Home > Union Savings and Loan Association > Securities
Union Savings and Loan Association, Securities
| 2023-12-31 | Rank | |
| Total securities | $18,223,000 | 3,655 |
| U.S. Government securities | $7,860,000 | 3,744 |
| U.S. Treasury securities | $1,181,000 | 2,467 |
| U.S. Government agency obligations | $6,679,000 | 3,508 |
| Securities issued by states & political subdivisions | $10,363,000 | 2,420 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $1,370,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,370,000 | 3,136 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $18,223,000 | 3,408 |
| Total debt securities | $18,223,000 | 3,632 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $477,000 | 974 |
| 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 | $18,401,000 | 3,656 |
| U.S. Government securities | $8,248,000 | 3,733 |
| U.S. Treasury securities | $1,358,000 | 2,504 |
| U.S. Government agency obligations | $6,890,000 | 3,501 |
| Securities issued by states & political subdivisions | $10,153,000 | 2,430 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $1,386,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,386,000 | 3,145 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $18,401,000 | 3,397 |
| Total debt securities | $18,401,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $468,000 | 996 |
| 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 | $20,518,000 | 3,611 |
| U.S. Government securities | $9,230,000 | 3,698 |
| U.S. Treasury securities | $1,607,000 | 2,473 |
| U.S. Government agency obligations | $7,623,000 | 3,478 |
| Securities issued by states & political subdivisions | $11,288,000 | 2,385 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $1,490,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,490,000 | 3,146 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $20,518,000 | 3,348 |
| Total debt securities | $20,515,000 | 3,590 |
| 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 | $21,003,000 | 3,676 |
| U.S. Government securities | $9,630,000 | 3,742 |
| U.S. Treasury securities | $1,613,000 | 2,550 |
| U.S. Government agency obligations | $8,017,000 | 3,461 |
| Securities issued by states & political subdivisions | $11,373,000 | 2,435 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $1,558,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,558,000 | 3,172 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $21,003,000 | 3,412 |
| Total debt securities | $21,003,000 | 3,653 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $22,321,000 | 3,643 |
| U.S. Government securities | $10,371,000 | 3,714 |
| U.S. Treasury securities | $1,596,000 | 2,588 |
| U.S. Government agency obligations | $8,775,000 | 3,418 |
| Securities issued by states & political subdivisions | $11,950,000 | 2,427 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $1,633,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,633,000 | 3,187 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $22,321,000 | 3,369 |
| Total debt securities | $22,321,000 | 3,622 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $23,259,000 | 3,611 |
| U.S. Government securities | $11,388,000 | 3,665 |
| U.S. Treasury securities | $1,591,000 | 2,610 |
| U.S. Government agency obligations | $9,797,000 | 3,335 |
| Securities issued by states & political subdivisions | $11,836,000 | 2,435 |
| Other domestic debt securities | $35,000 | 2,404 |
| 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 | $35,000 | 1,950 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $1,676,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,676,000 | 3,197 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $23,259,000 | 3,342 |
| Total debt securities | $23,259,000 | 3,590 |
| 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 | $24,386,000 | 3,608 |
| U.S. Government securities | $11,621,000 | 3,673 |
| U.S. Treasury securities | $1,605,000 | 2,569 |
| U.S. Government agency obligations | $10,016,000 | 3,350 |
| Securities issued by states & political subdivisions | $12,730,000 | 2,432 |
| Other domestic debt securities | $35,000 | 2,259 |
| 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 | $35,000 | 1,931 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $1,806,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $1,806,000 | 3,289 |
| Issued or guaranteed by U.S. | $1,806,000 | 3,198 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $24,386,000 | 3,349 |
| Total debt securities | $24,383,000 | 3,592 |
| 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 | $24,697,000 | 3,544 |
| U.S. Government securities | $11,738,000 | 3,598 |
| U.S. Treasury securities | $1,642,000 | 2,332 |
| U.S. Government agency obligations | $10,096,000 | 3,321 |
| Securities issued by states & political subdivisions | $12,924,000 | 2,420 |
| Other domestic debt securities | $35,000 | 2,243 |
| 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 | $35,000 | 1,900 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $2,003,000 | 3,529 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 3,259 |
| Issued or guaranteed by U.S. | $2,003,000 | 3,168 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $24,697,000 | 3,326 |
| Total debt securities | $24,697,000 | 3,525 |
| 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 | $23,240,000 | 3,551 |
| U.S. Government securities | $9,624,000 | 3,635 |
| U.S. Treasury securities | $1,727,000 | 1,834 |
| U.S. Government agency obligations | $7,897,000 | 3,469 |
| Securities issued by states & political subdivisions | $13,546,000 | 2,422 |
| Other domestic debt securities | $70,000 | 2,200 |
| 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 | $70,000 | 1,841 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $2,238,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $2,238,000 | 3,226 |
| Issued or guaranteed by U.S. | $2,238,000 | 3,121 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $23,240,000 | 3,339 |
| Total debt securities | $23,240,000 | 3,529 |
| 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 | $20,933,000 | 3,607 |
| U.S. Government securities | $2,354,000 | 4,270 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,354,000 | 4,084 |
| Securities issued by states & political subdivisions | $18,579,000 | 2,100 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $2,354,000 | 3,529 |
| Certificates of participation in pools of residential mortgages | $2,354,000 | 3,224 |
| Issued or guaranteed by U.S. | $2,354,000 | 3,138 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $20,933,000 | 3,393 |
| Total debt securities | $20,933,000 | 3,586 |
| 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 | $18,955,000 | 3,662 |
| U.S. Government securities | $2,465,000 | 4,276 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,465,000 | 4,096 |
| Securities issued by states & political subdivisions | $16,490,000 | 2,192 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $2,465,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $2,465,000 | 3,198 |
| Issued or guaranteed by U.S. | $2,465,000 | 3,102 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $18,955,000 | 3,443 |
| Total debt securities | $18,955,000 | 3,639 |
| 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 | $10,056,000 | 4,099 |
| U.S. Government securities | $1,810,000 | 4,306 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,810,000 | 4,165 |
| Securities issued by states & political subdivisions | $8,246,000 | 2,809 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $1,810,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 3,319 |
| Issued or guaranteed by U.S. | $1,810,000 | 3,227 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $10,056,000 | 3,867 |
| Total debt securities | $10,056,000 | 4,072 |
| 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 | $7,573,000 | 4,214 |
| U.S. Government securities | $1,010,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,010,000 | 4,255 |
| Securities issued by states & political subdivisions | $6,563,000 | 2,981 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $1,010,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 3,520 |
| Issued or guaranteed by U.S. | $1,010,000 | 3,433 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $6,563,000 | 793 |
| Available-for-sale securities (fair market value) | $1,010,000 | 4,462 |
| Total debt securities | $7,573,000 | 4,188 |
| 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 | $3,224,000 | 4,524 |
| U.S. Government securities | $1,054,000 | 4,396 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,054,000 | 4,273 |
| Securities issued by states & political subdivisions | $2,170,000 | 3,576 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $1,054,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $1,054,000 | 3,499 |
| Issued or guaranteed by U.S. | $1,054,000 | 3,409 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,170,000 | 1,108 |
| Available-for-sale securities (fair market value) | $1,054,000 | 4,480 |
| Total debt securities | $3,224,000 | 4,504 |
| 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 | $843,000 | 4,787 |
| U.S. Government securities | $316,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $316,000 | 4,493 |
| Securities issued by states & political subdivisions | $527,000 | 4,018 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $316,000 | 3,952 |
| Certificates of participation in pools of residential mortgages | $316,000 | 3,759 |
| Issued or guaranteed by U.S. | $316,000 | 3,685 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $165,000 | 1,543 |
| Available-for-sale securities (fair market value) | $678,000 | 4,546 |
| Total debt securities | $843,000 | 4,763 |
| 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 | $507,000 | 4,874 |
| U.S. Government securities | $342,000 | 4,664 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $342,000 | 4,559 |
| Securities issued by states & political subdivisions | $165,000 | 4,169 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $342,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $342,000 | 3,774 |
| Issued or guaranteed by U.S. | $342,000 | 3,686 |
| 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) | $165,000 | 1,560 |
| Available-for-sale securities (fair market value) | $342,000 | 4,642 |
| Total debt securities | $507,000 | 4,853 |
| 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 | $566,000 | 4,932 |
| U.S. Government securities | $371,000 | 4,755 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $371,000 | 4,628 |
| Securities issued by states & political subdivisions | $195,000 | 4,179 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $371,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $371,000 | 3,771 |
| Issued or guaranteed by U.S. | $371,000 | 3,697 |
| 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) | $195,000 | 1,596 |
| Available-for-sale securities (fair market value) | $371,000 | 4,698 |
| Total debt securities | $566,000 | 4,914 |
| 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 | $594,000 | 5,015 |
| U.S. Government securities | $399,000 | 4,838 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $399,000 | 4,706 |
| Securities issued by states & political subdivisions | $195,000 | 4,243 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $399,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $399,000 | 3,798 |
| Issued or guaranteed by U.S. | $399,000 | 3,722 |
| 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) | $195,000 | 1,661 |
| Available-for-sale securities (fair market value) | $399,000 | 4,777 |
| Total debt securities | $594,000 | 4,996 |
| 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 | $656,000 | 5,059 |
| U.S. Government securities | $431,000 | 4,888 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $431,000 | 4,762 |
| Securities issued by states & political subdivisions | $225,000 | 4,284 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $431,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $431,000 | 3,806 |
| Issued or guaranteed by U.S. | $431,000 | 3,736 |
| 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) | $225,000 | 1,691 |
| Available-for-sale securities (fair market value) | $431,000 | 4,823 |
| Total debt securities | $656,000 | 5,040 |
| 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 | $691,000 | 5,106 |
| U.S. Government securities | $466,000 | 4,934 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $466,000 | 4,812 |
| Securities issued by states & political subdivisions | $225,000 | 4,341 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $466,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $466,000 | 3,817 |
| Issued or guaranteed by U.S. | $466,000 | 3,735 |
| 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) | $225,000 | 1,719 |
| Available-for-sale securities (fair market value) | $466,000 | 4,864 |
| Total debt securities | $690,000 | 5,088 |
| 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 | $754,000 | 5,143 |
| U.S. Government securities | $499,000 | 4,965 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $499,000 | 4,837 |
| Securities issued by states & political subdivisions | $255,000 | 4,372 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $499,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $499,000 | 3,833 |
| Issued or guaranteed by U.S. | $499,000 | 3,768 |
| 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) | $255,000 | 1,744 |
| Available-for-sale securities (fair market value) | $499,000 | 4,900 |
| Total debt securities | $754,000 | 5,124 |
| 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 | $784,000 | 5,208 |
| U.S. Government securities | $529,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $529,000 | 4,903 |
| Securities issued by states & political subdivisions | $255,000 | 4,419 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $529,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $529,000 | 3,872 |
| Issued or guaranteed by U.S. | $529,000 | 3,846 |
| 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) | $255,000 | 1,775 |
| Available-for-sale securities (fair market value) | $529,000 | 4,964 |
| Total debt securities | $784,000 | 5,190 |
| 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 | $848,000 | 5,263 |
| U.S. Government securities | $563,000 | 5,069 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $563,000 | 4,940 |
| Securities issued by states & political subdivisions | $285,000 | 4,466 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $563,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $563,000 | 3,906 |
| Issued or guaranteed by U.S. | $563,000 | 3,745 |
| 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) | $285,000 | 1,795 |
| Available-for-sale securities (fair market value) | $563,000 | 5,014 |
| Total debt securities | $848,000 | 5,243 |
| 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 | $888,000 | 5,322 |
| U.S. Government securities | $603,000 | 5,128 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $603,000 | 5,008 |
| Securities issued by states & political subdivisions | $285,000 | 4,509 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $603,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $603,000 | 3,933 |
| Issued or guaranteed by U.S. | $603,000 | 3,926 |
| 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) | $285,000 | 1,816 |
| Available-for-sale securities (fair market value) | $603,000 | 5,070 |
| Total debt securities | $887,000 | 5,303 |
| 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 | $962,000 | 5,373 |
| U.S. Government securities | $647,000 | 5,164 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $647,000 | 5,054 |
| Securities issued by states & political subdivisions | $315,000 | 4,551 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $646,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $646,000 | 3,957 |
| Issued or guaranteed by U.S. | $646,000 | 3,951 |
| 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) | $315,000 | 1,832 |
| Available-for-sale securities (fair market value) | $647,000 | 5,129 |
| Total debt securities | $962,000 | 5,357 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $1,006,000 | 5,426 |
| U.S. Government securities | $691,000 | 5,214 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $691,000 | 5,100 |
| Securities issued by states & political subdivisions | $315,000 | 4,598 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $688,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $688,000 | 3,984 |
| Issued or guaranteed by U.S. | $688,000 | 3,979 |
| 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) | $315,000 | 1,884 |
| Available-for-sale securities (fair market value) | $691,000 | 5,175 |
| Total debt securities | $1,003,000 | 5,407 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $1,080,000 | 5,475 |
| U.S. Government securities | $735,000 | 5,252 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $735,000 | 5,140 |
| Securities issued by states & political subdivisions | $345,000 | 4,630 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $731,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $731,000 | 4,008 |
| Issued or guaranteed by U.S. | $731,000 | 4,002 |
| 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) | $345,000 | 1,903 |
| Available-for-sale securities (fair market value) | $735,000 | 5,216 |
| Total debt securities | $1,080,000 | 5,454 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $1,128,000 | 5,540 |
| U.S. Government securities | $783,000 | 5,317 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $783,000 | 5,201 |
| Securities issued by states & political subdivisions | $345,000 | 4,690 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $777,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $777,000 | 4,057 |
| Issued or guaranteed by U.S. | $777,000 | 4,053 |
| 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) | $345,000 | 1,941 |
| Available-for-sale securities (fair market value) | $783,000 | 5,268 |
| Total debt securities | $1,129,000 | 5,520 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $1,201,000 | 5,592 |
| U.S. Government securities | $831,000 | 5,347 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $831,000 | 5,232 |
| Securities issued by states & political subdivisions | $370,000 | 4,724 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $824,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $824,000 | 4,064 |
| Issued or guaranteed by U.S. | $824,000 | 4,058 |
| 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) | $370,000 | 1,949 |
| Available-for-sale securities (fair market value) | $831,000 | 5,313 |
| Total debt securities | $1,199,000 | 5,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,248,000 | 5,640 |
| U.S. Government securities | $878,000 | 5,390 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $878,000 | 5,283 |
| Securities issued by states & political subdivisions | $370,000 | 4,761 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $870,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $870,000 | 4,089 |
| Issued or guaranteed by U.S. | $870,000 | 4,086 |
| 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) | $370,000 | 1,962 |
| Available-for-sale securities (fair market value) | $878,000 | 5,359 |
| Total debt securities | $1,248,000 | 5,620 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,329,000 | 5,709 |
| U.S. Government securities | $934,000 | 5,477 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $934,000 | 5,380 |
| Securities issued by states & political subdivisions | $395,000 | 4,790 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $924,000 | 4,388 |
| Certificates of participation in pools of residential mortgages | $924,000 | 4,115 |
| Issued or guaranteed by U.S. | $924,000 | 4,110 |
| 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) | $395,000 | 1,995 |
| Available-for-sale securities (fair market value) | $934,000 | 5,428 |
| Total debt securities | $1,329,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,385,000 | 5,779 |
| U.S. Government securities | $990,000 | 5,546 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $990,000 | 5,448 |
| Securities issued by states & political subdivisions | $395,000 | 4,831 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $979,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $979,000 | 4,124 |
| Issued or guaranteed by U.S. | $979,000 | 4,120 |
| 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) | $395,000 | 2,033 |
| Available-for-sale securities (fair market value) | $990,000 | 5,478 |
| Total debt securities | $1,386,000 | 5,762 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,464,000 | 5,829 |
| U.S. Government securities | $1,044,000 | 5,578 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,044,000 | 5,482 |
| Securities issued by states & political subdivisions | $420,000 | 4,854 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $1,032,000 | 4,396 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 4,127 |
| Issued or guaranteed by U.S. | $1,032,000 | 4,124 |
| 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) | $420,000 | 2,066 |
| Available-for-sale securities (fair market value) | $1,044,000 | 5,516 |
| Total debt securities | $1,464,000 | 5,809 |
| 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 | $1,516,000 | 5,900 |
| U.S. Government securities | $1,096,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,096,000 | 5,572 |
| Securities issued by states & political subdivisions | $420,000 | 4,905 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $1,082,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $1,082,000 | 4,172 |
| Issued or guaranteed by U.S. | $1,082,000 | 4,167 |
| 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) | $420,000 | 2,084 |
| Available-for-sale securities (fair market value) | $1,096,000 | 5,594 |
| Total debt securities | $1,516,000 | 5,879 |
| 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 | $1,613,000 | 5,963 |
| U.S. Government securities | $1,168,000 | 5,733 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,168,000 | 5,645 |
| Securities issued by states & political subdivisions | $445,000 | 4,925 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $1,153,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $1,153,000 | 4,231 |
| Issued or guaranteed by U.S. | $1,153,000 | 4,227 |
| 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) | $445,000 | 2,121 |
| Available-for-sale securities (fair market value) | $1,168,000 | 5,651 |
| Total debt securities | $1,613,000 | 5,943 |
| 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 | $1,704,000 | 6,015 |
| U.S. Government securities | $1,259,000 | 5,793 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,259,000 | 5,706 |
| Securities issued by states & political subdivisions | $445,000 | 4,932 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $1,240,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $1,240,000 | 4,264 |
| Issued or guaranteed by U.S. | $1,240,000 | 4,257 |
| 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) | $445,000 | 2,116 |
| Available-for-sale securities (fair market value) | $1,259,000 | 5,694 |
| Total debt securities | $1,702,000 | 5,994 |
| 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 | $1,798,000 | 6,103 |
| U.S. Government securities | $1,328,000 | 5,873 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,328,000 | 5,778 |
| Securities issued by states & political subdivisions | $470,000 | 5,006 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $1,310,000 | 4,616 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 4,308 |
| Issued or guaranteed by U.S. | $1,310,000 | 4,301 |
| 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) | $470,000 | 2,130 |
| Available-for-sale securities (fair market value) | $1,328,000 | 5,779 |
| Total debt securities | $1,798,000 | 6,083 |
| 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 | $1,862,000 | 6,181 |
| U.S. Government securities | $1,392,000 | 5,957 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,392,000 | 5,863 |
| Securities issued by states & political subdivisions | $470,000 | 5,060 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $1,373,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 4,362 |
| Issued or guaranteed by U.S. | $1,373,000 | 4,358 |
| 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) | $470,000 | 2,165 |
| Available-for-sale securities (fair market value) | $1,392,000 | 5,857 |
| Total debt securities | $1,863,000 | 6,162 |
| Structured notes | ||
| Amortized cost | $470,000 | 2,015 |
| Fair value | $470,000 | 2,006 |
| 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 | $1,954,000 | 6,242 |
| U.S. Government securities | $1,459,000 | 6,021 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,459,000 | 5,925 |
| Securities issued by states & political subdivisions | $495,000 | 5,104 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $1,439,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 4,389 |
| Issued or guaranteed by U.S. | $1,439,000 | 4,387 |
| 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) | $495,000 | 2,167 |
| Available-for-sale securities (fair market value) | $1,459,000 | 5,908 |
| Total debt securities | $1,955,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,025 |
| Fair value | $495,000 | 1,973 |
| 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 | $2,014,000 | 6,282 |
| U.S. Government securities | $1,519,000 | 6,061 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,519,000 | 5,966 |
| Securities issued by states & political subdivisions | $495,000 | 5,138 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $1,495,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $1,495,000 | 4,403 |
| Issued or guaranteed by U.S. | $1,495,000 | 4,399 |
| 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) | $495,000 | 2,176 |
| Available-for-sale securities (fair market value) | $1,519,000 | 5,950 |
| Total debt securities | $2,013,000 | 6,258 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,074 |
| Fair value | $495,000 | 2,015 |
| 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 | $2,125,000 | 6,345 |
| U.S. Government securities | $1,605,000 | 6,099 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,605,000 | 5,999 |
| Securities issued by states & political subdivisions | $520,000 | 5,168 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $1,580,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,580,000 | 4,392 |
| 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) | $520,000 | 2,147 |
| Available-for-sale securities (fair market value) | $1,605,000 | 6,010 |
| Total debt securities | $2,124,000 | 6,319 |
| Structured notes | ||
| Amortized cost | $520,000 | 1,936 |
| Fair value | $520,000 | 1,936 |
| 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 | $2,202,000 | 6,409 |
| U.S. Government securities | $1,682,000 | 6,160 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,682,000 | 6,061 |
| Securities issued by states & political subdivisions | $520,000 | 5,192 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $1,656,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 4,406 |
| Issued or guaranteed by U.S. | $1,656,000 | 4,400 |
| 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) | $520,000 | 2,138 |
| Available-for-sale securities (fair market value) | $1,682,000 | 6,073 |
| Total debt securities | $2,202,000 | 6,382 |
| Structured notes | ||
| Amortized cost | $520,000 | 1,930 |
| Fair value | $520,000 | 1,929 |
| 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 | $2,334,000 | 6,417 |
| U.S. Government securities | $1,789,000 | 6,126 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,789,000 | 6,021 |
| Securities issued by states & political subdivisions | $545,000 | 5,183 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $1,762,000 | 4,732 |
| Certificates of participation in pools of residential mortgages | $1,762,000 | 4,346 |
| Issued or guaranteed by U.S. | $1,762,000 | 4,342 |
| 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) | $545,000 | 2,067 |
| Available-for-sale securities (fair market value) | $1,789,000 | 6,085 |
| Total debt securities | $2,333,000 | 6,388 |
| Structured notes | ||
| Amortized cost | $545,000 | 1,903 |
| Fair value | $545,000 | 1,902 |
| 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 | $2,477,000 | 6,451 |
| U.S. Government securities | $1,932,000 | 6,138 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,932,000 | 6,036 |
| Securities issued by states & political subdivisions | $545,000 | 5,205 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,903,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 4,320 |
| Issued or guaranteed by U.S. | $1,903,000 | 4,317 |
| 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) | $545,000 | 2,063 |
| Available-for-sale securities (fair market value) | $1,932,000 | 6,127 |
| Total debt securities | $2,472,000 | 6,422 |
| Structured notes | ||
| Amortized cost | $545,000 | 1,952 |
| Fair value | $545,000 | 1,951 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,622,000 | 6,472 |
| U.S. Government securities | $2,052,000 | 6,144 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,052,000 | 6,046 |
| Securities issued by states & political subdivisions | $570,000 | 5,212 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $2,017,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $2,017,000 | 4,308 |
| Issued or guaranteed by U.S. | $2,017,000 | 4,307 |
| 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) | $570,000 | 2,076 |
| Available-for-sale securities (fair market value) | $2,052,000 | 6,146 |
| Total debt securities | $2,618,000 | 6,442 |
| Structured notes | ||
| Amortized cost | $570,000 | 1,970 |
| Fair value | $570,000 | 1,969 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,709,000 | 6,567 |
| U.S. Government securities | $2,139,000 | 6,252 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,139,000 | 6,159 |
| Securities issued by states & political subdivisions | $570,000 | 5,241 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $2,101,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,413 |
| Issued or guaranteed by U.S. | $2,101,000 | 4,411 |
| 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) | $570,000 | 2,118 |
| Available-for-sale securities (fair market value) | $2,139,000 | 6,225 |
| Total debt securities | $2,708,000 | 6,533 |
| Structured notes | ||
| Amortized cost | $570,000 | 2,144 |
| Fair value | $570,000 | 2,144 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,827,000 | 6,621 |
| U.S. Government securities | $2,232,000 | 6,328 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,232,000 | 6,232 |
| Securities issued by states & political subdivisions | $595,000 | 5,214 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $2,192,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 4,420 |
| Issued or guaranteed by U.S. | $2,192,000 | 4,419 |
| 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) | $595,000 | 2,122 |
| Available-for-sale securities (fair market value) | $2,232,000 | 6,281 |
| Total debt securities | $2,821,000 | 6,589 |
| Structured notes | ||
| Amortized cost | $595,000 | 2,395 |
| Fair value | $595,000 | 2,397 |
| 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 | $2,880,000 | 6,678 |
| U.S. Government securities | $2,285,000 | 6,403 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,285,000 | 6,304 |
| Securities issued by states & political subdivisions | $595,000 | 5,205 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $2,248,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $2,248,000 | 4,426 |
| Issued or guaranteed by U.S. | $2,248,000 | 4,423 |
| 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) | $595,000 | 2,167 |
| Available-for-sale securities (fair market value) | $2,285,000 | 6,327 |
| Total debt securities | $2,880,000 | 6,642 |
| Structured notes | ||
| Amortized cost | $595,000 | 2,635 |
| Fair value | $595,000 | 2,636 |
| 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 | $792,000 | 7,008 |
| U.S. Government securities | $138,000 | 6,932 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $138,000 | 6,841 |
| Securities issued by states & political subdivisions | $615,000 | 5,190 |
| Other domestic debt securities | $39,000 | 2,808 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,000 | 2,096 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $138,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $138,000 | 5,368 |
| Issued or guaranteed by U.S. | $138,000 | 5,354 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $615,000 | 2,250 |
| Available-for-sale securities (fair market value) | $177,000 | 6,669 |
| Total debt securities | $792,000 | 6,981 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $823,000 | 7,077 |
| U.S. Government securities | $167,000 | 7,005 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $167,000 | 6,910 |
| Securities issued by states & political subdivisions | $615,000 | 5,184 |
| Other domestic debt securities | $41,000 | 2,790 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,000 | 2,066 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $167,000 | 5,646 |
| Certificates of participation in pools of residential mortgages | $167,000 | 5,350 |
| Issued or guaranteed by U.S. | $167,000 | 5,334 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $616,000 | 2,272 |
| Available-for-sale securities (fair market value) | $207,000 | 6,727 |
| Total debt securities | $823,000 | 7,049 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $853,000 | 7,141 |
| U.S. Government securities | $175,000 | 7,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $175,000 | 6,992 |
| Securities issued by states & political subdivisions | $635,000 | 5,151 |
| Other domestic debt securities | $43,000 | 2,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,000 | 2,001 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $175,000 | 5,660 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,356 |
| Issued or guaranteed by U.S. | $175,000 | 5,344 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $636,000 | 2,290 |
| Available-for-sale securities (fair market value) | $217,000 | 6,792 |
| Total debt securities | $853,000 | 7,115 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $901,000 | 7,194 |
| U.S. Government securities | $221,000 | 7,129 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $221,000 | 7,034 |
| Securities issued by states & political subdivisions | $635,000 | 5,155 |
| Other domestic debt securities | $45,000 | 2,795 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,000 | 2,046 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $221,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,302 |
| Issued or guaranteed by U.S. | $221,000 | 5,291 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $635,000 | 2,308 |
| Available-for-sale securities (fair market value) | $266,000 | 6,834 |
| Total debt securities | $901,000 | 7,166 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $957,000 | 7,238 |
| U.S. Government securities | $256,000 | 7,158 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $256,000 | 7,050 |
| Securities issued by states & political subdivisions | $655,000 | 5,159 |
| Other domestic debt securities | $46,000 | 2,950 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,000 | 2,054 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $256,000 | 5,608 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,241 |
| Issued or guaranteed by U.S. | $256,000 | 5,228 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $659,000 | 2,313 |
| Available-for-sale securities (fair market value) | $298,000 | 6,871 |
| Total debt securities | $957,000 | 7,210 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $989,000 | 7,301 |
| U.S. Government securities | $942,000 | 7,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $942,000 | 6,916 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $47,000 | 3,025 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,000 | 2,104 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $287,000 | 5,636 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,231 |
| Issued or guaranteed by U.S. | $287,000 | 5,220 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $656,000 | 2,373 |
| Available-for-sale securities (fair market value) | $333,000 | 6,928 |
| Total debt securities | $989,000 | 7,272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $365,000 | 7,488 |
| U.S. Government securities | $316,000 | 7,288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $316,000 | 7,192 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $49,000 | 3,020 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,000 | 2,069 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $316,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,267 |
| Issued or guaranteed by U.S. | $316,000 | 5,257 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $365,000 | 6,977 |
| Total debt securities | $365,000 | 7,456 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $395,000 | 7,577 |
| U.S. Government securities | $343,000 | 7,391 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $343,000 | 7,291 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $52,000 | 3,069 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,000 | 2,083 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $343,000 | 5,731 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,354 |
| Issued or guaranteed by U.S. | $343,000 | 5,343 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,229 |
| Available-for-sale securities (fair market value) | $393,000 | 7,059 |
| Total debt securities | $395,000 | 7,546 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $444,000 | 7,617 |
| U.S. Government securities | $370,000 | 7,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $370,000 | 7,314 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $74,000 | 3,111 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,000 | 2,131 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $370,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $370,000 | 5,400 |
| Issued or guaranteed by U.S. | $370,000 | 5,387 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,307 |
| Available-for-sale securities (fair market value) | $443,000 | 7,091 |
| Total debt securities | $444,000 | 7,587 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $471,000 | 7,689 |
| U.S. Government securities | $394,000 | 7,481 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $394,000 | 7,394 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $77,000 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $77,000 | 2,222 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $394,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,454 |
| Issued or guaranteed by U.S. | $394,000 | 5,438 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $471,000 | 7,148 |
| Total debt securities | $471,000 | 7,655 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $506,000 | 7,739 |
| U.S. Government securities | $424,000 | 7,538 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $424,000 | 7,458 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $82,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,000 | 2,318 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $424,000 | 5,863 |
| Certificates of participation in pools of residential mortgages | $424,000 | 5,489 |
| Issued or guaranteed by U.S. | $424,000 | 5,471 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $506,000 | 7,185 |
| Total debt securities | $506,000 | 7,707 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $551,000 | 7,813 |
| U.S. Government securities | $466,000 | 7,617 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $466,000 | 7,537 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $85,000 | 3,221 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,000 | 2,436 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $466,000 | 5,888 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,524 |
| Issued or guaranteed by U.S. | $466,000 | 5,508 |
| 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) | $551,000 | 7,241 |
| Total debt securities | $551,000 | 7,784 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $575,000 | 7,865 |
| U.S. Government securities | $488,000 | 7,688 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $488,000 | 7,615 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $87,000 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $87,000 | 2,367 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $488,000 | 5,878 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,509 |
| Issued or guaranteed by U.S. | $488,000 | 5,493 |
| 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) | $575,000 | 7,273 |
| Total debt securities | $575,000 | 7,838 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $593,000 | 7,918 |
| U.S. Government securities | $502,000 | 7,720 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $502,000 | 7,643 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $91,000 | 3,102 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,000 | 2,328 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $502,000 | 5,855 |
| Certificates of participation in pools of residential mortgages | $502,000 | 5,498 |
| Issued or guaranteed by U.S. | $502,000 | 5,483 |
| 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) | $593,000 | 7,318 |
| Total debt securities | $593,000 | 7,886 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $864,000 | 7,915 |
| U.S. Government securities | $771,000 | 7,706 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $771,000 | 7,631 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $93,000 | 3,072 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $93,000 | 2,339 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $521,000 | 5,865 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,500 |
| Issued or guaranteed by U.S. | $521,000 | 5,479 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,569 |
| Available-for-sale securities (fair market value) | $863,000 | 7,331 |
| Total debt securities | $864,000 | 7,872 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $895,000 | 7,960 |
| U.S. Government securities | $800,000 | 7,755 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $800,000 | 7,677 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $95,000 | 3,034 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,000 | 2,296 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $549,000 | 5,816 |
| Certificates of participation in pools of residential mortgages | $549,000 | 5,435 |
| Issued or guaranteed by U.S. | $549,000 | 5,409 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 3,565 |
| Available-for-sale securities (fair market value) | $890,000 | 7,369 |
| Total debt securities | $895,000 | 7,913 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,174,000 | 7,961 |
| U.S. Government securities | $1,077,000 | 7,768 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,077,000 | 7,661 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $97,000 | 2,861 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,000 | 2,164 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $579,000 | 5,655 |
| Certificates of participation in pools of residential mortgages | $579,000 | 5,252 |
| Issued or guaranteed by U.S. | $579,000 | 5,232 |
| 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) | $1,174,000 | 7,302 |
| Total debt securities | $1,174,000 | 7,917 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $1,230,000 | 7,999 |
| U.S. Government securities | $1,131,000 | 7,808 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,131,000 | 7,702 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $99,000 | 2,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,128 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $635,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $635,000 | 5,105 |
| Issued or guaranteed by U.S. | $635,000 | 5,088 |
| 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) | $1,230,000 | 7,318 |
| Total debt securities | $1,230,000 | 7,956 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $1,280,000 | 8,032 |
| U.S. Government securities | $1,169,000 | 7,850 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,169,000 | 7,740 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $111,000 | 2,728 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $111,000 | 2,054 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $677,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $677,000 | 5,079 |
| Issued or guaranteed by U.S. | $677,000 | 5,063 |
| 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) | $1,000 | 3,757 |
| Available-for-sale securities (fair market value) | $1,279,000 | 7,338 |
| Total debt securities | $1,280,000 | 7,994 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $1,325,000 | 8,063 |
| U.S. Government securities | $1,206,000 | 7,887 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,206,000 | 7,777 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $119,000 | 2,749 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,000 | 2,096 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $714,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $714,000 | 5,058 |
| Issued or guaranteed by U.S. | $714,000 | 5,039 |
| 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) | $1,000 | 3,834 |
| Available-for-sale securities (fair market value) | $1,324,000 | 7,360 |
| Total debt securities | $1,325,000 | 8,018 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $1,358,000 | 8,113 |
| U.S. Government securities | $1,236,000 | 7,934 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,236,000 | 7,824 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $122,000 | 2,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,000 | 2,156 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $746,000 | 5,488 |
| Certificates of participation in pools of residential mortgages | $746,000 | 5,037 |
| Issued or guaranteed by U.S. | $746,000 | 5,019 |
| 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) | $1,358,000 | 7,400 |
| Total debt securities | $1,358,000 | 8,067 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $1,410,000 | 8,182 |
| U.S. Government securities | $1,279,000 | 8,001 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,279,000 | 7,887 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $131,000 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,000 | 2,190 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $791,000 | 5,447 |
| Certificates of participation in pools of residential mortgages | $791,000 | 4,992 |
| Issued or guaranteed by U.S. | $791,000 | 4,969 |
| 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) | $1,410,000 | 7,434 |
| Total debt securities | $1,410,000 | 8,139 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $1,460,000 | 8,215 |
| U.S. Government securities | $1,326,000 | 8,030 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,326,000 | 7,906 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $134,000 | 2,882 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $134,000 | 2,267 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $844,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $844,000 | 4,988 |
| Issued or guaranteed by U.S. | $844,000 | 4,967 |
| 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) | $1,460,000 | 7,453 |
| Total debt securities | $1,460,000 | 8,178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $1,519,000 | 8,244 |
| U.S. Government securities | $1,372,000 | 8,068 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,372,000 | 7,946 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $147,000 | 2,957 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,000 | 2,373 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $887,000 | 5,448 |
| Certificates of participation in pools of residential mortgages | $887,000 | 4,989 |
| Issued or guaranteed by U.S. | $887,000 | 4,970 |
| 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) | $-23,000 | 8,798 |
| Available-for-sale securities (fair market value) | $1,542,000 | 7,475 |
| Total debt securities | $1,519,000 | 8,206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $1,579,000 | 8,282 |
| U.S. Government securities | $1,407,000 | 8,102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,407,000 | 7,978 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $172,000 | 3,017 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $172,000 | 2,468 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $920,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $920,000 | 5,000 |
| Issued or guaranteed by U.S. | $920,000 | 4,981 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-3,000 | 8,839 |
| Available-for-sale securities (fair market value) | $1,582,000 | 7,509 |
| Total debt securities | $1,579,000 | 8,234 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $1,635,000 | 8,302 |
| U.S. Government securities | $1,454,000 | 8,114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,454,000 | 7,997 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $181,000 | 3,064 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $181,000 | 2,530 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $965,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $965,000 | 4,992 |
| Issued or guaranteed by U.S. | $965,000 | 4,974 |
| 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) | $5,000 | 4,242 |
| Available-for-sale securities (fair market value) | $1,630,000 | 7,524 |
| Total debt securities | $1,635,000 | 8,250 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $1,737,000 | 8,312 |
| U.S. Government securities | $1,511,000 | 8,118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,511,000 | 7,990 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $226,000 | 3,029 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $226,000 | 2,527 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,016,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $1,016,000 | 5,008 |
| Issued or guaranteed by U.S. | $1,016,000 | 4,989 |
| 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) | $7,000 | 4,281 |
| Available-for-sale securities (fair market value) | $1,730,000 | 7,540 |
| Total debt securities | $1,737,000 | 8,265 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $1,805,000 | 8,367 |
| U.S. Government securities | $1,574,000 | 8,168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,574,000 | 8,030 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $231,000 | 3,075 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $231,000 | 2,608 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,084,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 5,010 |
| Issued or guaranteed by U.S. | $1,084,000 | 4,996 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,805,000 | 7,599 |
| Total debt securities | $1,805,000 | 8,314 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $1,888,000 | 8,389 |
| U.S. Government securities | $1,653,000 | 8,166 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,653,000 | 8,031 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $235,000 | 3,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $235,000 | 2,664 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,155,000 | 5,529 |
| Certificates of participation in pools of residential mortgages | $1,155,000 | 5,002 |
| Issued or guaranteed by U.S. | $1,155,000 | 4,989 |
| 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) | $24,000 | 4,350 |
| Available-for-sale securities (fair market value) | $1,864,000 | 7,610 |
| Total debt securities | $1,888,000 | 8,332 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,497,000 | 8,294 |
| U.S. Government securities | $2,195,000 | 8,048 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,195,000 | 7,896 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $302,000 | 3,034 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $302,000 | 2,609 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,197,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 4,988 |
| Issued or guaranteed by U.S. | $1,197,000 | 4,978 |
| 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) | $29,000 | 4,383 |
| Available-for-sale securities (fair market value) | $2,468,000 | 7,484 |
| Total debt securities | $2,497,000 | 8,239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,808,000 | 8,301 |
| U.S. Government securities | $2,484,000 | 8,039 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,484,000 | 7,868 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $324,000 | 3,102 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $324,000 | 2,688 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,259,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $1,259,000 | 5,025 |
| Issued or guaranteed by U.S. | $1,259,000 | 5,012 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,808,000 | 7,480 |
| Total debt securities | $2,808,000 | 8,249 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $1,991,000 | 8,482 |
| U.S. Government securities | $1,630,000 | 8,267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,630,000 | 8,123 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $361,000 | 3,176 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $361,000 | 2,753 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $871,000 | 5,881 |
| Certificates of participation in pools of residential mortgages | $871,000 | 5,371 |
| Issued or guaranteed by U.S. | $871,000 | 5,352 |
| 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) | $45,000 | 4,445 |
| Available-for-sale securities (fair market value) | $1,946,000 | 7,695 |
| Total debt securities | $1,991,000 | 8,419 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $2,191,000 | 8,498 |
| U.S. Government securities | $1,665,000 | 8,333 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,665,000 | 8,189 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $526,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $526,000 | 2,656 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $915,000 | 5,852 |
| Certificates of participation in pools of residential mortgages | $915,000 | 5,354 |
| Issued or guaranteed by U.S. | $915,000 | 5,332 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,000 | 4,479 |
| Available-for-sale securities (fair market value) | $2,138,000 | 7,694 |
| Total debt securities | $2,191,000 | 8,430 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $1,818,000 | 8,608 |
| U.S. Government securities | $1,267,000 | 8,461 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,267,000 | 8,314 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $551,000 | 3,069 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $551,000 | 2,728 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,015,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 5,271 |
| Issued or guaranteed by U.S. | $1,015,000 | 5,247 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,000 | 4,497 |
| Available-for-sale securities (fair market value) | $1,761,000 | 7,815 |
| Total debt securities | $1,818,000 | 8,538 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $1,866,000 | 8,622 |
| U.S. Government securities | $1,225,000 | 8,483 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,225,000 | 8,335 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $641,000 | 3,083 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $641,000 | 2,735 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,225,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $1,225,000 | 5,166 |
| Issued or guaranteed by U.S. | $1,225,000 | 5,145 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $83,000 | 4,487 |
| Available-for-sale securities (fair market value) | $1,783,000 | 7,828 |
| Total debt securities | $1,866,000 | 8,545 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $2,086,000 | 8,624 |
| U.S. Government securities | $1,406,000 | 8,496 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,406,000 | 8,333 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $680,000 | 3,084 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $680,000 | 2,737 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,406,000 | 5,669 |
| Certificates of participation in pools of residential mortgages | $1,406,000 | 5,035 |
| Issued or guaranteed by U.S. | $1,406,000 | 5,020 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,000 | 4,524 |
| Available-for-sale securities (fair market value) | $1,995,000 | 7,809 |
| Total debt securities | $2,086,000 | 8,542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $2,213,000 | 8,636 |
| U.S. Government securities | $1,509,000 | 8,520 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,509,000 | 8,356 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $704,000 | 3,072 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $704,000 | 2,728 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,509,000 | 5,601 |
| Certificates of participation in pools of residential mortgages | $1,509,000 | 4,971 |
| Issued or guaranteed by U.S. | $1,509,000 | 4,954 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,000 | 4,604 |
| Available-for-sale securities (fair market value) | $2,116,000 | 7,776 |
| Total debt securities | $2,213,000 | 8,549 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $4,206,000 | 8,180 |
| U.S. Government securities | $3,231,000 | 7,969 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,231,000 | 7,726 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $975,000 | 2,977 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $975,000 | 2,569 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,742,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $2,268,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,268,000 | 4,296 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $474,000 | 3,782 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 3,617 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,206,000 | 7,218 |
| Total debt securities | $4,206,000 | 8,074 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $15,962,000 | 5,378 |
| U.S. Government securities | $9,050,000 | 6,169 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,050,000 | 5,816 |
| Securities issued by states & political subdivisions | $4,309,000 | 3,078 |
| Other domestic debt securities | $2,603,000 | 1,701 |
| 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 | $2,603,000 | 1,444 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,526,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $3,078,000 | 3,337 |
| Issued or guaranteed by U.S. | $3,078,000 | 3,322 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $448,000 | 3,412 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 3,246 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $15,962,000 | 4,432 |
| Total debt securities | $15,962,000 | 5,247 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,349,000 | 6,966 |
| U.S. Government securities | $8,132,000 | 6,731 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,132,000 | 6,198 |
| Securities issued by states & political subdivisions | $5,480,000 | 2,756 |
| Other domestic debt securities | $3,256,000 | 1,482 |
| 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 | $3,256,000 | 1,205 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $6,519,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,476,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $3,069,000 | 3,560 |
| Issued or guaranteed by U.S. | $3,069,000 | 3,545 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $407,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 3,515 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-929,000 | 10,238 |
| Available-for-sale securities (fair market value) | $11,278,000 | 5,536 |
| Total debt securities | $16,868,000 | 5,299 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $6,519,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,724,000 | 7,481 |
| U.S. Government securities | $5,447,000 | 7,831 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,447,000 | 6,982 |
| Securities issued by states & political subdivisions | $6,090,000 | 2,578 |
| Other domestic debt securities | $2,980,000 | 1,437 |
| 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 | $2,980,000 | 1,164 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $5,793,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,198,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $3,198,000 | 3,713 |
| Issued or guaranteed by U.S. | $3,198,000 | 3,696 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-614,000 | 10,479 |
| Available-for-sale securities (fair market value) | $9,338,000 | 5,952 |
| Total debt securities | $14,517,000 | 5,777 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,793,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $10,663,000 | 7,204 |
| U.S. Government securities | $6,426,000 | 7,907 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,426,000 | 6,627 |
| Securities issued by states & political subdivisions | $3,343,000 | 3,595 |
| Other domestic debt securities | $4,011,000 | 959 |
| 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 | $4,011,000 | 749 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $3,117,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,181,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $4,181,000 | 3,207 |
| Issued or guaranteed by U.S. | $4,181,000 | 3,193 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,244,000 | 10,942 |
| Available-for-sale securities (fair market value) | $11,907,000 | 5,191 |
| Total debt securities | $13,780,000 | 6,179 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,117,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,673,000 | 8,381 |
| U.S. Government securities | $7,283,000 | 8,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,283,000 | 6,572 |
| Securities issued by states & political subdivisions | $2,833,000 | 4,069 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $1,502,000 | 20 |
| General valuation allowances for securities for TFR Reporters | $-59,000 | 959 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,321,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $4,321,000 | 3,469 |
| Issued or guaranteed by U.S. | $4,321,000 | 3,449 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,443,000 | 11,477 |
| Available-for-sale securities (fair market value) | $10,116,000 | 5,969 |
| Total debt securities | $10,116,000 | 7,766 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,502,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,499,000 | 9,184 |
| U.S. Government securities | $6,300,000 | 8,924 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $6,300,000 | 7,033 |
| Securities issued by states & political subdivisions | $1,111,000 | 6,141 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,634 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-63,000 | 1,039 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,178,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $3,178,000 | 4,060 |
| Issued or guaranteed by U.S. | $3,178,000 | 4,035 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,499,000 | 6,962 |
| Total debt securities | $7,411,000 | 9,103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $12,195,000 | 7,993 |
| U.S. Government securities | $8,841,000 | 8,280 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $8,841,000 | 5,840 |
| Securities issued by states & political subdivisions | $2,767,000 | 4,385 |
| Other domestic debt securities | $502,000 | 3,538 |
| 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 | $502,000 | 2,830 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,669 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-60,000 | 1,092 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,466,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $5,466,000 | 3,239 |
| Issued or guaranteed by U.S. | $5,466,000 | 3,221 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,195,000 | 4,984 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $12,110,000 | 7,905 |
| 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 | $18,093,000 | 6,564 |
| U.S. Government securities | $16,755,000 | 5,835 |
| U.S. Treasury securities | $1,002,000 | 9,975 |
| U.S. Government agency obligations | $15,753,000 | 4,016 |
| Securities issued by states & political subdivisions | $786,000 | 7,233 |
| Other domestic debt securities | $504,000 | 4,234 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 3,234 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,553 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-23,000 | 1,037 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,117,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $11,274,000 | 2,294 |
| Issued or guaranteed by U.S. | $11,274,000 | 2,265 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,843,000 | 4,192 |
| CMOs issued by government agencies or sponsored agencies | $1,843,000 | 4,009 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,045,000 | 6,440 |
| 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 | $26,516,000 | 4,937 |
| U.S. Government securities | $21,195,000 | 4,837 |
| U.S. Treasury securities | $1,002,000 | 10,360 |
| U.S. Government agency obligations | $20,193,000 | 3,222 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $5,872,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,872,000 | 1,062 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | $500,000 | 39 |
| General valuation allowances for securities for TFR Reporters | $76,000 | 240 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,310,000 | 2,565 |
| Certificates of participation in pools of residential mortgages | $17,310,000 | 1,699 |
| Issued or guaranteed by U.S. | $17,310,000 | 1,660 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $27,067,000 | 4,769 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $500,000 | 283 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |