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Universal Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $27,238,000 | 3,286 |
| U.S. Government securities | $18,998,000 | 3,017 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $18,998,000 | 2,651 |
| Securities issued by states & political subdivisions | $1,501,000 | 3,432 |
| Other domestic debt securities | $6,739,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $6,739,000 | 330 |
| 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 | $13,729,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,140,000 | 3,197 |
| Privately issued | $6,739,000 | 78 |
| 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 | $5,850,000 | 612 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,436,000 | 1,452 |
| Available-for-sale securities (fair market value) | $25,802,000 | 3,096 |
| Total debt securities | $27,238,000 | 3,262 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $8,809,000 | 4,086 |
| U.S. Government securities | $7,162,000 | 3,820 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $7,162,000 | 3,480 |
| Securities issued by states & political subdivisions | $1,351,000 | 3,485 |
| Other domestic debt securities | $296,000 | 2,219 |
| Privately issued residential mortgage-backed securities | $296,000 | 549 |
| 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 | $1,469,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,173,000 | 3,197 |
| Privately issued | $296,000 | 166 |
| 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) | $1,479,000 | 1,475 |
| Available-for-sale securities (fair market value) | $7,330,000 | 3,872 |
| Total debt securities | $8,809,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $3,011,000 | 4,373 |
| U.S. Government securities | $1,248,000 | 4,291 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,248,000 | 4,091 |
| Securities issued by states & political subdivisions | $1,450,000 | 3,508 |
| Other domestic debt securities | $313,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $313,000 | 551 |
| 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 | $1,561,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,248,000 | 3,201 |
| Privately issued | $313,000 | 175 |
| 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) | $1,571,000 | 1,479 |
| Available-for-sale securities (fair market value) | $1,440,000 | 4,166 |
| Total debt securities | $3,011,000 | 4,347 |
| 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 | $3,107,000 | 4,438 |
| U.S. Government securities | $1,304,000 | 4,355 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,304,000 | 4,105 |
| Securities issued by states & political subdivisions | $1,474,000 | 3,559 |
| Other domestic debt securities | $329,000 | 2,280 |
| Privately issued residential mortgage-backed securities | $329,000 | 577 |
| 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 | $1,633,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,304,000 | 3,233 |
| Privately issued | $329,000 | 189 |
| 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) | $1,663,000 | 1,520 |
| Available-for-sale securities (fair market value) | $1,444,000 | 4,233 |
| Total debt securities | $3,107,000 | 4,410 |
| 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 | $3,152,000 | 4,463 |
| U.S. Government securities | $1,714,000 | 4,359 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,714,000 | 4,074 |
| Securities issued by states & political subdivisions | $1,438,000 | 3,603 |
| 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 | $1,714,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,714,000 | 3,165 |
| 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) | $1,744,000 | 1,514 |
| Available-for-sale securities (fair market value) | $1,408,000 | 4,262 |
| Total debt securities | $3,151,000 | 4,438 |
| 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 | $3,306,000 | 4,494 |
| U.S. Government securities | $1,787,000 | 4,389 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,787,000 | 4,097 |
| Securities issued by states & political subdivisions | $1,519,000 | 3,623 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $1,787,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,787,000 | 3,170 |
| 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) | $1,872,000 | 1,486 |
| Available-for-sale securities (fair market value) | $1,434,000 | 4,297 |
| Total debt securities | $3,306,000 | 4,470 |
| 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 | $3,545,000 | 4,511 |
| U.S. Government securities | $1,939,000 | 4,391 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,939,000 | 4,105 |
| Securities issued by states & political subdivisions | $1,606,000 | 3,653 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $1,939,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $1,939,000 | 3,254 |
| Issued or guaranteed by U.S. | $1,939,000 | 3,163 |
| 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) | $2,025,000 | 1,391 |
| Available-for-sale securities (fair market value) | $1,520,000 | 4,327 |
| Total debt securities | $3,545,000 | 4,494 |
| 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 | $3,945,000 | 4,460 |
| U.S. Government securities | $2,192,000 | 4,326 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,192,000 | 4,065 |
| Securities issued by states & political subdivisions | $1,753,000 | 3,639 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $2,192,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 3,217 |
| Issued or guaranteed by U.S. | $2,192,000 | 3,126 |
| 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) | $2,192,000 | 1,275 |
| Available-for-sale securities (fair market value) | $1,753,000 | 4,317 |
| Total debt securities | $3,945,000 | 4,441 |
| 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 | $4,328,000 | 4,426 |
| U.S. Government securities | $2,551,000 | 4,237 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,551,000 | 4,020 |
| Securities issued by states & political subdivisions | $1,777,000 | 3,668 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $2,551,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $2,551,000 | 3,163 |
| Issued or guaranteed by U.S. | $2,551,000 | 3,061 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,551,000 | 1,140 |
| Available-for-sale securities (fair market value) | $1,777,000 | 4,343 |
| Total debt securities | $4,328,000 | 4,406 |
| 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 | $4,995,000 | 4,416 |
| U.S. Government securities | $2,955,000 | 4,208 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,955,000 | 4,010 |
| Securities issued by states & political subdivisions | $2,040,000 | 3,636 |
| 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 | $2,955,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $2,955,000 | 3,111 |
| Issued or guaranteed by U.S. | $2,955,000 | 3,024 |
| 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) | $3,290,000 | 1,056 |
| Available-for-sale securities (fair market value) | $1,705,000 | 4,390 |
| Total debt securities | $4,995,000 | 4,394 |
| 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 | $5,464,000 | 4,397 |
| U.S. Government securities | $2,822,000 | 4,228 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,822,000 | 4,044 |
| Securities issued by states & political subdivisions | $2,044,000 | 3,657 |
| Other domestic debt securities | $598,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $598,000 | 480 |
| 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 | $3,420,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $3,420,000 | 3,030 |
| Issued or guaranteed by U.S. | $2,822,000 | 3,036 |
| Privately issued | $598,000 | 192 |
| 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) | $3,757,000 | 992 |
| Available-for-sale securities (fair market value) | $1,707,000 | 4,408 |
| Total debt securities | $5,463,000 | 4,375 |
| 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 | $6,247,000 | 4,317 |
| U.S. Government securities | $3,546,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,546,000 | 3,898 |
| Securities issued by states & political subdivisions | $2,050,000 | 3,654 |
| Other domestic debt securities | $651,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $651,000 | 472 |
| 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 | $4,197,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $4,197,000 | 2,889 |
| Issued or guaranteed by U.S. | $3,546,000 | 2,865 |
| Privately issued | $651,000 | 197 |
| 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) | $4,551,000 | 918 |
| Available-for-sale securities (fair market value) | $1,696,000 | 4,410 |
| Total debt securities | $6,248,000 | 4,294 |
| 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 | $6,848,000 | 4,260 |
| U.S. Government securities | $3,849,000 | 3,943 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,849,000 | 3,793 |
| Securities issued by states & political subdivisions | $2,308,000 | 3,606 |
| Other domestic debt securities | $691,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $691,000 | 447 |
| 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 | $4,540,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $4,540,000 | 2,782 |
| Issued or guaranteed by U.S. | $3,849,000 | 2,795 |
| Privately issued | $691,000 | 178 |
| 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) | $5,132,000 | 859 |
| Available-for-sale securities (fair market value) | $1,716,000 | 4,403 |
| Total debt securities | $6,849,000 | 4,236 |
| 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 | $7,473,000 | 4,187 |
| U.S. Government securities | $4,231,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,231,000 | 3,759 |
| Securities issued by states & political subdivisions | $2,515,000 | 3,508 |
| Other domestic debt securities | $727,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $727,000 | 441 |
| 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 | $4,958,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $4,958,000 | 2,694 |
| Issued or guaranteed by U.S. | $4,231,000 | 2,713 |
| Privately issued | $727,000 | 188 |
| 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) | $5,764,000 | 827 |
| Available-for-sale securities (fair market value) | $1,709,000 | 4,424 |
| Total debt securities | $7,474,000 | 4,160 |
| 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 | $8,033,000 | 4,156 |
| U.S. Government securities | $4,716,000 | 3,866 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,716,000 | 3,708 |
| Securities issued by states & political subdivisions | $2,543,000 | 3,485 |
| Other domestic debt securities | $774,000 | 1,692 |
| Privately issued residential mortgage-backed securities | $774,000 | 417 |
| 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 | $5,490,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $5,490,000 | 2,600 |
| Issued or guaranteed by U.S. | $4,716,000 | 2,634 |
| Privately issued | $774,000 | 181 |
| 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) | $6,326,000 | 821 |
| Available-for-sale securities (fair market value) | $1,707,000 | 4,452 |
| Total debt securities | $8,032,000 | 4,130 |
| 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 | $9,959,000 | 4,032 |
| U.S. Government securities | $6,369,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,369,000 | 3,535 |
| Securities issued by states & political subdivisions | $2,776,000 | 3,397 |
| Other domestic debt securities | $814,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $814,000 | 429 |
| 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 | $6,179,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $6,179,000 | 2,503 |
| Issued or guaranteed by U.S. | $5,365,000 | 2,527 |
| Privately issued | $814,000 | 187 |
| 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) | $7,264,000 | 786 |
| Available-for-sale securities (fair market value) | $2,695,000 | 4,396 |
| Total debt securities | $9,959,000 | 4,008 |
| 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 | $15,219,000 | 3,665 |
| U.S. Government securities | $11,347,000 | 3,254 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $11,347,000 | 3,095 |
| Securities issued by states & political subdivisions | $3,032,000 | 3,354 |
| Other domestic debt securities | $840,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $840,000 | 399 |
| 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 | $7,229,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $7,229,000 | 2,288 |
| Issued or guaranteed by U.S. | $6,389,000 | 2,353 |
| Privately issued | $840,000 | 171 |
| 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) | $8,574,000 | 764 |
| Available-for-sale securities (fair market value) | $6,645,000 | 4,116 |
| Total debt securities | $15,219,000 | 3,643 |
| 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 | $17,472,000 | 3,546 |
| U.S. Government securities | $13,337,000 | 3,104 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,337,000 | 2,947 |
| Securities issued by states & political subdivisions | $3,248,000 | 3,338 |
| Other domestic debt securities | $887,000 | 1,593 |
| Privately issued residential mortgage-backed securities | $887,000 | 406 |
| 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 | $9,249,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | $9,249,000 | 2,053 |
| Issued or guaranteed by U.S. | $8,362,000 | 2,071 |
| Privately issued | $887,000 | 191 |
| 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) | $10,808,000 | 722 |
| Available-for-sale securities (fair market value) | $6,664,000 | 4,181 |
| Total debt securities | $17,472,000 | 3,527 |
| 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 | $18,116,000 | 3,580 |
| U.S. Government securities | $14,039,000 | 3,095 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,039,000 | 2,924 |
| Securities issued by states & political subdivisions | $3,160,000 | 3,389 |
| Other domestic debt securities | $917,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $917,000 | 368 |
| 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 | $10,114,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $10,114,000 | 1,964 |
| Issued or guaranteed by U.S. | $9,197,000 | 1,999 |
| Privately issued | $917,000 | 146 |
| 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) | $11,265,000 | 739 |
| Available-for-sale securities (fair market value) | $6,851,000 | 4,207 |
| Total debt securities | $18,115,000 | 3,561 |
| 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 | $16,624,000 | 3,738 |
| U.S. Government securities | $12,633,000 | 3,253 |
| U.S. Treasury securities | $2,145,000 | 959 |
| U.S. Government agency obligations | $10,488,000 | 3,318 |
| Securities issued by states & political subdivisions | $3,020,000 | 3,488 |
| Other domestic debt securities | $971,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $971,000 | 370 |
| 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 | $6,784,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $6,784,000 | 2,342 |
| Issued or guaranteed by U.S. | $5,813,000 | 2,434 |
| Privately issued | $971,000 | 147 |
| 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) | $10,099,000 | 800 |
| Available-for-sale securities (fair market value) | $6,525,000 | 4,275 |
| Total debt securities | $16,624,000 | 3,717 |
| 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 | $12,552,000 | 4,074 |
| U.S. Government securities | $8,145,000 | 3,799 |
| U.S. Treasury securities | $2,136,000 | 962 |
| U.S. Government agency obligations | $6,009,000 | 3,916 |
| Securities issued by states & political subdivisions | $4,407,000 | 3,295 |
| 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 | $1,463,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 3,438 |
| Issued or guaranteed by U.S. | $1,463,000 | 3,367 |
| 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) | $6,214,000 | 998 |
| Available-for-sale securities (fair market value) | $6,338,000 | 4,338 |
| Total debt securities | $12,552,000 | 4,053 |
| 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 | $6,866,000 | 4,613 |
| U.S. Government securities | $4,954,000 | 4,264 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,954,000 | 4,118 |
| Securities issued by states & political subdivisions | $1,912,000 | 3,843 |
| 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 | $500,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $500,000 | 3,886 |
| Issued or guaranteed by U.S. | $500,000 | 3,859 |
| 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) | $636,000 | 1,639 |
| Available-for-sale securities (fair market value) | $6,230,000 | 4,394 |
| Total debt securities | $6,865,000 | 4,594 |
| 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 | $6,450,000 | 4,697 |
| U.S. Government securities | $4,546,000 | 4,358 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,546,000 | 4,201 |
| Securities issued by states & political subdivisions | $1,904,000 | 3,897 |
| 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 | $4,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,354 |
| Issued or guaranteed by U.S. | $4,000 | 4,239 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $55,000 | 1,924 |
| Available-for-sale securities (fair market value) | $6,395,000 | 4,429 |
| Total debt securities | $6,450,000 | 4,677 |
| 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 | $6,428,000 | 4,759 |
| U.S. Government securities | $4,588,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,588,000 | 4,277 |
| Securities issued by states & political subdivisions | $1,840,000 | 3,957 |
| 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 | $7,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,369 |
| Issued or guaranteed by U.S. | $7,000 | 4,361 |
| 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) | $7,000 | 2,024 |
| Available-for-sale securities (fair market value) | $6,421,000 | 4,482 |
| Total debt securities | $6,428,000 | 4,738 |
| 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 | $6,730,000 | 4,802 |
| U.S. Government securities | $4,775,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,775,000 | 4,308 |
| Securities issued by states & political subdivisions | $1,955,000 | 3,992 |
| 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 | $14,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $14,000 | 4,388 |
| Issued or guaranteed by U.S. | $14,000 | 4,383 |
| 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) | $14,000 | 2,036 |
| Available-for-sale securities (fair market value) | $6,716,000 | 4,527 |
| Total debt securities | $6,729,000 | 4,780 |
| 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 | $6,655,000 | 4,858 |
| U.S. Government securities | $4,778,000 | 4,497 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,778,000 | 4,375 |
| Securities issued by states & political subdivisions | $1,877,000 | 4,072 |
| 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 | $22,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $22,000 | 4,425 |
| Issued or guaranteed by U.S. | $22,000 | 4,421 |
| 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) | $22,000 | 2,081 |
| Available-for-sale securities (fair market value) | $6,633,000 | 4,574 |
| Total debt securities | $6,655,000 | 4,834 |
| 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 | $6,689,000 | 4,895 |
| U.S. Government securities | $4,797,000 | 4,540 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,797,000 | 4,416 |
| Securities issued by states & political subdivisions | $1,892,000 | 4,103 |
| 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 | $32,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $32,000 | 4,433 |
| Issued or guaranteed by U.S. | $32,000 | 4,428 |
| 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) | $32,000 | 2,088 |
| Available-for-sale securities (fair market value) | $6,657,000 | 4,612 |
| Total debt securities | $6,697,000 | 4,869 |
| 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 | $6,512,000 | 4,979 |
| U.S. Government securities | $4,680,000 | 4,608 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,680,000 | 4,475 |
| Securities issued by states & political subdivisions | $1,832,000 | 4,156 |
| 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 | $43,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $43,000 | 4,481 |
| Issued or guaranteed by U.S. | $43,000 | 4,477 |
| 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) | $43,000 | 2,116 |
| Available-for-sale securities (fair market value) | $6,469,000 | 4,678 |
| Total debt securities | $6,511,000 | 4,955 |
| 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 | $6,511,000 | 5,010 |
| U.S. Government securities | $4,717,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,717,000 | 4,483 |
| Securities issued by states & political subdivisions | $1,794,000 | 4,201 |
| 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 | $53,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $53,000 | 4,511 |
| Issued or guaranteed by U.S. | $53,000 | 4,506 |
| 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) | $53,000 | 2,127 |
| Available-for-sale securities (fair market value) | $6,458,000 | 4,699 |
| Total debt securities | $6,511,000 | 4,984 |
| 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 | $4,071,000 | 5,309 |
| U.S. Government securities | $4,071,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,071,000 | 4,622 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $66,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $66,000 | 4,528 |
| Issued or guaranteed by U.S. | $66,000 | 4,525 |
| 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) | $66,000 | 2,138 |
| Available-for-sale securities (fair market value) | $4,005,000 | 5,000 |
| Total debt securities | $4,071,000 | 5,286 |
| 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 | $2,079,000 | 5,621 |
| U.S. Government securities | $2,079,000 | 5,205 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,079,000 | 5,099 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $78,000 | 4,752 |
| Certificates of participation in pools of residential mortgages | $78,000 | 4,583 |
| Issued or guaranteed by U.S. | $78,000 | 4,578 |
| 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) | $78,000 | 2,176 |
| Available-for-sale securities (fair market value) | $2,001,000 | 5,294 |
| Total debt securities | $2,079,000 | 5,600 |
| 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 | $110,000 | 5,942 |
| U.S. Government securities | $110,000 | 5,752 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $110,000 | 5,661 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $110,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $110,000 | 4,597 |
| Issued or guaranteed by U.S. | $110,000 | 4,593 |
| 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) | $110,000 | 2,196 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $110,000 | 5,926 |
| 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 | $129,000 | 5,997 |
| U.S. Government securities | $129,000 | 5,810 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $129,000 | 5,721 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $129,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $129,000 | 4,614 |
| Issued or guaranteed by U.S. | $129,000 | 4,610 |
| 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) | $129,000 | 2,218 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $129,000 | 5,980 |
| 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 | $144,000 | 6,075 |
| U.S. Government securities | $144,000 | 5,892 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $144,000 | 5,811 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $144,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $144,000 | 4,655 |
| Issued or guaranteed by U.S. | $144,000 | 4,650 |
| 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) | $144,000 | 2,222 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $144,000 | 6,058 |
| 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 | $166,000 | 6,148 |
| U.S. Government securities | $166,000 | 5,970 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $166,000 | 5,882 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $166,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $166,000 | 4,712 |
| Issued or guaranteed by U.S. | $166,000 | 4,709 |
| 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) | $166,000 | 2,246 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $166,000 | 6,131 |
| 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 | $207,000 | 6,203 |
| U.S. Government securities | $207,000 | 6,032 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $207,000 | 5,949 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $207,000 | 4,941 |
| Certificates of participation in pools of residential mortgages | $207,000 | 4,745 |
| Issued or guaranteed by U.S. | $207,000 | 4,738 |
| 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) | $207,000 | 2,226 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $207,000 | 6,184 |
| 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 | $225,000 | 6,295 |
| U.S. Government securities | $225,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $225,000 | 6,036 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $225,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $225,000 | 4,801 |
| Issued or guaranteed by U.S. | $225,000 | 4,795 |
| 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) | $225,000 | 2,244 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $225,000 | 6,275 |
| 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 | $243,000 | 6,379 |
| U.S. Government securities | $243,000 | 6,203 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $243,000 | 6,115 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $243,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $243,000 | 4,874 |
| Issued or guaranteed by U.S. | $243,000 | 4,869 |
| 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) | $243,000 | 2,280 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $243,000 | 6,359 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $263,000 | 6,437 |
| U.S. Government securities | $263,000 | 6,262 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $263,000 | 6,171 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $263,000 | 5,130 |
| Certificates of participation in pools of residential mortgages | $263,000 | 4,908 |
| Issued or guaranteed by U.S. | $263,000 | 4,905 |
| 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) | $263,000 | 2,275 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $263,000 | 6,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $285,000 | 6,500 |
| U.S. Government securities | $285,000 | 6,319 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $285,000 | 6,226 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $285,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $285,000 | 4,937 |
| Issued or guaranteed by U.S. | $285,000 | 4,932 |
| 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) | $285,000 | 2,277 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $285,000 | 6,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $307,000 | 6,577 |
| U.S. Government securities | $307,000 | 6,380 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $307,000 | 6,283 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $307,000 | 5,197 |
| Certificates of participation in pools of residential mortgages | $307,000 | 4,956 |
| Issued or guaranteed by U.S. | $307,000 | 4,951 |
| 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) | $307,000 | 2,274 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $307,000 | 6,554 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $332,000 | 6,646 |
| U.S. Government securities | $332,000 | 6,449 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $332,000 | 6,354 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $332,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $332,000 | 4,983 |
| Issued or guaranteed by U.S. | $332,000 | 4,977 |
| 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) | $332,000 | 2,259 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $332,000 | 6,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $352,000 | 6,690 |
| U.S. Government securities | $352,000 | 6,480 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $352,000 | 6,382 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $352,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $352,000 | 4,969 |
| Issued or guaranteed by U.S. | $352,000 | 4,962 |
| 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) | $352,000 | 2,184 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $352,000 | 6,662 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $381,000 | 6,761 |
| U.S. Government securities | $381,000 | 6,532 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $381,000 | 6,428 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $381,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $381,000 | 4,999 |
| Issued or guaranteed by U.S. | $381,000 | 4,995 |
| 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) | $381,000 | 2,159 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $381,000 | 6,731 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $400,000 | 6,815 |
| U.S. Government securities | $400,000 | 6,581 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $400,000 | 6,481 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $400,000 | 5,304 |
| Certificates of participation in pools of residential mortgages | $400,000 | 5,004 |
| Issued or guaranteed by U.S. | $400,000 | 5,000 |
| 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) | $400,000 | 2,176 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $400,000 | 6,787 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $419,000 | 6,911 |
| U.S. Government securities | $419,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $419,000 | 6,591 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $419,000 | 5,390 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,104 |
| Issued or guaranteed by U.S. | $419,000 | 5,098 |
| 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) | $419,000 | 2,216 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $419,000 | 6,887 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $501,000 | 6,966 |
| U.S. Government securities | $501,000 | 6,728 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $501,000 | 6,636 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $501,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,091 |
| Issued or guaranteed by U.S. | $501,000 | 5,084 |
| 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) | $501,000 | 2,181 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $501,000 | 6,940 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $532,000 | 7,006 |
| U.S. Government securities | $532,000 | 6,785 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $532,000 | 6,688 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $532,000 | 5,403 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,089 |
| Issued or guaranteed by U.S. | $532,000 | 5,084 |
| 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) | $532,000 | 2,201 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $532,000 | 6,979 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $551,000 | 7,045 |
| U.S. Government securities | $551,000 | 6,818 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $551,000 | 6,726 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $551,000 | 5,385 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,042 |
| Issued or guaranteed by U.S. | $551,000 | 5,031 |
| 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) | $551,000 | 2,281 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $551,000 | 7,018 |
| 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 | $572,000 | 7,115 |
| U.S. Government securities | $572,000 | 6,890 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $572,000 | 6,790 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $572,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $572,000 | 5,027 |
| Issued or guaranteed by U.S. | $572,000 | 5,014 |
| 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) | $572,000 | 2,296 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $572,000 | 7,086 |
| 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 | $622,000 | 7,183 |
| U.S. Government securities | $622,000 | 6,981 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $622,000 | 6,871 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $622,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $622,000 | 5,014 |
| Issued or guaranteed by U.S. | $622,000 | 5,002 |
| 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) | $622,000 | 2,298 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $622,000 | 7,155 |
| 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 | $645,000 | 7,226 |
| U.S. Government securities | $645,000 | 7,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $645,000 | 6,915 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $645,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $645,000 | 4,972 |
| Issued or guaranteed by U.S. | $645,000 | 4,964 |
| 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) | $645,000 | 2,299 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $645,000 | 7,197 |
| 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 | $790,000 | 7,260 |
| U.S. Government securities | $790,000 | 6,999 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $790,000 | 6,886 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $790,000 | 5,264 |
| Certificates of participation in pools of residential mortgages | $790,000 | 4,829 |
| Issued or guaranteed by U.S. | $790,000 | 4,821 |
| 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) | $790,000 | 2,263 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $790,000 | 7,232 |
| 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 | $816,000 | 7,333 |
| U.S. Government securities | $816,000 | 7,055 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $816,000 | 6,952 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $816,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $816,000 | 4,824 |
| Issued or guaranteed by U.S. | $816,000 | 4,816 |
| 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) | $816,000 | 2,301 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $816,000 | 7,305 |
| 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 | $3,846,000 | 6,866 |
| U.S. Government securities | $3,846,000 | 6,347 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,846,000 | 6,227 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $846,000 | 5,285 |
| Certificates of participation in pools of residential mortgages | $846,000 | 4,842 |
| Issued or guaranteed by U.S. | $846,000 | 4,835 |
| 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) | $3,846,000 | 1,648 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $3,846,000 | 6,827 |
| 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 | $3,873,000 | 6,925 |
| U.S. Government securities | $3,873,000 | 6,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,873,000 | 6,310 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $873,000 | 5,385 |
| Certificates of participation in pools of residential mortgages | $873,000 | 4,963 |
| Issued or guaranteed by U.S. | $873,000 | 4,954 |
| 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) | $3,873,000 | 1,685 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $3,873,000 | 6,884 |
| 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 | $4,906,000 | 6,754 |
| U.S. Government securities | $4,906,000 | 6,124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,906,000 | 6,023 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $906,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $906,000 | 5,023 |
| Issued or guaranteed by U.S. | $906,000 | 5,014 |
| 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) | $4,906,000 | 1,531 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $4,906,000 | 6,713 |
| 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 | $4,932,000 | 6,824 |
| U.S. Government securities | $4,932,000 | 6,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,932,000 | 6,096 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $932,000 | 5,508 |
| Certificates of participation in pools of residential mortgages | $932,000 | 5,097 |
| Issued or guaranteed by U.S. | $932,000 | 5,086 |
| 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) | $4,932,000 | 1,586 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $4,932,000 | 6,778 |
| 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 | $3,011,000 | 7,220 |
| U.S. Government securities | $3,011,000 | 6,748 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,011,000 | 6,658 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,011,000 | 5,520 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 5,096 |
| Issued or guaranteed by U.S. | $1,011,000 | 5,081 |
| 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) | $3,011,000 | 1,908 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $3,011,000 | 7,174 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $6,040,000 | 6,648 |
| U.S. Government securities | $6,040,000 | 6,018 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,040,000 | 5,940 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,040,000 | 5,582 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 5,164 |
| Issued or guaranteed by U.S. | $1,040,000 | 5,147 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,040,000 | 1,507 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $6,040,000 | 6,609 |
| 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 | $4,064,000 | 7,117 |
| U.S. Government securities | $4,064,000 | 6,675 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,064,000 | 6,576 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,064,000 | 5,573 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 5,148 |
| Issued or guaranteed by U.S. | $1,064,000 | 5,133 |
| 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) | $4,064,000 | 1,752 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $4,064,000 | 7,073 |
| 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 | $2,087,000 | 7,592 |
| U.S. Government securities | $2,087,000 | 7,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,087,000 | 7,195 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,087,000 | 5,528 |
| Certificates of participation in pools of residential mortgages | $1,087,000 | 5,106 |
| Issued or guaranteed by U.S. | $1,087,000 | 5,091 |
| 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) | $2,087,000 | 2,177 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $2,087,000 | 7,546 |
| 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 | $2,126,000 | 7,640 |
| U.S. Government securities | $2,126,000 | 7,311 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,126,000 | 7,222 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,126,000 | 5,516 |
| Certificates of participation in pools of residential mortgages | $1,126,000 | 5,100 |
| Issued or guaranteed by U.S. | $1,126,000 | 5,080 |
| 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) | $2,126,000 | 2,169 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $2,126,000 | 7,586 |
| 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 | $2,198,000 | 7,651 |
| U.S. Government securities | $2,198,000 | 7,328 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,198,000 | 7,223 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,199,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $1,199,000 | 5,014 |
| Issued or guaranteed by U.S. | $1,199,000 | 4,992 |
| 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) | $2,198,000 | 2,189 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $2,198,000 | 7,601 |
| 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 | $4,221,000 | 7,271 |
| U.S. Government securities | $4,221,000 | 6,829 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,221,000 | 6,716 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,223,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 4,778 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,759 |
| 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) | $4,221,000 | 1,825 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $4,221,000 | 7,216 |
| 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 | $4,243,000 | 7,306 |
| U.S. Government securities | $4,243,000 | 6,891 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,243,000 | 6,785 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,245,000 | 5,126 |
| Certificates of participation in pools of residential mortgages | $1,245,000 | 4,630 |
| Issued or guaranteed by U.S. | $1,245,000 | 4,617 |
| 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) | $4,243,000 | 1,869 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $4,243,000 | 7,266 |
| 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 | $4,322,000 | 7,327 |
| U.S. Government securities | $4,322,000 | 6,905 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,322,000 | 6,779 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,325,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 4,560 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,546 |
| 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) | $4,322,000 | 1,869 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $4,322,000 | 7,284 |
| 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 | $4,658,000 | 7,308 |
| U.S. Government securities | $4,658,000 | 6,865 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,658,000 | 6,732 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,414,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,515 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,498 |
| 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) | $4,658,000 | 1,853 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $4,658,000 | 7,261 |
| 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 | $4,689,000 | 7,335 |
| U.S. Government securities | $4,689,000 | 6,893 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,689,000 | 6,770 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,448,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $1,448,000 | 4,491 |
| Issued or guaranteed by U.S. | $1,448,000 | 4,477 |
| 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) | $4,689,000 | 1,872 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $4,689,000 | 7,285 |
| 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 | $14,615,000 | 5,372 |
| U.S. Government securities | $4,812,000 | 6,934 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,812,000 | 6,806 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,803,000 | 282 |
| 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 | $1,573,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $1,573,000 | 4,431 |
| Issued or guaranteed by U.S. | $1,573,000 | 4,406 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,818,000 | 2,086 |
| Available-for-sale securities (fair market value) | $10,797,000 | 5,386 |
| Total debt securities | $4,812,000 | 7,336 |
| 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 | $14,612,000 | 5,382 |
| U.S. Government securities | $4,871,000 | 6,952 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,871,000 | 6,813 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,741,000 | 284 |
| 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 | $1,637,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,382 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,883,000 | 2,090 |
| Available-for-sale securities (fair market value) | $10,729,000 | 5,416 |
| Total debt securities | $4,871,000 | 7,369 |
| 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 | $13,719,000 | 5,595 |
| U.S. Government securities | $3,958,000 | 7,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,958,000 | 7,111 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,761,000 | 292 |
| 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 | $1,708,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $1,708,000 | 4,384 |
| Issued or guaranteed by U.S. | $1,708,000 | 4,369 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,958,000 | 2,118 |
| Available-for-sale securities (fair market value) | $9,761,000 | 5,640 |
| Total debt securities | $3,958,000 | 7,614 |
| 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 | $13,606,000 | 5,621 |
| U.S. Government securities | $3,815,000 | 7,314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,815,000 | 7,168 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,791,000 | 298 |
| 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 | $1,815,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $1,815,000 | 4,351 |
| Issued or guaranteed by U.S. | $1,815,000 | 4,332 |
| 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) | $3,815,000 | 2,176 |
| Available-for-sale securities (fair market value) | $9,791,000 | 5,669 |
| Total debt securities | $3,815,000 | 7,684 |
| 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 | $13,498,000 | 5,618 |
| U.S. Government securities | $3,849,000 | 7,339 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,849,000 | 7,195 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,649,000 | 315 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,849,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $1,849,000 | 4,372 |
| Issued or guaranteed by U.S. | $1,849,000 | 4,357 |
| 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) | $3,849,000 | 2,172 |
| Available-for-sale securities (fair market value) | $9,649,000 | 5,682 |
| Total debt securities | $3,849,000 | 7,708 |
| 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 | $13,710,000 | 5,625 |
| U.S. Government securities | $4,015,000 | 7,313 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,015,000 | 7,161 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,695,000 | 316 |
| 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 | $2,015,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $2,015,000 | 4,353 |
| Issued or guaranteed by U.S. | $2,015,000 | 4,335 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,015,000 | 2,170 |
| Available-for-sale securities (fair market value) | $9,695,000 | 5,709 |
| Total debt securities | $4,015,000 | 7,704 |
| 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 | $14,804,000 | 5,520 |
| U.S. Government securities | $4,112,000 | 7,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,112,000 | 7,184 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,107 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,692,000 | 326 |
| 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 | $2,112,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 4,365 |
| Issued or guaranteed by U.S. | $2,112,000 | 4,353 |
| 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) | $5,111,000 | 1,985 |
| Available-for-sale securities (fair market value) | $9,693,000 | 5,759 |
| Total debt securities | $5,112,000 | 7,502 |
| 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 | $15,092,000 | 5,487 |
| U.S. Government securities | $4,350,000 | 7,314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,350,000 | 7,155 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,114 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,742,000 | 346 |
| 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 | $2,350,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $2,350,000 | 4,294 |
| Issued or guaranteed by U.S. | $2,350,000 | 4,279 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,351,000 | 1,976 |
| Available-for-sale securities (fair market value) | $9,741,000 | 5,767 |
| Total debt securities | $5,350,000 | 7,481 |
| 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 | $15,144,000 | 5,484 |
| U.S. Government securities | $4,416,000 | 7,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,416,000 | 7,166 |
| Securities issued by states & political subdivisions | $800,000 | 5,342 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,928,000 | 342 |
| 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 | $2,416,000 | 4,896 |
| Certificates of participation in pools of residential mortgages | $2,416,000 | 4,299 |
| Issued or guaranteed by U.S. | $2,416,000 | 4,288 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,216,000 | 2,015 |
| Available-for-sale securities (fair market value) | $9,928,000 | 5,770 |
| Total debt securities | $5,216,000 | 7,555 |
| 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 | $14,415,000 | 5,679 |
| U.S. Government securities | $4,498,000 | 7,369 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,498,000 | 7,214 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,917,000 | 363 |
| 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 | $2,499,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $2,499,000 | 4,307 |
| Issued or guaranteed by U.S. | $2,499,000 | 4,294 |
| 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) | $4,498,000 | 2,142 |
| Available-for-sale securities (fair market value) | $9,917,000 | 5,837 |
| Total debt securities | $4,498,000 | 7,808 |
| 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 | $12,732,000 | 5,977 |
| U.S. Government securities | $2,719,000 | 7,919 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,719,000 | 7,751 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,013,000 | 405 |
| 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 | $2,719,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $2,719,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,719,000 | 4,242 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,719,000 | 2,563 |
| Available-for-sale securities (fair market value) | $10,013,000 | 5,826 |
| Total debt securities | $2,719,000 | 8,228 |
| 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 | $15,002,000 | 5,625 |
| U.S. Government securities | $4,997,000 | 7,236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,997,000 | 7,050 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,005,000 | 382 |
| 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 | $2,997,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $2,997,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,997,000 | 4,093 |
| 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) | $4,997,000 | 2,082 |
| Available-for-sale securities (fair market value) | $10,005,000 | 5,853 |
| Total debt securities | $4,997,000 | 7,736 |
| 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 | $16,275,000 | 5,312 |
| U.S. Government securities | $5,113,000 | 7,106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,113,000 | 6,928 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,120,000 | 2,556 |
| 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 | $1,120,000 | 2,246 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,042,000 | 410 |
| 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 | $3,113,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $3,113,000 | 4,045 |
| Issued or guaranteed by U.S. | $3,113,000 | 4,031 |
| 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) | $6,233,000 | 1,887 |
| Available-for-sale securities (fair market value) | $10,042,000 | 5,802 |
| Total debt securities | $6,233,000 | 7,374 |
| 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 | $16,444,000 | 5,235 |
| U.S. Government securities | $5,248,000 | 6,998 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,248,000 | 6,817 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,120,000 | 2,635 |
| 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 | $1,120,000 | 2,314 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,076,000 | 424 |
| 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 | $3,248,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $3,248,000 | 4,044 |
| Issued or guaranteed by U.S. | $3,248,000 | 4,032 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,368,000 | 1,872 |
| Available-for-sale securities (fair market value) | $10,076,000 | 5,715 |
| Total debt securities | $6,368,000 | 7,302 |
| 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 | $21,721,000 | 4,420 |
| U.S. Government securities | $7,520,000 | 6,294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,520,000 | 6,117 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $4,114,000 | 1,561 |
| 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 | $4,114,000 | 1,293 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,087,000 | 424 |
| 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 | $3,520,000 | 4,673 |
| Certificates of participation in pools of residential mortgages | $3,520,000 | 3,962 |
| Issued or guaranteed by U.S. | $3,520,000 | 3,947 |
| 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) | $11,634,000 | 1,326 |
| Available-for-sale securities (fair market value) | $10,087,000 | 5,701 |
| Total debt securities | $11,634,000 | 6,088 |
| 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 | $14,900,000 | 5,482 |
| U.S. Government securities | $8,815,000 | 5,925 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,815,000 | 5,716 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $498,000 | 3,371 |
| 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 | $498,000 | 2,989 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,587,000 | 642 |
| 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 | $3,808,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $3,808,000 | 3,800 |
| Issued or guaranteed by U.S. | $3,808,000 | 3,787 |
| 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) | $9,313,000 | 1,559 |
| Available-for-sale securities (fair market value) | $5,587,000 | 6,791 |
| Total debt securities | $9,313,000 | 6,581 |
| 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 | $15,823,000 | 5,224 |
| U.S. Government securities | $5,347,000 | 7,082 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,347,000 | 6,850 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $4,920,000 | 1,449 |
| 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 | $4,920,000 | 1,169 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,556,000 | 620 |
| 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 | $5,347,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $5,347,000 | 3,040 |
| Issued or guaranteed by U.S. | $5,347,000 | 3,023 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,267,000 | 1,518 |
| Available-for-sale securities (fair market value) | $5,556,000 | 6,828 |
| Total debt securities | $10,267,000 | 6,349 |
| 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 | $12,676,000 | 6,072 |
| U.S. Government securities | $7,179,000 | 6,832 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,179,000 | 6,461 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,497,000 | 805 |
| 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 | $7,179,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $7,179,000 | 2,153 |
| Issued or guaranteed by U.S. | $7,179,000 | 2,140 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,179,000 | 2,283 |
| Available-for-sale securities (fair market value) | $5,497,000 | 7,080 |
| Total debt securities | $7,179,000 | 7,500 |
| 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 | $14,956,000 | 5,804 |
| U.S. Government securities | $9,498,000 | 6,273 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,498,000 | 5,753 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,458,000 | 791 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,498,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $9,498,000 | 1,940 |
| Issued or guaranteed by U.S. | $9,498,000 | 1,929 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,498,000 | 2,179 |
| Available-for-sale securities (fair market value) | $5,458,000 | 7,278 |
| Total debt securities | $9,498,000 | 7,111 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $20,299,000 | 4,791 |
| U.S. Government securities | $12,753,000 | 5,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,753,000 | 4,558 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,998,000 | 1,743 |
| 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 | $1,998,000 | 1,431 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,548,000 | 758 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,753,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $11,952,000 | 1,722 |
| Issued or guaranteed by U.S. | $11,952,000 | 1,713 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $801,000 | 3,483 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 3,334 |
| 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) | $14,751,000 | 1,756 |
| Available-for-sale securities (fair market value) | $5,548,000 | 7,168 |
| Total debt securities | $14,751,000 | 5,739 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $30,102,000 | 3,618 |
| U.S. Government securities | $17,515,000 | 4,505 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,515,000 | 3,574 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $6,994,000 | 709 |
| 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 | $6,994,000 | 532 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,593,000 | 737 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,515,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $15,587,000 | 1,448 |
| Issued or guaranteed by U.S. | $15,587,000 | 1,437 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,928,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $1,928,000 | 2,650 |
| 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) | $24,509,000 | 1,416 |
| Available-for-sale securities (fair market value) | $5,593,000 | 7,226 |
| Total debt securities | $24,509,000 | 4,157 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $32,473,000 | 3,674 |
| U.S. Government securities | $19,501,000 | 4,531 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,501,000 | 3,410 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $6,991,000 | 733 |
| 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 | $6,991,000 | 504 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,571,000 | 689 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-410,000 | 1,198 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,501,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $17,504,000 | 1,472 |
| Issued or guaranteed by U.S. | $17,504,000 | 1,455 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,997,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $1,997,000 | 2,948 |
| 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) | $26,902,000 | 1,479 |
| Available-for-sale securities (fair market value) | $5,571,000 | 7,508 |
| Total debt securities | $26,492,000 | 4,206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $40,481,000 | 3,109 |
| U.S. Government securities | $22,464,000 | 4,245 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $22,464,000 | 3,009 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $11,988,000 | 602 |
| 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 | $11,988,000 | 414 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,553,000 | 669 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-476,000 | 1,284 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,464,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $20,469,000 | 1,301 |
| Issued or guaranteed by U.S. | $20,469,000 | 1,275 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,995,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 3,295 |
| 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) | $34,948,000 | 1,240 |
| Available-for-sale securities (fair market value) | $5,533,000 | 7,769 |
| Total debt securities | $34,452,000 | 3,568 |
| 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 | $32,958,000 | 3,938 |
| U.S. Government securities | $25,029,000 | 4,087 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $25,029,000 | 2,655 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,985,000 | 2,063 |
| 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 | $1,985,000 | 1,619 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,417,000 | 599 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-527,000 | 1,384 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,029,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $23,034,000 | 1,243 |
| Issued or guaranteed by U.S. | $23,034,000 | 1,224 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,995,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 3,468 |
| 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) | $27,541,000 | 2,643 |
| Available-for-sale securities (fair market value) | $5,417,000 | 6,645 |
| Total debt securities | $27,014,000 | 4,585 |
| 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 | $44,941,000 | 3,099 |
| U.S. Government securities | $31,455,000 | 3,436 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $31,455,000 | 2,205 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,982,000 | 2,414 |
| 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 | $1,982,000 | 1,841 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000,000 | 359 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-504,000 | 1,502 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,455,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | $28,452,000 | 1,146 |
| Issued or guaranteed by U.S. | $28,452,000 | 1,115 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,003,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $3,003,000 | 3,221 |
| 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 | $33,437,000 | 3,991 |
| 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 | $67,267,000 | 2,002 |
| U.S. Government securities | $56,762,000 | 1,879 |
| U.S. Treasury securities | $12,000,000 | 3,035 |
| U.S. Government agency obligations | $44,762,000 | 1,520 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $6,979,000 | 1,336 |
| 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 | $6,979,000 | 930 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,700,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-826,000 | 1,801 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,762,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $36,825,000 | 954 |
| Issued or guaranteed by U.S. | $36,825,000 | 924 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $7,937,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $7,937,000 | 1,788 |
| 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 | $63,741,000 | 2,073 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |