Home > First Federal Savings and Loan Association > Securities
First Federal Savings and Loan Association, Securities
| 2023-03-31 | Rank | |
| Total securities | $3,473,000 | 4,427 |
| U.S. Government securities | $265,000 | 4,444 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $265,000 | 4,254 |
| Securities issued by states & political subdivisions | $1,892,000 | 3,470 |
| Other domestic debt securities | $1,313,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,000 | 531 |
| Structured financial products - Total | $225,000 | 658 |
| Other domestic debt securities - All other | $1,037,000 | 1,585 |
| 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 | $265,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,000 | 3,735 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 2,524 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $59,000 | 1,546 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $3,470,000 | 4,151 |
| Total debt securities | $3,470,000 | 4,400 |
| Structured notes | ||
| Amortized cost | $1,259,000 | 819 |
| Fair value | $1,037,000 | 834 |
| 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 | $3,378,000 | 4,457 |
| U.S. Government securities | $271,000 | 4,473 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $271,000 | 4,272 |
| Securities issued by states & political subdivisions | $1,798,000 | 3,526 |
| Other domestic debt securities | $1,306,000 | 1,994 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $71,000 | 533 |
| Structured financial products - Total | $238,000 | 676 |
| Other domestic debt securities - All other | $997,000 | 1,636 |
| 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 | $271,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,000 | 3,773 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 2,547 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $63,000 | 1,543 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $3,375,000 | 4,182 |
| Total debt securities | $3,375,000 | 4,433 |
| Structured notes | ||
| Amortized cost | $1,260,000 | 840 |
| Fair value | $997,000 | 866 |
| 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 | $3,495,000 | 4,489 |
| U.S. Government securities | $642,000 | 4,476 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $642,000 | 4,250 |
| Securities issued by states & political subdivisions | $1,816,000 | 3,565 |
| Other domestic debt securities | $1,033,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,000 | 520 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $961,000 | 1,649 |
| 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 | $642,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,000 | 3,805 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 2,562 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $63,000 | 1,560 |
| Other commercial mortgage-backed securities | $365,000 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $3,491,000 | 4,215 |
| Total debt securities | $3,491,000 | 4,466 |
| Structured notes | ||
| Amortized cost | $1,260,000 | 834 |
| Fair value | $961,000 | 883 |
| 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 | $3,879,000 | 4,500 |
| U.S. Government securities | $826,000 | 4,480 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $826,000 | 4,252 |
| Securities issued by states & political subdivisions | $1,936,000 | 3,600 |
| Other domestic debt securities | $1,114,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,000 | 522 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,042,000 | 1,600 |
| 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 | $826,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $3,000 | 3,890 |
| Issued or guaranteed by U.S. | $3,000 | 3,827 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $224,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,580 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $599,000 | 1,850 |
| Commercial mortgage pass-through securities | $100,000 | 1,539 |
| Other commercial mortgage-backed securities | $499,000 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $3,876,000 | 4,233 |
| Total debt securities | $3,877,000 | 4,484 |
| Structured notes | ||
| Amortized cost | $1,261,000 | 817 |
| Fair value | $1,042,000 | 830 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $4,214,000 | 4,444 |
| U.S. Government securities | $902,000 | 4,449 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $902,000 | 4,236 |
| Securities issued by states & political subdivisions | $2,102,000 | 3,573 |
| Other domestic debt securities | $1,204,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $73,000 | 529 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,131,000 | 1,562 |
| 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 | $902,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $3,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,000 | 3,854 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $231,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,573 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $668,000 | 1,815 |
| Commercial mortgage pass-through securities | $111,000 | 1,507 |
| Other commercial mortgage-backed securities | $557,000 | 1,311 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $4,208,000 | 4,190 |
| Total debt securities | $4,208,000 | 4,428 |
| Structured notes | ||
| Amortized cost | $1,261,000 | 718 |
| Fair value | $1,131,000 | 729 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $4,379,000 | 4,424 |
| U.S. Government securities | $1,017,000 | 4,392 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,017,000 | 4,218 |
| Securities issued by states & political subdivisions | $2,285,000 | 3,584 |
| Other domestic debt securities | $1,071,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $75,000 | 534 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $996,000 | 1,580 |
| 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 | $1,017,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | $3,000 | 3,932 |
| Issued or guaranteed by U.S. | $3,000 | 3,868 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $243,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 2,570 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $771,000 | 1,771 |
| Commercial mortgage pass-through securities | $130,000 | 1,471 |
| Other commercial mortgage-backed securities | $641,000 | 1,277 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $4,373,000 | 4,196 |
| Total debt securities | $4,373,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $1,015,000 | 653 |
| Fair value | $996,000 | 672 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $4,496,000 | 4,455 |
| U.S. Government securities | $1,126,000 | 4,404 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,126,000 | 4,252 |
| Securities issued by states & political subdivisions | $2,289,000 | 3,603 |
| Other domestic debt securities | $1,075,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,000 | 541 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $999,000 | 1,516 |
| 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 | $1,126,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $4,000 | 3,981 |
| Issued or guaranteed by U.S. | $4,000 | 3,919 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $253,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 2,606 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $869,000 | 1,763 |
| Commercial mortgage pass-through securities | $136,000 | 1,483 |
| Other commercial mortgage-backed securities | $733,000 | 1,270 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $4,490,000 | 4,217 |
| Total debt securities | $4,490,000 | 4,430 |
| Structured notes | ||
| Amortized cost | $1,015,000 | 585 |
| Fair value | $999,000 | 612 |
| 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 | $5,150,000 | 4,415 |
| U.S. Government securities | $1,232,000 | 4,425 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,232,000 | 4,279 |
| Securities issued by states & political subdivisions | $2,315,000 | 3,606 |
| Other domestic debt securities | $1,592,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,000 | 553 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,516,000 | 1,302 |
| 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 | $1,168,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,001 |
| Issued or guaranteed by U.S. | $4,000 | 3,940 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $280,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 2,588 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $884,000 | 1,751 |
| Commercial mortgage pass-through securities | $94,000 | 1,502 |
| Other commercial mortgage-backed securities | $790,000 | 1,235 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $5,139,000 | 4,180 |
| Total debt securities | $5,140,000 | 4,393 |
| Structured notes | ||
| Amortized cost | $1,016,000 | 510 |
| Fair value | $1,017,000 | 511 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $4,745,000 | 4,413 |
| U.S. Government securities | $1,379,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,379,000 | 4,235 |
| Securities issued by states & political subdivisions | $2,770,000 | 3,530 |
| Other domestic debt securities | $580,000 | 1,888 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $92,000 | 553 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $488,000 | 1,598 |
| 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 | $1,315,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $5,000 | 3,990 |
| Issued or guaranteed by U.S. | $5,000 | 3,924 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $391,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,503 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $919,000 | 1,724 |
| Commercial mortgage pass-through securities | $95,000 | 1,496 |
| Other commercial mortgage-backed securities | $824,000 | 1,208 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $4,729,000 | 4,183 |
| Total debt securities | $4,729,000 | 4,389 |
| Structured notes | ||
| Amortized cost | $92,000 | 600 |
| Fair value | $92,000 | 599 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $6,227,000 | 4,300 |
| U.S. Government securities | $1,565,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,565,000 | 4,150 |
| Securities issued by states & political subdivisions | $4,550,000 | 3,259 |
| Other domestic debt securities | $94,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $94,000 | 523 |
| 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 | $1,500,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $5,000 | 3,992 |
| Issued or guaranteed by U.S. | $5,000 | 3,927 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $506,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,449 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $989,000 | 1,663 |
| Commercial mortgage pass-through securities | $123,000 | 1,445 |
| Other commercial mortgage-backed securities | $866,000 | 1,157 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,209,000 | 4,067 |
| Total debt securities | $6,209,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $95,000 | 362 |
| Fair value | $94,000 | 366 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $4,731,000 | 4,406 |
| U.S. Government securities | $1,737,000 | 4,286 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,737,000 | 4,151 |
| Securities issued by states & political subdivisions | $2,355,000 | 3,543 |
| Other domestic debt securities | $625,000 | 1,787 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $86,000 | 508 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $539,000 | 1,420 |
| 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 | $1,671,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $6,000 | 3,994 |
| Issued or guaranteed by U.S. | $6,000 | 3,931 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $639,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $639,000 | 2,415 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,026,000 | 1,613 |
| Commercial mortgage pass-through securities | $121,000 | 1,431 |
| Other commercial mortgage-backed securities | $905,000 | 1,125 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,717,000 | 4,173 |
| Total debt securities | $4,716,000 | 4,384 |
| Structured notes | ||
| Amortized cost | $96,000 | 360 |
| Fair value | $86,000 | 359 |
| 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 | $3,996,000 | 4,480 |
| U.S. Government securities | $2,816,000 | 4,148 |
| U.S. Treasury securities | $456,000 | 1,191 |
| U.S. Government agency obligations | $2,360,000 | 4,069 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $1,163,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $94,000 | 459 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,069,000 | 1,214 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $17,000 | 49 |
| 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 | $1,870,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $7,000 | 3,997 |
| Issued or guaranteed by U.S. | $7,000 | 3,938 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $789,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 2,375 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,074,000 | 1,570 |
| Commercial mortgage pass-through securities | $133,000 | 1,424 |
| Other commercial mortgage-backed securities | $941,000 | 1,087 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,996,000 | 4,248 |
| Total debt securities | $3,979,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $106,000 | 387 |
| Fair value | $94,000 | 390 |
| 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 | $5,215,000 | 4,411 |
| U.S. Government securities | $3,873,000 | 4,042 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,873,000 | 3,877 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $1,331,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $96,000 | 439 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,235,000 | 1,097 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $11,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,000 | 4,251 |
| Mortgage-backed securities | $2,934,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,034 |
| Issued or guaranteed by U.S. | $7,000 | 3,965 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $920,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,333 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,007,000 | 1,361 |
| Commercial mortgage pass-through securities | $1,036,000 | 1,096 |
| Other commercial mortgage-backed securities | $971,000 | 1,059 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,215,000 | 4,161 |
| Total debt securities | $5,203,000 | 4,386 |
| Structured notes | ||
| Amortized cost | $107,000 | 550 |
| Fair value | $96,000 | 554 |
| 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 | $5,383,000 | 4,457 |
| U.S. Government securities | $4,812,000 | 3,984 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,812,000 | 3,820 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $548,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $103,000 | 417 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $445,000 | 1,353 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $23,000 | 280 |
| 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 | $3,014,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $9,000 | 4,054 |
| Issued or guaranteed by U.S. | $9,000 | 3,992 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $658,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $658,000 | 2,456 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,347,000 | 1,268 |
| Commercial mortgage pass-through securities | $1,094,000 | 1,056 |
| Other commercial mortgage-backed securities | $1,253,000 | 940 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,383,000 | 4,217 |
| Total debt securities | $5,360,000 | 4,438 |
| Structured notes | ||
| Amortized cost | $108,000 | 694 |
| Fair value | $103,000 | 696 |
| 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 | $5,032,000 | 4,562 |
| U.S. Government securities | $4,252,000 | 4,143 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,252,000 | 3,984 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $752,000 | 1,632 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $308,000 | 390 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $444,000 | 1,355 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $28,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,722,000 | 3,925 |
| Mortgage-backed securities | $2,897,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $9,000 | 4,094 |
| Issued or guaranteed by U.S. | $9,000 | 4,022 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $768,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $768,000 | 2,426 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,120,000 | 1,289 |
| Commercial mortgage pass-through securities | $759,000 | 1,192 |
| Other commercial mortgage-backed securities | $1,361,000 | 901 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,032,000 | 4,314 |
| Total debt securities | $5,004,000 | 4,543 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $3,694,000 | 4,761 |
| U.S. Government securities | $2,889,000 | 4,432 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,889,000 | 4,271 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $785,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $343,000 | 370 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $442,000 | 1,383 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $20,000 | 400 |
| 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 | $1,888,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $10,000 | 4,123 |
| Issued or guaranteed by U.S. | $10,000 | 4,055 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $481,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 2,552 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,397,000 | 1,438 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,397,000 | 883 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,694,000 | 4,504 |
| Total debt securities | $3,675,000 | 4,742 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $500,000 | 741 |
| 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 | $3,779,000 | 4,808 |
| U.S. Government securities | $2,427,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,427,000 | 4,391 |
| Securities issued by states & political subdivisions | $513,000 | 4,207 |
| Other domestic debt securities | $818,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $375,000 | 358 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $443,000 | 1,388 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $21,000 | 413 |
| 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 | $1,927,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,190 |
| Issued or guaranteed by U.S. | $5,000 | 4,123 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $514,000 | 2,598 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,551 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,408,000 | 1,366 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,408,000 | 806 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,779,000 | 4,541 |
| Total debt securities | $3,760,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $3,856,000 | 4,841 |
| U.S. Government securities | $2,502,000 | 4,574 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,502,000 | 4,401 |
| Securities issued by states & political subdivisions | $509,000 | 4,253 |
| Other domestic debt securities | $837,000 | 1,587 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $394,000 | 357 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $443,000 | 1,393 |
| 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 | $2,007,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $12,000 | 4,195 |
| Issued or guaranteed by U.S. | $12,000 | 4,141 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $531,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 2,549 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,464,000 | 1,325 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,464,000 | 768 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,856,000 | 4,574 |
| Total debt securities | $3,848,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $3,900,000 | 4,903 |
| U.S. Government securities | $2,523,000 | 4,641 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,523,000 | 4,478 |
| Securities issued by states & political subdivisions | $500,000 | 4,312 |
| Other domestic debt securities | $867,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $424,000 | 348 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $443,000 | 1,395 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $10,000 | 651 |
| 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 | $2,036,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $14,000 | 4,242 |
| Issued or guaranteed by U.S. | $14,000 | 4,222 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $547,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $547,000 | 2,543 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,475,000 | 1,299 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,475,000 | 762 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,900,000 | 4,634 |
| Total debt securities | $3,891,000 | 4,885 |
| Structured notes | ||
| Amortized cost | $424,000 | 829 |
| Fair value | $424,000 | 829 |
| 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 | $4,055,000 | 4,939 |
| U.S. Government securities | $374,000 | 5,105 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $374,000 | 4,979 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $3,669,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $1,777,000 | 417 |
| Commercial mortgage-backed securities - Total | $1,150,000 | 111 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $742,000 | 1,258 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,000 | 677 |
| 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 | $3,301,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $14,000 | 4,294 |
| Issued or guaranteed by U.S. | $7,000 | 4,213 |
| Privately issued | $7,000 | 427 |
| Collaterized mortgage obligations | $1,776,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,912 |
| Privately issued | $1,770,000 | 210 |
| Commercial mortgage-backed securities | $1,511,000 | 1,252 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,511,000 | 738 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $4,055,000 | 4,664 |
| Total debt securities | $4,041,000 | 4,922 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $4,203,000 | 4,986 |
| U.S. Government securities | $393,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $393,000 | 5,057 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $3,799,000 | 942 |
| Privately issued residential mortgage-backed securities | $1,844,000 | 223 |
| Commercial mortgage-backed securities - Total | $1,214,000 | 114 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $741,000 | 1,288 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $11,000 | 717 |
| 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 | $3,451,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,332 |
| Issued or guaranteed by U.S. | $15,000 | 4,325 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,855,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,907 |
| Privately issued | $1,844,000 | 211 |
| Commercial mortgage-backed securities | $1,581,000 | 1,111 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,581,000 | 716 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $4,203,000 | 4,708 |
| Total debt securities | $4,192,000 | 4,968 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $4,372,000 | 5,026 |
| U.S. Government securities | $407,000 | 5,214 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $407,000 | 5,112 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $3,946,000 | 916 |
| Privately issued residential mortgage-backed securities | $1,956,000 | 218 |
| Commercial mortgage-backed securities - Total | $1,246,000 | 114 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $744,000 | 1,314 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $19,000 | 949 |
| 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 | $3,609,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $16,000 | 4,382 |
| Issued or guaranteed by U.S. | $16,000 | 4,377 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,969,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,909 |
| Privately issued | $1,956,000 | 206 |
| Commercial mortgage-backed securities | $1,624,000 | 1,092 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,624,000 | 698 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $4,372,000 | 4,748 |
| Total debt securities | $4,354,000 | 5,004 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $4,552,000 | 5,074 |
| U.S. Government securities | $418,000 | 5,272 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $418,000 | 5,171 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $4,112,000 | 913 |
| Privately issued residential mortgage-backed securities | $2,067,000 | 217 |
| Commercial mortgage-backed securities - Total | $1,299,000 | 109 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $746,000 | 1,342 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $22,000 | 961 |
| 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 | $3,784,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $18,000 | 4,432 |
| Issued or guaranteed by U.S. | $18,000 | 4,428 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,083,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 2,930 |
| Privately issued | $2,067,000 | 205 |
| Commercial mortgage-backed securities | $1,683,000 | 1,078 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,683,000 | 686 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $4,552,000 | 4,788 |
| Total debt securities | $4,530,000 | 5,051 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $5,239,000 | 5,048 |
| U.S. Government securities | $430,000 | 5,324 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $430,000 | 5,221 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $4,792,000 | 868 |
| Privately issued residential mortgage-backed securities | $1,651,000 | 253 |
| Commercial mortgage-backed securities - Total | $2,266,000 | 95 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $875,000 | 1,339 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $17,000 | 972 |
| 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 | $4,347,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $19,000 | 4,463 |
| Issued or guaranteed by U.S. | $19,000 | 4,458 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,672,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 2,949 |
| Privately issued | $1,651,000 | 238 |
| Commercial mortgage-backed securities | $2,656,000 | 895 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,656,000 | 553 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $5,239,000 | 4,749 |
| Total debt securities | $5,223,000 | 5,031 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $5,283,000 | 5,104 |
| U.S. Government securities | $434,000 | 5,398 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $434,000 | 5,296 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $4,830,000 | 888 |
| Privately issued residential mortgage-backed securities | $1,699,000 | 261 |
| Commercial mortgage-backed securities - Total | $2,257,000 | 96 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $874,000 | 1,360 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $19,000 | 976 |
| 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 | $4,390,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $22,000 | 4,520 |
| Issued or guaranteed by U.S. | $22,000 | 4,516 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,724,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 2,988 |
| Privately issued | $1,699,000 | 247 |
| Commercial mortgage-backed securities | $2,644,000 | 870 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $2,644,000 | 539 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $5,283,000 | 4,803 |
| Total debt securities | $5,263,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $5,390,000 | 5,119 |
| U.S. Government securities | $444,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $444,000 | 5,342 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $4,917,000 | 880 |
| Privately issued residential mortgage-backed securities | $1,775,000 | 264 |
| Commercial mortgage-backed securities - Total | $2,269,000 | 91 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $873,000 | 1,362 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $29,000 | 929 |
| 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 | $4,488,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $24,000 | 4,561 |
| Issued or guaranteed by U.S. | $24,000 | 4,556 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,808,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 2,971 |
| Privately issued | $1,775,000 | 249 |
| Commercial mortgage-backed securities | $2,656,000 | 837 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,656,000 | 526 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $5,390,000 | 4,803 |
| Total debt securities | $5,361,000 | 5,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,741,000 | 5,352 |
| U.S. Government securities | $69,000 | 5,605 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $69,000 | 5,516 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $3,660,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $1,853,000 | 266 |
| Commercial mortgage-backed securities - Total | $927,000 | 104 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $880,000 | 1,356 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $12,000 | 1,008 |
| 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 | $2,849,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $26,000 | 4,600 |
| Issued or guaranteed by U.S. | $26,000 | 4,597 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,896,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 2,994 |
| Privately issued | $1,853,000 | 255 |
| Commercial mortgage-backed securities | $927,000 | 1,105 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $927,000 | 718 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $3,741,000 | 5,023 |
| Total debt securities | $3,730,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $5,173,000 | 5,275 |
| U.S. Government securities | $1,620,000 | 5,323 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,620,000 | 5,215 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $3,539,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $1,739,000 | 283 |
| Commercial mortgage-backed securities - Total | $923,000 | 118 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $877,000 | 1,362 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $14,000 | 1,002 |
| 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 | $2,743,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $29,000 | 4,661 |
| Issued or guaranteed by U.S. | $29,000 | 4,656 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,791,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,008 |
| Privately issued | $1,739,000 | 265 |
| Commercial mortgage-backed securities | $923,000 | 1,047 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $923,000 | 696 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $5,173,000 | 4,948 |
| Total debt securities | $5,159,000 | 5,254 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $5,734,000 | 5,269 |
| U.S. Government securities | $2,114,000 | 5,290 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,114,000 | 5,187 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $3,610,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $1,818,000 | 282 |
| Commercial mortgage-backed securities - Total | $921,000 | 122 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $871,000 | 1,380 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $10,000 | 1,051 |
| 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 | $2,834,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,699 |
| Issued or guaranteed by U.S. | $31,000 | 4,696 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,882,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,023 |
| Privately issued | $1,818,000 | 267 |
| Commercial mortgage-backed securities | $921,000 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $921,000 | 671 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,734,000 | 4,930 |
| Total debt securities | $5,723,000 | 5,253 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,269,000 | 5,268 |
| U.S. Government securities | $2,515,000 | 5,278 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,515,000 | 5,175 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $3,741,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $1,944,000 | 271 |
| Commercial mortgage-backed securities - Total | $923,000 | 105 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $874,000 | 1,381 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $13,000 | 1,014 |
| 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 | $3,389,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $449,000 | 4,393 |
| Issued or guaranteed by U.S. | $449,000 | 4,390 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,017,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,047 |
| Privately issued | $1,944,000 | 258 |
| Commercial mortgage-backed securities | $923,000 | 974 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $923,000 | 622 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $6,269,000 | 4,914 |
| Total debt securities | $6,257,000 | 5,249 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,057,000 | 5,503 |
| U.S. Government securities | $2,553,000 | 5,372 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,553,000 | 5,277 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $2,487,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $1,053,000 | 342 |
| Commercial mortgage-backed securities - Total | $989,000 | 112 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $445,000 | 1,584 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $17,000 | 995 |
| 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 | $2,598,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $476,000 | 4,441 |
| Issued or guaranteed by U.S. | $476,000 | 4,437 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,133,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,088 |
| Privately issued | $1,053,000 | 323 |
| Commercial mortgage-backed securities | $989,000 | 903 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $989,000 | 581 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,057,000 | 5,142 |
| Total debt securities | $5,039,000 | 5,483 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $4,695,000 | 5,639 |
| U.S. Government securities | $2,555,000 | 5,473 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,555,000 | 5,377 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $2,123,000 | 1,268 |
| Privately issued residential mortgage-backed securities | $1,120,000 | 347 |
| Commercial mortgage-backed securities - Total | $1,003,000 | 99 |
| 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 | $17,000 | 1,004 |
| 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 | $2,716,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $505,000 | 4,501 |
| Issued or guaranteed by U.S. | $505,000 | 4,498 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,208,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,119 |
| Privately issued | $1,120,000 | 328 |
| Commercial mortgage-backed securities | $1,003,000 | 853 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,003,000 | 549 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,695,000 | 5,273 |
| Total debt securities | $4,678,000 | 5,617 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $3,711,000 | 5,794 |
| U.S. Government securities | $2,650,000 | 5,528 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,650,000 | 5,437 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,044,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $543,000 | 474 |
| Commercial mortgage-backed securities - Total | $501,000 | 104 |
| 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 | $17,000 | 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 | 5,487 |
| Mortgage-backed securities | $1,693,000 | 4,417 |
| Certificates of participation in pools of residential mortgages | $540,000 | 4,539 |
| Issued or guaranteed by U.S. | $540,000 | 4,534 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $652,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,129 |
| Privately issued | $543,000 | 449 |
| Commercial mortgage-backed securities | $501,000 | 945 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $501,000 | 596 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $3,711,000 | 5,421 |
| Total debt securities | $3,693,000 | 5,772 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $4,844,000 | 5,778 |
| U.S. Government securities | $4,828,000 | 5,264 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,828,000 | 5,145 |
| 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 | $16,000 | 1,036 |
| 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 | $1,381,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $884,000 | 4,477 |
| Issued or guaranteed by U.S. | $884,000 | 4,470 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $497,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 2,943 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,844,000 | 5,404 |
| Total debt securities | $4,828,000 | 5,760 |
| Structured notes | ||
| Amortized cost | $729,000 | 1,679 |
| Fair value | $730,000 | 1,674 |
| 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 | $5,081,000 | 5,827 |
| U.S. Government securities | $5,064,000 | 5,298 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,064,000 | 5,180 |
| 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 | $17,000 | 1,057 |
| 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 | $1,530,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $963,000 | 4,527 |
| Issued or guaranteed by U.S. | $963,000 | 4,524 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $567,000 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $567,000 | 2,941 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $5,064,000 | 1,409 |
| Available-for-sale securities (fair market value) | $17,000 | 6,061 |
| Total debt securities | $5,064,000 | 5,808 |
| Structured notes | ||
| Amortized cost | $729,000 | 1,784 |
| Fair value | $730,000 | 1,780 |
| 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 | $5,388,000 | 5,855 |
| U.S. Government securities | $5,359,000 | 5,332 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,359,000 | 5,215 |
| 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 | $29,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $530,000 | 5,481 |
| Mortgage-backed securities | $1,625,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $1,024,000 | 4,540 |
| Issued or guaranteed by U.S. | $1,024,000 | 4,538 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $601,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,962 |
| 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) | $5,359,000 | 1,407 |
| Available-for-sale securities (fair market value) | $29,000 | 6,113 |
| Total debt securities | $5,359,000 | 5,838 |
| Structured notes | ||
| Amortized cost | $529,000 | 1,895 |
| Fair value | $530,000 | 1,894 |
| 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 | $5,672,000 | 5,880 |
| U.S. Government securities | $5,642,000 | 5,323 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,642,000 | 5,211 |
| 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 | $30,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $530,000 | 5,524 |
| Mortgage-backed securities | $1,709,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 4,554 |
| Issued or guaranteed by U.S. | $1,078,000 | 4,550 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $631,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $631,000 | 2,975 |
| 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) | $5,642,000 | 1,389 |
| Available-for-sale securities (fair market value) | $30,000 | 6,182 |
| Total debt securities | $5,642,000 | 5,862 |
| Structured notes | ||
| Amortized cost | $529,000 | 1,942 |
| Fair value | $530,000 | 1,940 |
| 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 | $5,910,000 | 5,895 |
| U.S. Government securities | $5,895,000 | 5,277 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,895,000 | 5,173 |
| 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 | $15,000 | 1,129 |
| 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 | $1,785,000 | 4,689 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 4,566 |
| Issued or guaranteed by U.S. | $1,125,000 | 4,560 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $660,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 2,943 |
| 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) | $5,895,000 | 1,352 |
| Available-for-sale securities (fair market value) | $15,000 | 6,270 |
| Total debt securities | $5,893,000 | 5,873 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $5,812,000 | 5,967 |
| U.S. Government securities | $5,805,000 | 5,344 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,805,000 | 5,237 |
| 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 | $7,000 | 1,210 |
| 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 | $1,872,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $1,179,000 | 4,585 |
| Issued or guaranteed by U.S. | $1,179,000 | 4,581 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $693,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $693,000 | 2,953 |
| 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) | $5,805,000 | 1,331 |
| Available-for-sale securities (fair market value) | $7,000 | 6,341 |
| Total debt securities | $5,805,000 | 5,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,690,000 | 5,982 |
| U.S. Government securities | $5,688,000 | 5,365 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,688,000 | 5,258 |
| 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 | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $2,050,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,272,000 | 4,517 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $778,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $778,000 | 2,932 |
| 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) | $5,688,000 | 1,268 |
| Available-for-sale securities (fair market value) | $2,000 | 6,405 |
| Total debt securities | $5,688,000 | 5,957 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $5,891,000 | 6,010 |
| U.S. Government securities | $5,889,000 | 5,385 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,889,000 | 5,272 |
| 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 | $2,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $2,250,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $1,357,000 | 4,532 |
| Issued or guaranteed by U.S. | $1,357,000 | 4,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $893,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $893,000 | 2,919 |
| 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) | $5,889,000 | 1,216 |
| Available-for-sale securities (fair market value) | $2,000 | 6,479 |
| Total debt securities | $5,888,000 | 5,983 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,046,000 | 5,791 |
| U.S. Government securities | $8,044,000 | 5,005 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,044,000 | 4,906 |
| 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 | $2,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $2,533,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $1,461,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,461,000 | 4,506 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,072,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,879 |
| 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) | $8,044,000 | 1,066 |
| Available-for-sale securities (fair market value) | $2,000 | 6,524 |
| Total debt securities | $8,044,000 | 5,762 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,183,000 | 5,980 |
| U.S. Government securities | $7,181,000 | 5,254 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,181,000 | 5,161 |
| 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 | $2,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $2,758,000 | 4,676 |
| Certificates of participation in pools of residential mortgages | $1,563,000 | 4,590 |
| Issued or guaranteed by U.S. | $1,563,000 | 4,588 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,195,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $1,195,000 | 2,907 |
| 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) | $7,181,000 | 1,144 |
| Available-for-sale securities (fair market value) | $2,000 | 6,610 |
| Total debt securities | $7,181,000 | 5,950 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,783,000 | 5,970 |
| U.S. Government securities | $7,781,000 | 5,250 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,781,000 | 5,149 |
| 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 | $2,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $2,959,000 | 4,679 |
| Certificates of participation in pools of residential mortgages | $1,672,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,672,000 | 4,594 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,287,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $1,287,000 | 2,883 |
| 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) | $7,781,000 | 1,093 |
| Available-for-sale securities (fair market value) | $2,000 | 6,667 |
| Total debt securities | $7,781,000 | 5,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,748,000 | 6,023 |
| U.S. Government securities | $7,746,000 | 5,376 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,746,000 | 5,272 |
| 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 | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $3,077,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 4,584 |
| Issued or guaranteed by U.S. | $1,736,000 | 4,580 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,341,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $1,341,000 | 2,888 |
| 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) | $7,746,000 | 1,126 |
| Available-for-sale securities (fair market value) | $2,000 | 6,721 |
| Total debt securities | $7,746,000 | 5,998 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $7,333,000 | 6,080 |
| U.S. Government securities | $7,331,000 | 5,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,331,000 | 5,325 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,952,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $1,952,000 | 4,460 |
| Issued or guaranteed by U.S. | $1,952,000 | 4,454 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,333,000 | 1,162 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $7,331,000 | 6,048 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $6,984,000 | 6,145 |
| U.S. Government securities | $6,982,000 | 5,481 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,982,000 | 5,371 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $437,000 | 5,477 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,140 |
| Issued or guaranteed by U.S. | $437,000 | 5,124 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,984,000 | 1,201 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $6,982,000 | 6,113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $7,194,000 | 6,205 |
| U.S. Government securities | $7,191,000 | 5,562 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,191,000 | 5,449 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,347 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $455,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,131 |
| Issued or guaranteed by U.S. | $455,000 | 5,116 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,194,000 | 1,191 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $7,191,000 | 6,173 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $7,337,000 | 6,202 |
| U.S. Government securities | $7,335,000 | 5,528 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,335,000 | 5,414 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $499,000 | 5,426 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,066 |
| Issued or guaranteed by U.S. | $499,000 | 5,054 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,337,000 | 1,194 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $7,335,000 | 6,175 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $7,368,000 | 6,115 |
| U.S. Government securities | $7,366,000 | 5,381 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,366,000 | 5,265 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $529,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $529,000 | 4,995 |
| Issued or guaranteed by U.S. | $529,000 | 4,982 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,368,000 | 1,200 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $7,366,000 | 6,081 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $7,396,000 | 6,113 |
| U.S. Government securities | $7,394,000 | 5,327 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,394,000 | 5,206 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $558,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $558,000 | 4,985 |
| Issued or guaranteed by U.S. | $558,000 | 4,973 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,396,000 | 1,223 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $7,394,000 | 6,075 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $6,863,000 | 6,296 |
| U.S. Government securities | $6,860,000 | 5,600 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,860,000 | 5,481 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,481 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $590,000 | 5,451 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,027 |
| Issued or guaranteed by U.S. | $590,000 | 5,017 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,863,000 | 1,305 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $6,860,000 | 6,258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $6,216,000 | 6,501 |
| U.S. Government securities | $6,206,000 | 5,818 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,206,000 | 5,706 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 1,431 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $631,000 | 5,535 |
| Certificates of participation in pools of residential mortgages | $631,000 | 5,126 |
| Issued or guaranteed by U.S. | $631,000 | 5,116 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,215,000 | 1,382 |
| Available-for-sale securities (fair market value) | $1,000 | 7,229 |
| Total debt securities | $6,206,000 | 6,463 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $6,305,000 | 6,461 |
| U.S. Government securities | $6,294,000 | 5,774 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,294,000 | 5,673 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 1,478 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $665,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $665,000 | 5,172 |
| Issued or guaranteed by U.S. | $665,000 | 5,161 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,303,000 | 1,384 |
| Available-for-sale securities (fair market value) | $2,000 | 7,280 |
| Total debt securities | $6,294,000 | 6,431 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $6,076,000 | 6,583 |
| U.S. Government securities | $6,063,000 | 5,871 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,063,000 | 5,776 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,000 | 1,530 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $689,000 | 5,648 |
| Certificates of participation in pools of residential mortgages | $689,000 | 5,244 |
| Issued or guaranteed by U.S. | $689,000 | 5,229 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,072,000 | 1,458 |
| Available-for-sale securities (fair market value) | $4,000 | 7,336 |
| Total debt securities | $6,063,000 | 6,539 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $5,788,000 | 6,645 |
| U.S. Government securities | $5,783,000 | 5,958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,783,000 | 5,870 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,647 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $718,000 | 5,686 |
| Certificates of participation in pools of residential mortgages | $718,000 | 5,286 |
| Issued or guaranteed by U.S. | $718,000 | 5,266 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,788,000 | 1,504 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $5,783,000 | 6,603 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $6,037,000 | 6,651 |
| U.S. Government securities | $6,031,000 | 6,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,031,000 | 5,946 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 1,655 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $756,000 | 5,738 |
| Certificates of participation in pools of residential mortgages | $756,000 | 5,345 |
| Issued or guaranteed by U.S. | $756,000 | 5,327 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,037,000 | 1,509 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $6,031,000 | 6,613 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $5,511,000 | 6,820 |
| U.S. Government securities | $5,505,000 | 6,254 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,505,000 | 6,169 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 1,643 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $780,000 | 5,735 |
| Certificates of participation in pools of residential mortgages | $780,000 | 5,330 |
| Issued or guaranteed by U.S. | $780,000 | 5,314 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,511,000 | 1,561 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $5,505,000 | 6,784 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $5,759,000 | 6,746 |
| U.S. Government securities | $5,746,000 | 6,163 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,746,000 | 6,071 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $797,000 | 5,708 |
| Certificates of participation in pools of residential mortgages | $797,000 | 5,305 |
| Issued or guaranteed by U.S. | $797,000 | 5,288 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,755,000 | 1,542 |
| Available-for-sale securities (fair market value) | $4,000 | 7,554 |
| Total debt securities | $5,746,000 | 6,708 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $5,704,000 | 6,832 |
| U.S. Government securities | $5,578,000 | 6,266 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,578,000 | 6,186 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 1,625 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $833,000 | 5,698 |
| Certificates of participation in pools of residential mortgages | $833,000 | 5,292 |
| Issued or guaranteed by U.S. | $833,000 | 5,269 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,636,000 | 1,552 |
| Available-for-sale securities (fair market value) | $68,000 | 7,553 |
| Total debt securities | $5,578,000 | 6,795 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $5,913,000 | 6,784 |
| U.S. Government securities | $5,719,000 | 6,242 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,719,000 | 6,146 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $194,000 | 1,561 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $874,000 | 5,630 |
| Certificates of participation in pools of residential mortgages | $874,000 | 5,211 |
| Issued or guaranteed by U.S. | $874,000 | 5,184 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,805,000 | 1,551 |
| Available-for-sale securities (fair market value) | $108,000 | 7,570 |
| Total debt securities | $5,719,000 | 6,773 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $6,284,000 | 6,791 |
| U.S. Government securities | $6,024,000 | 6,282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,024,000 | 6,180 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $260,000 | 1,446 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $721,000 | 5,552 |
| Certificates of participation in pools of residential mortgages | $721,000 | 5,129 |
| Issued or guaranteed by U.S. | $721,000 | 5,108 |
| 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) | $6,136,000 | 1,561 |
| Available-for-sale securities (fair market value) | $148,000 | 7,566 |
| Total debt securities | $6,024,000 | 6,789 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $6,987,000 | 6,702 |
| U.S. Government securities | $6,537,000 | 6,227 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,537,000 | 6,118 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $450,000 | 1,251 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $742,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $742,000 | 5,007 |
| Issued or guaranteed by U.S. | $742,000 | 4,992 |
| 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) | $6,730,000 | 1,535 |
| Available-for-sale securities (fair market value) | $257,000 | 7,567 |
| Total debt securities | $6,537,000 | 6,747 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $7,024,000 | 6,722 |
| U.S. Government securities | $6,560,000 | 6,261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,560,000 | 6,142 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $464,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $765,000 | 5,449 |
| Certificates of participation in pools of residential mortgages | $765,000 | 4,998 |
| Issued or guaranteed by U.S. | $765,000 | 4,983 |
| 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) | $6,760,000 | 1,546 |
| Available-for-sale securities (fair market value) | $264,000 | 7,601 |
| Total debt securities | $6,560,000 | 6,784 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $7,056,000 | 6,771 |
| U.S. Government securities | $6,602,000 | 6,279 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,602,000 | 6,159 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $454,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $808,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $808,000 | 4,980 |
| Issued or guaranteed by U.S. | $808,000 | 4,962 |
| 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) | $6,796,000 | 1,558 |
| Available-for-sale securities (fair market value) | $260,000 | 7,619 |
| Total debt securities | $6,602,000 | 6,815 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $7,156,000 | 6,771 |
| U.S. Government securities | $6,637,000 | 6,332 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,637,000 | 6,199 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $519,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $842,000 | 5,412 |
| Certificates of participation in pools of residential mortgages | $842,000 | 4,947 |
| Issued or guaranteed by U.S. | $842,000 | 4,929 |
| 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) | $6,860,000 | 1,591 |
| Available-for-sale securities (fair market value) | $296,000 | 7,668 |
| Total debt securities | $6,637,000 | 6,842 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $7,185,000 | 6,844 |
| U.S. Government securities | $6,678,000 | 6,363 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,678,000 | 6,234 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $507,000 | 1,280 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $884,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $884,000 | 4,919 |
| Issued or guaranteed by U.S. | $884,000 | 4,895 |
| 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) | $6,896,000 | 1,643 |
| Available-for-sale securities (fair market value) | $289,000 | 7,731 |
| Total debt securities | $6,678,000 | 6,913 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $7,152,000 | 6,870 |
| U.S. Government securities | $6,714,000 | 6,358 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,714,000 | 6,225 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $438,000 | 1,365 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $920,000 | 5,384 |
| Certificates of participation in pools of residential mortgages | $920,000 | 4,926 |
| Issued or guaranteed by U.S. | $920,000 | 4,905 |
| 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) | $6,903,000 | 1,670 |
| Available-for-sale securities (fair market value) | $249,000 | 7,780 |
| Total debt securities | $6,714,000 | 6,915 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $7,211,000 | 6,921 |
| U.S. Government securities | $6,745,000 | 6,417 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,745,000 | 6,277 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $466,000 | 1,371 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $951,000 | 5,400 |
| Certificates of participation in pools of residential mortgages | $951,000 | 4,933 |
| Issued or guaranteed by U.S. | $951,000 | 4,914 |
| 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) | $6,949,000 | 1,684 |
| Available-for-sale securities (fair market value) | $262,000 | 7,805 |
| Total debt securities | $6,745,000 | 6,962 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $7,612,000 | 6,856 |
| U.S. Government securities | $7,114,000 | 6,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,114,000 | 6,173 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $498,000 | 1,366 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,020,000 | 5,397 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 4,907 |
| Issued or guaranteed by U.S. | $1,020,000 | 4,889 |
| 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) | $7,331,000 | 1,660 |
| Available-for-sale securities (fair market value) | $281,000 | 7,843 |
| Total debt securities | $7,114,000 | 6,918 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $7,341,000 | 6,930 |
| U.S. Government securities | $6,910,000 | 6,383 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,910,000 | 6,257 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $431,000 | 1,440 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,074,000 | 5,397 |
| Certificates of participation in pools of residential mortgages | $1,074,000 | 4,904 |
| Issued or guaranteed by U.S. | $1,074,000 | 4,886 |
| 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) | $7,099,000 | 1,696 |
| Available-for-sale securities (fair market value) | $242,000 | 7,894 |
| Total debt securities | $6,910,000 | 6,970 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $7,253,000 | 7,005 |
| U.S. Government securities | $6,755,000 | 6,474 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,755,000 | 6,340 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $498,000 | 1,409 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,119,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 4,930 |
| Issued or guaranteed by U.S. | $1,119,000 | 4,911 |
| 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) | $6,972,000 | 1,741 |
| Available-for-sale securities (fair market value) | $281,000 | 7,904 |
| Total debt securities | $6,755,000 | 7,052 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $7,379,000 | 7,017 |
| U.S. Government securities | $6,897,000 | 6,500 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,897,000 | 6,351 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $482,000 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,263,000 | 5,418 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 4,899 |
| Issued or guaranteed by U.S. | $1,263,000 | 4,886 |
| 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) | $7,107,000 | 1,743 |
| Available-for-sale securities (fair market value) | $272,000 | 7,982 |
| Total debt securities | $6,897,000 | 7,081 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $7,705,000 | 6,962 |
| U.S. Government securities | $7,142,000 | 6,421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,142,000 | 6,280 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $563,000 | 1,411 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,307,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $1,307,000 | 4,896 |
| Issued or guaranteed by U.S. | $1,307,000 | 4,882 |
| 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) | $7,387,000 | 1,717 |
| Available-for-sale securities (fair market value) | $318,000 | 8,003 |
| Total debt securities | $7,142,000 | 7,026 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $7,997,000 | 6,940 |
| U.S. Government securities | $7,500,000 | 6,353 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,500,000 | 6,194 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $497,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $717,000 | 5,860 |
| Certificates of participation in pools of residential mortgages | $717,000 | 5,381 |
| Issued or guaranteed by U.S. | $717,000 | 5,367 |
| 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) | $7,717,000 | 1,702 |
| Available-for-sale securities (fair market value) | $280,000 | 8,053 |
| Total debt securities | $7,500,000 | 6,984 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $7,997,000 | 7,017 |
| U.S. Government securities | $7,514,000 | 6,429 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,514,000 | 6,258 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $483,000 | 1,553 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $730,000 | 5,935 |
| Certificates of participation in pools of residential mortgages | $730,000 | 5,442 |
| Issued or guaranteed by U.S. | $730,000 | 5,425 |
| 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) | $7,724,000 | 1,713 |
| Available-for-sale securities (fair market value) | $273,000 | 8,110 |
| Total debt securities | $7,514,000 | 7,068 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $7,491,000 | 7,138 |
| U.S. Government securities | $7,040,000 | 6,513 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,040,000 | 6,356 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $451,000 | 1,609 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $758,000 | 5,958 |
| Certificates of participation in pools of residential mortgages | $758,000 | 5,458 |
| Issued or guaranteed by U.S. | $758,000 | 5,439 |
| 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) | $7,237,000 | 1,749 |
| Available-for-sale securities (fair market value) | $254,000 | 8,136 |
| Total debt securities | $7,040,000 | 7,159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $7,977,000 | 7,054 |
| U.S. Government securities | $7,532,000 | 6,440 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,532,000 | 6,267 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $445,000 | 1,626 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $525,000 | 6,173 |
| Certificates of participation in pools of residential mortgages | $525,000 | 5,735 |
| Issued or guaranteed by U.S. | $525,000 | 5,716 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $7,726,000 | 1,703 |
| Available-for-sale securities (fair market value) | $251,000 | 8,207 |
| Total debt securities | $7,532,000 | 7,113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $7,961,000 | 7,012 |
| U.S. Government securities | $7,561,000 | 6,290 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,561,000 | 6,112 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $400,000 | 1,721 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $554,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $554,000 | 5,732 |
| Issued or guaranteed by U.S. | $554,000 | 5,710 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $7,736,000 | 1,685 |
| Available-for-sale securities (fair market value) | $225,000 | 8,259 |
| Total debt securities | $7,561,000 | 7,013 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $7,044,000 | 7,211 |
| U.S. Government securities | $6,808,000 | 6,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,808,000 | 6,292 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $236,000 | 1,888 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $602,000 | 6,216 |
| Certificates of participation in pools of residential mortgages | $602,000 | 5,724 |
| Issued or guaranteed by U.S. | $602,000 | 5,703 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $6,815,000 | 1,803 |
| Available-for-sale securities (fair market value) | $229,000 | 8,277 |
| Total debt securities | $6,808,000 | 7,178 |
| 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 |
| 2003-03-31 | Rank | |
| Total securities | $6,324,000 | 7,448 |
| U.S. Government securities | $6,061,000 | 6,773 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,061,000 | 6,587 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $263,000 | 1,844 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $648,000 | 6,213 |
| Certificates of participation in pools of residential mortgages | $648,000 | 5,702 |
| Issued or guaranteed by U.S. | $648,000 | 5,685 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $6,069,000 | 1,964 |
| Available-for-sale securities (fair market value) | $255,000 | 8,303 |
| Total debt securities | $6,061,000 | 7,422 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $6,916,000 | 7,305 |
| U.S. Government securities | $6,634,000 | 6,602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,634,000 | 6,407 |
| 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 | $282,000 | 1,822 |
| 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 | $721,000 | 6,155 |
| Certificates of participation in pools of residential mortgages | $721,000 | 5,616 |
| Issued or guaranteed by U.S. | $721,000 | 5,599 |
| 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) | $6,641,000 | 1,907 |
| Available-for-sale securities (fair market value) | $275,000 | 8,313 |
| Total debt securities | $6,634,000 | 7,286 |
| 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 | $5,911,000 | 7,659 |
| U.S. Government securities | $5,599,000 | 6,987 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,599,000 | 6,752 |
| 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 | $312,000 | 1,758 |
| 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 | $974,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $974,000 | 5,230 |
| Issued or guaranteed by U.S. | $974,000 | 5,208 |
| 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) | $5,606,000 | 2,158 |
| Available-for-sale securities (fair market value) | $305,000 | 8,474 |
| Total debt securities | $5,599,000 | 7,655 |
| 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 | $4,966,000 | 8,372 |
| U.S. Government securities | $4,638,000 | 7,912 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,638,000 | 7,580 |
| 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 | $328,000 | 4,788 |
| 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 | $1,739,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,739,000 | 4,160 |
| Issued or guaranteed by U.S. | $1,739,000 | 4,133 |
| 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) | $4,645,000 | 2,869 |
| Available-for-sale securities (fair market value) | $321,000 | 8,848 |
| Total debt securities | $4,638,000 | 8,362 |
| 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 | $5,016,000 | 8,663 |
| U.S. Government securities | $5,009,000 | 8,033 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,009,000 | 7,519 |
| 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 | $7,000 | 8,022 |
| 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 | $1,460,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $1,460,000 | 4,616 |
| Issued or guaranteed by U.S. | $1,460,000 | 4,603 |
| 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) | $5,016,000 | 3,062 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $5,009,000 | 8,548 |
| 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 | $3,701,000 | 9,226 |
| U.S. Government securities | $3,694,000 | 8,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,694,000 | 7,854 |
| 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 | $7,000 | 7,943 |
| 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 | $2,244,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $2,244,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,244,000 | 4,194 |
| 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) | $3,701,000 | 3,905 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $3,694,000 | 9,107 |
| 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 | $4,890,000 | 9,287 |
| U.S. Government securities | $4,883,000 | 8,644 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,883,000 | 7,349 |
| 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 | $7,000 | 8,025 |
| 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 | $2,532,000 | 5,050 |
| Certificates of participation in pools of residential mortgages | $2,532,000 | 4,018 |
| Issued or guaranteed by U.S. | $2,532,000 | 4,003 |
| 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) | $4,890,000 | 4,196 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $4,883,000 | 9,169 |
| 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 | $4,459,000 | 10,012 |
| U.S. Government securities | $4,464,000 | 9,438 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,464,000 | 7,961 |
| 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 | $7,000 | 8,154 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $12,000 | 222 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,214,000 | 5,727 |
| Certificates of participation in pools of residential mortgages | $2,214,000 | 4,582 |
| Issued or guaranteed by U.S. | $2,214,000 | 4,560 |
| 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) | $4,459,000 | 4,942 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $4,464,000 | 9,905 |
| 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 | $4,441,000 | 10,452 |
| U.S. Government securities | $4,454,000 | 9,836 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,454,000 | 8,039 |
| 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 | $7,000 | 8,280 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $20,000 | 218 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,204,000 | 6,089 |
| Certificates of participation in pools of residential mortgages | $2,204,000 | 4,740 |
| Issued or guaranteed by U.S. | $2,204,000 | 4,713 |
| 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) | $4,441,000 | 5,263 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $4,454,000 | 10,346 |
| 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 | $3,442,000 | 11,517 |
| U.S. Government securities | $3,457,000 | 10,990 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,457,000 | 8,760 |
| 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 | $7,000 | 8,434 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $22,000 | 275 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $808,000 | 8,038 |
| Certificates of participation in pools of residential mortgages | $808,000 | 6,754 |
| Issued or guaranteed by U.S. | $808,000 | 6,730 |
| 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) | $3,442,000 | 9,013 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $3,457,000 | 11,413 |
| 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 | $3,861,000 | 11,788 |
| U.S. Government securities | $3,878,000 | 11,173 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $3,878,000 | 8,699 |
| 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 | $7,000 | 8,464 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $24,000 | 244 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $929,000 | 8,583 |
| Certificates of participation in pools of residential mortgages | $929,000 | 7,227 |
| Issued or guaranteed by U.S. | $929,000 | 7,175 |
| 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 | $3,878,000 | 11,665 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,395,000 | 12,854 |
| U.S. Government securities | $1,798,000 | 12,824 |
| U.S. Treasury securities | $1,798,000 | 9,093 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $631,000 | 4,752 |
| Privately issued residential mortgage-backed securities | $631,000 | 2,156 |
| 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 | $7,000 | 8,397 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $41,000 | 314 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $631,000 | 9,520 |
| Certificates of participation in pools of residential mortgages | $631,000 | 8,260 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $631,000 | 470 |
| 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 | $2,429,000 | 12,730 |
| 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 |