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 745 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $602,000 | 7,360 |
| Certificates of participation in pools of residential mortgages | $602,000 | 6,458 |
| Issued or guaranteed by U.S. | $602,000 | 6,442 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $2,154,000 | 6,171 |
| Available-for-sale securities (fair market value) | $1,107,000 | 9,460 |
| Total debt securities | $2,152,000 | 10,723 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,583,000 | 10,786 |
| U.S. Government securities | $2,504,000 | 10,864 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,504,000 | 9,371 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $1,077,000 | 2,071 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 790 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $704,000 | 7,698 |
| Certificates of participation in pools of residential mortgages | $704,000 | 6,594 |
| Issued or guaranteed by U.S. | $704,000 | 6,562 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,506,000 | 6,300 |
| Available-for-sale securities (fair market value) | $1,077,000 | 9,912 |
| Total debt securities | $2,504,000 | 11,113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,210,000 | 11,608 |
| U.S. Government securities | $2,281,000 | 11,626 |
| U.S. Treasury securities | $500,000 | 10,396 |
| U.S. Government agency obligations | $1,781,000 | 10,145 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $927,000 | 2,131 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 854 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $781,000 | 8,084 |
| Certificates of participation in pools of residential mortgages | $781,000 | 6,797 |
| Issued or guaranteed by U.S. | $781,000 | 6,772 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $2,283,000 | 9,817 |
| Available-for-sale securities (fair market value) | $927,000 | 9,747 |
| Total debt securities | $2,281,000 | 11,859 |
| 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 | $2,430,000 | 12,399 |
| U.S. Government securities | $2,428,000 | 11,964 |
| U.S. Treasury securities | $1,000,000 | 10,019 |
| U.S. Government agency obligations | $1,428,000 | 10,776 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $988,000 | 2,155 |
| Assets held in trading accounts for TFR Reporters | $988,000 | 44 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 916 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $928,000 | 8,585 |
| Certificates of participation in pools of residential mortgages | $928,000 | 7,232 |
| Issued or guaranteed by U.S. | $928,000 | 7,179 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $2,428,000 | 12,271 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $988,000 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,385,000 | 12,857 |
| U.S. Government securities | $2,382,000 | 12,467 |
| U.S. Treasury securities | $1,304,000 | 9,809 |
| U.S. Government agency obligations | $1,078,000 | 11,468 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-3,000 | 1,167 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,078,000 | 8,791 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 7,378 |
| Issued or guaranteed by U.S. | $1,078,000 | 7,320 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $2,382,000 | 12,745 |
| 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 |