Home > First Security Bank and Trust Company > Securities
First Security Bank and Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $542,000 | 4,405 |
| U.S. Government securities | $542,000 | 4,290 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $542,000 | 4,124 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,000 | 3,929 |
| Mortgage-backed securities | $542,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $472,000 | 3,367 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 2,593 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $542,000 | 4,160 |
| Total debt securities | $541,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $549,000 | 4,437 |
| U.S. Government securities | $549,000 | 4,321 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $549,000 | 4,149 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,000 | 3,939 |
| Mortgage-backed securities | $549,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $475,000 | 3,384 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,589 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $549,000 | 4,179 |
| Total debt securities | $548,000 | 4,410 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $595,000 | 4,465 |
| U.S. Government securities | $595,000 | 4,343 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $595,000 | 4,179 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,000 | 3,935 |
| Mortgage-backed securities | $595,000 | 3,613 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $509,000 | 3,387 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 2,579 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $595,000 | 4,201 |
| Total debt securities | $595,000 | 4,439 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $628,000 | 4,536 |
| U.S. Government securities | $628,000 | 4,411 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $628,000 | 4,195 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,000 | 3,952 |
| Mortgage-backed securities | $628,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $535,000 | 3,425 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 2,613 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,000 | 1,839 |
| Available-for-sale securities (fair market value) | $627,000 | 4,263 |
| Total debt securities | $628,000 | 4,506 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $657,000 | 4,564 |
| U.S. Government securities | $657,000 | 4,436 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $657,000 | 4,212 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,000 | 3,928 |
| Mortgage-backed securities | $657,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $561,000 | 3,449 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,633 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,000 | 1,859 |
| Available-for-sale securities (fair market value) | $654,000 | 4,290 |
| Total debt securities | $658,000 | 4,536 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $688,000 | 4,605 |
| U.S. Government securities | $688,000 | 4,473 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $688,000 | 4,244 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,000 | 3,949 |
| Mortgage-backed securities | $688,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $586,000 | 3,458 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 2,643 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $6,000 | 1,850 |
| Available-for-sale securities (fair market value) | $682,000 | 4,329 |
| Total debt securities | $689,000 | 4,577 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $747,000 | 4,621 |
| U.S. Government securities | $747,000 | 4,488 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $747,000 | 4,262 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,000 | 3,968 |
| Mortgage-backed securities | $747,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $630,000 | 3,563 |
| Issued or guaranteed by U.S. | $630,000 | 3,470 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $117,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 2,657 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $8,000 | 1,786 |
| Available-for-sale securities (fair market value) | $739,000 | 4,357 |
| Total debt securities | $748,000 | 4,601 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $850,000 | 4,615 |
| U.S. Government securities | $850,000 | 4,453 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $850,000 | 4,241 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,000 | 4,005 |
| Mortgage-backed securities | $850,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $714,000 | 3,556 |
| Issued or guaranteed by U.S. | $714,000 | 3,463 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $136,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 2,644 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $11,000 | 1,709 |
| Available-for-sale securities (fair market value) | $839,000 | 4,358 |
| Total debt securities | $850,000 | 4,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $970,000 | 4,624 |
| U.S. Government securities | $970,000 | 4,401 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $970,000 | 4,230 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,000 | 4,024 |
| Mortgage-backed securities | $970,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $805,000 | 3,543 |
| Issued or guaranteed by U.S. | $805,000 | 3,443 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $165,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 2,626 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $13,000 | 1,632 |
| Available-for-sale securities (fair market value) | $957,000 | 4,388 |
| Total debt securities | $969,000 | 4,600 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $1,093,000 | 4,669 |
| U.S. Government securities | $1,093,000 | 4,410 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,093,000 | 4,259 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,000 | 4,052 |
| Mortgage-backed securities | $1,093,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $901,000 | 3,552 |
| Issued or guaranteed by U.S. | $901,000 | 3,463 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $192,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 2,647 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $15,000 | 1,651 |
| Available-for-sale securities (fair market value) | $1,078,000 | 4,427 |
| Total debt securities | $1,094,000 | 4,643 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $1,196,000 | 4,687 |
| U.S. Government securities | $1,196,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,196,000 | 4,284 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,000 | 4,092 |
| Mortgage-backed securities | $1,196,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $981,000 | 3,546 |
| Issued or guaranteed by U.S. | $981,000 | 3,451 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $215,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 2,623 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $20,000 | 1,631 |
| Available-for-sale securities (fair market value) | $1,176,000 | 4,438 |
| Total debt securities | $1,197,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $1,356,000 | 4,690 |
| U.S. Government securities | $1,356,000 | 4,374 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,356,000 | 4,241 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,000 | 4,100 |
| Mortgage-backed securities | $1,356,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 3,504 |
| Issued or guaranteed by U.S. | $1,103,000 | 3,412 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $253,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 2,582 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $24,000 | 1,628 |
| Available-for-sale securities (fair market value) | $1,332,000 | 4,440 |
| Total debt securities | $1,355,000 | 4,667 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $1,486,000 | 4,677 |
| U.S. Government securities | $1,486,000 | 4,304 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,486,000 | 4,176 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,000 | 4,123 |
| Mortgage-backed securities | $1,486,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 3,452 |
| Issued or guaranteed by U.S. | $1,209,000 | 3,367 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $277,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,580 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $27,000 | 1,616 |
| Available-for-sale securities (fair market value) | $1,459,000 | 4,426 |
| Total debt securities | $1,486,000 | 4,654 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $1,613,000 | 4,679 |
| U.S. Government securities | $1,613,000 | 4,303 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,613,000 | 4,171 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,613,000 | 3,762 |
| Mortgage-backed securities | $1,613,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $1,312,000 | 3,412 |
| Issued or guaranteed by U.S. | $1,312,000 | 3,321 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $301,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,583 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $34,000 | 1,609 |
| Available-for-sale securities (fair market value) | $1,579,000 | 4,437 |
| Total debt securities | $1,613,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $1,758,000 | 4,689 |
| U.S. Government securities | $1,758,000 | 4,312 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,758,000 | 4,179 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,758,000 | 3,769 |
| Mortgage-backed securities | $1,758,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $1,419,000 | 3,388 |
| Issued or guaranteed by U.S. | $1,419,000 | 3,297 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $339,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 2,585 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $40,000 | 1,619 |
| Available-for-sale securities (fair market value) | $1,718,000 | 4,451 |
| Total debt securities | $1,758,000 | 4,662 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $1,844,000 | 4,720 |
| U.S. Government securities | $1,844,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,844,000 | 4,223 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,067,000 | 3,950 |
| Mortgage-backed securities | $1,844,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $1,471,000 | 3,391 |
| Issued or guaranteed by U.S. | $1,471,000 | 3,284 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $373,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,576 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $44,000 | 1,632 |
| Available-for-sale securities (fair market value) | $1,800,000 | 4,478 |
| Total debt securities | $1,844,000 | 4,695 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $1,972,000 | 4,780 |
| U.S. Government securities | $1,972,000 | 4,434 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,972,000 | 4,288 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,137,000 | 4,000 |
| Mortgage-backed securities | $1,972,000 | 3,621 |
| Certificates of participation in pools of residential mortgages | $1,569,000 | 3,334 |
| Issued or guaranteed by U.S. | $1,569,000 | 3,239 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $403,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 2,576 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $58,000 | 1,667 |
| Available-for-sale securities (fair market value) | $1,914,000 | 4,539 |
| Total debt securities | $1,972,000 | 4,754 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $1,506,000 | 4,916 |
| U.S. Government securities | $1,506,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,506,000 | 4,465 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,186,000 | 4,060 |
| Mortgage-backed securities | $1,506,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 3,504 |
| Issued or guaranteed by U.S. | $1,081,000 | 3,414 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $425,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,581 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $62,000 | 1,733 |
| Available-for-sale securities (fair market value) | $1,444,000 | 4,671 |
| Total debt securities | $1,506,000 | 4,890 |
| 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 | $1,576,000 | 4,959 |
| U.S. Government securities | $1,576,000 | 4,654 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,576,000 | 4,507 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,240,000 | 4,089 |
| Mortgage-backed securities | $1,576,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $1,129,000 | 3,511 |
| Issued or guaranteed by U.S. | $1,129,000 | 3,429 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $447,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 2,566 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $67,000 | 1,772 |
| Available-for-sale securities (fair market value) | $1,509,000 | 4,706 |
| Total debt securities | $1,577,000 | 4,936 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $1,633,000 | 5,003 |
| U.S. Government securities | $1,633,000 | 4,690 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,633,000 | 4,545 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,000 | 4,115 |
| Mortgage-backed securities | $1,633,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $1,175,000 | 3,520 |
| Issued or guaranteed by U.S. | $1,175,000 | 3,434 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $458,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $458,000 | 2,579 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $71,000 | 1,799 |
| Available-for-sale securities (fair market value) | $1,562,000 | 4,742 |
| Total debt securities | $1,632,000 | 4,980 |
| 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 | $1,684,000 | 5,043 |
| U.S. Government securities | $1,684,000 | 4,722 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,684,000 | 4,574 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,336,000 | 4,156 |
| Mortgage-backed securities | $1,684,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $1,220,000 | 3,520 |
| Issued or guaranteed by U.S. | $1,220,000 | 3,452 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $464,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 2,584 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $75,000 | 1,842 |
| Available-for-sale securities (fair market value) | $1,609,000 | 4,786 |
| Total debt securities | $1,683,000 | 5,021 |
| 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 | $1,744,000 | 5,109 |
| U.S. Government securities | $1,744,000 | 4,783 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,744,000 | 4,637 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,390,000 | 4,194 |
| Mortgage-backed securities | $1,744,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $1,271,000 | 3,552 |
| Issued or guaranteed by U.S. | $1,271,000 | 3,524 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $473,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 2,575 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $79,000 | 1,880 |
| Available-for-sale securities (fair market value) | $1,665,000 | 4,843 |
| Total debt securities | $1,744,000 | 5,088 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $1,830,000 | 5,162 |
| U.S. Government securities | $1,830,000 | 4,799 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,830,000 | 4,652 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,342,000 | 4,255 |
| Mortgage-backed securities | $1,830,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 3,576 |
| Issued or guaranteed by U.S. | $1,344,000 | 3,405 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $486,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 2,587 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $83,000 | 1,907 |
| Available-for-sale securities (fair market value) | $1,747,000 | 4,893 |
| Total debt securities | $1,830,000 | 5,141 |
| 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 | $1,423,000 | 5,256 |
| U.S. Government securities | $1,423,000 | 4,948 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,423,000 | 4,813 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,423,000 | 4,291 |
| Mortgage-backed securities | $1,423,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 3,596 |
| Issued or guaranteed by U.S. | $1,423,000 | 3,589 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $87,000 | 1,939 |
| Available-for-sale securities (fair market value) | $1,336,000 | 4,984 |
| Total debt securities | $1,424,000 | 5,233 |
| 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 | $1,514,000 | 5,316 |
| U.S. Government securities | $1,514,000 | 4,971 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,514,000 | 4,848 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,513,000 | 4,326 |
| Mortgage-backed securities | $1,514,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $1,514,000 | 3,615 |
| Issued or guaranteed by U.S. | $1,514,000 | 3,608 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $97,000 | 1,957 |
| Available-for-sale securities (fair market value) | $1,417,000 | 5,043 |
| Total debt securities | $1,513,000 | 5,295 |
| 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 | $1,597,000 | 5,374 |
| U.S. Government securities | $1,597,000 | 5,016 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,597,000 | 4,894 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,597,000 | 4,374 |
| Mortgage-backed securities | $1,597,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 3,648 |
| Issued or guaranteed by U.S. | $1,597,000 | 3,641 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $103,000 | 2,001 |
| Available-for-sale securities (fair market value) | $1,494,000 | 5,088 |
| Total debt securities | $1,597,000 | 5,351 |
| 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 | $1,681,000 | 5,422 |
| U.S. Government securities | $1,681,000 | 5,051 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,681,000 | 4,929 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,158,000 | 4,524 |
| Mortgage-backed securities | $1,681,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $1,681,000 | 3,659 |
| Issued or guaranteed by U.S. | $1,681,000 | 3,653 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $108,000 | 2,023 |
| Available-for-sale securities (fair market value) | $1,573,000 | 5,126 |
| Total debt securities | $1,682,000 | 5,397 |
| 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 | $1,750,000 | 5,490 |
| U.S. Government securities | $1,750,000 | 5,111 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,750,000 | 4,989 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,211,000 | 4,568 |
| Mortgage-backed securities | $1,750,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $1,750,000 | 3,696 |
| Issued or guaranteed by U.S. | $1,750,000 | 3,691 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $113,000 | 2,058 |
| Available-for-sale securities (fair market value) | $1,637,000 | 5,184 |
| Total debt securities | $1,751,000 | 5,466 |
| 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 | $1,268,000 | 5,584 |
| U.S. Government securities | $1,268,000 | 5,256 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,268,000 | 5,136 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,268,000 | 4,600 |
| Mortgage-backed securities | $1,268,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 3,901 |
| Issued or guaranteed by U.S. | $1,268,000 | 3,893 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $119,000 | 2,078 |
| Available-for-sale securities (fair market value) | $1,149,000 | 5,273 |
| Total debt securities | $1,267,000 | 5,565 |
| 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 | $1,381,000 | 5,630 |
| U.S. Government securities | $1,381,000 | 5,284 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,381,000 | 5,166 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,381,000 | 4,635 |
| Mortgage-backed securities | $1,381,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $1,381,000 | 3,897 |
| Issued or guaranteed by U.S. | $1,381,000 | 3,894 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $124,000 | 2,101 |
| Available-for-sale securities (fair market value) | $1,257,000 | 5,306 |
| Total debt securities | $1,381,000 | 5,610 |
| 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 | $1,469,000 | 5,694 |
| U.S. Government securities | $1,469,000 | 5,359 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,469,000 | 5,252 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,469,000 | 4,696 |
| Mortgage-backed securities | $1,469,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $1,469,000 | 3,901 |
| Issued or guaranteed by U.S. | $1,469,000 | 3,895 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $129,000 | 2,140 |
| Available-for-sale securities (fair market value) | $1,340,000 | 5,367 |
| Total debt securities | $1,469,000 | 5,676 |
| 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 | $1,561,000 | 5,758 |
| U.S. Government securities | $1,561,000 | 5,421 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,561,000 | 5,313 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,561,000 | 4,706 |
| Mortgage-backed securities | $1,561,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 3,903 |
| Issued or guaranteed by U.S. | $1,561,000 | 3,899 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $138,000 | 2,177 |
| Available-for-sale securities (fair market value) | $1,423,000 | 5,424 |
| Total debt securities | $1,561,000 | 5,741 |
| 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 | $1,639,000 | 5,809 |
| U.S. Government securities | $1,639,000 | 5,476 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,639,000 | 5,374 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,639,000 | 4,731 |
| Mortgage-backed securities | $1,639,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $1,639,000 | 3,891 |
| Issued or guaranteed by U.S. | $1,639,000 | 3,887 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $143,000 | 2,213 |
| Available-for-sale securities (fair market value) | $1,496,000 | 5,468 |
| Total debt securities | $1,639,000 | 5,788 |
| 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 | $1,727,000 | 5,883 |
| U.S. Government securities | $1,727,000 | 5,556 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,727,000 | 5,465 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,727,000 | 4,784 |
| Mortgage-backed securities | $1,727,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $1,727,000 | 3,927 |
| Issued or guaranteed by U.S. | $1,727,000 | 3,922 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $148,000 | 2,220 |
| Available-for-sale securities (fair market value) | $1,579,000 | 5,536 |
| Total debt securities | $1,727,000 | 5,862 |
| 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 | $1,829,000 | 5,945 |
| U.S. Government securities | $1,829,000 | 5,617 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,829,000 | 5,522 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,829,000 | 4,790 |
| Mortgage-backed securities | $1,829,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $1,829,000 | 3,969 |
| Issued or guaranteed by U.S. | $1,829,000 | 3,964 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $153,000 | 2,252 |
| Available-for-sale securities (fair market value) | $1,676,000 | 5,592 |
| Total debt securities | $1,829,000 | 5,926 |
| 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 | $1,126,000 | 6,072 |
| U.S. Government securities | $1,126,000 | 5,815 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,126,000 | 5,726 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,126,000 | 5,051 |
| Mortgage-backed securities | $1,126,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $1,126,000 | 4,307 |
| Issued or guaranteed by U.S. | $1,126,000 | 4,300 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $158,000 | 2,254 |
| Available-for-sale securities (fair market value) | $968,000 | 5,741 |
| Total debt securities | $1,126,000 | 6,050 |
| 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 | $1,205,000 | 6,159 |
| U.S. Government securities | $1,205,000 | 5,898 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,205,000 | 5,808 |
| 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 | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 5,098 |
| Mortgage-backed securities | $1,205,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $1,205,000 | 4,347 |
| Issued or guaranteed by U.S. | $1,205,000 | 4,340 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $179,000 | 2,269 |
| Available-for-sale securities (fair market value) | $1,026,000 | 5,814 |
| Total debt securities | $1,205,000 | 6,139 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,272,000 | 6,236 |
| U.S. Government securities | $1,272,000 | 5,976 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,272,000 | 5,888 |
| 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 | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,272,000 | 5,141 |
| Mortgage-backed securities | $1,272,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,272,000 | 4,396 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $187,000 | 2,305 |
| Available-for-sale securities (fair market value) | $1,085,000 | 5,889 |
| Total debt securities | $1,272,000 | 6,215 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,349,000 | 6,294 |
| U.S. Government securities | $1,349,000 | 6,036 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,349,000 | 5,943 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,349,000 | 5,180 |
| Mortgage-backed securities | $1,349,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $1,349,000 | 4,417 |
| Issued or guaranteed by U.S. | $1,349,000 | 4,415 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $192,000 | 2,320 |
| Available-for-sale securities (fair market value) | $1,157,000 | 5,942 |
| Total debt securities | $1,348,000 | 6,272 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,410,000 | 6,341 |
| U.S. Government securities | $1,410,000 | 6,081 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,410,000 | 5,989 |
| 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 | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,077,000 | 5,308 |
| Mortgage-backed securities | $1,410,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $1,410,000 | 4,430 |
| Issued or guaranteed by U.S. | $1,410,000 | 4,427 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $201,000 | 2,330 |
| Available-for-sale securities (fair market value) | $1,209,000 | 5,992 |
| Total debt securities | $1,409,000 | 6,316 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,484,000 | 6,414 |
| U.S. Government securities | $1,484,000 | 6,126 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,484,000 | 6,027 |
| 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 | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,141,000 | 5,346 |
| Mortgage-backed securities | $1,484,000 | 4,758 |
| Certificates of participation in pools of residential mortgages | $1,484,000 | 4,422 |
| Issued or guaranteed by U.S. | $1,484,000 | 4,417 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $221,000 | 2,341 |
| Available-for-sale securities (fair market value) | $1,263,000 | 6,048 |
| Total debt securities | $1,484,000 | 6,389 |
| 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 | $1,580,000 | 6,474 |
| U.S. Government securities | $1,580,000 | 6,171 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,580,000 | 6,074 |
| 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 | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 5,379 |
| Mortgage-backed securities | $1,580,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 4,434 |
| Issued or guaranteed by U.S. | $1,580,000 | 4,429 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $226,000 | 2,332 |
| Available-for-sale securities (fair market value) | $1,354,000 | 6,116 |
| Total debt securities | $1,580,000 | 6,445 |
| 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 | $1,730,000 | 6,488 |
| U.S. Government securities | $1,730,000 | 6,140 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,730,000 | 6,035 |
| 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 | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,408,000 | 5,324 |
| Mortgage-backed securities | $1,730,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 4,356 |
| Issued or guaranteed by U.S. | $1,730,000 | 4,352 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $230,000 | 2,272 |
| Available-for-sale securities (fair market value) | $1,500,000 | 6,132 |
| Total debt securities | $1,730,000 | 6,460 |
| 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 | $1,882,000 | 6,517 |
| U.S. Government securities | $1,882,000 | 6,150 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,882,000 | 6,049 |
| 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 | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,408,000 | 5,383 |
| Mortgage-backed securities | $1,882,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $1,882,000 | 4,328 |
| Issued or guaranteed by U.S. | $1,882,000 | 4,325 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $237,000 | 2,263 |
| Available-for-sale securities (fair market value) | $1,645,000 | 6,171 |
| Total debt securities | $1,883,000 | 6,486 |
| 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 | $2,028,000 | 6,555 |
| U.S. Government securities | $2,028,000 | 6,156 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,028,000 | 6,057 |
| 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 | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,527,000 | 5,361 |
| Mortgage-backed securities | $2,028,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $2,028,000 | 4,301 |
| Issued or guaranteed by U.S. | $2,028,000 | 4,300 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $253,000 | 2,275 |
| Available-for-sale securities (fair market value) | $1,775,000 | 6,201 |
| Total debt securities | $2,028,000 | 6,525 |
| 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 | $2,226,000 | 6,624 |
| U.S. Government securities | $2,226,000 | 6,231 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,226,000 | 6,137 |
| 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 | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,667,000 | 5,396 |
| Mortgage-backed securities | $2,226,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $2,226,000 | 4,374 |
| Issued or guaranteed by U.S. | $2,226,000 | 4,372 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $261,000 | 2,317 |
| Available-for-sale securities (fair market value) | $1,965,000 | 6,258 |
| Total debt securities | $2,227,000 | 6,594 |
| 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 | $2,179,000 | 6,711 |
| U.S. Government securities | $2,179,000 | 6,341 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,179,000 | 6,246 |
| 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 | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,849,000 | 5,386 |
| Mortgage-backed securities | $1,778,000 | 4,960 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,563 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,561 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $278,000 | 2,332 |
| Available-for-sale securities (fair market value) | $1,901,000 | 6,334 |
| Total debt securities | $2,179,000 | 6,678 |
| 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 | $4,690,000 | 6,424 |
| U.S. Government securities | $3,602,000 | 6,128 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,602,000 | 6,025 |
| Securities issued by states & political subdivisions | $1,088,000 | 4,880 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,389,000 | 4,543 |
| Mortgage-backed securities | $3,197,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $3,197,000 | 4,158 |
| Issued or guaranteed by U.S. | $3,197,000 | 4,154 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $295,000 | 2,378 |
| Available-for-sale securities (fair market value) | $4,395,000 | 6,044 |
| Total debt securities | $4,690,000 | 6,394 |
| 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 | $4,839,000 | 6,429 |
| U.S. Government securities | $3,783,000 | 6,110 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,783,000 | 6,006 |
| Securities issued by states & political subdivisions | $1,056,000 | 4,910 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,527,000 | 4,316 |
| Mortgage-backed securities | $3,374,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $3,374,000 | 4,014 |
| Issued or guaranteed by U.S. | $3,374,000 | 4,009 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $301,000 | 2,459 |
| Available-for-sale securities (fair market value) | $4,538,000 | 6,019 |
| Total debt securities | $4,839,000 | 6,401 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $5,027,000 | 6,455 |
| U.S. Government securities | $3,986,000 | 6,112 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,986,000 | 6,000 |
| Securities issued by states & political subdivisions | $1,041,000 | 4,896 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,481,000 | 4,346 |
| Mortgage-backed securities | $3,574,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $3,574,000 | 3,914 |
| Issued or guaranteed by U.S. | $3,574,000 | 3,902 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $307,000 | 2,476 |
| Available-for-sale securities (fair market value) | $4,720,000 | 6,041 |
| Total debt securities | $5,027,000 | 6,419 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $5,240,000 | 6,508 |
| U.S. Government securities | $4,247,000 | 6,187 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,247,000 | 6,063 |
| Securities issued by states & political subdivisions | $993,000 | 4,925 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,128,000 | 4,459 |
| Mortgage-backed securities | $3,832,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $3,832,000 | 3,814 |
| Issued or guaranteed by U.S. | $3,832,000 | 3,800 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $395,000 | 2,456 |
| Available-for-sale securities (fair market value) | $4,845,000 | 6,107 |
| Total debt securities | $5,240,000 | 6,473 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,613,000 | 6,626 |
| U.S. Government securities | $3,670,000 | 6,321 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,670,000 | 6,200 |
| Securities issued by states & political subdivisions | $943,000 | 4,968 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,226,000 | 4,441 |
| Mortgage-backed securities | $3,252,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $3,252,000 | 3,907 |
| Issued or guaranteed by U.S. | $3,252,000 | 3,896 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $407,000 | 2,451 |
| Available-for-sale securities (fair market value) | $4,206,000 | 6,212 |
| Total debt securities | $4,614,000 | 6,590 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $4,801,000 | 6,567 |
| U.S. Government securities | $3,878,000 | 6,193 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,878,000 | 6,067 |
| Securities issued by states & political subdivisions | $923,000 | 4,998 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,307,000 | 4,411 |
| Mortgage-backed securities | $3,458,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $3,458,000 | 3,762 |
| Issued or guaranteed by U.S. | $3,458,000 | 3,753 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $438,000 | 2,448 |
| Available-for-sale securities (fair market value) | $4,363,000 | 6,148 |
| Total debt securities | $4,801,000 | 6,537 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,772,000 | 6,597 |
| U.S. Government securities | $4,322,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,322,000 | 5,948 |
| Securities issued by states & political subdivisions | $450,000 | 5,324 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,365,000 | 4,433 |
| Mortgage-backed securities | $3,897,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $3,897,000 | 3,617 |
| Issued or guaranteed by U.S. | $3,897,000 | 3,608 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $720,000 | 2,339 |
| Available-for-sale securities (fair market value) | $4,052,000 | 6,224 |
| Total debt securities | $4,772,000 | 6,561 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,035,000 | 6,623 |
| U.S. Government securities | $4,605,000 | 6,136 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,605,000 | 6,019 |
| Securities issued by states & political subdivisions | $430,000 | 5,300 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,570,000 | 4,433 |
| Mortgage-backed securities | $4,185,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $4,185,000 | 3,562 |
| Issued or guaranteed by U.S. | $4,185,000 | 3,554 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $770,000 | 2,375 |
| Available-for-sale securities (fair market value) | $4,265,000 | 6,263 |
| Total debt securities | $5,034,000 | 6,585 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,416,000 | 6,647 |
| U.S. Government securities | $5,416,000 | 6,021 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,416,000 | 5,903 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,379,000 | 4,284 |
| Mortgage-backed securities | $5,416,000 | 4,002 |
| Certificates of participation in pools of residential mortgages | $5,416,000 | 3,358 |
| Issued or guaranteed by U.S. | $5,416,000 | 3,351 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $819,000 | 2,406 |
| Available-for-sale securities (fair market value) | $4,597,000 | 6,280 |
| Total debt securities | $5,416,000 | 6,605 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,315,000 | 6,667 |
| U.S. Government securities | $5,315,000 | 6,008 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,315,000 | 5,908 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,115,000 | 4,371 |
| Mortgage-backed securities | $5,315,000 | 4,074 |
| Certificates of participation in pools of residential mortgages | $5,315,000 | 3,439 |
| Issued or guaranteed by U.S. | $5,315,000 | 3,430 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $892,000 | 2,428 |
| Available-for-sale securities (fair market value) | $4,423,000 | 6,329 |
| Total debt securities | $5,315,000 | 6,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,680,000 | 6,656 |
| U.S. Government securities | $5,680,000 | 5,971 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,680,000 | 5,881 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,680,000 | 4,202 |
| Mortgage-backed securities | $5,680,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $5,680,000 | 3,444 |
| Issued or guaranteed by U.S. | $5,680,000 | 3,432 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $968,000 | 2,477 |
| Available-for-sale securities (fair market value) | $4,712,000 | 6,325 |
| Total debt securities | $5,681,000 | 6,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $6,145,000 | 6,568 |
| U.S. Government securities | $6,145,000 | 5,871 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,145,000 | 5,785 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,145,000 | 4,084 |
| Mortgage-backed securities | $6,145,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $6,145,000 | 3,392 |
| Issued or guaranteed by U.S. | $6,145,000 | 3,379 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,030,000 | 2,465 |
| Available-for-sale securities (fair market value) | $5,115,000 | 6,251 |
| Total debt securities | $6,145,000 | 6,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,931,000 | 6,475 |
| U.S. Government securities | $6,931,000 | 5,795 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,931,000 | 5,711 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,013,000 | 4,806 |
| Mortgage-backed securities | $6,432,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $6,432,000 | 3,416 |
| Issued or guaranteed by U.S. | $6,432,000 | 3,405 |
| 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) | $1,361,000 | 2,375 |
| Available-for-sale securities (fair market value) | $5,570,000 | 6,192 |
| Total debt securities | $6,931,000 | 6,435 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,286,000 | 6,652 |
| U.S. Government securities | $6,286,000 | 6,055 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,286,000 | 5,969 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,601,000 | 4,657 |
| Mortgage-backed securities | $5,783,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $5,783,000 | 3,533 |
| Issued or guaranteed by U.S. | $5,783,000 | 3,519 |
| 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) | $1,525,000 | 2,331 |
| Available-for-sale securities (fair market value) | $4,761,000 | 6,399 |
| Total debt securities | $6,285,000 | 6,613 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,820,000 | 6,958 |
| U.S. Government securities | $4,820,000 | 6,450 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,820,000 | 6,356 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,710,000 | 4,627 |
| Mortgage-backed securities | $4,329,000 | 4,393 |
| Certificates of participation in pools of residential mortgages | $4,329,000 | 3,837 |
| Issued or guaranteed by U.S. | $4,329,000 | 3,827 |
| 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) | $1,587,000 | 2,321 |
| Available-for-sale securities (fair market value) | $3,233,000 | 6,733 |
| Total debt securities | $4,820,000 | 6,916 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,859,000 | 7,025 |
| U.S. Government securities | $4,859,000 | 6,503 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,859,000 | 6,414 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,659,000 | 4,628 |
| Mortgage-backed securities | $4,370,000 | 4,380 |
| Certificates of participation in pools of residential mortgages | $4,370,000 | 3,827 |
| Issued or guaranteed by U.S. | $4,370,000 | 3,814 |
| 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) | $1,708,000 | 2,297 |
| Available-for-sale securities (fair market value) | $3,151,000 | 6,813 |
| Total debt securities | $4,859,000 | 6,968 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,548,000 | 7,118 |
| U.S. Government securities | $4,548,000 | 6,601 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,548,000 | 6,502 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,105,000 | 4,783 |
| Mortgage-backed securities | $4,046,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $4,046,000 | 3,826 |
| Issued or guaranteed by U.S. | $4,046,000 | 3,812 |
| 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) | $1,717,000 | 2,326 |
| Available-for-sale securities (fair market value) | $2,831,000 | 6,902 |
| Total debt securities | $4,548,000 | 7,059 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,287,000 | 7,008 |
| U.S. Government securities | $5,287,000 | 6,493 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,287,000 | 6,392 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,214,000 | 4,447 |
| Mortgage-backed securities | $4,290,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $4,290,000 | 3,438 |
| Issued or guaranteed by U.S. | $4,290,000 | 3,424 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,415,000 | 2,205 |
| Available-for-sale securities (fair market value) | $2,872,000 | 6,938 |
| Total debt securities | $5,288,000 | 6,955 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,459,000 | 7,048 |
| U.S. Government securities | $5,459,000 | 6,557 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,459,000 | 6,446 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,427,000 | 4,405 |
| Mortgage-backed securities | $4,470,000 | 3,842 |
| Certificates of participation in pools of residential mortgages | $4,470,000 | 3,212 |
| Issued or guaranteed by U.S. | $4,470,000 | 3,196 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,552,000 | 2,200 |
| Available-for-sale securities (fair market value) | $2,907,000 | 6,959 |
| Total debt securities | $5,460,000 | 6,995 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,639,000 | 7,028 |
| U.S. Government securities | $5,639,000 | 6,525 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,639,000 | 6,399 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,143,000 | 4,509 |
| Mortgage-backed securities | $4,662,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $4,662,000 | 3,099 |
| Issued or guaranteed by U.S. | $4,662,000 | 3,085 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,681,000 | 2,196 |
| Available-for-sale securities (fair market value) | $2,958,000 | 6,975 |
| Total debt securities | $5,638,000 | 6,987 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,421,000 | 7,129 |
| U.S. Government securities | $5,421,000 | 6,657 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,421,000 | 6,525 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,242,000 | 4,500 |
| Mortgage-backed securities | $4,437,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $4,437,000 | 3,163 |
| Issued or guaranteed by U.S. | $4,437,000 | 3,148 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,800,000 | 2,201 |
| Available-for-sale securities (fair market value) | $2,621,000 | 7,066 |
| Total debt securities | $5,431,000 | 7,082 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,625,000 | 7,125 |
| U.S. Government securities | $5,625,000 | 6,627 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,625,000 | 6,497 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,321,000 | 4,480 |
| Mortgage-backed securities | $4,643,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $4,643,000 | 3,100 |
| Issued or guaranteed by U.S. | $4,643,000 | 3,087 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,921,000 | 2,216 |
| Available-for-sale securities (fair market value) | $2,704,000 | 7,082 |
| Total debt securities | $5,624,000 | 7,075 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,865,000 | 7,136 |
| U.S. Government securities | $5,865,000 | 6,619 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,865,000 | 6,486 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,217,000 | 4,544 |
| Mortgage-backed securities | $4,887,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $4,887,000 | 3,039 |
| Issued or guaranteed by U.S. | $4,887,000 | 3,023 |
| 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) | $3,096,000 | 2,218 |
| Available-for-sale securities (fair market value) | $2,769,000 | 7,130 |
| Total debt securities | $5,865,000 | 7,081 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,468,000 | 7,252 |
| U.S. Government securities | $5,468,000 | 6,749 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,468,000 | 6,614 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,423,000 | 4,488 |
| Mortgage-backed securities | $4,501,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $4,501,000 | 3,167 |
| Issued or guaranteed by U.S. | $4,501,000 | 3,156 |
| 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) | $3,278,000 | 2,203 |
| Available-for-sale securities (fair market value) | $2,190,000 | 7,268 |
| Total debt securities | $5,468,000 | 7,200 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,937,000 | 7,192 |
| U.S. Government securities | $5,760,000 | 6,694 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,760,000 | 6,548 |
| Securities issued by states & political subdivisions | $177,000 | 6,060 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,101,000 | 4,911 |
| Mortgage-backed securities | $4,785,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $4,785,000 | 3,128 |
| Issued or guaranteed by U.S. | $4,785,000 | 3,115 |
| 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) | $3,621,000 | 2,170 |
| Available-for-sale securities (fair market value) | $2,316,000 | 7,288 |
| Total debt securities | $5,938,000 | 7,139 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,230,000 | 7,160 |
| U.S. Government securities | $6,053,000 | 6,630 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,053,000 | 6,486 |
| Securities issued by states & political subdivisions | $177,000 | 6,090 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,745,000 | 5,058 |
| Mortgage-backed securities | $5,076,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $5,076,000 | 3,093 |
| Issued or guaranteed by U.S. | $5,076,000 | 3,081 |
| 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) | $3,823,000 | 2,173 |
| Available-for-sale securities (fair market value) | $2,407,000 | 7,307 |
| Total debt securities | $6,230,000 | 7,107 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,598,000 | 7,102 |
| U.S. Government securities | $6,420,000 | 6,522 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,420,000 | 6,385 |
| Securities issued by states & political subdivisions | $178,000 | 6,132 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,085,000 | 4,912 |
| Mortgage-backed securities | $5,435,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $5,435,000 | 3,023 |
| Issued or guaranteed by U.S. | $5,435,000 | 3,009 |
| 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) | $4,057,000 | 2,136 |
| Available-for-sale securities (fair market value) | $2,541,000 | 7,302 |
| Total debt securities | $6,598,000 | 7,045 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,980,000 | 7,066 |
| U.S. Government securities | $6,802,000 | 6,468 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,802,000 | 6,334 |
| Securities issued by states & political subdivisions | $178,000 | 6,144 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,305,000 | 4,814 |
| Mortgage-backed securities | $5,814,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $5,814,000 | 3,007 |
| Issued or guaranteed by U.S. | $5,814,000 | 2,994 |
| 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) | $4,285,000 | 2,121 |
| Available-for-sale securities (fair market value) | $2,695,000 | 7,305 |
| Total debt securities | $6,980,000 | 7,010 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,483,000 | 7,480 |
| U.S. Government securities | $5,304,000 | 6,986 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,304,000 | 6,832 |
| Securities issued by states & political subdivisions | $179,000 | 6,180 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,554,000 | 4,763 |
| Mortgage-backed securities | $4,808,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $4,808,000 | 3,322 |
| Issued or guaranteed by U.S. | $4,808,000 | 3,315 |
| 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) | $4,544,000 | 2,100 |
| Available-for-sale securities (fair market value) | $939,000 | 7,813 |
| Total debt securities | $5,483,000 | 7,413 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,362,000 | 7,303 |
| U.S. Government securities | $6,183,000 | 6,719 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,183,000 | 6,565 |
| Securities issued by states & political subdivisions | $179,000 | 6,205 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,886,000 | 4,647 |
| Mortgage-backed securities | $5,687,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $5,687,000 | 3,114 |
| Issued or guaranteed by U.S. | $5,687,000 | 3,105 |
| 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) | $5,377,000 | 1,972 |
| Available-for-sale securities (fair market value) | $985,000 | 7,817 |
| Total debt securities | $6,362,000 | 7,233 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,288,000 | 7,371 |
| U.S. Government securities | $6,053,000 | 6,790 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,053,000 | 6,631 |
| Securities issued by states & political subdivisions | $235,000 | 6,140 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,187,000 | 4,538 |
| Mortgage-backed securities | $5,558,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $5,558,000 | 3,176 |
| Issued or guaranteed by U.S. | $5,558,000 | 3,170 |
| 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) | $5,808,000 | 1,941 |
| Available-for-sale securities (fair market value) | $480,000 | 8,000 |
| Total debt securities | $6,288,000 | 7,298 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,251,000 | 7,204 |
| U.S. Government securities | $6,510,000 | 6,740 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,510,000 | 6,575 |
| Securities issued by states & political subdivisions | $741,000 | 5,441 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,508,000 | 4,413 |
| Mortgage-backed securities | $6,015,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $6,015,000 | 3,127 |
| Issued or guaranteed by U.S. | $6,015,000 | 3,120 |
| 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) | $6,767,000 | 1,820 |
| Available-for-sale securities (fair market value) | $484,000 | 8,052 |
| Total debt securities | $7,251,000 | 7,138 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,591,000 | 7,102 |
| U.S. Government securities | $6,707,000 | 6,606 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,707,000 | 6,448 |
| Securities issued by states & political subdivisions | $884,000 | 5,300 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,384,000 | 4,774 |
| Mortgage-backed securities | $6,212,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $6,212,000 | 3,105 |
| Issued or guaranteed by U.S. | $6,212,000 | 3,094 |
| 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) | $7,591,000 | 1,702 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $7,591,000 | 7,019 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $7,618,000 | 7,161 |
| U.S. Government securities | $6,731,000 | 6,679 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,731,000 | 6,513 |
| Securities issued by states & political subdivisions | $887,000 | 5,342 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,684,000 | 4,979 |
| Mortgage-backed securities | $6,236,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $6,236,000 | 3,101 |
| Issued or guaranteed by U.S. | $6,236,000 | 3,087 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,618,000 | 1,716 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $7,618,000 | 7,086 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,833,000 | 7,323 |
| U.S. Government securities | $5,943,000 | 6,834 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,943,000 | 6,655 |
| Securities issued by states & political subdivisions | $890,000 | 5,363 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,118,000 | 5,222 |
| Mortgage-backed securities | $5,943,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $5,939,000 | 3,168 |
| Issued or guaranteed by U.S. | $5,939,000 | 3,153 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,000 | 4,101 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,872 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,833,000 | 1,806 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $6,833,000 | 7,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,895,000 | 7,250 |
| U.S. Government securities | $6,002,000 | 6,726 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,002,000 | 6,550 |
| Securities issued by states & political subdivisions | $893,000 | 5,331 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,307,000 | 5,108 |
| Mortgage-backed securities | $6,002,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $5,946,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,946,000 | 3,172 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $56,000 | 4,073 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,876 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,895,000 | 1,791 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $6,895,000 | 7,158 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,297,000 | 7,189 |
| U.S. Government securities | $6,400,000 | 6,650 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,400,000 | 6,459 |
| Securities issued by states & political subdivisions | $897,000 | 5,282 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,331,000 | 5,675 |
| Mortgage-backed securities | $5,900,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $5,787,000 | 3,195 |
| Issued or guaranteed by U.S. | $5,787,000 | 3,183 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $113,000 | 4,037 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,856 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,297,000 | 1,771 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $7,297,000 | 7,089 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $8,015,000 | 7,018 |
| U.S. Government securities | $7,115,000 | 6,449 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,115,000 | 6,255 |
| Securities issued by states & political subdivisions | $900,000 | 5,296 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,570,000 | 4,588 |
| Mortgage-backed securities | $6,115,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $5,938,000 | 3,096 |
| Issued or guaranteed by U.S. | $5,938,000 | 3,084 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $177,000 | 3,984 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,811 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,015,000 | 1,712 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $8,015,000 | 6,924 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,356,000 | 5,937 |
| U.S. Government securities | $11,651,000 | 5,086 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,651,000 | 4,881 |
| Securities issued by states & political subdivisions | $705,000 | 5,633 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,129,000 | 6,600 |
| Mortgage-backed securities | $7,636,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $7,184,000 | 2,590 |
| Issued or guaranteed by U.S. | $7,184,000 | 2,573 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $452,000 | 3,806 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 3,642 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,356,000 | 1,342 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $12,356,000 | 5,833 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $11,595,000 | 6,337 |
| U.S. Government securities | $11,498,000 | 5,392 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,498,000 | 5,072 |
| 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 | $97,000 | 6,859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,300,000 | 4,955 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,498,000 | 1,750 |
| Available-for-sale securities (fair market value) | $97,000 | 9,108 |
| Total debt securities | $11,498,000 | 6,243 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,000,000 | 6,283 |
| U.S. Government securities | $13,000,000 | 5,247 |
| U.S. Treasury securities | $2,000,000 | 2,727 |
| U.S. Government agency obligations | $11,000,000 | 5,274 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,401,000 | 5,439 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000,000 | 1,897 |
| Available-for-sale securities (fair market value) | $1,000,000 | 8,772 |
| Total debt securities | $13,000,000 | 6,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,502,000 | 6,413 |
| U.S. Government securities | $12,502,000 | 5,382 |
| U.S. Treasury securities | $2,502,000 | 3,518 |
| U.S. Government agency obligations | $10,000,000 | 5,283 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,052,000 | 6,081 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,502,000 | 2,003 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $12,502,000 | 6,287 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,006,000 | 6,546 |
| U.S. Government securities | $13,006,000 | 5,536 |
| U.S. Treasury securities | $2,507,000 | 4,670 |
| U.S. Government agency obligations | $10,499,000 | 5,071 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,456,000 | 6,067 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,007,000 | 2,611 |
| Available-for-sale securities (fair market value) | $1,999,000 | 8,742 |
| Total debt securities | $13,007,000 | 6,410 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,498,000 | 7,439 |
| U.S. Government securities | $11,498,000 | 6,492 |
| U.S. Treasury securities | $2,005,000 | 5,967 |
| U.S. Government agency obligations | $9,493,000 | 5,684 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,101,000 | 6,605 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,001,000 | 3,954 |
| Available-for-sale securities (fair market value) | $4,497,000 | 8,011 |
| Total debt securities | $11,498,000 | 7,310 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,500,000 | 8,110 |
| U.S. Government securities | $10,500,000 | 7,119 |
| U.S. Treasury securities | $5,987,000 | 4,103 |
| U.S. Government agency obligations | $4,513,000 | 8,003 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 5,760 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $499,000 | 7,832 |
| Available-for-sale securities (fair market value) | $10,001,000 | 6,151 |
| Total debt securities | $10,498,000 | 7,977 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,617,000 | 9,285 |
| U.S. Government securities | $8,474,000 | 8,441 |
| U.S. Treasury securities | $7,474,000 | 4,244 |
| U.S. Government agency obligations | $1,000,000 | 10,861 |
| 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 | $143,000 | 5,408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,150,000 | 5,945 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,002,000 | 6,491 |
| Available-for-sale securities (fair market value) | $615,000 | 10,004 |
| Total debt securities | $8,474,000 | 9,255 |
| 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 | $6,675,000 | 10,460 |
| U.S. Government securities | $6,532,000 | 9,670 |
| U.S. Treasury securities | $6,532,000 | 4,805 |
| U.S. Government agency obligations | $0 | 12,230 |
| 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 | $143,000 | 5,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,860,000 | 7,217 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,532,000 | 10,398 |
| 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 | $2,466,000 | 12,825 |
| U.S. Government securities | $2,323,000 | 12,499 |
| U.S. Treasury securities | $2,323,000 | 8,319 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $143,000 | 4,503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,872,000 | 7,325 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,323,000 | 12,774 |
| 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 |