Home > First Sentinel Bank > Securities
First Sentinel Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,346,000 | 4,334 |
| U.S. Government securities | $819,000 | 4,270 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $819,000 | 4,087 |
| Securities issued by states & political subdivisions | $1,112,000 | 3,504 |
| Other domestic debt securities | $415,000 | 2,188 |
| 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 | $415,000 | 1,763 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000 | 3,942 |
| Mortgage-backed securities | $819,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,000 | 3,629 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,328 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $298,000 | 1,284 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $2,346,000 | 4,091 |
| Total debt securities | $2,346,000 | 4,307 |
| 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 | $2,302,000 | 4,368 |
| U.S. Government securities | $821,000 | 4,295 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $821,000 | 4,111 |
| Securities issued by states & political subdivisions | $1,074,000 | 3,542 |
| Other domestic debt securities | $407,000 | 2,189 |
| 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 | $407,000 | 1,770 |
| 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 | $7,000 | 3,952 |
| Mortgage-backed securities | $821,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,000 | 3,645 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,308 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $299,000 | 1,276 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $2,302,000 | 4,104 |
| Total debt securities | $2,300,000 | 4,342 |
| 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 | $2,361,000 | 4,398 |
| U.S. Government securities | $856,000 | 4,322 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $856,000 | 4,142 |
| Securities issued by states & political subdivisions | $1,089,000 | 3,579 |
| Other domestic debt securities | $416,000 | 2,206 |
| 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 | $416,000 | 1,779 |
| 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 | $9,000 | 3,965 |
| Mortgage-backed securities | $856,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,000 | 3,653 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 2,312 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $308,000 | 1,271 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $2,361,000 | 4,127 |
| Total debt securities | $2,361,000 | 4,373 |
| 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 | $2,448,000 | 4,465 |
| U.S. Government securities | $882,000 | 4,391 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $882,000 | 4,161 |
| Securities issued by states & political subdivisions | $1,116,000 | 3,632 |
| Other domestic debt securities | $450,000 | 2,248 |
| 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 | $450,000 | 1,815 |
| 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 | $11,000 | 3,983 |
| Mortgage-backed securities | $882,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,000 | 3,694 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $556,000 | 2,345 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $310,000 | 1,278 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $2,448,000 | 4,187 |
| Total debt securities | $2,449,000 | 4,438 |
| 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 |
| 2022-09-30 | Rank | |
| Total securities | $2,460,000 | 4,535 |
| U.S. Government securities | $933,000 | 4,451 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $933,000 | 4,209 |
| Securities issued by states & political subdivisions | $1,075,000 | 3,705 |
| Other domestic debt securities | $452,000 | 2,245 |
| 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 | $452,000 | 1,846 |
| 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 | $15,000 | 3,989 |
| Mortgage-backed securities | $933,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,000 | 3,745 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 2,376 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $325,000 | 1,314 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $2,460,000 | 4,257 |
| Total debt securities | $2,461,000 | 4,509 |
| 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 | $2,587,000 | 4,544 |
| U.S. Government securities | $994,000 | 4,458 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $994,000 | 4,220 |
| Securities issued by states & political subdivisions | $1,111,000 | 3,737 |
| Other domestic debt securities | $482,000 | 2,096 |
| 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 | $482,000 | 1,819 |
| 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 | $18,000 | 4,011 |
| Mortgage-backed securities | $994,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $25,000 | 3,840 |
| Issued or guaranteed by U.S. | $25,000 | 3,774 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $620,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 2,378 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $349,000 | 1,949 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $349,000 | 1,388 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $2,587,000 | 4,278 |
| Total debt securities | $2,588,000 | 4,529 |
| 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 | $2,712,000 | 4,520 |
| U.S. Government securities | $1,057,000 | 4,422 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,057,000 | 4,204 |
| Securities issued by states & political subdivisions | $1,162,000 | 3,748 |
| Other domestic debt securities | $493,000 | 2,076 |
| 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 | $493,000 | 1,786 |
| 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 | $22,000 | 4,034 |
| Mortgage-backed securities | $1,057,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $30,000 | 3,849 |
| Issued or guaranteed by U.S. | $30,000 | 3,789 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $667,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $667,000 | 2,365 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $360,000 | 1,927 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $360,000 | 1,359 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,712,000 | 4,265 |
| Total debt securities | $2,713,000 | 4,503 |
| 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 | $1,473,000 | 4,598 |
| U.S. Government securities | $625,000 | 4,445 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $625,000 | 4,286 |
| Securities issued by states & political subdivisions | $848,000 | 3,852 |
| 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 | $26,000 | 4,057 |
| Mortgage-backed securities | $625,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $35,000 | 3,863 |
| Issued or guaranteed by U.S. | $35,000 | 3,792 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $195,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 2,600 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $395,000 | 1,889 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $395,000 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,473,000 | 4,363 |
| Total debt securities | $1,474,000 | 4,576 |
| 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 | $1,526,000 | 4,644 |
| U.S. Government securities | $670,000 | 4,476 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $670,000 | 4,335 |
| Securities issued by states & political subdivisions | $856,000 | 3,894 |
| 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 | $31,000 | 4,093 |
| Mortgage-backed securities | $670,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $41,000 | 3,906 |
| Issued or guaranteed by U.S. | $41,000 | 3,840 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $200,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 2,643 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $429,000 | 1,891 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $429,000 | 1,334 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,526,000 | 4,402 |
| Total debt securities | $1,526,000 | 4,621 |
| 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 | $1,567,000 | 4,658 |
| U.S. Government securities | $709,000 | 4,497 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $709,000 | 4,366 |
| Securities issued by states & political subdivisions | $858,000 | 3,908 |
| 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 | $36,000 | 4,132 |
| Mortgage-backed securities | $709,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $47,000 | 3,916 |
| Issued or guaranteed by U.S. | $47,000 | 3,848 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $204,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 2,634 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $458,000 | 1,877 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $458,000 | 1,304 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,567,000 | 4,414 |
| Total debt securities | $1,567,000 | 4,634 |
| 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 | $1,598,000 | 4,662 |
| U.S. Government securities | $740,000 | 4,482 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $740,000 | 4,358 |
| Securities issued by states & political subdivisions | $858,000 | 3,913 |
| 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 | $43,000 | 4,154 |
| Mortgage-backed securities | $740,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $55,000 | 3,900 |
| Issued or guaranteed by U.S. | $55,000 | 3,824 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $217,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 2,602 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $468,000 | 1,862 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $468,000 | 1,287 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,598,000 | 4,417 |
| Total debt securities | $1,598,000 | 4,638 |
| 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 | $1,633,000 | 4,660 |
| U.S. Government securities | $755,000 | 4,440 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $755,000 | 4,323 |
| Securities issued by states & political subdivisions | $878,000 | 3,925 |
| 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 | $50,000 | 4,172 |
| Mortgage-backed securities | $755,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $63,000 | 3,892 |
| Issued or guaranteed by U.S. | $63,000 | 3,824 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $222,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 2,611 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $470,000 | 1,825 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $470,000 | 1,258 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,633,000 | 4,410 |
| Total debt securities | $1,633,000 | 4,636 |
| 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 | $1,660,000 | 4,677 |
| U.S. Government securities | $316,000 | 4,565 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $316,000 | 4,458 |
| Securities issued by states & political subdivisions | $872,000 | 3,901 |
| Other domestic debt securities | $472,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $472,000 | 480 |
| 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 | $59,000 | 4,186 |
| Mortgage-backed securities | $788,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $73,000 | 3,888 |
| Issued or guaranteed by U.S. | $73,000 | 3,820 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $715,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 2,611 |
| Privately issued | $472,000 | 301 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,660,000 | 4,430 |
| Total debt securities | $1,660,000 | 4,654 |
| 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 | $2,191,000 | 4,640 |
| U.S. Government securities | $568,000 | 4,544 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $568,000 | 4,421 |
| Securities issued by states & political subdivisions | $1,623,000 | 3,691 |
| 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 | $71,000 | 4,227 |
| Mortgage-backed securities | $568,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $85,000 | 3,887 |
| Issued or guaranteed by U.S. | $85,000 | 3,820 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $483,000 | 1,801 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $483,000 | 1,209 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,191,000 | 4,396 |
| Total debt securities | $2,191,000 | 4,617 |
| 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 | $1,099,000 | 4,809 |
| U.S. Government securities | $94,000 | 4,741 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $94,000 | 4,638 |
| Securities issued by states & political subdivisions | $1,005,000 | 3,849 |
| 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 | $78,000 | 4,254 |
| Mortgage-backed securities | $94,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $94,000 | 3,914 |
| Issued or guaranteed by U.S. | $94,000 | 3,838 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,099,000 | 4,558 |
| Total debt securities | $1,099,000 | 4,782 |
| 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 | $105,000 | 4,983 |
| U.S. Government securities | $105,000 | 4,813 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $105,000 | 4,700 |
| 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 | $89,000 | 4,318 |
| Mortgage-backed securities | $105,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $105,000 | 3,926 |
| Issued or guaranteed by U.S. | $105,000 | 3,858 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $105,000 | 4,736 |
| Total debt securities | $105,000 | 4,966 |
| 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 | $115,000 | 5,065 |
| U.S. Government securities | $115,000 | 4,899 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $115,000 | 4,782 |
| 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 | $98,000 | 4,397 |
| Mortgage-backed securities | $115,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $115,000 | 3,958 |
| Issued or guaranteed by U.S. | $115,000 | 3,886 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $115,000 | 4,814 |
| Total debt securities | $115,000 | 5,048 |
| 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 | $124,000 | 5,116 |
| U.S. Government securities | $124,000 | 4,946 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $124,000 | 4,831 |
| 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 | $107,000 | 4,430 |
| Mortgage-backed securities | $124,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $124,000 | 3,975 |
| Issued or guaranteed by U.S. | $124,000 | 3,910 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $124,000 | 4,860 |
| Total debt securities | $124,000 | 5,098 |
| 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 | $140,000 | 5,168 |
| U.S. Government securities | $140,000 | 4,992 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $140,000 | 4,882 |
| 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 | $119,000 | 4,472 |
| Mortgage-backed securities | $138,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $138,000 | 4,001 |
| Issued or guaranteed by U.S. | $138,000 | 3,929 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $140,000 | 4,898 |
| Total debt securities | $139,000 | 5,149 |
| 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 | $152,000 | 5,215 |
| U.S. Government securities | $152,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $152,000 | 4,920 |
| 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 | $130,000 | 4,515 |
| Mortgage-backed securities | $149,000 | 4,204 |
| Certificates of participation in pools of residential mortgages | $149,000 | 4,024 |
| Issued or guaranteed by U.S. | $149,000 | 3,967 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $152,000 | 4,947 |
| Total debt securities | $152,000 | 5,197 |
| 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 | $198,000 | 5,279 |
| U.S. Government securities | $198,000 | 5,096 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $198,000 | 4,984 |
| 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 | $141,000 | 4,574 |
| Mortgage-backed securities | $161,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $161,000 | 4,073 |
| Issued or guaranteed by U.S. | $161,000 | 4,052 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $198,000 | 5,010 |
| Total debt securities | $199,000 | 5,259 |
| 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 | $231,000 | 5,338 |
| U.S. Government securities | $231,000 | 5,144 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $231,000 | 5,030 |
| 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 | $155,000 | 4,620 |
| Mortgage-backed securities | $176,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $176,000 | 4,114 |
| Issued or guaranteed by U.S. | $176,000 | 3,990 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $231,000 | 5,064 |
| Total debt securities | $232,000 | 5,318 |
| 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 | $257,000 | 5,397 |
| U.S. Government securities | $257,000 | 5,194 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $257,000 | 5,093 |
| 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 | $171,000 | 4,680 |
| Mortgage-backed securities | $193,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $193,000 | 4,139 |
| Issued or guaranteed by U.S. | $193,000 | 4,132 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $257,000 | 5,115 |
| Total debt securities | $257,000 | 5,378 |
| 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 | $277,000 | 5,455 |
| U.S. Government securities | $277,000 | 5,242 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $277,000 | 5,148 |
| 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 | $190,000 | 4,754 |
| Mortgage-backed securities | $208,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $208,000 | 4,175 |
| Issued or guaranteed by U.S. | $208,000 | 4,170 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $277,000 | 5,172 |
| Total debt securities | $277,000 | 5,437 |
| 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 | $311,000 | 5,514 |
| U.S. Government securities | $311,000 | 5,292 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $311,000 | 5,192 |
| 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 | $207,000 | 4,809 |
| Mortgage-backed securities | $232,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $232,000 | 4,218 |
| Issued or guaranteed by U.S. | $232,000 | 4,214 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $311,000 | 5,219 |
| Total debt securities | $311,000 | 5,495 |
| 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 | $347,000 | 5,562 |
| U.S. Government securities | $347,000 | 5,340 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $347,000 | 5,237 |
| 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 | $235,000 | 4,843 |
| Mortgage-backed securities | $261,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $261,000 | 4,234 |
| Issued or guaranteed by U.S. | $261,000 | 4,229 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $347,000 | 5,263 |
| Total debt securities | $347,000 | 5,542 |
| 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 | $373,000 | 5,627 |
| U.S. Government securities | $373,000 | 5,405 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $373,000 | 5,302 |
| 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 | $253,000 | 4,889 |
| Mortgage-backed securities | $279,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $279,000 | 4,287 |
| Issued or guaranteed by U.S. | $279,000 | 4,283 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $373,000 | 5,321 |
| Total debt securities | $373,000 | 5,608 |
| 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 | $650,000 | 5,646 |
| U.S. Government securities | $399,000 | 5,443 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $399,000 | 5,349 |
| Securities issued by states & political subdivisions | $251,000 | 4,793 |
| 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 | $271,000 | 4,932 |
| Mortgage-backed securities | $298,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $298,000 | 4,316 |
| Issued or guaranteed by U.S. | $298,000 | 4,311 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $650,000 | 5,328 |
| Total debt securities | $651,000 | 5,629 |
| 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 | $695,000 | 5,706 |
| U.S. Government securities | $442,000 | 5,502 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $442,000 | 5,407 |
| Securities issued by states & political subdivisions | $253,000 | 4,831 |
| 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 | $304,000 | 4,995 |
| Mortgage-backed securities | $333,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $333,000 | 4,331 |
| Issued or guaranteed by U.S. | $333,000 | 4,328 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $695,000 | 5,379 |
| Total debt securities | $694,000 | 5,685 |
| 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 | $730,000 | 5,783 |
| U.S. Government securities | $475,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $475,000 | 5,502 |
| Securities issued by states & political subdivisions | $255,000 | 4,875 |
| 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 | $324,000 | 5,080 |
| Mortgage-backed securities | $354,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $354,000 | 4,375 |
| Issued or guaranteed by U.S. | $354,000 | 4,370 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $730,000 | 5,454 |
| Total debt securities | $729,000 | 5,766 |
| 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 | $781,000 | 5,836 |
| U.S. Government securities | $524,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $524,000 | 5,547 |
| Securities issued by states & political subdivisions | $257,000 | 4,911 |
| 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 | $349,000 | 5,130 |
| Mortgage-backed securities | $379,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $379,000 | 4,405 |
| Issued or guaranteed by U.S. | $379,000 | 4,401 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $781,000 | 5,498 |
| Total debt securities | $780,000 | 5,816 |
| 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 | $837,000 | 5,890 |
| U.S. Government securities | $578,000 | 5,696 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $578,000 | 5,601 |
| Securities issued by states & political subdivisions | $259,000 | 4,949 |
| 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 | $377,000 | 5,157 |
| Mortgage-backed securities | $408,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $408,000 | 4,418 |
| Issued or guaranteed by U.S. | $408,000 | 4,415 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $837,000 | 5,544 |
| Total debt securities | $837,000 | 5,868 |
| 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 | $1,402,000 | 5,913 |
| U.S. Government securities | $640,000 | 5,778 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $640,000 | 5,685 |
| Securities issued by states & political subdivisions | $261,000 | 5,003 |
| Other domestic debt securities | $501,000 | 1,886 |
| 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 | $501,000 | 1,510 |
| 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 | $408,000 | 5,219 |
| Mortgage-backed securities | $440,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $440,000 | 4,468 |
| Issued or guaranteed by U.S. | $440,000 | 4,464 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,402,000 | 5,558 |
| Total debt securities | $1,402,000 | 5,892 |
| 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 | $1,536,000 | 5,969 |
| U.S. Government securities | $770,000 | 5,825 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $770,000 | 5,734 |
| Securities issued by states & political subdivisions | $263,000 | 5,041 |
| Other domestic debt securities | $503,000 | 1,886 |
| 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 | $503,000 | 1,509 |
| 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 | $445,000 | 5,261 |
| Mortgage-backed securities | $479,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $479,000 | 4,525 |
| Issued or guaranteed by U.S. | $479,000 | 4,522 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,536,000 | 5,605 |
| Total debt securities | $1,534,000 | 5,950 |
| 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 | $1,649,000 | 6,018 |
| U.S. Government securities | $878,000 | 5,885 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $878,000 | 5,794 |
| Securities issued by states & political subdivisions | $265,000 | 5,046 |
| Other domestic debt securities | $506,000 | 1,941 |
| 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 | $506,000 | 1,542 |
| 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 | $498,000 | 5,300 |
| Mortgage-backed securities | $533,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $533,000 | 4,543 |
| Issued or guaranteed by U.S. | $533,000 | 4,538 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,649,000 | 5,652 |
| Total debt securities | $1,648,000 | 5,997 |
| 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 | $1,732,000 | 6,110 |
| U.S. Government securities | $959,000 | 5,964 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $959,000 | 5,869 |
| Securities issued by states & political subdivisions | $266,000 | 5,125 |
| Other domestic debt securities | $507,000 | 1,954 |
| 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 | $507,000 | 1,558 |
| 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 | $533,000 | 5,355 |
| Mortgage-backed securities | $569,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $569,000 | 4,603 |
| Issued or guaranteed by U.S. | $569,000 | 4,598 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,732,000 | 5,738 |
| Total debt securities | $1,732,000 | 6,090 |
| 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 | $1,856,000 | 6,182 |
| U.S. Government securities | $1,078,000 | 6,010 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,078,000 | 5,921 |
| Securities issued by states & political subdivisions | $268,000 | 5,175 |
| Other domestic debt securities | $510,000 | 2,013 |
| 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 | $510,000 | 1,590 |
| 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 | $593,000 | 5,412 |
| Mortgage-backed securities | $630,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $630,000 | 4,660 |
| Issued or guaranteed by U.S. | $630,000 | 4,657 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,856,000 | 5,809 |
| Total debt securities | $1,857,000 | 6,163 |
| 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 | $1,970,000 | 6,237 |
| U.S. Government securities | $1,188,000 | 6,060 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,188,000 | 5,967 |
| Securities issued by states & political subdivisions | $270,000 | 5,231 |
| Other domestic debt securities | $512,000 | 2,060 |
| 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 | $512,000 | 1,637 |
| 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 | $649,000 | 5,448 |
| Mortgage-backed securities | $687,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $687,000 | 4,681 |
| Issued or guaranteed by U.S. | $687,000 | 4,679 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,970,000 | 5,853 |
| Total debt securities | $1,969,000 | 6,216 |
| 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 | $2,086,000 | 6,270 |
| U.S. Government securities | $1,301,000 | 6,096 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,301,000 | 6,005 |
| Securities issued by states & political subdivisions | $272,000 | 5,269 |
| Other domestic debt securities | $513,000 | 2,113 |
| 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 | $513,000 | 1,671 |
| 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 | $695,000 | 5,479 |
| Mortgage-backed securities | $735,000 | 4,978 |
| Certificates of participation in pools of residential mortgages | $735,000 | 4,707 |
| Issued or guaranteed by U.S. | $735,000 | 4,703 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,086,000 | 5,883 |
| Total debt securities | $2,086,000 | 6,248 |
| 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 | $2,208,000 | 6,338 |
| U.S. Government securities | $1,422,000 | 6,138 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,422,000 | 6,039 |
| Securities issued by states & political subdivisions | $271,000 | 5,321 |
| Other domestic debt securities | $515,000 | 2,169 |
| 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 | $515,000 | 1,715 |
| 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 | $745,000 | 5,535 |
| Mortgage-backed securities | $785,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $785,000 | 4,709 |
| Issued or guaranteed by U.S. | $785,000 | 4,704 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,208,000 | 5,932 |
| Total debt securities | $2,208,000 | 6,311 |
| 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 | $2,345,000 | 6,385 |
| U.S. Government securities | $1,558,000 | 6,174 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,558,000 | 6,077 |
| Securities issued by states & political subdivisions | $273,000 | 5,360 |
| Other domestic debt securities | $514,000 | 2,229 |
| 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 | $514,000 | 1,752 |
| 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 | $809,000 | 5,562 |
| Mortgage-backed securities | $853,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $853,000 | 4,719 |
| Issued or guaranteed by U.S. | $853,000 | 4,715 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,345,000 | 5,990 |
| Total debt securities | $2,344,000 | 6,357 |
| 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 | $2,532,000 | 6,388 |
| U.S. Government securities | $1,744,000 | 6,136 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,744,000 | 6,032 |
| Securities issued by states & political subdivisions | $275,000 | 5,361 |
| Other domestic debt securities | $513,000 | 2,299 |
| 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 | $513,000 | 1,802 |
| 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 | $919,000 | 5,545 |
| Mortgage-backed securities | $965,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $965,000 | 4,647 |
| Issued or guaranteed by U.S. | $965,000 | 4,643 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,532,000 | 5,995 |
| Total debt securities | $2,534,000 | 6,359 |
| 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 | $2,857,000 | 6,398 |
| U.S. Government securities | $2,063,000 | 6,107 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,063,000 | 6,001 |
| Securities issued by states & political subdivisions | $277,000 | 5,378 |
| Other domestic debt securities | $517,000 | 2,298 |
| 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 | $517,000 | 1,782 |
| 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 | $2,010,000 | 5,185 |
| Mortgage-backed securities | $1,121,000 | 4,976 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,121,000 | 4,627 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,857,000 | 6,003 |
| Total debt securities | $2,857,000 | 6,367 |
| 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 | $3,688,000 | 6,336 |
| U.S. Government securities | $2,290,000 | 6,107 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,290,000 | 6,005 |
| Securities issued by states & political subdivisions | $378,000 | 5,352 |
| Other domestic debt securities | $1,020,000 | 1,958 |
| 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 | $1,020,000 | 1,474 |
| 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 | $2,235,000 | 5,112 |
| Mortgage-backed securities | $1,258,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $1,258,000 | 4,600 |
| Issued or guaranteed by U.S. | $1,258,000 | 4,599 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,688,000 | 5,946 |
| Total debt securities | $3,688,000 | 6,307 |
| 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 | $3,940,000 | 6,405 |
| U.S. Government securities | $2,532,000 | 6,173 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,532,000 | 6,078 |
| Securities issued by states & political subdivisions | $383,000 | 5,398 |
| Other domestic debt securities | $1,025,000 | 2,014 |
| 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 | $1,025,000 | 1,512 |
| 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 | $2,475,000 | 5,097 |
| Mortgage-backed securities | $1,420,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 4,646 |
| Issued or guaranteed by U.S. | $1,420,000 | 4,644 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,940,000 | 5,998 |
| Total debt securities | $3,940,000 | 6,377 |
| 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 | $4,458,000 | 6,403 |
| U.S. Government securities | $3,052,000 | 6,154 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,052,000 | 6,056 |
| Securities issued by states & political subdivisions | $383,000 | 5,401 |
| Other domestic debt securities | $1,023,000 | 2,017 |
| 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 | $1,023,000 | 1,512 |
| 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 | $2,994,000 | 4,968 |
| Mortgage-backed securities | $1,586,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,586,000 | 4,618 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $4,458,000 | 5,981 |
| Total debt securities | $4,458,000 | 6,374 |
| 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 | $4,760,000 | 6,418 |
| U.S. Government securities | $3,347,000 | 6,184 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,347,000 | 6,077 |
| Securities issued by states & political subdivisions | $381,000 | 5,398 |
| Other domestic debt securities | $1,032,000 | 1,980 |
| 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 | $1,032,000 | 1,496 |
| 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 | $3,287,000 | 4,904 |
| Mortgage-backed securities | $1,759,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $1,759,000 | 4,578 |
| Issued or guaranteed by U.S. | $1,759,000 | 4,574 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,760,000 | 6,003 |
| Total debt securities | $4,760,000 | 6,389 |
| 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 | $5,385,000 | 6,349 |
| U.S. Government securities | $3,732,000 | 6,118 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,732,000 | 6,013 |
| Securities issued by states & political subdivisions | $380,000 | 5,399 |
| Other domestic debt securities | $1,273,000 | 1,843 |
| 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 | $1,273,000 | 1,327 |
| 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 | $3,672,000 | 4,571 |
| Mortgage-backed securities | $1,991,000 | 4,903 |
| Certificates of participation in pools of residential mortgages | $1,991,000 | 4,450 |
| Issued or guaranteed by U.S. | $1,991,000 | 4,443 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,385,000 | 5,906 |
| Total debt securities | $5,385,000 | 6,318 |
| 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 | $5,784,000 | 6,319 |
| U.S. Government securities | $4,134,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,134,000 | 5,957 |
| Securities issued by states & political subdivisions | $382,000 | 5,394 |
| Other domestic debt securities | $1,268,000 | 1,848 |
| 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 | $1,268,000 | 1,310 |
| 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 | $2,129,000 | 5,079 |
| Mortgage-backed securities | $2,260,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $2,260,000 | 4,294 |
| Issued or guaranteed by U.S. | $2,260,000 | 4,280 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $5,784,000 | 5,876 |
| Total debt securities | $5,783,000 | 6,288 |
| 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 | $5,939,000 | 6,395 |
| U.S. Government securities | $4,526,000 | 6,135 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,526,000 | 6,014 |
| Securities issued by states & political subdivisions | $376,000 | 5,387 |
| Other domestic debt securities | $1,037,000 | 1,902 |
| 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 | $1,037,000 | 1,312 |
| 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 | $4,169,000 | 4,446 |
| Mortgage-backed securities | $2,483,000 | 4,732 |
| Certificates of participation in pools of residential mortgages | $2,483,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,483,000 | 4,201 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $5,939,000 | 5,932 |
| Total debt securities | $5,938,000 | 6,365 |
| 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 | $6,356,000 | 6,357 |
| U.S. Government securities | $4,953,000 | 6,056 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,953,000 | 5,929 |
| Securities issued by states & political subdivisions | $359,000 | 5,409 |
| Other domestic debt securities | $1,044,000 | 1,946 |
| 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 | $1,044,000 | 1,337 |
| 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 | $4,541,000 | 4,359 |
| Mortgage-backed securities | $2,699,000 | 4,626 |
| Certificates of participation in pools of residential mortgages | $2,699,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,699,000 | 4,079 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,356,000 | 5,892 |
| Total debt securities | $6,356,000 | 6,320 |
| 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 | $8,784,000 | 5,890 |
| U.S. Government securities | $7,375,000 | 5,377 |
| U.S. Treasury securities | $402,000 | 1,129 |
| U.S. Government agency obligations | $6,973,000 | 5,355 |
| Securities issued by states & political subdivisions | $361,000 | 5,414 |
| Other domestic debt securities | $1,048,000 | 2,055 |
| 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 | $1,048,000 | 1,335 |
| 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 | $6,896,000 | 3,735 |
| Mortgage-backed securities | $3,014,000 | 4,487 |
| Certificates of participation in pools of residential mortgages | $3,014,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,014,000 | 3,870 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,784,000 | 5,439 |
| Total debt securities | $8,784,000 | 5,849 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,001,000 | 2,394 |
| 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 | $9,984,000 | 5,669 |
| U.S. Government securities | $8,554,000 | 5,115 |
| U.S. Treasury securities | $407,000 | 1,036 |
| U.S. Government agency obligations | $8,147,000 | 5,065 |
| Securities issued by states & political subdivisions | $373,000 | 5,398 |
| Other domestic debt securities | $1,057,000 | 2,117 |
| 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 | $1,057,000 | 1,335 |
| 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 | $8,005,000 | 3,559 |
| Mortgage-backed securities | $3,443,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $3,443,000 | 3,752 |
| Issued or guaranteed by U.S. | $3,443,000 | 3,744 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,984,000 | 5,220 |
| Total debt securities | $9,984,000 | 5,636 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,001,000 | 2,526 |
| 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 | $10,977,000 | 5,566 |
| U.S. Government securities | $9,576,000 | 5,009 |
| U.S. Treasury securities | $412,000 | 974 |
| U.S. Government agency obligations | $9,164,000 | 4,980 |
| Securities issued by states & political subdivisions | $370,000 | 5,366 |
| Other domestic debt securities | $1,031,000 | 2,140 |
| 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 | $1,031,000 | 1,319 |
| 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 | $8,963,000 | 3,429 |
| Mortgage-backed securities | $3,797,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $3,797,000 | 3,688 |
| Issued or guaranteed by U.S. | $3,797,000 | 3,682 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $10,977,000 | 5,107 |
| Total debt securities | $10,977,000 | 5,531 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,003,000 | 2,564 |
| 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 | $12,440,000 | 5,387 |
| U.S. Government securities | $11,019,000 | 4,795 |
| U.S. Treasury securities | $416,000 | 999 |
| U.S. Government agency obligations | $10,603,000 | 4,764 |
| Securities issued by states & political subdivisions | $361,000 | 5,392 |
| Other domestic debt securities | $1,060,000 | 2,164 |
| 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 | $1,060,000 | 1,315 |
| 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 | $10,337,000 | 3,263 |
| Mortgage-backed securities | $4,090,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $4,090,000 | 3,702 |
| Issued or guaranteed by U.S. | $4,090,000 | 3,695 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $12,440,000 | 4,936 |
| Total debt securities | $12,439,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $995,000 | 2,404 |
| 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 | $14,014,000 | 5,159 |
| U.S. Government securities | $12,608,000 | 4,502 |
| U.S. Treasury securities | $419,000 | 944 |
| U.S. Government agency obligations | $12,189,000 | 4,469 |
| Securities issued by states & political subdivisions | $353,000 | 5,432 |
| Other domestic debt securities | $1,053,000 | 2,233 |
| 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 | $1,053,000 | 1,349 |
| 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 | $7,181,000 | 3,870 |
| Mortgage-backed securities | $4,453,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $4,453,000 | 3,685 |
| Issued or guaranteed by U.S. | $4,453,000 | 3,679 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $14,014,000 | 4,724 |
| Total debt securities | $14,015,000 | 5,120 |
| 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 | $14,859,000 | 5,079 |
| U.S. Government securities | $13,442,000 | 4,376 |
| U.S. Treasury securities | $1,179,000 | 668 |
| U.S. Government agency obligations | $12,263,000 | 4,471 |
| Securities issued by states & political subdivisions | $362,000 | 5,456 |
| Other domestic debt securities | $1,055,000 | 2,352 |
| 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 | $1,055,000 | 1,432 |
| 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 | $8,529,000 | 3,621 |
| Mortgage-backed securities | $4,053,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $4,053,000 | 3,881 |
| Issued or guaranteed by U.S. | $4,053,000 | 3,871 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,859,000 | 4,648 |
| Total debt securities | $14,860,000 | 5,035 |
| 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 | $13,532,000 | 5,268 |
| U.S. Government securities | $12,150,000 | 4,594 |
| U.S. Treasury securities | $1,189,000 | 634 |
| U.S. Government agency obligations | $10,961,000 | 4,732 |
| Securities issued by states & political subdivisions | $346,000 | 5,494 |
| Other domestic debt securities | $1,036,000 | 2,402 |
| 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 | $1,036,000 | 1,484 |
| 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 | $10,520,000 | 3,273 |
| Mortgage-backed securities | $2,876,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $2,876,000 | 4,346 |
| Issued or guaranteed by U.S. | $2,876,000 | 4,333 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,532,000 | 4,807 |
| Total debt securities | $13,530,000 | 5,225 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $500,000 | 1,569 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $15,397,000 | 5,017 |
| U.S. Government securities | $14,391,000 | 4,292 |
| U.S. Treasury securities | $2,005,000 | 502 |
| U.S. Government agency obligations | $12,386,000 | 4,558 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,006,000 | 2,324 |
| 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 | $1,006,000 | 1,525 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,440,000 | 3,028 |
| Mortgage-backed securities | $3,181,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $3,181,000 | 4,328 |
| Issued or guaranteed by U.S. | $3,181,000 | 4,317 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $15,397,000 | 4,547 |
| Total debt securities | $15,396,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $500,000 | 1,336 |
| 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 | $8,518,000 | 6,209 |
| U.S. Government securities | $8,263,000 | 5,532 |
| U.S. Treasury securities | $2,024,000 | 470 |
| U.S. Government agency obligations | $6,239,000 | 5,976 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $255,000 | 2,926 |
| 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 | $255,000 | 2,140 |
| 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 | $7,836,000 | 3,833 |
| Mortgage-backed securities | $2,557,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $2,557,000 | 4,521 |
| Issued or guaranteed by U.S. | $2,557,000 | 4,509 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,518,000 | 5,674 |
| Total debt securities | $8,517,000 | 6,167 |
| 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 | $9,575,000 | 5,963 |
| U.S. Government securities | $8,958,000 | 5,326 |
| U.S. Treasury securities | $2,760,000 | 414 |
| U.S. Government agency obligations | $6,198,000 | 5,956 |
| Securities issued by states & political subdivisions | $372,000 | 5,376 |
| Other domestic debt securities | $245,000 | 2,913 |
| 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 | $245,000 | 2,142 |
| 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 | $8,149,000 | 3,766 |
| Mortgage-backed securities | $2,564,000 | 4,953 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 4,454 |
| Issued or guaranteed by U.S. | $2,564,000 | 4,441 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,575,000 | 5,417 |
| Total debt securities | $9,575,000 | 5,914 |
| 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 | $20,063,000 | 4,441 |
| U.S. Government securities | $19,688,000 | 3,581 |
| U.S. Treasury securities | $2,751,000 | 409 |
| U.S. Government agency obligations | $16,937,000 | 3,887 |
| Securities issued by states & political subdivisions | $375,000 | 5,434 |
| 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 | $3,371,000 | 5,074 |
| Mortgage-backed securities | $2,583,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $2,583,000 | 4,464 |
| Issued or guaranteed by U.S. | $2,583,000 | 4,448 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $20,063,000 | 3,972 |
| Total debt securities | $20,064,000 | 4,388 |
| 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 | $22,888,000 | 4,084 |
| U.S. Government securities | $22,103,000 | 3,283 |
| U.S. Treasury securities | $3,553,000 | 375 |
| U.S. Government agency obligations | $18,550,000 | 3,633 |
| Securities issued by states & political subdivisions | $379,000 | 5,435 |
| Other domestic debt securities | $406,000 | 2,681 |
| 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 | $406,000 | 1,969 |
| 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 | $2,699,000 | 5,315 |
| Mortgage-backed securities | $132,000 | 6,195 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,892 |
| Issued or guaranteed by U.S. | $132,000 | 5,862 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $22,888,000 | 3,640 |
| Total debt securities | $22,887,000 | 4,023 |
| 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 | $16,959,000 | 4,878 |
| U.S. Government securities | $15,508,000 | 4,208 |
| U.S. Treasury securities | $3,503,000 | 412 |
| U.S. Government agency obligations | $12,005,000 | 4,779 |
| Securities issued by states & political subdivisions | $877,000 | 4,983 |
| Other domestic debt securities | $574,000 | 2,314 |
| 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 | $574,000 | 1,649 |
| 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 | $3,650,000 | 4,981 |
| Mortgage-backed securities | $140,000 | 6,098 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,783 |
| Issued or guaranteed by U.S. | $140,000 | 5,762 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $16,959,000 | 4,329 |
| Total debt securities | $16,959,000 | 4,828 |
| 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 | $18,206,000 | 4,713 |
| U.S. Government securities | $16,762,000 | 4,098 |
| U.S. Treasury securities | $3,459,000 | 438 |
| U.S. Government agency obligations | $13,303,000 | 4,611 |
| Securities issued by states & political subdivisions | $872,000 | 5,005 |
| Other domestic debt securities | $572,000 | 2,249 |
| 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 | $572,000 | 1,614 |
| 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 | $4,944,000 | 4,571 |
| Mortgage-backed securities | $142,000 | 6,052 |
| Certificates of participation in pools of residential mortgages | $142,000 | 5,727 |
| Issued or guaranteed by U.S. | $142,000 | 5,705 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $18,206,000 | 4,172 |
| Total debt securities | $18,206,000 | 4,660 |
| 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 | $20,090,000 | 4,485 |
| U.S. Government securities | $18,652,000 | 3,829 |
| U.S. Treasury securities | $3,407,000 | 497 |
| U.S. Government agency obligations | $15,245,000 | 4,244 |
| Securities issued by states & political subdivisions | $869,000 | 5,020 |
| Other domestic debt securities | $569,000 | 2,191 |
| 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 | $569,000 | 1,573 |
| 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 | $4,888,000 | 4,606 |
| Mortgage-backed securities | $145,000 | 6,066 |
| Certificates of participation in pools of residential mortgages | $145,000 | 5,740 |
| Issued or guaranteed by U.S. | $145,000 | 5,720 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $20,090,000 | 3,944 |
| Total debt securities | $20,090,000 | 4,436 |
| 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 | $18,651,000 | 4,681 |
| U.S. Government securities | $16,919,000 | 4,104 |
| U.S. Treasury securities | $11,922,000 | 238 |
| U.S. Government agency obligations | $4,997,000 | 6,633 |
| Securities issued by states & political subdivisions | $1,034,000 | 4,922 |
| Other domestic debt securities | $698,000 | 2,135 |
| 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 | $698,000 | 1,553 |
| 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 | $4,626,000 | 4,690 |
| Mortgage-backed securities | $152,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,741 |
| Issued or guaranteed by U.S. | $152,000 | 5,718 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $18,651,000 | 4,119 |
| Total debt securities | $18,652,000 | 4,634 |
| 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 | $15,624,000 | 5,202 |
| U.S. Government securities | $13,893,000 | 4,683 |
| U.S. Treasury securities | $8,909,000 | 319 |
| U.S. Government agency obligations | $4,984,000 | 6,688 |
| Securities issued by states & political subdivisions | $1,033,000 | 4,949 |
| Other domestic debt securities | $698,000 | 2,153 |
| 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 | $698,000 | 1,591 |
| 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 | $5,110,000 | 4,532 |
| Mortgage-backed securities | $158,000 | 6,068 |
| Certificates of participation in pools of residential mortgages | $158,000 | 5,730 |
| Issued or guaranteed by U.S. | $158,000 | 5,706 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $15,624,000 | 4,599 |
| Total debt securities | $15,624,000 | 5,155 |
| 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 | $10,932,000 | 6,014 |
| U.S. Government securities | $9,217,000 | 5,697 |
| U.S. Treasury securities | $3,479,000 | 594 |
| U.S. Government agency obligations | $5,738,000 | 6,516 |
| Securities issued by states & political subdivisions | $1,015,000 | 5,001 |
| Other domestic debt securities | $700,000 | 2,163 |
| 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 | $700,000 | 1,602 |
| 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 | $5,841,000 | 4,358 |
| Mortgage-backed securities | $164,000 | 6,088 |
| Certificates of participation in pools of residential mortgages | $164,000 | 5,742 |
| Issued or guaranteed by U.S. | $164,000 | 5,714 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $10,932,000 | 5,364 |
| Total debt securities | $10,930,000 | 5,955 |
| 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 | $15,651,000 | 5,212 |
| U.S. Government securities | $13,590,000 | 4,777 |
| U.S. Treasury securities | $3,437,000 | 640 |
| U.S. Government agency obligations | $10,153,000 | 5,379 |
| Securities issued by states & political subdivisions | $1,018,000 | 5,026 |
| Other domestic debt securities | $1,043,000 | 1,916 |
| 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 | $1,043,000 | 1,389 |
| 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 | $6,269,000 | 4,249 |
| Mortgage-backed securities | $166,000 | 6,127 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,779 |
| Issued or guaranteed by U.S. | $166,000 | 5,753 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $15,651,000 | 4,565 |
| Total debt securities | $15,652,000 | 5,159 |
| 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 | $19,654,000 | 4,664 |
| U.S. Government securities | $17,177,000 | 4,202 |
| U.S. Treasury securities | $3,448,000 | 690 |
| U.S. Government agency obligations | $13,729,000 | 4,664 |
| Securities issued by states & political subdivisions | $1,324,000 | 4,791 |
| Other domestic debt securities | $1,153,000 | 1,908 |
| 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 | $1,153,000 | 1,403 |
| 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 | $5,834,000 | 4,374 |
| Mortgage-backed securities | $177,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $177,000 | 5,790 |
| Issued or guaranteed by U.S. | $177,000 | 5,766 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,654,000 | 4,043 |
| Total debt securities | $19,655,000 | 4,611 |
| 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 | $20,202,000 | 4,607 |
| U.S. Government securities | $17,710,000 | 4,133 |
| U.S. Treasury securities | $3,457,000 | 702 |
| U.S. Government agency obligations | $14,253,000 | 4,537 |
| Securities issued by states & political subdivisions | $1,330,000 | 4,812 |
| Other domestic debt securities | $1,162,000 | 1,978 |
| 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 | $1,162,000 | 1,495 |
| 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 | $5,855,000 | 4,329 |
| Mortgage-backed securities | $189,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $189,000 | 5,816 |
| Issued or guaranteed by U.S. | $189,000 | 5,790 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $20,202,000 | 3,972 |
| Total debt securities | $20,201,000 | 4,547 |
| 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 | $16,346,000 | 5,150 |
| U.S. Government securities | $13,306,000 | 4,838 |
| U.S. Treasury securities | $5,472,000 | 506 |
| U.S. Government agency obligations | $7,834,000 | 5,983 |
| Securities issued by states & political subdivisions | $1,638,000 | 4,595 |
| Other domestic debt securities | $1,402,000 | 1,906 |
| 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 | $1,402,000 | 1,456 |
| 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 | $4,627,000 | 4,725 |
| Mortgage-backed securities | $202,000 | 6,223 |
| Certificates of participation in pools of residential mortgages | $202,000 | 5,828 |
| Issued or guaranteed by U.S. | $202,000 | 5,809 |
| 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) | $200,000 | 3,814 |
| Available-for-sale securities (fair market value) | $16,146,000 | 4,517 |
| Total debt securities | $16,347,000 | 5,101 |
| 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 | $17,872,000 | 4,960 |
| U.S. Government securities | $14,610,000 | 4,637 |
| U.S. Treasury securities | $5,483,000 | 521 |
| U.S. Government agency obligations | $9,127,000 | 5,666 |
| Securities issued by states & political subdivisions | $1,646,000 | 4,576 |
| Other domestic debt securities | $1,616,000 | 1,839 |
| 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 | $1,616,000 | 1,421 |
| 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 | $4,906,000 | 4,633 |
| Mortgage-backed securities | $227,000 | 6,241 |
| Certificates of participation in pools of residential mortgages | $227,000 | 5,842 |
| Issued or guaranteed by U.S. | $227,000 | 5,815 |
| 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) | $200,000 | 3,858 |
| Available-for-sale securities (fair market value) | $17,672,000 | 4,346 |
| Total debt securities | $17,872,000 | 4,909 |
| 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 | $19,187,000 | 4,821 |
| U.S. Government securities | $15,325,000 | 4,574 |
| U.S. Treasury securities | $5,434,000 | 579 |
| U.S. Government agency obligations | $9,891,000 | 5,556 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,595 |
| Other domestic debt securities | $2,222,000 | 1,649 |
| 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 | $2,222,000 | 1,267 |
| 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 | $10,368,000 | 3,306 |
| Mortgage-backed securities | $255,000 | 6,264 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,865 |
| Issued or guaranteed by U.S. | $255,000 | 5,846 |
| 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) | $200,000 | 3,918 |
| Available-for-sale securities (fair market value) | $18,987,000 | 4,218 |
| Total debt securities | $19,187,000 | 4,771 |
| 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 | $19,388,000 | 4,814 |
| U.S. Government securities | $15,228,000 | 4,600 |
| U.S. Treasury securities | $5,794,000 | 569 |
| U.S. Government agency obligations | $9,434,000 | 5,673 |
| Securities issued by states & political subdivisions | $1,653,000 | 4,593 |
| Other domestic debt securities | $2,507,000 | 1,629 |
| 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 | $2,507,000 | 1,247 |
| 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 | $10,205,000 | 3,311 |
| Mortgage-backed securities | $280,000 | 6,271 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,864 |
| Issued or guaranteed by U.S. | $280,000 | 5,850 |
| 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) | $200,000 | 3,976 |
| Available-for-sale securities (fair market value) | $19,188,000 | 4,202 |
| Total debt securities | $19,388,000 | 4,756 |
| 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 | $18,474,000 | 4,926 |
| U.S. Government securities | $13,222,000 | 4,987 |
| U.S. Treasury securities | $10,847,000 | 352 |
| U.S. Government agency obligations | $2,375,000 | 7,840 |
| Securities issued by states & political subdivisions | $1,671,000 | 4,593 |
| Other domestic debt securities | $3,504,000 | 1,383 |
| 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 | $3,504,000 | 1,061 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $77,000 | 1,943 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,838,000 | 5,476 |
| Mortgage-backed securities | $303,000 | 6,293 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,871 |
| Issued or guaranteed by U.S. | $303,000 | 5,858 |
| 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) | $200,000 | 4,030 |
| Available-for-sale securities (fair market value) | $18,274,000 | 4,314 |
| Total debt securities | $18,398,000 | 4,874 |
| 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 | $20,695,000 | 4,695 |
| U.S. Government securities | $14,627,000 | 4,781 |
| U.S. Treasury securities | $11,983,000 | 346 |
| U.S. Government agency obligations | $2,644,000 | 7,813 |
| Securities issued by states & political subdivisions | $1,650,000 | 4,611 |
| Other domestic debt securities | $4,321,000 | 1,289 |
| 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 | $4,321,000 | 963 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $97,000 | 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 | $4,000,000 | 4,962 |
| Mortgage-backed securities | $338,000 | 6,325 |
| Certificates of participation in pools of residential mortgages | $338,000 | 5,892 |
| Issued or guaranteed by U.S. | $338,000 | 5,881 |
| 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) | $200,000 | 4,077 |
| Available-for-sale securities (fair market value) | $20,495,000 | 4,117 |
| Total debt securities | $20,598,000 | 4,641 |
| 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 | $23,055,000 | 4,379 |
| U.S. Government securities | $16,496,000 | 4,379 |
| U.S. Treasury securities | $14,352,000 | 297 |
| U.S. Government agency obligations | $2,144,000 | 7,943 |
| Securities issued by states & political subdivisions | $1,708,000 | 4,556 |
| Other domestic debt securities | $4,731,000 | 1,318 |
| 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 | $4,731,000 | 995 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $120,000 | 1,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,505,000 | 5,115 |
| Mortgage-backed securities | $404,000 | 6,279 |
| Certificates of participation in pools of residential mortgages | $404,000 | 5,832 |
| Issued or guaranteed by U.S. | $404,000 | 5,817 |
| 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) | $200,000 | 4,133 |
| Available-for-sale securities (fair market value) | $22,855,000 | 3,824 |
| Total debt securities | $22,935,000 | 4,318 |
| 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 | $24,923,000 | 4,221 |
| U.S. Government securities | $18,444,000 | 4,135 |
| U.S. Treasury securities | $16,610,000 | 284 |
| U.S. Government agency obligations | $1,834,000 | 8,142 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,932 |
| Other domestic debt securities | $5,043,000 | 1,273 |
| 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 | $5,043,000 | 1,033 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $141,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,201,000 | 5,214 |
| Mortgage-backed securities | $451,000 | 6,262 |
| Certificates of participation in pools of residential mortgages | $451,000 | 5,822 |
| Issued or guaranteed by U.S. | $451,000 | 5,804 |
| 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) | $299,000 | 4,045 |
| Available-for-sale securities (fair market value) | $24,624,000 | 3,678 |
| Total debt securities | $24,782,000 | 4,167 |
| 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 | $22,168,000 | 4,475 |
| U.S. Government securities | $15,062,000 | 4,536 |
| U.S. Treasury securities | $12,623,000 | 342 |
| U.S. Government agency obligations | $2,439,000 | 7,880 |
| Securities issued by states & political subdivisions | $1,480,000 | 4,787 |
| Other domestic debt securities | $5,463,000 | 1,271 |
| 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 | $5,463,000 | 1,037 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $163,000 | 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 | $3,736,000 | 4,937 |
| Mortgage-backed securities | $545,000 | 6,202 |
| Certificates of participation in pools of residential mortgages | $545,000 | 5,743 |
| Issued or guaranteed by U.S. | $545,000 | 5,721 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $473,000 | 3,899 |
| Available-for-sale securities (fair market value) | $21,695,000 | 3,921 |
| Total debt securities | $22,005,000 | 4,418 |
| 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 | $19,402,000 | 4,779 |
| U.S. Government securities | $11,856,000 | 5,113 |
| U.S. Treasury securities | $9,178,000 | 437 |
| U.S. Government agency obligations | $2,678,000 | 7,775 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,746 |
| Other domestic debt securities | $5,858,000 | 1,266 |
| 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 | $5,858,000 | 1,016 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $186,000 | 1,950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,807,000 | 4,887 |
| Mortgage-backed securities | $762,000 | 6,110 |
| Certificates of participation in pools of residential mortgages | $762,000 | 5,584 |
| Issued or guaranteed by U.S. | $762,000 | 5,562 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $473,000 | 3,933 |
| Available-for-sale securities (fair market value) | $18,929,000 | 4,214 |
| Total debt securities | $19,216,000 | 4,712 |
| 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 | $18,251,000 | 4,931 |
| U.S. Government securities | $10,230,000 | 5,524 |
| U.S. Treasury securities | $6,658,000 | 550 |
| U.S. Government agency obligations | $3,572,000 | 7,489 |
| Securities issued by states & political subdivisions | $1,485,000 | 4,683 |
| Other domestic debt securities | $6,325,000 | 1,220 |
| 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 | $6,325,000 | 982 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $211,000 | 1,925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,355,000 | 5,110 |
| Mortgage-backed securities | $1,031,000 | 5,919 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 5,334 |
| Issued or guaranteed by U.S. | $1,031,000 | 5,314 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $473,000 | 3,990 |
| Available-for-sale securities (fair market value) | $17,778,000 | 4,347 |
| Total debt securities | $18,040,000 | 4,871 |
| 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 | $18,887,000 | 4,814 |
| U.S. Government securities | $10,592,000 | 5,445 |
| U.S. Treasury securities | $6,395,000 | 587 |
| U.S. Government agency obligations | $4,197,000 | 7,243 |
| Securities issued by states & political subdivisions | $1,708,000 | 4,500 |
| Other domestic debt securities | $6,353,000 | 1,215 |
| 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 | $6,353,000 | 980 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $234,000 | 1,895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,791,000 | 4,926 |
| Mortgage-backed securities | $1,234,000 | 5,760 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 5,159 |
| Issued or guaranteed by U.S. | $1,234,000 | 5,140 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $473,000 | 4,082 |
| Available-for-sale securities (fair market value) | $18,414,000 | 4,213 |
| Total debt securities | $18,653,000 | 4,766 |
| 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 | $21,165,000 | 4,346 |
| U.S. Government securities | $9,043,000 | 5,767 |
| U.S. Treasury securities | $4,672,000 | 830 |
| U.S. Government agency obligations | $4,371,000 | 7,235 |
| Securities issued by states & political subdivisions | $2,183,000 | 4,196 |
| Other domestic debt securities | $9,623,000 | 967 |
| 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 | $9,623,000 | 747 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $316,000 | 1,755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,498,000 | 4,607 |
| Mortgage-backed securities | $1,821,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 4,624 |
| Issued or guaranteed by U.S. | $1,821,000 | 4,603 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $572,000 | 4,192 |
| Available-for-sale securities (fair market value) | $20,593,000 | 3,757 |
| Total debt securities | $20,849,000 | 4,310 |
| 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 | $19,868,000 | 4,664 |
| U.S. Government securities | $8,028,000 | 6,503 |
| U.S. Treasury securities | $2,947,000 | 1,590 |
| U.S. Government agency obligations | $5,081,000 | 7,359 |
| Securities issued by states & political subdivisions | $2,087,000 | 4,341 |
| Other domestic debt securities | $8,526,000 | 884 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,526,000 | 722 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,227,000 | 2,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,177,000 | 4,199 |
| Mortgage-backed securities | $441,000 | 6,210 |
| Certificates of participation in pools of residential mortgages | $441,000 | 5,541 |
| Issued or guaranteed by U.S. | $441,000 | 5,522 |
| 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) | $1,171,000 | 4,338 |
| Available-for-sale securities (fair market value) | $18,697,000 | 3,989 |
| Total debt securities | $18,641,000 | 4,743 |
| 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 | $17,512,000 | 5,268 |
| U.S. Government securities | $8,531,000 | 6,591 |
| U.S. Treasury securities | $3,182,000 | 2,096 |
| U.S. Government agency obligations | $5,349,000 | 7,374 |
| Securities issued by states & political subdivisions | $1,355,000 | 5,196 |
| Other domestic debt securities | $6,369,000 | 1,061 |
| 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 | $6,369,000 | 859 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,257,000 | 2,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,973,000 | 4,272 |
| Mortgage-backed securities | $577,000 | 6,348 |
| Certificates of participation in pools of residential mortgages | $577,000 | 5,622 |
| Issued or guaranteed by U.S. | $577,000 | 5,609 |
| 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) | $1,569,000 | 4,506 |
| Available-for-sale securities (fair market value) | $15,943,000 | 4,557 |
| Total debt securities | $16,255,000 | 5,435 |
| 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 | $15,423,000 | 5,726 |
| U.S. Government securities | $8,246,000 | 6,662 |
| U.S. Treasury securities | $2,750,000 | 3,311 |
| U.S. Government agency obligations | $5,496,000 | 6,966 |
| Securities issued by states & political subdivisions | $1,079,000 | 5,665 |
| Other domestic debt securities | $4,024,000 | 1,247 |
| 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 | $4,024,000 | 1,012 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,074,000 | 1,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,226,000 | 6,890 |
| Mortgage-backed securities | $759,000 | 6,357 |
| Certificates of participation in pools of residential mortgages | $759,000 | 5,566 |
| Issued or guaranteed by U.S. | $759,000 | 5,548 |
| 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) | $1,566,000 | 5,021 |
| Available-for-sale securities (fair market value) | $13,857,000 | 4,864 |
| Total debt securities | $13,349,000 | 6,062 |
| 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 | $12,780,000 | 6,603 |
| U.S. Government securities | $8,471,000 | 7,054 |
| U.S. Treasury securities | $3,506,000 | 3,974 |
| U.S. Government agency obligations | $4,965,000 | 7,311 |
| Securities issued by states & political subdivisions | $912,000 | 5,969 |
| Other domestic debt securities | $1,899,000 | 1,404 |
| 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 | $1,899,000 | 1,117 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,498,000 | 1,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 7,780 |
| Mortgage-backed securities | $944,000 | 6,406 |
| Certificates of participation in pools of residential mortgages | $944,000 | 5,468 |
| Issued or guaranteed by U.S. | $944,000 | 5,447 |
| 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) | $3,369,000 | 4,846 |
| Available-for-sale securities (fair market value) | $9,411,000 | 5,919 |
| Total debt securities | $11,282,000 | 6,902 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $299,000 | 2,353 |
| 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 | $12,506,000 | 7,122 |
| U.S. Government securities | $8,072,000 | 7,785 |
| U.S. Treasury securities | $4,093,000 | 4,247 |
| U.S. Government agency obligations | $3,979,000 | 8,239 |
| Securities issued by states & political subdivisions | $708,000 | 6,625 |
| Other domestic debt securities | $2,286,000 | 1,409 |
| 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 | $2,286,000 | 1,024 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,440,000 | 1,852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 7,919 |
| Mortgage-backed securities | $1,040,000 | 6,780 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 5,757 |
| Issued or guaranteed by U.S. | $1,040,000 | 5,742 |
| 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) | $3,965,000 | 5,172 |
| Available-for-sale securities (fair market value) | $8,541,000 | 6,445 |
| Total debt securities | $11,066,000 | 7,429 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,044 |
| Fair value | $296,000 | 3,113 |
| 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 | $10,366,000 | 8,145 |
| U.S. Government securities | $6,126,000 | 9,003 |
| U.S. Treasury securities | $3,908,000 | 5,350 |
| U.S. Government agency obligations | $2,218,000 | 9,565 |
| Securities issued by states & political subdivisions | $708,000 | 6,883 |
| Other domestic debt securities | $2,104,000 | 1,743 |
| 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 | $2,104,000 | 1,339 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,428,000 | 1,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,000 | 8,688 |
| Mortgage-backed securities | $1,252,000 | 6,993 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 5,739 |
| Issued or guaranteed by U.S. | $1,252,000 | 5,708 |
| 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) | $3,769,000 | 5,593 |
| Available-for-sale securities (fair market value) | $6,597,000 | 7,309 |
| Total debt securities | $8,938,000 | 8,538 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $296,000 | 4,052 |
| 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 | $10,150,000 | 8,700 |
| U.S. Government securities | $5,774,000 | 9,755 |
| U.S. Treasury securities | $3,889,000 | 6,397 |
| U.S. Government agency obligations | $1,885,000 | 10,061 |
| Securities issued by states & political subdivisions | $866,000 | 6,910 |
| Other domestic debt securities | $2,293,000 | 1,873 |
| 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 | $2,293,000 | 1,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,217,000 | 1,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,000 | 9,072 |
| Mortgage-backed securities | $1,319,000 | 7,359 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 5,963 |
| Issued or guaranteed by U.S. | $1,319,000 | 5,935 |
| 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) | $7,614,000 | 6,638 |
| Available-for-sale securities (fair market value) | $2,536,000 | 8,444 |
| Total debt securities | $8,933,000 | 9,050 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,467,000 | 9,687 |
| U.S. Government securities | $5,255,000 | 10,359 |
| U.S. Treasury securities | $3,287,000 | 7,074 |
| U.S. Government agency obligations | $1,968,000 | 10,299 |
| Securities issued by states & political subdivisions | $250,000 | 8,648 |
| Other domestic debt securities | $1,779,000 | 2,533 |
| Privately issued residential mortgage-backed securities | $32,000 | 3,144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,747,000 | 1,938 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,183,000 | 1,912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $868,000 | 8,824 |
| Mortgage-backed securities | $1,500,000 | 7,794 |
| Certificates of participation in pools of residential mortgages | $1,468,000 | 6,364 |
| Issued or guaranteed by U.S. | $1,468,000 | 6,321 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $32,000 | 6,868 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $32,000 | 2,691 |
| 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 | $7,284,000 | 10,049 |
| 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 | $6,423,000 | 10,844 |
| U.S. Government securities | $4,468,000 | 11,140 |
| U.S. Treasury securities | $2,489,000 | 8,168 |
| U.S. Government agency obligations | $1,979,000 | 10,577 |
| Securities issued by states & political subdivisions | $602,000 | 7,428 |
| Other domestic debt securities | $897,000 | 4,276 |
| Privately issued residential mortgage-backed securities | $201,000 | 3,074 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $696,000 | 3,430 |
| Foreign debt securities | NA | NA |
| Equity securities | $456,000 | 2,756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,080,000 | 8,512 |
| Mortgage-backed securities | $1,881,000 | 7,793 |
| Certificates of participation in pools of residential mortgages | $1,680,000 | 6,543 |
| Issued or guaranteed by U.S. | $1,680,000 | 6,483 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $201,000 | 6,621 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $201,000 | 2,620 |
| 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 | $5,967,000 | 10,936 |
| 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 |