Home > Wabash Savings Bank > Securities
Wabash Savings Bank, Securities
| 2023-03-31 | Rank | |
| Total securities | $751,000 | 4,530 |
| U.S. Government securities | $751,000 | 4,402 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $751,000 | 4,180 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $24,000 | 3,861 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,000 | 3,679 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $751,000 | 4,260 |
| Total debt securities | $749,000 | 4,500 |
| 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 | $748,000 | 4,561 |
| U.S. Government securities | $748,000 | 4,429 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $748,000 | 4,202 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $24,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,000 | 3,717 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $748,000 | 4,287 |
| Total debt securities | $748,000 | 4,532 |
| 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 | $749,000 | 4,602 |
| U.S. Government securities | $749,000 | 4,467 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $749,000 | 4,237 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $26,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,000 | 3,740 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,781 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $749,000 | 4,327 |
| Total debt securities | $749,000 | 4,574 |
| 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 | $783,000 | 4,618 |
| U.S. Government securities | $783,000 | 4,483 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $783,000 | 4,256 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $27,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $26,000 | 3,836 |
| Issued or guaranteed by U.S. | $26,000 | 3,770 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,819 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $783,000 | 4,355 |
| Total debt securities | $783,000 | 4,597 |
| 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 | $840,000 | 4,616 |
| U.S. Government securities | $840,000 | 4,456 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $840,000 | 4,244 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $30,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $29,000 | 3,851 |
| Issued or guaranteed by U.S. | $29,000 | 3,791 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,815 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $840,000 | 4,357 |
| Total debt securities | $840,000 | 4,595 |
| 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 | $907,000 | 4,633 |
| U.S. Government securities | $907,000 | 4,413 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $907,000 | 4,244 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $33,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $32,000 | 3,869 |
| Issued or guaranteed by U.S. | $32,000 | 3,798 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,819 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $907,000 | 4,393 |
| Total debt securities | $908,000 | 4,608 |
| 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 | $920,000 | 4,687 |
| U.S. Government securities | $920,000 | 4,441 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $920,000 | 4,288 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $42,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $40,000 | 3,911 |
| Issued or guaranteed by U.S. | $40,000 | 3,845 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,000 | 2,908 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,843 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $920,000 | 4,440 |
| Total debt securities | $920,000 | 4,662 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $1,173,000 | 4,690 |
| U.S. Government securities | $1,173,000 | 4,431 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,173,000 | 4,286 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $44,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $42,000 | 3,928 |
| Issued or guaranteed by U.S. | $42,000 | 3,858 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,837 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,173,000 | 4,439 |
| Total debt securities | $1,173,000 | 4,666 |
| 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 | $906,000 | 4,732 |
| U.S. Government securities | $906,000 | 4,455 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $906,000 | 4,322 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $48,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $45,000 | 3,918 |
| Issued or guaranteed by U.S. | $45,000 | 3,841 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,803 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $906,000 | 4,472 |
| Total debt securities | $906,000 | 4,705 |
| 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 | $942,000 | 4,733 |
| U.S. Government securities | $942,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $942,000 | 4,282 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $50,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $46,000 | 3,914 |
| Issued or guaranteed by U.S. | $46,000 | 3,844 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,800 |
| 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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $942,000 | 4,477 |
| Total debt securities | $942,000 | 4,706 |
| 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 | $450,000 | 4,794 |
| U.S. Government securities | $450,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $450,000 | 4,421 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $53,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $49,000 | 3,916 |
| Issued or guaranteed by U.S. | $49,000 | 3,848 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,805 |
| 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) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $450,000 | 4,542 |
| Total debt securities | $450,000 | 4,774 |
| 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 | $457,000 | 4,828 |
| U.S. Government securities | $457,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $457,000 | 4,459 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $57,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $52,000 | 3,925 |
| Issued or guaranteed by U.S. | $52,000 | 3,857 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,805 |
| 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) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $457,000 | 4,576 |
| Total debt securities | $457,000 | 4,809 |
| 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 | $836,000 | 4,844 |
| U.S. Government securities | $836,000 | 4,566 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $836,000 | 4,443 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $60,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $55,000 | 3,955 |
| Issued or guaranteed by U.S. | $55,000 | 3,878 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,802 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $836,000 | 4,593 |
| Total debt securities | $837,000 | 4,817 |
| 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 | $839,000 | 4,907 |
| U.S. Government securities | $839,000 | 4,654 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $839,000 | 4,513 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $65,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $59,000 | 3,976 |
| Issued or guaranteed by U.S. | $59,000 | 3,909 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,820 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $839,000 | 4,655 |
| Total debt securities | $839,000 | 4,884 |
| 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 | $844,000 | 4,994 |
| U.S. Government securities | $844,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $844,000 | 4,598 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $70,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $63,000 | 4,009 |
| Issued or guaranteed by U.S. | $63,000 | 3,939 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,839 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $844,000 | 4,738 |
| Total debt securities | $845,000 | 4,969 |
| 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 | $845,000 | 5,038 |
| U.S. Government securities | $845,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $845,000 | 4,655 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $76,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $68,000 | 4,029 |
| Issued or guaranteed by U.S. | $68,000 | 3,962 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,845 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $845,000 | 4,775 |
| Total debt securities | $845,000 | 5,015 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $1,125,000 | 5,058 |
| U.S. Government securities | $1,125,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,125,000 | 4,647 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $81,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $72,000 | 4,062 |
| Issued or guaranteed by U.S. | $72,000 | 3,991 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,858 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,125,000 | 4,783 |
| Total debt securities | $1,125,000 | 5,034 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $1,105,000 | 5,105 |
| U.S. Government securities | $1,105,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,105,000 | 4,690 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $86,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $76,000 | 4,094 |
| Issued or guaranteed by U.S. | $76,000 | 4,041 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,871 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,105,000 | 4,835 |
| Total debt securities | $1,105,000 | 5,082 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $1,101,000 | 5,169 |
| U.S. Government securities | $1,101,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,101,000 | 4,759 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $91,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $80,000 | 4,146 |
| Issued or guaranteed by U.S. | $80,000 | 4,126 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,877 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,101,000 | 4,902 |
| Total debt securities | $1,101,000 | 5,146 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $1,103,000 | 5,225 |
| U.S. Government securities | $1,034,000 | 4,956 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,034,000 | 4,819 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $69,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $69,000 | 783 |
| 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 | $96,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $84,000 | 4,196 |
| Issued or guaranteed by U.S. | $15,000 | 4,178 |
| Privately issued | $69,000 | 400 |
| Collaterized mortgage obligations | $12,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,898 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,103,000 | 4,956 |
| Total debt securities | $1,103,000 | 5,204 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $1,113,000 | 5,282 |
| U.S. Government securities | $1,113,000 | 5,015 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,113,000 | 4,892 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $104,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $91,000 | 4,226 |
| Issued or guaranteed by U.S. | $91,000 | 4,219 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,898 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,113,000 | 5,009 |
| Total debt securities | $1,113,000 | 5,261 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $1,134,000 | 5,349 |
| U.S. Government securities | $1,134,000 | 5,060 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,134,000 | 4,944 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $112,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $97,000 | 4,267 |
| Issued or guaranteed by U.S. | $97,000 | 4,261 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 2,906 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,000 | 1,474 |
| Commercial mortgage pass-through securities | $1,000 | 1,054 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,134,000 | 5,070 |
| Total debt securities | $1,134,000 | 5,332 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $1,156,000 | 5,413 |
| U.S. Government securities | $1,156,000 | 5,115 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,156,000 | 4,997 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $124,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $107,000 | 4,316 |
| Issued or guaranteed by U.S. | $107,000 | 4,312 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $16,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 2,930 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,000 | 1,463 |
| Commercial mortgage pass-through securities | $1,000 | 1,046 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,156,000 | 5,120 |
| Total debt securities | $1,156,000 | 5,393 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $1,171,000 | 5,469 |
| U.S. Government securities | $1,171,000 | 5,164 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,171,000 | 5,044 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $136,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $117,000 | 4,348 |
| Issued or guaranteed by U.S. | $117,000 | 4,342 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 2,957 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,000 | 1,418 |
| Commercial mortgage pass-through securities | $2,000 | 1,018 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,171,000 | 5,168 |
| Total debt securities | $1,171,000 | 5,448 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $1,167,000 | 5,537 |
| U.S. Government securities | $1,167,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,167,000 | 5,114 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $146,000 | 4,570 |
| Certificates of participation in pools of residential mortgages | $125,000 | 4,407 |
| Issued or guaranteed by U.S. | $125,000 | 4,403 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,999 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,000 | 1,390 |
| Commercial mortgage pass-through securities | $3,000 | 977 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,167,000 | 5,225 |
| Total debt securities | $1,167,000 | 5,518 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $1,171,000 | 5,595 |
| U.S. Government securities | $1,171,000 | 5,277 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,171,000 | 5,154 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $157,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $134,000 | 4,439 |
| Issued or guaranteed by U.S. | $134,000 | 4,433 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 2,994 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $4,000 | 1,341 |
| Commercial mortgage pass-through securities | $4,000 | 945 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,171,000 | 5,271 |
| Total debt securities | $1,171,000 | 5,576 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,230,000 | 5,642 |
| U.S. Government securities | $1,230,000 | 5,305 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,230,000 | 5,191 |
| 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 | $169,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $143,000 | 4,466 |
| Issued or guaranteed by U.S. | $143,000 | 4,462 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,021 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $5,000 | 1,280 |
| Commercial mortgage pass-through securities | $5,000 | 872 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,230,000 | 5,311 |
| Total debt securities | $1,230,000 | 5,622 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,572,000 | 5,679 |
| U.S. Government securities | $1,572,000 | 5,332 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,572,000 | 5,224 |
| 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 | $181,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $152,000 | 4,523 |
| Issued or guaranteed by U.S. | $152,000 | 4,517 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $22,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,046 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $7,000 | 1,212 |
| Commercial mortgage pass-through securities | $7,000 | 829 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,572,000 | 5,343 |
| Total debt securities | $1,572,000 | 5,661 |
| Structured notes | ||
| Amortized cost | $527,000 | 958 |
| Fair value | $527,000 | 958 |
| 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 | $2,427,000 | 5,663 |
| U.S. Government securities | $2,427,000 | 5,232 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,427,000 | 5,130 |
| 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 | $194,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $162,000 | 4,559 |
| Issued or guaranteed by U.S. | $162,000 | 4,554 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,071 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $8,000 | 1,195 |
| Commercial mortgage pass-through securities | $8,000 | 816 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,427,000 | 5,309 |
| Total debt securities | $2,427,000 | 5,639 |
| Structured notes | ||
| Amortized cost | $1,442,000 | 795 |
| Fair value | $1,439,000 | 796 |
| 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 | $4,430,000 | 5,493 |
| U.S. Government securities | $4,430,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,430,000 | 4,838 |
| 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 | $208,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $173,000 | 4,582 |
| Issued or guaranteed by U.S. | $173,000 | 4,578 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,105 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $9,000 | 1,148 |
| Commercial mortgage pass-through securities | $9,000 | 789 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $4,430,000 | 5,144 |
| Total debt securities | $4,430,000 | 5,468 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 628 |
| Fair value | $2,710,000 | 629 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,279,000 | 5,483 |
| U.S. Government securities | $5,279,000 | 4,911 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,279,000 | 4,796 |
| 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 | $225,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $185,000 | 4,629 |
| Issued or guaranteed by U.S. | $185,000 | 4,624 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $28,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,144 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $12,000 | 1,096 |
| Commercial mortgage pass-through securities | $12,000 | 756 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,279,000 | 5,121 |
| Total debt securities | $5,279,000 | 5,459 |
| Structured notes | ||
| Amortized cost | $3,384,000 | 627 |
| Fair value | $3,339,000 | 630 |
| 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 | $5,392,000 | 5,551 |
| U.S. Government securities | $5,392,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,392,000 | 4,883 |
| 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 | $237,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $196,000 | 4,697 |
| Issued or guaranteed by U.S. | $196,000 | 4,694 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $29,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,188 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $12,000 | 1,056 |
| Commercial mortgage pass-through securities | $12,000 | 720 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,392,000 | 5,182 |
| Total debt securities | $5,392,000 | 5,530 |
| Structured notes | ||
| Amortized cost | $3,583,000 | 702 |
| Fair value | $3,466,000 | 720 |
| 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 | $5,544,000 | 5,594 |
| U.S. Government securities | $5,544,000 | 5,049 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,544,000 | 4,944 |
| 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 | $257,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $212,000 | 4,740 |
| Issued or guaranteed by U.S. | $212,000 | 4,733 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $30,000 | 3,330 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,211 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $15,000 | 1,036 |
| Commercial mortgage pass-through securities | $15,000 | 702 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,544,000 | 5,222 |
| Total debt securities | $5,544,000 | 5,573 |
| Structured notes | ||
| Amortized cost | $3,583,000 | 752 |
| Fair value | $3,550,000 | 754 |
| 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 | $5,609,000 | 5,687 |
| U.S. Government securities | $5,609,000 | 5,120 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,609,000 | 5,005 |
| 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 | $273,000 | 4,992 |
| 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 | $32,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,249 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $16,000 | 1,016 |
| Commercial mortgage pass-through securities | $16,000 | 707 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $5,609,000 | 5,313 |
| Total debt securities | $5,608,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $3,733,000 | 781 |
| Fair value | $3,633,000 | 787 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $5,504,000 | 5,771 |
| U.S. Government securities | $5,504,000 | 5,234 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,504,000 | 5,116 |
| 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 | $288,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $236,000 | 4,877 |
| Issued or guaranteed by U.S. | $236,000 | 4,872 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $34,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,296 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $18,000 | 984 |
| Commercial mortgage pass-through securities | $18,000 | 699 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,504,000 | 5,403 |
| Total debt securities | $5,504,000 | 5,751 |
| Structured notes | ||
| Amortized cost | $3,733,000 | 875 |
| Fair value | $3,555,000 | 883 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $5,475,000 | 5,846 |
| U.S. Government securities | $5,475,000 | 5,320 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,475,000 | 5,201 |
| 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 | $304,000 | 5,113 |
| Certificates of participation in pools of residential mortgages | $249,000 | 4,915 |
| Issued or guaranteed by U.S. | $249,000 | 4,912 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $36,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,333 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $19,000 | 985 |
| Commercial mortgage pass-through securities | $19,000 | 704 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $5,475,000 | 5,453 |
| Total debt securities | $5,475,000 | 5,827 |
| Structured notes | ||
| Amortized cost | $3,732,000 | 908 |
| Fair value | $3,525,000 | 920 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $5,369,000 | 5,909 |
| U.S. Government securities | $5,369,000 | 5,365 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,369,000 | 5,252 |
| 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 | $321,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $260,000 | 4,958 |
| Issued or guaranteed by U.S. | $260,000 | 4,954 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $39,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,361 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $22,000 | 973 |
| Commercial mortgage pass-through securities | $22,000 | 703 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,369,000 | 5,525 |
| Total debt securities | $5,369,000 | 5,887 |
| Structured notes | ||
| Amortized cost | $3,733,000 | 917 |
| Fair value | $3,739,000 | 900 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $5,292,000 | 5,968 |
| U.S. Government securities | $5,292,000 | 5,386 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,292,000 | 5,287 |
| 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 | $336,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $270,000 | 4,982 |
| Issued or guaranteed by U.S. | $270,000 | 4,977 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $42,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,360 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $24,000 | 911 |
| Commercial mortgage pass-through securities | $24,000 | 647 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,292,000 | 5,576 |
| Total debt securities | $5,291,000 | 5,945 |
| Structured notes | ||
| Amortized cost | $3,732,000 | 897 |
| Fair value | $3,381,000 | 914 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $5,388,000 | 6,010 |
| U.S. Government securities | $5,388,000 | 5,409 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,388,000 | 5,311 |
| 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 | $354,000 | 5,222 |
| Certificates of participation in pools of residential mortgages | $284,000 | 5,021 |
| Issued or guaranteed by U.S. | $284,000 | 5,015 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $45,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,388 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $25,000 | 897 |
| Commercial mortgage pass-through securities | $25,000 | 627 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $5,388,000 | 5,624 |
| Total debt securities | $5,388,000 | 5,988 |
| Structured notes | ||
| Amortized cost | $3,732,000 | 886 |
| Fair value | $3,430,000 | 899 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,535,000 | 6,003 |
| U.S. Government securities | $5,535,000 | 5,400 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,535,000 | 5,292 |
| 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 | $382,000 | 5,219 |
| Certificates of participation in pools of residential mortgages | $308,000 | 5,002 |
| Issued or guaranteed by U.S. | $308,000 | 4,995 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $48,000 | 3,561 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,410 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $26,000 | 871 |
| Commercial mortgage pass-through securities | $26,000 | 627 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,535,000 | 5,630 |
| Total debt securities | $5,535,000 | 5,976 |
| Structured notes | ||
| Amortized cost | $3,732,000 | 877 |
| Fair value | $3,510,000 | 879 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $5,312,000 | 6,091 |
| U.S. Government securities | $5,312,000 | 5,474 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,312,000 | 5,362 |
| 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 | $408,000 | 5,259 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,032 |
| Issued or guaranteed by U.S. | $328,000 | 5,028 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $52,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,429 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $28,000 | 790 |
| Commercial mortgage pass-through securities | $28,000 | 582 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $5,312,000 | 5,713 |
| Total debt securities | $5,312,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $3,182,000 | 948 |
| Fair value | $3,161,000 | 953 |
| 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 | $4,840,000 | 6,204 |
| U.S. Government securities | $4,840,000 | 5,590 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,840,000 | 5,469 |
| 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 | $439,000 | 5,287 |
| Certificates of participation in pools of residential mortgages | $352,000 | 5,041 |
| Issued or guaranteed by U.S. | $352,000 | 5,037 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $57,000 | 3,629 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,466 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $30,000 | 680 |
| Commercial mortgage pass-through securities | $30,000 | 512 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $4,840,000 | 5,806 |
| Total debt securities | $4,840,000 | 6,177 |
| Structured notes | ||
| Amortized cost | $2,847,000 | 1,075 |
| Fair value | $2,848,000 | 1,078 |
| 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 | $4,908,000 | 6,275 |
| U.S. Government securities | $4,908,000 | 5,702 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,908,000 | 5,595 |
| 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 | $474,000 | 5,367 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,128 |
| Issued or guaranteed by U.S. | $383,000 | 5,121 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $60,000 | 3,708 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,540 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $31,000 | 652 |
| Commercial mortgage pass-through securities | $31,000 | 480 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $4,908,000 | 5,874 |
| Total debt securities | $4,908,000 | 6,248 |
| Structured notes | ||
| Amortized cost | $2,848,000 | 1,131 |
| Fair value | $2,837,000 | 1,135 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $4,394,000 | 6,408 |
| U.S. Government securities | $4,394,000 | 5,894 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,394,000 | 5,797 |
| 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 | $497,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,157 |
| Issued or guaranteed by U.S. | $399,000 | 5,149 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $64,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,545 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $34,000 | 615 |
| Commercial mortgage pass-through securities | $34,000 | 444 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $4,394,000 | 5,986 |
| Total debt securities | $4,394,000 | 6,379 |
| Structured notes | ||
| Amortized cost | $2,357,000 | 1,409 |
| Fair value | $2,364,000 | 1,411 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $4,688,000 | 6,425 |
| U.S. Government securities | $4,688,000 | 5,927 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,688,000 | 5,824 |
| 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 | $521,000 | 5,407 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,163 |
| Issued or guaranteed by U.S. | $418,000 | 5,157 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $68,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,561 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $35,000 | 580 |
| Commercial mortgage pass-through securities | $35,000 | 417 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,688,000 | 6,009 |
| Total debt securities | $4,688,000 | 6,395 |
| Structured notes | ||
| Amortized cost | $3,050,000 | 1,373 |
| Fair value | $3,019,000 | 1,391 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $4,084,000 | 6,532 |
| U.S. Government securities | $4,084,000 | 6,041 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,084,000 | 5,940 |
| 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 | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $543,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $434,000 | 5,128 |
| Issued or guaranteed by U.S. | $434,000 | 5,114 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $72,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,432 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $37,000 | 505 |
| Commercial mortgage pass-through securities | $37,000 | 361 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $4,084,000 | 6,080 |
| Total debt securities | $4,084,000 | 6,500 |
| Structured notes | ||
| Amortized cost | $2,580,000 | 1,499 |
| Fair value | $2,584,000 | 1,493 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,878,000 | 6,618 |
| U.S. Government securities | $3,878,000 | 6,135 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,878,000 | 6,023 |
| 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 | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,000 | 5,929 |
| Mortgage-backed securities | $570,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,125 |
| Issued or guaranteed by U.S. | $455,000 | 5,109 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $77,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,412 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $38,000 | 448 |
| Commercial mortgage pass-through securities | $38,000 | 325 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $3,878,000 | 6,154 |
| Total debt securities | $3,878,000 | 6,583 |
| Structured notes | ||
| Amortized cost | $2,340,000 | 1,636 |
| Fair value | $2,347,000 | 1,635 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $3,725,000 | 6,735 |
| U.S. Government securities | $3,725,000 | 6,297 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,725,000 | 6,180 |
| 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 | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,000 | 5,995 |
| Mortgage-backed securities | $596,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $465,000 | 5,126 |
| Issued or guaranteed by U.S. | $465,000 | 5,111 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $91,000 | 3,663 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,376 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $40,000 | 432 |
| Commercial mortgage pass-through securities | $40,000 | 324 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $3,725,000 | 6,256 |
| Total debt securities | $3,725,000 | 6,701 |
| Structured notes | ||
| Amortized cost | $2,829,000 | 1,707 |
| Fair value | $2,829,000 | 1,711 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,693,000 | 6,927 |
| U.S. Government securities | $2,693,000 | 6,531 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,693,000 | 6,413 |
| 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 | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,000 | 6,028 |
| Mortgage-backed securities | $623,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $482,000 | 5,092 |
| Issued or guaranteed by U.S. | $482,000 | 5,080 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $99,000 | 3,623 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,336 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $42,000 | 421 |
| Commercial mortgage pass-through securities | $42,000 | 315 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,693,000 | 6,448 |
| Total debt securities | $2,693,000 | 6,889 |
| Structured notes | ||
| Amortized cost | $2,129,000 | 1,947 |
| Fair value | $2,069,000 | 1,960 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,073,000 | 6,876 |
| U.S. Government securities | $3,030,000 | 6,380 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,030,000 | 6,255 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $43,000 | 2,952 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $43,000 | 386 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,000 | 6,107 |
| Mortgage-backed securities | $506,000 | 5,433 |
| Certificates of participation in pools of residential mortgages | $352,000 | 5,136 |
| Issued or guaranteed by U.S. | $352,000 | 5,124 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $111,000 | 3,608 |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 3,297 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $43,000 | 386 |
| Commercial mortgage pass-through securities | $43,000 | 300 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,073,000 | 6,371 |
| Total debt securities | $3,073,000 | 6,835 |
| Structured notes | ||
| Amortized cost | $2,130,000 | 1,817 |
| Fair value | $2,064,000 | 1,826 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,547,000 | 6,831 |
| U.S. Government securities | $3,502,000 | 6,291 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,502,000 | 6,171 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $45,000 | 3,028 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $45,000 | 359 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $537,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $370,000 | 5,137 |
| Issued or guaranteed by U.S. | $370,000 | 5,125 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $122,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,276 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $45,000 | 359 |
| Commercial mortgage pass-through securities | $45,000 | 276 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,547,000 | 6,323 |
| Total debt securities | $3,547,000 | 6,798 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,704 |
| Fair value | $2,505,000 | 1,740 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,790,000 | 7,057 |
| U.S. Government securities | $2,739,000 | 6,642 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,739,000 | 6,525 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $51,000 | 3,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $51,000 | 352 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,000 | 6,239 |
| Mortgage-backed securities | $574,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,179 |
| Issued or guaranteed by U.S. | $394,000 | 5,168 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $129,000 | 3,505 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,188 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $51,000 | 352 |
| Commercial mortgage pass-through securities | $51,000 | 270 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $2,790,000 | 6,529 |
| Total debt securities | $2,790,000 | 7,018 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,821 |
| Fair value | $594,000 | 2,838 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,947,000 | 7,295 |
| U.S. Government securities | $1,890,000 | 6,981 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,890,000 | 6,872 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $57,000 | 3,062 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $57,000 | 362 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,000 | 6,322 |
| Mortgage-backed securities | $606,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $410,000 | 5,290 |
| Issued or guaranteed by U.S. | $410,000 | 5,279 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $139,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,156 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $57,000 | 362 |
| Commercial mortgage pass-through securities | $57,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,947,000 | 6,767 |
| Total debt securities | $1,947,000 | 7,262 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,605 |
| Fair value | $594,000 | 2,615 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,278,000 | 7,443 |
| U.S. Government securities | $1,220,000 | 7,175 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,220,000 | 7,070 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $58,000 | 3,123 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $58,000 | 348 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,000 | 6,378 |
| Mortgage-backed securities | $636,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,348 |
| Issued or guaranteed by U.S. | $426,000 | 5,334 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $152,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 3,149 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $58,000 | 348 |
| Commercial mortgage pass-through securities | $58,000 | 264 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,278,000 | 6,915 |
| Total debt securities | $1,278,000 | 7,409 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,587 |
| Fair value | $393,000 | 2,598 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,165,000 | 7,538 |
| U.S. Government securities | $1,107,000 | 7,263 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,107,000 | 7,170 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $58,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $58,000 | 360 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,000 | 6,394 |
| Mortgage-backed securities | $672,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $451,000 | 5,405 |
| Issued or guaranteed by U.S. | $451,000 | 5,389 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $163,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 3,136 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $58,000 | 360 |
| Commercial mortgage pass-through securities | $58,000 | 261 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,165,000 | 6,997 |
| Total debt securities | $1,165,000 | 7,498 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,224 |
| Fair value | $393,000 | 2,223 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,207,000 | 7,593 |
| U.S. Government securities | $1,146,000 | 7,301 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,146,000 | 7,217 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $61,000 | 3,297 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $61,000 | 294 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $720,000 | 5,684 |
| Certificates of participation in pools of residential mortgages | $482,000 | 5,443 |
| Issued or guaranteed by U.S. | $482,000 | 5,425 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $177,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,110 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $61,000 | 294 |
| Commercial mortgage pass-through securities | $61,000 | 194 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,207,000 | 7,042 |
| Total debt securities | $1,207,000 | 7,556 |
| Structured notes | ||
| Amortized cost | $399,000 | 1,751 |
| Fair value | $390,000 | 1,750 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,168,000 | 7,685 |
| U.S. Government securities | $1,168,000 | 7,401 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,168,000 | 7,314 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,000 | 6,503 |
| Mortgage-backed securities | $768,000 | 5,724 |
| Certificates of participation in pools of residential mortgages | $584,000 | 5,437 |
| Issued or guaranteed by U.S. | $584,000 | 5,420 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $184,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 3,117 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,168,000 | 7,097 |
| Total debt securities | $1,168,000 | 7,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,393,000 | 7,694 |
| U.S. Government securities | $1,393,000 | 7,425 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,393,000 | 7,337 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,000 | 6,522 |
| Mortgage-backed securities | $792,000 | 5,728 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,428 |
| Issued or guaranteed by U.S. | $601,000 | 5,411 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $191,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,107 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,393,000 | 7,097 |
| Total debt securities | $1,393,000 | 7,658 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,738,000 | 7,677 |
| U.S. Government securities | $1,738,000 | 7,392 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,738,000 | 7,296 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,000 | 6,554 |
| Mortgage-backed securities | $841,000 | 5,687 |
| Certificates of participation in pools of residential mortgages | $637,000 | 5,399 |
| Issued or guaranteed by U.S. | $637,000 | 5,383 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $204,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,016 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,738,000 | 7,064 |
| Total debt securities | $1,738,000 | 7,638 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,316,000 | 7,599 |
| U.S. Government securities | $2,291,000 | 7,259 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,291,000 | 7,173 |
| Securities issued by states & political subdivisions | $25,000 | 5,925 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,000 | 6,582 |
| Mortgage-backed securities | $897,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $681,000 | 5,390 |
| Issued or guaranteed by U.S. | $681,000 | 5,368 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $216,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,013 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $2,316,000 | 6,981 |
| Total debt securities | $2,316,000 | 7,541 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,593 |
| Fair value | $300,000 | 1,603 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,549,000 | 7,579 |
| U.S. Government securities | $2,524,000 | 7,219 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,524,000 | 7,116 |
| Securities issued by states & political subdivisions | $25,000 | 5,934 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,000 | 6,601 |
| Mortgage-backed securities | $971,000 | 5,583 |
| Certificates of participation in pools of residential mortgages | $736,000 | 5,301 |
| Issued or guaranteed by U.S. | $736,000 | 5,274 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $235,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 2,979 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $2,549,000 | 6,958 |
| Total debt securities | $2,549,000 | 7,523 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,748 |
| Fair value | $300,000 | 1,764 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,830,000 | 7,395 |
| U.S. Government securities | $3,805,000 | 6,969 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,805,000 | 6,856 |
| Securities issued by states & political subdivisions | $25,000 | 5,985 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,000 | 6,650 |
| Mortgage-backed securities | $1,040,000 | 5,341 |
| Certificates of participation in pools of residential mortgages | $791,000 | 5,080 |
| Issued or guaranteed by U.S. | $791,000 | 5,059 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $249,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,901 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,830,000 | 6,730 |
| Total debt securities | $3,830,000 | 7,347 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,894 |
| Fair value | $599,000 | 1,902 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,870,000 | 7,416 |
| U.S. Government securities | $3,845,000 | 7,018 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,845,000 | 6,905 |
| Securities issued by states & political subdivisions | $25,000 | 6,015 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,000 | 6,671 |
| Mortgage-backed securities | $1,119,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $847,000 | 4,920 |
| Issued or guaranteed by U.S. | $847,000 | 4,904 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $272,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,832 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,870,000 | 6,744 |
| Total debt securities | $3,870,000 | 7,377 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,115 |
| Fair value | $592,000 | 2,125 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,898,000 | 7,443 |
| U.S. Government securities | $3,873,000 | 7,050 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,873,000 | 6,929 |
| Securities issued by states & political subdivisions | $25,000 | 6,072 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,000 | 6,712 |
| Mortgage-backed securities | $1,201,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $922,000 | 4,860 |
| Issued or guaranteed by U.S. | $922,000 | 4,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $279,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 2,814 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,898,000 | 6,757 |
| Total debt securities | $3,898,000 | 7,403 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,206 |
| Fair value | $581,000 | 2,217 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,170,000 | 7,415 |
| U.S. Government securities | $4,145,000 | 6,991 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,145,000 | 6,855 |
| Securities issued by states & political subdivisions | $25,000 | 6,121 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,000 | 6,748 |
| Mortgage-backed securities | $1,290,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 4,812 |
| Issued or guaranteed by U.S. | $1,000,000 | 4,793 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $290,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,794 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,170,000 | 6,721 |
| Total debt securities | $4,170,000 | 7,365 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,278 |
| Fair value | $586,000 | 2,284 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,269,000 | 7,435 |
| U.S. Government securities | $4,243,000 | 7,003 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,243,000 | 6,874 |
| Securities issued by states & political subdivisions | $26,000 | 6,168 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,000 | 6,788 |
| Mortgage-backed securities | $1,405,000 | 5,021 |
| Certificates of participation in pools of residential mortgages | $1,104,000 | 4,725 |
| Issued or guaranteed by U.S. | $1,104,000 | 4,709 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $301,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,782 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,269,000 | 6,726 |
| Total debt securities | $4,269,000 | 7,381 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,389 |
| Fair value | $584,000 | 2,392 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,792,000 | 7,392 |
| U.S. Government securities | $4,767,000 | 6,941 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,767,000 | 6,811 |
| Securities issued by states & political subdivisions | $25,000 | 6,244 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,000 | 6,842 |
| Mortgage-backed securities | $1,492,000 | 4,984 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 4,680 |
| Issued or guaranteed by U.S. | $1,177,000 | 4,656 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $315,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,739 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,792,000 | 6,661 |
| Total debt securities | $4,792,000 | 7,339 |
| Structured notes | ||
| Amortized cost | $848,000 | 2,355 |
| Fair value | $831,000 | 2,356 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,826,000 | 7,430 |
| U.S. Government securities | $4,801,000 | 6,976 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,801,000 | 6,839 |
| Securities issued by states & political subdivisions | $25,000 | 6,295 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,000 | 6,962 |
| Mortgage-backed securities | $1,591,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $1,256,000 | 4,647 |
| Issued or guaranteed by U.S. | $1,256,000 | 4,624 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $335,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 2,699 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,826,000 | 6,675 |
| Total debt securities | $4,826,000 | 7,379 |
| Structured notes | ||
| Amortized cost | $848,000 | 2,428 |
| Fair value | $814,000 | 2,434 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,989,000 | 7,426 |
| U.S. Government securities | $4,963,000 | 6,939 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,963,000 | 6,795 |
| Securities issued by states & political subdivisions | $26,000 | 6,319 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,000 | 6,986 |
| Mortgage-backed securities | $1,717,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $1,361,000 | 4,605 |
| Issued or guaranteed by U.S. | $1,361,000 | 4,586 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $356,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 2,687 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,989,000 | 6,681 |
| Total debt securities | $4,989,000 | 7,371 |
| Structured notes | ||
| Amortized cost | $848,000 | 2,423 |
| Fair value | $821,000 | 2,423 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,143,000 | 7,425 |
| U.S. Government securities | $5,117,000 | 6,915 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,117,000 | 6,764 |
| Securities issued by states & political subdivisions | $26,000 | 6,364 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,000 | 7,024 |
| Mortgage-backed securities | $1,857,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $1,479,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,479,000 | 4,550 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $378,000 | 2,981 |
| CMOs issued by government agencies or sponsored agencies | $378,000 | 2,687 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,143,000 | 6,665 |
| Total debt securities | $5,143,000 | 7,368 |
| Structured notes | ||
| Amortized cost | $847,000 | 2,414 |
| Fair value | $824,000 | 2,414 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,549,000 | 7,355 |
| U.S. Government securities | $5,523,000 | 6,803 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,523,000 | 6,659 |
| Securities issued by states & political subdivisions | $26,000 | 6,405 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,000 | 7,070 |
| Mortgage-backed securities | $2,015,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 4,530 |
| Issued or guaranteed by U.S. | $1,617,000 | 4,513 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $398,000 | 2,981 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 2,685 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,549,000 | 6,590 |
| Total debt securities | $5,549,000 | 7,299 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,409 |
| Fair value | $737,000 | 2,447 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,746,000 | 7,351 |
| U.S. Government securities | $5,720,000 | 6,779 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,720,000 | 6,635 |
| Securities issued by states & political subdivisions | $26,000 | 6,418 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,000 | 7,085 |
| Mortgage-backed securities | $2,200,000 | 4,825 |
| Certificates of participation in pools of residential mortgages | $1,772,000 | 4,514 |
| Issued or guaranteed by U.S. | $1,772,000 | 4,495 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $428,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,721 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,746,000 | 6,566 |
| Total debt securities | $5,746,000 | 7,286 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,395 |
| Fair value | $739,000 | 2,425 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,882,000 | 7,414 |
| U.S. Government securities | $5,856,000 | 6,821 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,856,000 | 6,668 |
| Securities issued by states & political subdivisions | $26,000 | 6,467 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,000 | 7,140 |
| Mortgage-backed securities | $2,396,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $1,942,000 | 4,481 |
| Issued or guaranteed by U.S. | $1,942,000 | 4,467 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $454,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 2,754 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,882,000 | 6,617 |
| Total debt securities | $5,882,000 | 7,350 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,383 |
| Fair value | $726,000 | 2,411 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,347,000 | 7,307 |
| U.S. Government securities | $6,321,000 | 6,677 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,321,000 | 6,526 |
| Securities issued by states & political subdivisions | $26,000 | 6,509 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,000 | 7,166 |
| Mortgage-backed securities | $2,544,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $2,059,000 | 4,438 |
| Issued or guaranteed by U.S. | $2,059,000 | 4,423 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $485,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 2,767 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,347,000 | 6,500 |
| Total debt securities | $6,347,000 | 7,237 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,289 |
| Fair value | $835,000 | 2,293 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,465,000 | 7,330 |
| U.S. Government securities | $6,414,000 | 6,680 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,414,000 | 6,523 |
| Securities issued by states & political subdivisions | $51,000 | 6,510 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,000 | 7,200 |
| Mortgage-backed securities | $2,424,000 | 4,889 |
| Certificates of participation in pools of residential mortgages | $1,913,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,913,000 | 4,555 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $511,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 2,737 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,465,000 | 6,522 |
| Total debt securities | $6,465,000 | 7,258 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,839 |
| Fair value | $1,341,000 | 1,841 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,545,000 | 7,383 |
| U.S. Government securities | $6,494,000 | 6,748 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,494,000 | 6,580 |
| Securities issued by states & political subdivisions | $51,000 | 6,555 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,000 | 7,235 |
| Mortgage-backed securities | $2,600,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $2,061,000 | 4,525 |
| Issued or guaranteed by U.S. | $2,061,000 | 4,509 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $539,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $539,000 | 2,770 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,545,000 | 6,556 |
| Total debt securities | $6,545,000 | 7,305 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,824 |
| Fair value | $1,317,000 | 1,826 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,725,000 | 7,330 |
| U.S. Government securities | $6,673,000 | 6,621 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,673,000 | 6,461 |
| Securities issued by states & political subdivisions | $52,000 | 6,548 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,000 | 7,242 |
| Mortgage-backed securities | $2,794,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $2,226,000 | 4,493 |
| Issued or guaranteed by U.S. | $2,226,000 | 4,476 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $568,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,801 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,725,000 | 6,512 |
| Total debt securities | $6,725,000 | 7,238 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,615 |
| Fair value | $1,353,000 | 1,615 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,943,000 | 7,339 |
| U.S. Government securities | $6,891,000 | 6,631 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,891,000 | 6,460 |
| Securities issued by states & political subdivisions | $52,000 | 6,634 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,000 | 7,270 |
| Mortgage-backed securities | $2,905,000 | 4,767 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,427 |
| Issued or guaranteed by U.S. | $2,318,000 | 4,406 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $587,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 2,936 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,943,000 | 6,514 |
| Total debt securities | $6,943,000 | 7,256 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,497 |
| Fair value | $1,338,000 | 1,501 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,905,000 | 7,305 |
| U.S. Government securities | $6,853,000 | 6,519 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,853,000 | 6,335 |
| Securities issued by states & political subdivisions | $52,000 | 6,679 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,000 | 7,296 |
| Mortgage-backed securities | $2,920,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $2,262,000 | 4,446 |
| Issued or guaranteed by U.S. | $2,262,000 | 4,423 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $658,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $658,000 | 2,923 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,905,000 | 6,493 |
| Total debt securities | $6,905,000 | 7,206 |
| Structured notes | ||
| Amortized cost | $1,101,000 | 1,338 |
| Fair value | $1,092,000 | 1,341 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,284,000 | 7,411 |
| U.S. Government securities | $6,231,000 | 6,651 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,231,000 | 6,468 |
| Securities issued by states & political subdivisions | $53,000 | 6,691 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,000 | 7,325 |
| Mortgage-backed securities | $2,702,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $1,941,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,941,000 | 4,706 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $761,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 3,060 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,284,000 | 6,591 |
| Total debt securities | $6,284,000 | 7,321 |
| Structured notes | ||
| Amortized cost | $1,101,000 | 1,139 |
| Fair value | $1,116,000 | 1,140 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,292,000 | 7,722 |
| U.S. Government securities | $5,240,000 | 7,044 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,240,000 | 6,834 |
| Securities issued by states & political subdivisions | $52,000 | 6,691 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $2,618,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $2,165,000 | 4,573 |
| Issued or guaranteed by U.S. | $2,165,000 | 4,557 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $453,000 | 3,622 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 3,457 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,292,000 | 6,886 |
| Total debt securities | $5,292,000 | 7,638 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $252,000 | 1,631 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,355,000 | 7,715 |
| U.S. Government securities | $5,303,000 | 7,041 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,303,000 | 6,839 |
| Securities issued by states & political subdivisions | $52,000 | 6,719 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,000 | 7,372 |
| Mortgage-backed securities | $2,849,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $2,301,000 | 4,474 |
| Issued or guaranteed by U.S. | $2,301,000 | 4,460 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $548,000 | 3,537 |
| CMOs issued by government agencies or sponsored agencies | $548,000 | 3,383 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,355,000 | 6,850 |
| Total debt securities | $5,355,000 | 7,629 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,417 |
| Fair value | $254,000 | 1,438 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,546,000 | 8,073 |
| U.S. Government securities | $4,486,000 | 7,441 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,486,000 | 7,185 |
| Securities issued by states & political subdivisions | $60,000 | 6,867 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,000 | 7,557 |
| Mortgage-backed securities | $3,355,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $2,460,000 | 4,191 |
| Issued or guaranteed by U.S. | $2,460,000 | 4,175 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $895,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 3,243 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,546,000 | 7,118 |
| Total debt securities | $4,546,000 | 7,966 |
| Structured notes | ||
| Amortized cost | $250,000 | 742 |
| Fair value | $259,000 | 740 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,103,000 | 8,660 |
| U.S. Government securities | $3,940,000 | 8,213 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,940,000 | 7,871 |
| Securities issued by states & political subdivisions | $60,000 | 7,090 |
| 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 | $103,000 | 6,770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,000 | 7,882 |
| Mortgage-backed securities | $2,726,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $1,879,000 | 4,048 |
| Issued or guaranteed by U.S. | $1,879,000 | 4,023 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $847,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $847,000 | 2,846 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,103,000 | 7,516 |
| Total debt securities | $4,000,000 | 8,591 |
| Structured notes | ||
| Amortized cost | $250,000 | 761 |
| Fair value | $238,000 | 795 |
| 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 | $4,447,000 | 8,868 |
| U.S. Government securities | $4,290,000 | 8,367 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,290,000 | 7,850 |
| Securities issued by states & political subdivisions | $60,000 | 7,463 |
| 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 | $97,000 | 6,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,000 | 8,127 |
| Mortgage-backed securities | $3,076,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $2,212,000 | 4,061 |
| Issued or guaranteed by U.S. | $2,212,000 | 4,045 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $864,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $864,000 | 3,026 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $4,447,000 | 7,604 |
| Total debt securities | $4,350,000 | 8,798 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,090 |
| Fair value | $238,000 | 1,153 |
| 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 | $4,318,000 | 9,000 |
| U.S. Government securities | $4,186,000 | 8,427 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,186,000 | 7,601 |
| Securities issued by states & political subdivisions | $35,000 | 7,757 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $97,000 | 6,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,000 | 8,250 |
| Mortgage-backed securities | $3,816,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 4,093 |
| Issued or guaranteed by U.S. | $2,470,000 | 4,073 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,346,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $1,346,000 | 2,873 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $4,318,000 | 7,611 |
| Total debt securities | $4,221,000 | 8,911 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $250,000 | 1,352 |
| 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 | $5,336,000 | 9,083 |
| U.S. Government securities | $5,201,000 | 8,467 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $5,201,000 | 7,187 |
| Securities issued by states & political subdivisions | $35,000 | 8,065 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,000 | 8,688 |
| Mortgage-backed securities | $4,865,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $2,867,000 | 3,836 |
| Issued or guaranteed by U.S. | $2,867,000 | 3,821 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,998,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 2,604 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,336,000 | 7,338 |
| Total debt securities | $5,236,000 | 8,993 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $237,000 | 2,592 |
| 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 | $6,249,000 | 9,283 |
| U.S. Government securities | $6,112,000 | 8,626 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $6,112,000 | 7,064 |
| Securities issued by states & political subdivisions | $35,000 | 8,508 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 6,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,000 | 9,103 |
| Mortgage-backed securities | $5,578,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $3,382,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,382,000 | 3,858 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,196,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $2,196,000 | 2,828 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $6,249,000 | 7,261 |
| Total debt securities | $6,350,000 | 9,141 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,178 |
| Fair value | $237,000 | 3,330 |
| 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 | $6,633,000 | 9,528 |
| U.S. Government securities | $6,508,000 | 8,840 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $6,508,000 | 6,939 |
| Securities issued by states & political subdivisions | $25,000 | 8,920 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,000 | 9,336 |
| Mortgage-backed securities | $5,986,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $3,825,000 | 3,773 |
| Issued or guaranteed by U.S. | $3,825,000 | 3,742 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,161,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $2,161,000 | 3,156 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $6,633,000 | 7,298 |
| Total debt securities | $6,820,000 | 9,348 |
| Structured notes | ||
| Amortized cost | $250,000 | 4,119 |
| Fair value | $220,000 | 4,264 |
| 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 | $6,818,000 | 9,996 |
| U.S. Government securities | $6,694,000 | 9,273 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $6,694,000 | 6,801 |
| Securities issued by states & political subdivisions | $25,000 | 9,433 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 5,997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $297,000 | 9,678 |
| Mortgage-backed securities | $6,344,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $4,279,000 | 3,684 |
| Issued or guaranteed by U.S. | $4,279,000 | 3,656 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,065,000 | 3,574 |
| CMOs issued by government agencies or sponsored agencies | $2,065,000 | 3,400 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,476,000 | 8,305 |
| Available-for-sale securities (fair market value) | $2,342,000 | 8,591 |
| Total debt securities | $7,053,000 | 9,803 |
| 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 | $7,743,000 | 9,987 |
| U.S. Government securities | $7,354,000 | 9,237 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $7,354,000 | 6,646 |
| Securities issued by states & political subdivisions | $25,000 | 9,689 |
| Other domestic debt securities | $250,000 | 5,033 |
| 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 | $250,000 | 3,913 |
| Foreign debt securities | NA | NA |
| Equity securities | $114,000 | 5,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,000 | 9,719 |
| Mortgage-backed securities | $7,354,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $5,179,000 | 3,696 |
| Issued or guaranteed by U.S. | $5,179,000 | 3,660 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,175,000 | 3,912 |
| CMOs issued by government agencies or sponsored agencies | $2,175,000 | 3,720 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,629,000 | 9,891 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,665,000 | 10,717 |
| U.S. Government securities | $6,433,000 | 9,901 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $6,433,000 | 7,108 |
| Securities issued by states & political subdivisions | $26,000 | 9,755 |
| Other domestic debt securities | $102,000 | 6,628 |
| 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 | $102,000 | 5,118 |
| Foreign debt securities | NA | NA |
| Equity securities | $104,000 | 5,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $6,433,000 | 4,808 |
| Certificates of participation in pools of residential mortgages | $5,472,000 | 3,755 |
| Issued or guaranteed by U.S. | $5,472,000 | 3,707 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $961,000 | 5,162 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 4,794 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,562,000 | 10,642 |
| 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 |