Home > BayFirst National Bank > Securities
BayFirst National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $42,059,000 | 2,816 |
| U.S. Government securities | $20,335,000 | 2,936 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $20,335,000 | 2,573 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $21,741,000 | 685 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,933,000 | 269 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $13,808,000 | 525 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $20,335,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,237,000 | 2,809 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,098,000 | 801 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,501,000 | 1,343 |
| Available-for-sale securities (fair market value) | $39,575,000 | 2,656 |
| Total debt securities | $42,076,000 | 2,796 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $42,165,000 | 2,797 |
| U.S. Government securities | $19,822,000 | 2,972 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $19,822,000 | 2,580 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $22,362,000 | 667 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,527,000 | 256 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $13,835,000 | 516 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $19,822,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,103,000 | 2,834 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,719,000 | 791 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,501,000 | 1,366 |
| Available-for-sale securities (fair market value) | $39,683,000 | 2,635 |
| Total debt securities | $42,184,000 | 2,774 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $43,826,000 | 2,810 |
| U.S. Government securities | $21,106,000 | 2,955 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $21,106,000 | 2,572 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $22,739,000 | 663 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,900,000 | 254 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $13,839,000 | 517 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $21,106,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,316,000 | 2,828 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,790,000 | 778 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,502,000 | 1,381 |
| Available-for-sale securities (fair market value) | $41,343,000 | 2,643 |
| Total debt securities | $43,844,000 | 2,791 |
| Structured notes | ||
| Amortized cost | $4,664,000 | 385 |
| Fair value | $4,539,000 | 351 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $44,937,000 | 2,863 |
| U.S. Government securities | $21,759,000 | 3,005 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $21,759,000 | 2,552 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $23,178,000 | 688 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,466,000 | 252 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $13,712,000 | 556 |
| 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 | $21,759,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,428,000 | 2,865 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,331,000 | 791 |
| 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) | $2,502,000 | 1,425 |
| Available-for-sale securities (fair market value) | $42,435,000 | 2,692 |
| Total debt securities | $44,937,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $5,068,000 | 355 |
| Fair value | $4,951,000 | 337 |
| 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 | $47,351,000 | 2,823 |
| U.S. Government securities | $21,661,000 | 3,024 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $21,661,000 | 2,549 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $25,690,000 | 663 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,606,000 | 244 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $16,084,000 | 493 |
| 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 | $21,661,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,441,000 | 2,885 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,220,000 | 805 |
| 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) | $5,002,000 | 1,267 |
| Available-for-sale securities (fair market value) | $42,349,000 | 2,713 |
| Total debt securities | $47,352,000 | 2,805 |
| Structured notes | ||
| Amortized cost | $9,873,000 | 220 |
| Fair value | $9,605,000 | 197 |
| 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 | $47,924,000 | 2,822 |
| U.S. Government securities | $22,015,000 | 3,029 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $22,015,000 | 2,564 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $25,909,000 | 638 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,786,000 | 250 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $16,123,000 | 498 |
| 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 | $22,015,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,470,000 | 2,903 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,545,000 | 812 |
| 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) | $5,008,000 | 1,243 |
| Available-for-sale securities (fair market value) | $42,916,000 | 2,715 |
| Total debt securities | $47,924,000 | 2,801 |
| Structured notes | ||
| Amortized cost | $9,992,000 | 211 |
| Fair value | $9,786,000 | 182 |
| 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 | $50,300,000 | 2,784 |
| U.S. Government securities | $24,328,000 | 2,939 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $24,328,000 | 2,484 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $25,972,000 | 605 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,910,000 | 251 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $16,062,000 | 512 |
| 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 | $24,328,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $3,776,000 | 2,973 |
| Issued or guaranteed by U.S. | $3,776,000 | 2,886 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $20,552,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $20,552,000 | 779 |
| 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) | $5,017,000 | 1,164 |
| Available-for-sale securities (fair market value) | $45,283,000 | 2,714 |
| Total debt securities | $50,301,000 | 2,770 |
| Structured notes | ||
| Amortized cost | $10,098,000 | 179 |
| Fair value | $9,910,000 | 176 |
| 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 | $41,658,000 | 3,009 |
| U.S. Government securities | $26,213,000 | 2,776 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $26,213,000 | 2,406 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $15,445,000 | 778 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,571,000 | 291 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $7,874,000 | 800 |
| 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 | $26,213,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 2,948 |
| Issued or guaranteed by U.S. | $4,067,000 | 2,866 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $22,146,000 | 808 |
| CMOs issued by government agencies or sponsored agencies | $22,146,000 | 739 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,000 | 1,730 |
| Available-for-sale securities (fair market value) | $41,656,000 | 2,806 |
| Total debt securities | $41,658,000 | 2,995 |
| 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 | $30,895,000 | 3,273 |
| U.S. Government securities | $23,360,000 | 2,764 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $23,360,000 | 2,511 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $7,535,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,535,000 | 299 |
| 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 | $23,360,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $4,396,000 | 2,890 |
| Issued or guaranteed by U.S. | $4,396,000 | 2,800 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $18,964,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $18,964,000 | 793 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,000 | 1,654 |
| Available-for-sale securities (fair market value) | $30,893,000 | 3,083 |
| Total debt securities | $30,895,000 | 3,250 |
| 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 | $32,537,000 | 3,169 |
| U.S. Government securities | $24,931,000 | 2,614 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $24,931,000 | 2,425 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $7,606,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,606,000 | 292 |
| 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 | $24,931,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $5,041,000 | 2,813 |
| Issued or guaranteed by U.S. | $5,041,000 | 2,736 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $19,890,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $19,890,000 | 766 |
| 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) | $2,000 | 1,677 |
| Available-for-sale securities (fair market value) | $32,535,000 | 2,984 |
| Total debt securities | $32,537,000 | 3,148 |
| 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 | $22,679,000 | 3,483 |
| U.S. Government securities | $17,588,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $17,588,000 | 2,767 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $5,091,000 | 1,188 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,091,000 | 346 |
| 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 | $17,588,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $2,501,000 | 3,193 |
| Issued or guaranteed by U.S. | $2,501,000 | 3,098 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $15,087,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $15,087,000 | 878 |
| 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) | $5,000 | 1,653 |
| Available-for-sale securities (fair market value) | $22,674,000 | 3,285 |
| Total debt securities | $22,678,000 | 3,460 |
| 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 | $31,000 | 4,832 |
| U.S. Government securities | $31,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $31,000 | 4,543 |
| 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 | $31,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $31,000 | 3,932 |
| Issued or guaranteed by U.S. | $31,000 | 3,858 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $31,000 | 1,618 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $31,000 | 4,805 |
| 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 | $41,000 | 4,842 |
| U.S. Government securities | $41,000 | 4,630 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $41,000 | 4,535 |
| 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 | $41,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $41,000 | 3,921 |
| Issued or guaranteed by U.S. | $41,000 | 3,853 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $41,000 | 1,603 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $41,000 | 4,819 |
| 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 | $42,000 | 4,867 |
| U.S. Government securities | $42,000 | 4,660 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $42,000 | 4,564 |
| 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 | $42,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $42,000 | 3,925 |
| Issued or guaranteed by U.S. | $42,000 | 3,859 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $42,000 | 1,602 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $42,000 | 4,846 |
| 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 | $42,000 | 4,902 |
| U.S. Government securities | $42,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $42,000 | 4,599 |
| 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 | $42,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $42,000 | 3,935 |
| Issued or guaranteed by U.S. | $42,000 | 3,870 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $42,000 | 1,616 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $42,000 | 4,880 |
| 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 | $43,000 | 4,953 |
| U.S. Government securities | $43,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $43,000 | 4,660 |
| 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 | $43,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $43,000 | 3,969 |
| Issued or guaranteed by U.S. | $43,000 | 3,892 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $43,000 | 1,633 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $43,000 | 4,931 |
| 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 | $43,000 | 5,010 |
| U.S. Government securities | $43,000 | 4,841 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $43,000 | 4,731 |
| 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 | $43,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $43,000 | 3,990 |
| Issued or guaranteed by U.S. | $43,000 | 3,924 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $43,000 | 1,681 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $43,000 | 4,990 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $44,000 | 5,091 |
| U.S. Government securities | $44,000 | 4,925 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $44,000 | 4,813 |
| 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 | $44,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $44,000 | 4,028 |
| Issued or guaranteed by U.S. | $44,000 | 3,958 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $44,000 | 1,746 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $44,000 | 5,072 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $44,000 | 5,139 |
| U.S. Government securities | $44,000 | 4,974 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $44,000 | 4,862 |
| 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 | $44,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $44,000 | 4,055 |
| Issued or guaranteed by U.S. | $44,000 | 3,988 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $44,000 | 1,788 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $44,000 | 5,121 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $45,000 | 5,188 |
| U.S. Government securities | $45,000 | 5,025 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $45,000 | 4,918 |
| 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 | $45,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $45,000 | 4,089 |
| Issued or guaranteed by U.S. | $45,000 | 4,021 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $45,000 | 1,814 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $45,000 | 5,172 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $45,000 | 5,235 |
| U.S. Government securities | $45,000 | 5,074 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $45,000 | 4,961 |
| 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 | $45,000 | 4,297 |
| Certificates of participation in pools of residential mortgages | $45,000 | 4,127 |
| Issued or guaranteed by U.S. | $45,000 | 4,074 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $45,000 | 1,861 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $45,000 | 5,218 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $61,000 | 5,301 |
| U.S. Government securities | $61,000 | 5,140 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $61,000 | 5,032 |
| 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 | $61,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $61,000 | 4,167 |
| Issued or guaranteed by U.S. | $61,000 | 4,146 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $61,000 | 1,895 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $61,000 | 5,286 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $62,000 | 5,364 |
| U.S. Government securities | $62,000 | 5,201 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $62,000 | 5,091 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $62,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $62,000 | 4,216 |
| Issued or guaranteed by U.S. | $62,000 | 4,097 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $62,000 | 1,921 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $62,000 | 5,347 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $62,000 | 5,427 |
| U.S. Government securities | $62,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $62,000 | 5,166 |
| 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 | $62,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $62,000 | 4,252 |
| Issued or guaranteed by U.S. | $62,000 | 4,245 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $62,000 | 1,951 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $62,000 | 5,410 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $63,000 | 5,491 |
| U.S. Government securities | $63,000 | 5,313 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $63,000 | 5,223 |
| 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 | $63,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $63,000 | 4,302 |
| Issued or guaranteed by U.S. | $63,000 | 4,297 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $63,000 | 1,975 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $63,000 | 5,477 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $64,000 | 5,556 |
| U.S. Government securities | $64,000 | 5,375 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $64,000 | 5,287 |
| 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 | $64,000 | 4,531 |
| Certificates of participation in pools of residential mortgages | $64,000 | 4,358 |
| Issued or guaranteed by U.S. | $64,000 | 4,354 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $64,000 | 2,028 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $64,000 | 5,541 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $64,000 | 5,613 |
| U.S. Government securities | $64,000 | 5,429 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $64,000 | 5,338 |
| 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 | $64,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $64,000 | 4,394 |
| Issued or guaranteed by U.S. | $64,000 | 4,389 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $64,000 | 2,055 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $64,000 | 5,595 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $80,000 | 5,680 |
| U.S. Government securities | $80,000 | 5,493 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $80,000 | 5,398 |
| 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 | $80,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $80,000 | 4,442 |
| Issued or guaranteed by U.S. | $80,000 | 4,438 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $80,000 | 2,081 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $80,000 | 5,664 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $81,000 | 5,736 |
| U.S. Government securities | $81,000 | 5,540 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $81,000 | 5,449 |
| 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 | $81,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $81,000 | 4,483 |
| Issued or guaranteed by U.S. | $81,000 | 4,478 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $81,000 | 2,104 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $81,000 | 5,721 |
| 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 | $81,000 | 5,798 |
| U.S. Government securities | $81,000 | 5,602 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $81,000 | 5,512 |
| 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 | $81,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $81,000 | 4,516 |
| Issued or guaranteed by U.S. | $81,000 | 4,513 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $81,000 | 2,126 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $81,000 | 5,784 |
| 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 | $89,000 | 5,881 |
| U.S. Government securities | $89,000 | 5,695 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $89,000 | 5,606 |
| 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 | $89,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $89,000 | 4,576 |
| Issued or guaranteed by U.S. | $89,000 | 4,571 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $89,000 | 2,172 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $89,000 | 5,865 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $90,000 | 5,945 |
| U.S. Government securities | $90,000 | 5,758 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $90,000 | 5,664 |
| 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 | $90,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $90,000 | 4,618 |
| Issued or guaranteed by U.S. | $90,000 | 4,615 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $90,000 | 2,214 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $90,000 | 5,931 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $91,000 | 6,004 |
| U.S. Government securities | $91,000 | 5,821 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $91,000 | 5,731 |
| 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 | $91,000 | 4,827 |
| Certificates of participation in pools of residential mortgages | $91,000 | 4,652 |
| Issued or guaranteed by U.S. | $91,000 | 4,648 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $91,000 | 2,256 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $91,000 | 5,989 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $509,000 | 6,015 |
| U.S. Government securities | $92,000 | 5,908 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $92,000 | 5,826 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $417,000 | 1,977 |
| 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 | $417,000 | 1,594 |
| 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 | $92,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $92,000 | 4,702 |
| Issued or guaranteed by U.S. | $92,000 | 4,697 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $509,000 | 2,035 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $509,000 | 5,996 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,085,000 | 6,020 |
| U.S. Government securities | $92,000 | 5,992 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $92,000 | 5,902 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $993,000 | 1,670 |
| 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 | $993,000 | 1,343 |
| 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 | $92,000 | 4,963 |
| Certificates of participation in pools of residential mortgages | $92,000 | 4,775 |
| Issued or guaranteed by U.S. | $92,000 | 4,772 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,085,000 | 1,886 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $1,085,000 | 5,999 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,583,000 | 6,026 |
| U.S. Government securities | $93,000 | 6,060 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $93,000 | 5,975 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,490,000 | 1,502 |
| 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 | $1,490,000 | 1,185 |
| 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 | $93,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $93,000 | 4,835 |
| Issued or guaranteed by U.S. | $93,000 | 4,829 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,583,000 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $1,583,000 | 6,005 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,584,000 | 6,124 |
| U.S. Government securities | $94,000 | 6,154 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $94,000 | 6,065 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,490,000 | 1,504 |
| 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 | $1,490,000 | 1,189 |
| 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 | $94,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $94,000 | 4,909 |
| Issued or guaranteed by U.S. | $94,000 | 4,904 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,584,000 | 1,817 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $1,584,000 | 6,103 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,369,000 | 6,126 |
| U.S. Government securities | $879,000 | 6,062 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $879,000 | 5,973 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,490,000 | 1,549 |
| 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 | $1,490,000 | 1,212 |
| 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 | $784,000 | 5,359 |
| Mortgage-backed securities | $95,000 | 5,196 |
| Certificates of participation in pools of residential mortgages | $95,000 | 4,993 |
| Issued or guaranteed by U.S. | $95,000 | 4,990 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,585,000 | 1,848 |
| Available-for-sale securities (fair market value) | $784,000 | 5,930 |
| Total debt securities | $2,369,000 | 6,106 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,368,000 | 6,195 |
| U.S. Government securities | $878,000 | 6,137 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $878,000 | 6,038 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,490,000 | 1,589 |
| 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 | $1,490,000 | 1,248 |
| 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 | $783,000 | 5,406 |
| Mortgage-backed securities | $95,000 | 5,246 |
| Certificates of participation in pools of residential mortgages | $95,000 | 5,044 |
| Issued or guaranteed by U.S. | $95,000 | 5,041 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,585,000 | 1,856 |
| Available-for-sale securities (fair market value) | $783,000 | 5,997 |
| Total debt securities | $2,368,000 | 6,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,356,000 | 6,244 |
| U.S. Government securities | $872,000 | 6,194 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $872,000 | 6,094 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,484,000 | 1,638 |
| 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 | $1,484,000 | 1,282 |
| 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 | $776,000 | 5,449 |
| Mortgage-backed securities | $96,000 | 5,306 |
| Certificates of participation in pools of residential mortgages | $96,000 | 5,104 |
| Issued or guaranteed by U.S. | $96,000 | 5,100 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,580,000 | 1,861 |
| Available-for-sale securities (fair market value) | $776,000 | 6,064 |
| Total debt securities | $2,356,000 | 6,218 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $885,000 | 6,497 |
| U.S. Government securities | $885,000 | 6,248 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $885,000 | 6,146 |
| 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 | $800,000 | 5,505 |
| Mortgage-backed securities | $111,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,128 |
| Issued or guaranteed by U.S. | $111,000 | 5,123 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $111,000 | 2,424 |
| Available-for-sale securities (fair market value) | $774,000 | 6,135 |
| Total debt securities | $885,000 | 6,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $940,000 | 6,561 |
| U.S. Government securities | $885,000 | 6,318 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $885,000 | 6,220 |
| Securities issued by states & political subdivisions | $55,000 | 5,507 |
| 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 | $800,000 | 5,570 |
| Mortgage-backed securities | $111,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,173 |
| Issued or guaranteed by U.S. | $111,000 | 5,167 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $166,000 | 2,386 |
| Available-for-sale securities (fair market value) | $774,000 | 6,205 |
| Total debt securities | $940,000 | 6,530 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $966,000 | 6,599 |
| U.S. Government securities | $911,000 | 6,336 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $911,000 | 6,237 |
| Securities issued by states & political subdivisions | $55,000 | 5,507 |
| 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 | $781,000 | 5,596 |
| Mortgage-backed securities | $130,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,155 |
| Issued or guaranteed by U.S. | $130,000 | 5,149 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $185,000 | 2,308 |
| Available-for-sale securities (fair market value) | $781,000 | 6,232 |
| Total debt securities | $966,000 | 6,567 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,036,000 | 6,638 |
| U.S. Government securities | $981,000 | 6,379 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $981,000 | 6,273 |
| Securities issued by states & political subdivisions | $55,000 | 5,544 |
| 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 | $800,000 | 5,638 |
| Mortgage-backed securities | $181,000 | 5,402 |
| Certificates of participation in pools of residential mortgages | $181,000 | 5,149 |
| Issued or guaranteed by U.S. | $181,000 | 5,144 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $236,000 | 2,265 |
| Available-for-sale securities (fair market value) | $800,000 | 6,300 |
| Total debt securities | $1,036,000 | 6,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,033,000 | 6,696 |
| U.S. Government securities | $978,000 | 6,434 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $978,000 | 6,324 |
| Securities issued by states & political subdivisions | $55,000 | 5,592 |
| 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 | $796,000 | 5,667 |
| Mortgage-backed securities | $182,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $182,000 | 5,184 |
| Issued or guaranteed by U.S. | $182,000 | 5,180 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $237,000 | 2,291 |
| Available-for-sale securities (fair market value) | $796,000 | 6,348 |
| Total debt securities | $1,033,000 | 6,666 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $928,000 | 6,822 |
| U.S. Government securities | $813,000 | 6,571 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $813,000 | 6,477 |
| Securities issued by states & political subdivisions | $115,000 | 5,602 |
| 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 | $601,000 | 5,830 |
| Mortgage-backed securities | $212,000 | 5,521 |
| Certificates of participation in pools of residential mortgages | $212,000 | 5,262 |
| Issued or guaranteed by U.S. | $212,000 | 5,254 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $327,000 | 2,263 |
| Available-for-sale securities (fair market value) | $601,000 | 6,464 |
| Total debt securities | $928,000 | 6,793 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,119 |
| Fair value | $601,000 | 2,121 |
| 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 | $980,000 | 6,880 |
| U.S. Government securities | $865,000 | 6,640 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $865,000 | 6,544 |
| Securities issued by states & political subdivisions | $115,000 | 5,625 |
| 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 | $602,000 | 5,907 |
| Mortgage-backed securities | $263,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,235 |
| Issued or guaranteed by U.S. | $263,000 | 5,227 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $378,000 | 2,258 |
| Available-for-sale securities (fair market value) | $602,000 | 6,528 |
| Total debt securities | $980,000 | 6,855 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,386 |
| Fair value | $602,000 | 2,386 |
| 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 | $1,006,000 | 6,933 |
| U.S. Government securities | $891,000 | 6,711 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $891,000 | 6,608 |
| Securities issued by states & political subdivisions | $115,000 | 5,614 |
| 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 | $599,000 | 5,948 |
| Mortgage-backed securities | $292,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $292,000 | 5,243 |
| Issued or guaranteed by U.S. | $292,000 | 5,237 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $407,000 | 2,290 |
| Available-for-sale securities (fair market value) | $599,000 | 6,578 |
| Total debt securities | $1,006,000 | 6,903 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,623 |
| Fair value | $599,000 | 2,633 |
| 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 | $1,009,000 | 6,969 |
| U.S. Government securities | $894,000 | 6,741 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $894,000 | 6,649 |
| Securities issued by states & political subdivisions | $115,000 | 5,614 |
| 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 | $600,000 | 5,657 |
| Mortgage-backed securities | $294,000 | 5,529 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,224 |
| Issued or guaranteed by U.S. | $294,000 | 5,211 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $409,000 | 2,391 |
| Available-for-sale securities (fair market value) | $600,000 | 6,587 |
| Total debt securities | $1,009,000 | 6,941 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,520 |
| Fair value | $600,000 | 2,525 |
| 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 | $1,099,000 | 7,034 |
| U.S. Government securities | $929,000 | 6,802 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $929,000 | 6,702 |
| Securities issued by states & political subdivisions | $170,000 | 5,588 |
| 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 | $600,000 | 5,677 |
| Mortgage-backed securities | $328,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,203 |
| Issued or guaranteed by U.S. | $328,000 | 5,188 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $498,000 | 2,356 |
| Available-for-sale securities (fair market value) | $601,000 | 6,654 |
| Total debt securities | $1,099,000 | 7,003 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,134,000 | 7,099 |
| U.S. Government securities | $964,000 | 6,906 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $964,000 | 6,800 |
| Securities issued by states & political subdivisions | $170,000 | 5,591 |
| 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 | $600,000 | 5,721 |
| Mortgage-backed securities | $363,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $363,000 | 5,194 |
| Issued or guaranteed by U.S. | $363,000 | 5,180 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $533,000 | 2,349 |
| Available-for-sale securities (fair market value) | $601,000 | 6,720 |
| Total debt securities | $1,134,000 | 7,070 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,152,000 | 7,006 |
| U.S. Government securities | $1,982,000 | 6,705 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,982,000 | 6,603 |
| Securities issued by states & political subdivisions | $170,000 | 5,617 |
| 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 | $600,000 | 5,752 |
| Mortgage-backed securities | $394,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,145 |
| Issued or guaranteed by U.S. | $394,000 | 5,134 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $564,000 | 2,348 |
| Available-for-sale securities (fair market value) | $1,588,000 | 6,618 |
| Total debt securities | $2,152,000 | 6,970 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,976 |
| Fair value | $499,000 | 2,940 |
| 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 | $2,167,000 | 7,048 |
| U.S. Government securities | $1,997,000 | 6,678 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,997,000 | 6,562 |
| Securities issued by states & political subdivisions | $170,000 | 5,637 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $408,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $408,000 | 5,095 |
| Issued or guaranteed by U.S. | $408,000 | 5,083 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $578,000 | 2,353 |
| Available-for-sale securities (fair market value) | $1,589,000 | 6,638 |
| Total debt securities | $2,167,000 | 7,013 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,857 |
| Fair value | $499,000 | 2,809 |
| 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 | $652,000 | 7,367 |
| U.S. Government securities | $427,000 | 7,178 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $427,000 | 7,077 |
| Securities issued by states & political subdivisions | $225,000 | 5,546 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $427,000 | 5,537 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,094 |
| Issued or guaranteed by U.S. | $427,000 | 5,081 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $652,000 | 2,376 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $652,000 | 7,337 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $654,000 | 7,440 |
| U.S. Government securities | $429,000 | 7,260 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $429,000 | 7,168 |
| Securities issued by states & political subdivisions | $225,000 | 5,525 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $429,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $429,000 | 5,150 |
| Issued or guaranteed by U.S. | $429,000 | 5,139 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $654,000 | 2,438 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $654,000 | 7,406 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $713,000 | 7,506 |
| U.S. Government securities | $488,000 | 7,363 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $488,000 | 7,263 |
| Securities issued by states & political subdivisions | $225,000 | 5,552 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $488,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,223 |
| Issued or guaranteed by U.S. | $488,000 | 5,211 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $713,000 | 2,454 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $713,000 | 7,474 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $736,000 | 7,552 |
| U.S. Government securities | $511,000 | 7,363 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $511,000 | 7,265 |
| Securities issued by states & political subdivisions | $225,000 | 5,586 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $511,000 | 5,680 |
| Certificates of participation in pools of residential mortgages | $511,000 | 5,282 |
| Issued or guaranteed by U.S. | $511,000 | 5,267 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $736,000 | 2,498 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $736,000 | 7,517 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,308,000 | 7,327 |
| U.S. Government securities | $2,033,000 | 7,011 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,033,000 | 6,912 |
| Securities issued by states & political subdivisions | $275,000 | 5,555 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $2,033,000 | 5,077 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 4,587 |
| Issued or guaranteed by U.S. | $2,033,000 | 4,578 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,286,000 | 2,337 |
| Available-for-sale securities (fair market value) | $1,022,000 | 7,028 |
| Total debt securities | $2,308,000 | 7,288 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,379,000 | 7,562 |
| U.S. Government securities | $1,104,000 | 7,317 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,104,000 | 7,232 |
| Securities issued by states & political subdivisions | $275,000 | 5,585 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $1,104,000 | 5,476 |
| Certificates of participation in pools of residential mortgages | $1,104,000 | 5,045 |
| Issued or guaranteed by U.S. | $1,104,000 | 5,031 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $275,000 | 2,945 |
| Available-for-sale securities (fair market value) | $1,104,000 | 7,056 |
| Total debt securities | $1,379,000 | 7,521 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,520,000 | 7,387 |
| U.S. Government securities | $2,245,000 | 7,088 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,245,000 | 6,999 |
| Securities issued by states & political subdivisions | $275,000 | 5,525 |
| 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 | $2,226,000 | 5,451 |
| Mortgage-backed securities | $1,244,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 5,056 |
| Issued or guaranteed by U.S. | $1,244,000 | 5,039 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 2,984 |
| Available-for-sale securities (fair market value) | $2,245,000 | 6,872 |
| Total debt securities | $2,521,000 | 7,347 |
| 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 | $3,137,000 | 7,337 |
| U.S. Government securities | $2,862,000 | 7,028 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,862,000 | 6,938 |
| Securities issued by states & political subdivisions | $275,000 | 5,484 |
| 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 | $1,354,000 | 5,877 |
| Mortgage-backed securities | $1,354,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 4,999 |
| Issued or guaranteed by U.S. | $1,354,000 | 4,985 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 3,014 |
| Available-for-sale securities (fair market value) | $2,862,000 | 6,808 |
| Total debt securities | $3,137,000 | 7,296 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,661,000 | 6,985 |
| U.S. Government securities | $4,336,000 | 6,592 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,336,000 | 6,496 |
| Securities issued by states & political subdivisions | $325,000 | 5,430 |
| 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 | $1,364,000 | 5,905 |
| Mortgage-backed securities | $1,364,000 | 5,396 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 4,969 |
| Issued or guaranteed by U.S. | $1,364,000 | 4,953 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,344,000 | 2,409 |
| Available-for-sale securities (fair market value) | $3,317,000 | 6,713 |
| Total debt securities | $4,661,000 | 6,941 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,640,000 | 7,066 |
| U.S. Government securities | $4,315,000 | 6,646 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,315,000 | 6,549 |
| Securities issued by states & political subdivisions | $325,000 | 5,490 |
| 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 | $1,352,000 | 5,927 |
| Mortgage-backed securities | $1,352,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $1,352,000 | 4,987 |
| Issued or guaranteed by U.S. | $1,352,000 | 4,968 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,345,000 | 2,412 |
| Available-for-sale securities (fair market value) | $3,295,000 | 6,784 |
| Total debt securities | $4,640,000 | 7,010 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,094,000 | 7,455 |
| U.S. Government securities | $2,769,000 | 7,148 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,769,000 | 7,046 |
| Securities issued by states & political subdivisions | $325,000 | 5,497 |
| 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 | $1,265,000 | 5,955 |
| Mortgage-backed securities | $2,265,000 | 4,985 |
| Certificates of participation in pools of residential mortgages | $2,265,000 | 4,496 |
| Issued or guaranteed by U.S. | $2,265,000 | 4,474 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,000 | 3,042 |
| Available-for-sale securities (fair market value) | $2,769,000 | 6,917 |
| Total debt securities | $3,095,000 | 7,400 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,344,000 | 7,246 |
| U.S. Government securities | $4,019,000 | 6,880 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,019,000 | 6,768 |
| Securities issued by states & political subdivisions | $325,000 | 5,517 |
| 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 | $1,408,000 | 5,960 |
| Mortgage-backed securities | $2,507,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 4,115 |
| Issued or guaranteed by U.S. | $2,507,000 | 4,098 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,000 | 3,084 |
| Available-for-sale securities (fair market value) | $4,019,000 | 6,680 |
| Total debt securities | $4,343,000 | 7,191 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,162,000 | 7,328 |
| U.S. Government securities | $2,791,000 | 7,323 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,791,000 | 7,207 |
| Securities issued by states & political subdivisions | $375,000 | 5,499 |
| Other domestic debt securities | $996,000 | 1,976 |
| 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 | $996,000 | 1,380 |
| 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 | $1,400,000 | 5,978 |
| Mortgage-backed securities | $1,294,000 | 5,100 |
| Certificates of participation in pools of residential mortgages | $1,294,000 | 4,600 |
| Issued or guaranteed by U.S. | $1,294,000 | 4,587 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,000 | 3,114 |
| Available-for-sale securities (fair market value) | $3,787,000 | 6,762 |
| Total debt securities | $4,162,000 | 7,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,345,000 | 7,573 |
| U.S. Government securities | $2,970,000 | 7,335 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,970,000 | 7,205 |
| Securities issued by states & political subdivisions | $375,000 | 5,520 |
| 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 | $2,562,000 | 5,479 |
| Mortgage-backed securities | $818,000 | 5,411 |
| Certificates of participation in pools of residential mortgages | $818,000 | 4,954 |
| Issued or guaranteed by U.S. | $818,000 | 4,939 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,000 | 3,142 |
| Available-for-sale securities (fair market value) | $2,970,000 | 6,971 |
| Total debt securities | $3,345,000 | 7,531 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,437,000 | 7,601 |
| U.S. Government securities | $3,062,000 | 7,317 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,062,000 | 7,189 |
| Securities issued by states & political subdivisions | $375,000 | 5,567 |
| 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 | $2,581,000 | 5,482 |
| Mortgage-backed securities | $921,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $921,000 | 4,885 |
| Issued or guaranteed by U.S. | $921,000 | 4,868 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,000 | 3,203 |
| Available-for-sale securities (fair market value) | $3,062,000 | 6,958 |
| Total debt securities | $3,437,000 | 7,558 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,445,000 | 7,620 |
| U.S. Government securities | $3,070,000 | 7,363 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,070,000 | 7,235 |
| Securities issued by states & political subdivisions | $375,000 | 5,607 |
| 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 | $2,587,000 | 5,491 |
| Mortgage-backed securities | $938,000 | 5,342 |
| Certificates of participation in pools of residential mortgages | $938,000 | 4,865 |
| Issued or guaranteed by U.S. | $938,000 | 4,848 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,000 | 3,276 |
| Available-for-sale securities (fair market value) | $3,070,000 | 6,973 |
| Total debt securities | $3,445,000 | 7,572 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,831,000 | 7,609 |
| U.S. Government securities | $3,411,000 | 7,353 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,411,000 | 7,217 |
| Securities issued by states & political subdivisions | $420,000 | 5,607 |
| 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 | $2,948,000 | 5,388 |
| Mortgage-backed securities | $942,000 | 5,345 |
| Certificates of participation in pools of residential mortgages | $942,000 | 4,868 |
| Issued or guaranteed by U.S. | $942,000 | 4,843 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $420,000 | 3,310 |
| Available-for-sale securities (fair market value) | $3,411,000 | 6,981 |
| Total debt securities | $3,831,000 | 7,560 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,589,000 | 7,003 |
| U.S. Government securities | $5,357,000 | 6,775 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,357,000 | 6,639 |
| Securities issued by states & political subdivisions | $1,232,000 | 4,845 |
| 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 | $3,000,000 | 5,354 |
| Mortgage-backed securities | $933,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $933,000 | 4,911 |
| Issued or guaranteed by U.S. | $933,000 | 4,890 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,232,000 | 2,841 |
| Available-for-sale securities (fair market value) | $5,357,000 | 6,532 |
| Total debt securities | $6,594,000 | 6,945 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,632,000 | 7,045 |
| U.S. Government securities | $5,402,000 | 6,799 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,402,000 | 6,656 |
| Securities issued by states & political subdivisions | $1,230,000 | 4,871 |
| 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 | $2,945,000 | 5,388 |
| Mortgage-backed securities | $969,000 | 5,393 |
| Certificates of participation in pools of residential mortgages | $969,000 | 4,917 |
| Issued or guaranteed by U.S. | $969,000 | 4,898 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,230,000 | 2,907 |
| Available-for-sale securities (fair market value) | $5,402,000 | 6,588 |
| Total debt securities | $6,632,000 | 6,988 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,159,000 | 7,180 |
| U.S. Government securities | $4,930,000 | 6,986 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,930,000 | 6,834 |
| Securities issued by states & political subdivisions | $1,229,000 | 4,894 |
| 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 | $2,946,000 | 5,420 |
| Mortgage-backed securities | $497,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $497,000 | 5,372 |
| Issued or guaranteed by U.S. | $497,000 | 5,349 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,229,000 | 2,957 |
| Available-for-sale securities (fair market value) | $4,930,000 | 6,720 |
| Total debt securities | $6,159,000 | 7,125 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,211,000 | 7,184 |
| U.S. Government securities | $4,939,000 | 6,977 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,939,000 | 6,834 |
| Securities issued by states & political subdivisions | $1,272,000 | 4,855 |
| 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 | $2,965,000 | 5,404 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,272,000 | 2,973 |
| Available-for-sale securities (fair market value) | $4,939,000 | 6,728 |
| Total debt securities | $6,211,000 | 7,126 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,223,000 | 7,230 |
| U.S. Government securities | $4,953,000 | 7,017 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,953,000 | 6,874 |
| Securities issued by states & political subdivisions | $1,270,000 | 4,852 |
| 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 | $3,469,000 | 5,163 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,270,000 | 3,025 |
| Available-for-sale securities (fair market value) | $4,953,000 | 6,767 |
| Total debt securities | $6,225,000 | 7,161 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,191,000 | 7,335 |
| U.S. Government securities | $4,923,000 | 7,097 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,923,000 | 6,939 |
| Securities issued by states & political subdivisions | $1,268,000 | 4,860 |
| 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 | $3,448,000 | 5,209 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,268,000 | 3,065 |
| Available-for-sale securities (fair market value) | $4,923,000 | 6,829 |
| Total debt securities | $6,191,000 | 7,266 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,234,000 | 7,339 |
| U.S. Government securities | $4,967,000 | 7,120 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,967,000 | 6,962 |
| Securities issued by states & political subdivisions | $1,267,000 | 4,887 |
| 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 | $1,982,000 | 5,919 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,267,000 | 3,095 |
| Available-for-sale securities (fair market value) | $4,967,000 | 6,860 |
| Total debt securities | $6,235,000 | 7,265 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,119,000 | 7,643 |
| U.S. Government securities | $4,484,000 | 7,286 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,484,000 | 7,135 |
| Securities issued by states & political subdivisions | $635,000 | 5,527 |
| 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 | $1,992,000 | 5,938 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $635,000 | 3,553 |
| Available-for-sale securities (fair market value) | $4,484,000 | 7,001 |
| Total debt securities | $5,119,000 | 7,582 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,576,000 | 7,604 |
| U.S. Government securities | $4,938,000 | 7,231 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,938,000 | 7,075 |
| Securities issued by states & political subdivisions | $638,000 | 5,544 |
| 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 | $2,480,000 | 5,671 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $638,000 | 3,579 |
| Available-for-sale securities (fair market value) | $4,938,000 | 6,965 |
| Total debt securities | $5,576,000 | 7,536 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $500,000 | 2,404 |
| 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 | $3,663,000 | 8,073 |
| U.S. Government securities | $3,026,000 | 7,809 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,026,000 | 7,646 |
| Securities issued by states & political subdivisions | $637,000 | 5,551 |
| 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 | $2,510,000 | 5,607 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $637,000 | 3,630 |
| Available-for-sale securities (fair market value) | $3,026,000 | 7,406 |
| Total debt securities | $3,663,000 | 7,999 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $501,000 | 2,265 |
| 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 | $6,855,000 | 7,366 |
| U.S. Government securities | $6,190,000 | 6,852 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,190,000 | 6,670 |
| Securities issued by states & political subdivisions | $665,000 | 5,569 |
| 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 | $2,188,000 | 5,715 |
| Mortgage-backed securities | $2,188,000 | 5,076 |
| Certificates of participation in pools of residential mortgages | $2,188,000 | 4,497 |
| Issued or guaranteed by U.S. | $2,188,000 | 4,476 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,853,000 | 2,563 |
| Available-for-sale securities (fair market value) | $4,002,000 | 7,236 |
| Total debt securities | $6,851,000 | 7,286 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,002,000 | 1,700 |
| 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 | $3,589,000 | 8,137 |
| U.S. Government securities | $3,426,000 | 7,668 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,426,000 | 7,473 |
| Securities issued by states & political subdivisions | $163,000 | 6,455 |
| 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 | $2,410,000 | 5,585 |
| Mortgage-backed securities | $1,411,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $1,411,000 | 4,959 |
| Issued or guaranteed by U.S. | $1,411,000 | 4,939 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,574,000 | 3,079 |
| Available-for-sale securities (fair market value) | $2,015,000 | 7,739 |
| Total debt securities | $3,589,000 | 8,053 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,004,000 | 1,438 |
| 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 | $2,477,000 | 8,464 |
| U.S. Government securities | $2,280,000 | 8,093 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,280,000 | 7,917 |
| Securities issued by states & political subdivisions | $197,000 | 6,400 |
| 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 | $2,268,000 | 5,663 |
| Mortgage-backed securities | $1,779,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $1,779,000 | 4,810 |
| Issued or guaranteed by U.S. | $1,779,000 | 4,795 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,976,000 | 2,919 |
| Available-for-sale securities (fair market value) | $501,000 | 8,184 |
| Total debt securities | $2,476,000 | 8,382 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,781,000 | 8,438 |
| U.S. Government securities | $2,711,000 | 7,997 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,711,000 | 7,813 |
| Securities issued by states & political subdivisions | $70,000 | 6,663 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,711,000 | 5,460 |
| Mortgage-backed securities | $2,210,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $2,210,000 | 4,546 |
| Issued or guaranteed by U.S. | $2,210,000 | 4,530 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,280,000 | 2,838 |
| Available-for-sale securities (fair market value) | $501,000 | 8,226 |
| Total debt securities | $2,781,000 | 8,355 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,797,000 | 8,488 |
| U.S. Government securities | $2,687,000 | 8,061 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,687,000 | 7,863 |
| Securities issued by states & political subdivisions | $110,000 | 6,574 |
| 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 | $2,197,000 | 5,755 |
| Mortgage-backed securities | $2,687,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $2,687,000 | 4,299 |
| Issued or guaranteed by U.S. | $2,687,000 | 4,283 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,797,000 | 2,721 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $2,796,000 | 8,395 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $6,107,000 | 7,588 |
| U.S. Government securities | $5,917,000 | 6,871 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,917,000 | 6,638 |
| Securities issued by states & political subdivisions | $190,000 | 6,560 |
| 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 | $2,879,000 | 5,433 |
| Mortgage-backed securities | $2,895,000 | 4,776 |
| Certificates of participation in pools of residential mortgages | $2,895,000 | 3,949 |
| Issued or guaranteed by U.S. | $2,895,000 | 3,934 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,595,000 | 2,161 |
| Available-for-sale securities (fair market value) | $512,000 | 8,392 |
| Total debt securities | $6,106,000 | 7,487 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,648,000 | 8,138 |
| U.S. Government securities | $5,347,000 | 7,605 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,347,000 | 7,259 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $200,000 | 3,440 |
| Privately issued residential mortgage-backed securities | $200,000 | 1,096 |
| 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 | $101,000 | 6,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,963 |
| Mortgage-backed securities | $1,023,000 | 5,510 |
| Certificates of participation in pools of residential mortgages | $823,000 | 4,996 |
| Issued or guaranteed by U.S. | $823,000 | 4,981 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $200,000 | 3,763 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $200,000 | 952 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,547,000 | 2,649 |
| Available-for-sale securities (fair market value) | $101,000 | 9,100 |
| Total debt securities | $5,547,000 | 8,042 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,568,000 | 8,469 |
| U.S. Government securities | $5,526,000 | 7,797 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,526,000 | 7,280 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $42,000 | 7,429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $989,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $989,000 | 5,038 |
| Issued or guaranteed by U.S. | $989,000 | 5,027 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,526,000 | 2,934 |
| Available-for-sale securities (fair market value) | $42,000 | 9,476 |
| Total debt securities | $5,526,000 | 8,370 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |