Home > Charles Schwab Premier Bank, SSB > Securities
Charles Schwab Premier Bank, SSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $24,450,000,000 | 26 |
| U.S. Government securities | $21,482,000,000 | 26 |
| U.S. Treasury securities | $1,170,000,000 | 51 |
| U.S. Government agency obligations | $20,312,000,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $2,968,000,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,495,000,000 | 12 |
| Structured financial products - Total | $1,473,000,000 | 25 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,962,000,000 | 21 |
| Mortgage-backed securities | $20,312,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,042,000,000 | 22 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,994,000,000 | 15 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,733,000,000 | 13 |
| Other commercial mortgage-backed securities | $2,543,000,000 | 15 |
| Held to maturity securities (book value) | $17,780,000,000 | 15 |
| Available-for-sale securities (fair market value) | $6,670,000,000 | 53 |
| Total debt securities | $24,450,000,000 | 26 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $25,006,000,000 | 26 |
| U.S. Government securities | $21,992,000,000 | 26 |
| U.S. Treasury securities | $1,280,000,000 | 46 |
| U.S. Government agency obligations | $20,712,000,000 | 23 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $3,014,000,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,568,000,000 | 12 |
| Structured financial products - Total | $1,446,000,000 | 25 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,985,000,000 | 20 |
| Mortgage-backed securities | $20,712,000,000 | 23 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,282,000,000 | 23 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,138,000,000 | 16 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,729,000,000 | 13 |
| Other commercial mortgage-backed securities | $2,563,000,000 | 16 |
| Held to maturity securities (book value) | $18,144,000,000 | 15 |
| Available-for-sale securities (fair market value) | $6,862,000,000 | 50 |
| Total debt securities | $25,006,000,000 | 26 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $26,411,000,000 | 25 |
| U.S. Government securities | $23,090,000,000 | 25 |
| U.S. Treasury securities | $1,727,000,000 | 40 |
| U.S. Government agency obligations | $21,363,000,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $3,321,000,000 | 28 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,814,000,000 | 11 |
| Structured financial products - Total | $1,507,000,000 | 23 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,485,000,000 | 17 |
| Mortgage-backed securities | $21,363,000,000 | 23 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,636,000,000 | 23 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,329,000,000 | 16 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,814,000,000 | 12 |
| Other commercial mortgage-backed securities | $2,584,000,000 | 16 |
| Held to maturity securities (book value) | $18,554,000,000 | 15 |
| Available-for-sale securities (fair market value) | $7,857,000,000 | 45 |
| Total debt securities | $26,411,000,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $27,756,000,000 | 26 |
| U.S. Government securities | $24,080,000,000 | 25 |
| U.S. Treasury securities | $2,129,000,000 | 39 |
| U.S. Government agency obligations | $21,951,000,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $3,676,000,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,005,000,000 | 12 |
| Structured financial products - Total | $1,671,000,000 | 21 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,188,000,000 | 16 |
| Mortgage-backed securities | $21,951,000,000 | 23 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,984,000,000 | 24 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,525,000,000 | 16 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,839,000,000 | 14 |
| Other commercial mortgage-backed securities | $2,603,000,000 | 17 |
| Held to maturity securities (book value) | $18,960,000,000 | 16 |
| Available-for-sale securities (fair market value) | $8,796,000,000 | 45 |
| Total debt securities | $27,756,000,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $29,030,000,000 | 27 |
| U.S. Government securities | $24,873,000,000 | 25 |
| U.S. Treasury securities | $2,442,000,000 | 40 |
| U.S. Government agency obligations | $22,431,000,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $4,157,000,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,338,000,000 | 12 |
| Structured financial products - Total | $1,819,000,000 | 20 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,151,000,000 | 20 |
| Mortgage-backed securities | $22,431,000,000 | 24 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,266,000,000 | 24 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,685,000,000 | 16 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,827,000,000 | 15 |
| Other commercial mortgage-backed securities | $2,653,000,000 | 19 |
| Held to maturity securities (book value) | $19,355,000,000 | 17 |
| Available-for-sale securities (fair market value) | $9,675,000,000 | 44 |
| Total debt securities | $29,030,000,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $30,371,000,000 | 25 |
| U.S. Government securities | $25,793,000,000 | 25 |
| U.S. Treasury securities | $2,547,000,000 | 38 |
| U.S. Government agency obligations | $23,246,000,000 | 23 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $4,578,000,000 | 22 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,627,000,000 | 11 |
| Structured financial products - Total | $1,951,000,000 | 18 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,277,000,000 | 20 |
| Mortgage-backed securities | $23,246,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,631,000,000 | 23 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,951,000,000 | 16 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,904,000,000 | 13 |
| Other commercial mortgage-backed securities | $2,760,000,000 | 21 |
| Held to maturity securities (book value) | $8,157,000,000 | 25 |
| Available-for-sale securities (fair market value) | $22,214,000,000 | 28 |
| Total debt securities | $30,371,000,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $33,523,000,000 | 24 |
| U.S. Government securities | $30,210,000,000 | 23 |
| U.S. Treasury securities | $2,590,000,000 | 37 |
| U.S. Government agency obligations | $27,620,000,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $3,313,000,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,313,000,000 | 11 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,116,000,000 | 20 |
| Mortgage-backed securities | $27,620,000,000 | 21 |
| Certificates of participation in pools of residential mortgages | $11,979,000,000 | 23 |
| Issued or guaranteed by U.S. | $11,979,000,000 | 23 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,400,000,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,400,000,000 | 15 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $8,241,000,000 | 11 |
| Commercial mortgage pass-through securities | $3,200,000,000 | 13 |
| Other commercial mortgage-backed securities | $5,041,000,000 | 12 |
| Held to maturity securities (book value) | $8,473,000,000 | 24 |
| Available-for-sale securities (fair market value) | $25,050,000,000 | 25 |
| Total debt securities | $33,523,000,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $34,201,000,000 | 23 |
| U.S. Government securities | $31,316,000,000 | 22 |
| U.S. Treasury securities | $1,590,000,000 | 43 |
| U.S. Government agency obligations | $29,726,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $2,885,000,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,885,000,000 | 11 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,744,000,000 | 17 |
| Mortgage-backed securities | $29,726,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $13,052,000,000 | 23 |
| Issued or guaranteed by U.S. | $13,052,000,000 | 23 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,701,000,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,701,000,000 | 15 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $8,973,000,000 | 12 |
| Commercial mortgage pass-through securities | $3,574,000,000 | 11 |
| Other commercial mortgage-backed securities | $5,399,000,000 | 14 |
| Held to maturity securities (book value) | $8,976,000,000 | 19 |
| Available-for-sale securities (fair market value) | $25,225,000,000 | 26 |
| Total debt securities | $34,201,000,000 | 23 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $35,190,000,000 | 23 |
| U.S. Government securities | $33,101,000,000 | 21 |
| U.S. Treasury securities | $1,122,000,000 | 45 |
| U.S. Government agency obligations | $31,979,000,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $2,089,000,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,089,000,000 | 15 |
| 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 | $8,306,000,000 | 22 |
| Mortgage-backed securities | $31,979,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $14,062,000,000 | 21 |
| Issued or guaranteed by U.S. | $14,062,000,000 | 21 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $8,294,000,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,294,000,000 | 14 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $9,623,000,000 | 13 |
| Commercial mortgage pass-through securities | $3,932,000,000 | 11 |
| Other commercial mortgage-backed securities | $5,691,000,000 | 13 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $35,190,000,000 | 20 |
| Total debt securities | $35,190,000,000 | 23 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $33,724,000,000 | 23 |
| U.S. Government securities | $31,973,000,000 | 21 |
| U.S. Treasury securities | $586,000,000 | 56 |
| U.S. Government agency obligations | $31,387,000,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $1,751,000,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,751,000,000 | 16 |
| 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 | $7,940,000,000 | 23 |
| Mortgage-backed securities | $31,387,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $13,838,000,000 | 21 |
| Issued or guaranteed by U.S. | $13,838,000,000 | 21 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $8,161,000,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,161,000,000 | 14 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $9,388,000,000 | 13 |
| Commercial mortgage pass-through securities | $3,663,000,000 | 12 |
| Other commercial mortgage-backed securities | $5,725,000,000 | 13 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $33,724,000,000 | 20 |
| Total debt securities | $33,724,000,000 | 23 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $31,804,000,000 | 23 |
| U.S. Government securities | $30,194,000,000 | 21 |
| U.S. Treasury securities | $395,000,000 | 58 |
| U.S. Government agency obligations | $29,799,000,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $1,610,000,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,610,000,000 | 15 |
| 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 | $6,873,000,000 | 26 |
| Mortgage-backed securities | $29,799,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $12,900,000,000 | 21 |
| Issued or guaranteed by U.S. | $12,900,000,000 | 21 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,787,000,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,787,000,000 | 16 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $9,112,000,000 | 14 |
| Commercial mortgage pass-through securities | $3,528,000,000 | 13 |
| Other commercial mortgage-backed securities | $5,584,000,000 | 14 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $31,804,000,000 | 20 |
| Total debt securities | $31,804,000,000 | 23 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $30,656,000,000 | 22 |
| U.S. Government securities | $29,218,000,000 | 21 |
| U.S. Treasury securities | $290,000,000 | 59 |
| U.S. Government agency obligations | $28,928,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $1,438,000,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,438,000,000 | 15 |
| 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 | $7,048,000,000 | 25 |
| Mortgage-backed securities | $28,928,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $12,056,000,000 | 21 |
| Issued or guaranteed by U.S. | $12,056,000,000 | 21 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,860,000,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,860,000,000 | 16 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $9,012,000,000 | 14 |
| Commercial mortgage pass-through securities | $3,516,000,000 | 12 |
| Other commercial mortgage-backed securities | $5,496,000,000 | 15 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $30,656,000,000 | 20 |
| Total debt securities | $30,656,000,000 | 22 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $29,314,000,000 | 23 |
| U.S. Government securities | $28,063,000,000 | 22 |
| U.S. Treasury securities | $285,000,000 | 57 |
| U.S. Government agency obligations | $27,778,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $1,251,000,000 | 35 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,251,000,000 | 15 |
| 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 | $6,711,000,000 | 25 |
| Mortgage-backed securities | $27,778,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $12,283,000,000 | 21 |
| Issued or guaranteed by U.S. | $12,283,000,000 | 21 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,718,000,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,718,000,000 | 19 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $8,777,000,000 | 12 |
| Commercial mortgage pass-through securities | $3,254,000,000 | 12 |
| Other commercial mortgage-backed securities | $5,523,000,000 | 13 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $29,314,000,000 | 22 |
| Total debt securities | $29,314,000,000 | 23 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $26,259,000,000 | 26 |
| U.S. Government securities | $24,964,000,000 | 25 |
| U.S. Treasury securities | $435,000,000 | 53 |
| U.S. Government agency obligations | $24,529,000,000 | 23 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $1,295,000,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,295,000,000 | 16 |
| 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 | $6,157,000,000 | 26 |
| Mortgage-backed securities | $24,529,000,000 | 23 |
| Certificates of participation in pools of residential mortgages | $11,215,000,000 | 22 |
| Issued or guaranteed by U.S. | $11,215,000,000 | 22 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,549,000,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,549,000,000 | 23 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $7,765,000,000 | 13 |
| Commercial mortgage pass-through securities | $2,530,000,000 | 12 |
| Other commercial mortgage-backed securities | $5,235,000,000 | 15 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $26,259,000,000 | 23 |
| Total debt securities | $26,259,000,000 | 26 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $23,864,000,000 | 25 |
| U.S. Government securities | $22,324,000,000 | 26 |
| U.S. Treasury securities | $450,000,000 | 54 |
| U.S. Government agency obligations | $21,874,000,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $1,540,000,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,540,000,000 | 12 |
| 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 | $5,863,000,000 | 26 |
| Mortgage-backed securities | $21,874,000,000 | 23 |
| Certificates of participation in pools of residential mortgages | $10,243,000,000 | 21 |
| Issued or guaranteed by U.S. | $10,243,000,000 | 21 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,768,000,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,768,000,000 | 26 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $6,863,000,000 | 13 |
| Commercial mortgage pass-through securities | $2,200,000,000 | 12 |
| Other commercial mortgage-backed securities | $4,663,000,000 | 16 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $23,864,000,000 | 21 |
| Total debt securities | $23,864,000,000 | 25 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $19,301,000,000 | 28 |
| U.S. Government securities | $17,717,000,000 | 28 |
| U.S. Treasury securities | $101,000,000 | 91 |
| U.S. Government agency obligations | $17,616,000,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $1,584,000,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,584,000,000 | 12 |
| 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 | $6,412,000,000 | 24 |
| Mortgage-backed securities | $17,616,000,000 | 26 |
| Certificates of participation in pools of residential mortgages | $7,111,000,000 | 25 |
| Issued or guaranteed by U.S. | $7,111,000,000 | 25 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,856,000,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,856,000,000 | 30 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $6,649,000,000 | 13 |
| Commercial mortgage pass-through securities | $2,209,000,000 | 11 |
| Other commercial mortgage-backed securities | $4,440,000,000 | 17 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $19,301,000,000 | 25 |
| Total debt securities | $19,301,000,000 | 28 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $12,991,000,000 | 37 |
| U.S. Government securities | $11,275,000,000 | 36 |
| U.S. Treasury securities | $100,000,000 | 97 |
| U.S. Government agency obligations | $11,175,000,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $1,716,000,000 | 22 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $1,716,000,000 | 12 |
| 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 | $2,885,000,000 | 39 |
| Mortgage-backed securities | $11,175,000,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,364,000,000 | 27 |
| Issued or guaranteed by U.S. | $5,364,000,000 | 27 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,942,000,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,942,000,000 | 41 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,869,000,000 | 20 |
| Commercial mortgage pass-through securities | $1,515,000,000 | 15 |
| Other commercial mortgage-backed securities | $2,354,000,000 | 24 |
| Held to maturity securities (book value) | $8,944,000,000 | 19 |
| Available-for-sale securities (fair market value) | $4,047,000,000 | 62 |
| Total debt securities | $12,991,000,000 | 37 |
| 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 | $12,673,000,000 | 37 |
| U.S. Government securities | $10,964,000,000 | 38 |
| U.S. Treasury securities | $100,000,000 | 104 |
| U.S. Government agency obligations | $10,864,000,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $1,709,000,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $1,709,000,000 | 12 |
| 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 | $3,026,000,000 | 38 |
| Mortgage-backed securities | $10,864,000,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,327,000,000 | 28 |
| Issued or guaranteed by U.S. | $5,327,000,000 | 28 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,006,000,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,006,000,000 | 37 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,531,000,000 | 21 |
| Commercial mortgage pass-through securities | $1,329,000,000 | 15 |
| Other commercial mortgage-backed securities | $2,202,000,000 | 25 |
| Held to maturity securities (book value) | $9,306,000,000 | 21 |
| Available-for-sale securities (fair market value) | $3,367,000,000 | 71 |
| Total debt securities | $12,673,000,000 | 37 |
| 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 | $12,846,000,000 | 36 |
| U.S. Government securities | $11,101,000,000 | 37 |
| U.S. Treasury securities | $400,000,000 | 52 |
| U.S. Government agency obligations | $10,701,000,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $1,745,000,000 | 22 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $1,745,000,000 | 12 |
| 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 | $3,402,000,000 | 35 |
| Mortgage-backed securities | $10,701,000,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,707,000,000 | 29 |
| Issued or guaranteed by U.S. | $4,707,000,000 | 29 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,113,000,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,113,000,000 | 35 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,881,000,000 | 20 |
| Commercial mortgage pass-through securities | $1,318,000,000 | 15 |
| Other commercial mortgage-backed securities | $2,563,000,000 | 23 |
| Held to maturity securities (book value) | $9,473,000,000 | 21 |
| Available-for-sale securities (fair market value) | $3,373,000,000 | 65 |
| Total debt securities | $12,846,000,000 | 36 |
| 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 | $13,032,000,000 | 35 |
| U.S. Government securities | $11,259,000,000 | 37 |
| U.S. Treasury securities | $1,141,000,000 | 39 |
| U.S. Government agency obligations | $10,118,000,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $1,773,000,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $1,773,000,000 | 13 |
| 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 | $3,735,000,000 | 31 |
| Mortgage-backed securities | $10,118,000,000 | 33 |
| Certificates of participation in pools of residential mortgages | $4,271,000,000 | 31 |
| Issued or guaranteed by U.S. | $4,271,000,000 | 31 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,029,000,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,029,000,000 | 39 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,818,000,000 | 18 |
| Commercial mortgage pass-through securities | $1,220,000,000 | 13 |
| Other commercial mortgage-backed securities | $2,598,000,000 | 23 |
| Held to maturity securities (book value) | $9,009,000,000 | 23 |
| Available-for-sale securities (fair market value) | $4,023,000,000 | 59 |
| Total debt securities | $13,032,000,000 | 35 |
| 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 | $14,378,000,000 | 30 |
| U.S. Government securities | $12,367,000,000 | 33 |
| U.S. Treasury securities | $1,040,000,000 | 41 |
| U.S. Government agency obligations | $11,327,000,000 | 31 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $2,011,000,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $2,011,000,000 | 11 |
| 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 | $1,794,000,000 | 64 |
| Mortgage-backed securities | $11,304,000,000 | 30 |
| Certificates of participation in pools of residential mortgages | $5,121,000,000 | 29 |
| Issued or guaranteed by U.S. | $5,121,000,000 | 29 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,193,000,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,193,000,000 | 36 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,990,000,000 | 17 |
| Commercial mortgage pass-through securities | $1,241,000,000 | 14 |
| Other commercial mortgage-backed securities | $2,749,000,000 | 20 |
| Held to maturity securities (book value) | $10,272,000,000 | 22 |
| Available-for-sale securities (fair market value) | $4,106,000,000 | 56 |
| Total debt securities | $14,378,000,000 | 30 |
| 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 | $12,040,000,000 | 35 |
| U.S. Government securities | $10,168,000,000 | 37 |
| U.S. Treasury securities | $995,000,000 | 38 |
| U.S. Government agency obligations | $9,173,000,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $1,872,000,000 | 21 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $1,872,000,000 | 11 |
| 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 | $749,000,000 | 117 |
| Mortgage-backed securities | $9,150,000,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,822,000,000 | 34 |
| Issued or guaranteed by U.S. | $3,822,000,000 | 34 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,931,000,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,931,000,000 | 37 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,397,000,000 | 18 |
| Commercial mortgage pass-through securities | $1,040,000,000 | 16 |
| Other commercial mortgage-backed securities | $2,357,000,000 | 21 |
| Held to maturity securities (book value) | $8,714,000,000 | 23 |
| Available-for-sale securities (fair market value) | $3,326,000,000 | 66 |
| Total debt securities | $12,040,000,000 | 35 |
| 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 | $8,964,046,000 | 42 |
| U.S. Government securities | $7,346,575,000 | 43 |
| U.S. Treasury securities | $992,454,000 | 38 |
| U.S. Government agency obligations | $6,354,121,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,617,471,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $1,617,471,000 | 11 |
| 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 | $6,354,121,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,749,404,000 | 40 |
| Issued or guaranteed by U.S. | $2,749,404,000 | 40 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,138,985,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,138,985,000 | 56 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,465,732,000 | 21 |
| Commercial mortgage pass-through securities | $884,261,000 | 17 |
| Other commercial mortgage-backed securities | $1,581,471,000 | 27 |
| Held to maturity securities (book value) | $6,214,831,000 | 24 |
| Available-for-sale securities (fair market value) | $2,749,215,000 | 79 |
| Total debt securities | $8,964,047,000 | 42 |
| 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 | $5,123,335,000 | 62 |
| U.S. Government securities | $3,908,560,000 | 61 |
| U.S. Treasury securities | $991,812,000 | 36 |
| U.S. Government agency obligations | $2,916,748,000 | 63 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $1,214,775,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $1,214,775,000 | 16 |
| 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 | $2,916,748,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,419,733,000 | 66 |
| Issued or guaranteed by U.S. | $1,419,733,000 | 66 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $659,589,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $659,589,000 | 78 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $837,426,000 | 41 |
| Commercial mortgage pass-through securities | $414,497,000 | 26 |
| Other commercial mortgage-backed securities | $422,929,000 | 46 |
| Held to maturity securities (book value) | $3,483,097,000 | 30 |
| Available-for-sale securities (fair market value) | $1,640,238,000 | 126 |
| Total debt securities | $5,123,335,000 | 62 |
| 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 | $0 | 5,520 |
| U.S. Government securities | $0 | 5,359 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $0 | 5,284 |
| 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 | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $0 | 5,501 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $0 | 5,586 |
| U.S. Government securities | $0 | 5,428 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $0 | 5,354 |
| 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 | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $0 | 5,566 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $5,000 | 5,634 |
| U.S. Government securities | $5,000 | 5,464 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,000 | 5,383 |
| 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 | $5,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,542 |
| Issued or guaranteed by U.S. | $5,000 | 4,536 |
| 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) | $5,000 | 2,142 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $5,000 | 5,613 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $5,000 | 5,704 |
| U.S. Government securities | $5,000 | 5,531 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,000 | 5,448 |
| 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 | $5,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,604 |
| Issued or guaranteed by U.S. | $5,000 | 4,599 |
| 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) | $5,000 | 2,182 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $5,000 | 5,685 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $5,000 | 5,762 |
| U.S. Government securities | $5,000 | 5,581 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,000 | 5,502 |
| 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 | $5,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,649 |
| Issued or guaranteed by U.S. | $5,000 | 4,643 |
| 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) | $5,000 | 2,204 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $5,000 | 5,743 |
| 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 | $5,000 | 5,823 |
| U.S. Government securities | $5,000 | 5,644 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,000 | 5,568 |
| 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 | $5,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,692 |
| Issued or guaranteed by U.S. | $5,000 | 4,688 |
| 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) | $5,000 | 2,231 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $5,000 | 5,806 |
| 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 | $5,000 | 5,906 |
| U.S. Government securities | $5,000 | 5,737 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,000 | 5,660 |
| 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 | $5,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,758 |
| Issued or guaranteed by U.S. | $5,000 | 4,752 |
| 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) | $5,000 | 2,285 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $5,000 | 5,887 |
| 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 | $5,000 | 5,970 |
| U.S. Government securities | $5,000 | 5,800 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,000 | 5,721 |
| 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 | $5,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,798 |
| Issued or guaranteed by U.S. | $5,000 | 4,794 |
| 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) | $5,000 | 2,330 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $5,000 | 5,952 |
| 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 | $5,000 | 6,031 |
| U.S. Government securities | $5,000 | 5,860 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,000 | 5,789 |
| 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 | $5,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,841 |
| Issued or guaranteed by U.S. | $5,000 | 4,835 |
| 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) | $5,000 | 2,374 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $5,000 | 6,012 |
| 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 | $5,000 | 6,109 |
| U.S. Government securities | $5,000 | 5,948 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,000 | 5,885 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $5,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,903 |
| Issued or guaranteed by U.S. | $5,000 | 4,896 |
| 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) | $5,000 | 2,398 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $5,000 | 6,090 |
| 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 | $5,000 | 6,189 |
| U.S. Government securities | $5,000 | 6,032 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,000 | 5,962 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $5,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,981 |
| Issued or guaranteed by U.S. | $5,000 | 4,977 |
| 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) | $5,000 | 2,438 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $5,000 | 6,168 |
| 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 | $105,000 | 6,225 |
| U.S. Government securities | $5,000 | 6,102 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,000 | 6,031 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $100,000 | 2,276 |
| 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 | $100,000 | 1,810 |
| 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 | $5,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,037 |
| Issued or guaranteed by U.S. | $5,000 | 5,029 |
| 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) | $105,000 | 2,294 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $105,000 | 6,207 |
| 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 | $105,000 | 6,316 |
| U.S. Government securities | $5,000 | 6,199 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,000 | 6,125 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $100,000 | 2,299 |
| 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 | $100,000 | 1,830 |
| 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 | $5,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,114 |
| Issued or guaranteed by U.S. | $5,000 | 5,105 |
| 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) | $105,000 | 2,328 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $105,000 | 6,296 |
| 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 | $105,000 | 6,397 |
| U.S. Government securities | $5,000 | 6,291 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,000 | 6,214 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $100,000 | 2,361 |
| 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 | $100,000 | 1,858 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $5,000 | 5,384 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,204 |
| Issued or guaranteed by U.S. | $5,000 | 5,197 |
| 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) | $105,000 | 2,371 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $105,000 | 6,378 |
| 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 | $105,000 | 6,463 |
| U.S. Government securities | $5,000 | 6,355 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,000 | 6,278 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $100,000 | 2,420 |
| 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 | $100,000 | 1,921 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $5,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,259 |
| Issued or guaranteed by U.S. | $5,000 | 5,253 |
| 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) | $105,000 | 2,384 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $105,000 | 6,443 |
| 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 | $106,000 | 6,532 |
| U.S. Government securities | $6,000 | 6,417 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,000 | 6,337 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $100,000 | 2,486 |
| 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 | $100,000 | 1,972 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $6,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,306 |
| Issued or guaranteed by U.S. | $6,000 | 5,298 |
| 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) | $106,000 | 2,400 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $106,000 | 6,512 |
| 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 | $106,000 | 6,615 |
| U.S. Government securities | $6,000 | 6,492 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,000 | 6,411 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $100,000 | 2,544 |
| 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 | $100,000 | 2,018 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $6,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,355 |
| Issued or guaranteed by U.S. | $6,000 | 5,346 |
| 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) | $106,000 | 2,427 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $106,000 | 6,595 |
| 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 | $106,000 | 6,684 |
| U.S. Government securities | $6,000 | 6,571 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,000 | 6,492 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $100,000 | 2,605 |
| 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 | $100,000 | 2,060 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $6,000 | 5,590 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,414 |
| Issued or guaranteed by U.S. | $6,000 | 5,405 |
| 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) | $106,000 | 2,430 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $106,000 | 6,665 |
| 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 | $106,000 | 6,731 |
| U.S. Government securities | $6,000 | 6,611 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,000 | 6,533 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $100,000 | 2,675 |
| 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 | $100,000 | 2,103 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $6,000 | 5,619 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,432 |
| Issued or guaranteed by U.S. | $6,000 | 5,422 |
| 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) | $106,000 | 2,376 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $106,000 | 6,710 |
| 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 | $106,000 | 6,807 |
| U.S. Government securities | $6,000 | 6,674 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,000 | 6,591 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $100,000 | 2,677 |
| 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 | $100,000 | 2,071 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $6,000 | 5,680 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,484 |
| Issued or guaranteed by U.S. | $6,000 | 5,476 |
| 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) | $106,000 | 2,374 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $106,000 | 6,785 |
| 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 | $106,000 | 6,865 |
| U.S. Government securities | $6,000 | 6,739 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,000 | 6,657 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $100,000 | 2,673 |
| 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 | $100,000 | 2,041 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $6,000 | 5,726 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,516 |
| Issued or guaranteed by U.S. | $6,000 | 5,510 |
| 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) | $106,000 | 2,406 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $106,000 | 6,844 |
| 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 | $1,006,000 | 6,803 |
| U.S. Government securities | $1,006,000 | 6,522 |
| U.S. Treasury securities | $1,000,000 | 825 |
| U.S. Government agency obligations | $6,000 | 6,763 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $6,000 | 5,820 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,615 |
| Issued or guaranteed by U.S. | $6,000 | 5,604 |
| 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) | $6,000 | 2,660 |
| Available-for-sale securities (fair market value) | $1,000,000 | 6,400 |
| Total debt securities | $1,006,000 | 6,773 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $6,000 | 7,062 |
| U.S. Government securities | $6,000 | 6,910 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,000 | 6,831 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $6,000 | 5,864 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,657 |
| Issued or guaranteed by U.S. | $6,000 | 5,647 |
| 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) | $6,000 | 2,687 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $6,000 | 7,046 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $6,000 | 7,122 |
| U.S. Government securities | $6,000 | 6,973 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,000 | 6,884 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $6,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,699 |
| Issued or guaranteed by U.S. | $6,000 | 5,690 |
| 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) | $6,000 | 2,750 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $6,000 | 7,105 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $9,006,000 | 5,866 |
| U.S. Government securities | $6,000 | 7,011 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,000 | 6,926 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000,000 | 154 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,704 |
| Issued or guaranteed by U.S. | $6,000 | 5,693 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,006,000 | 1,054 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $6,000 | 7,151 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $54,006,000 | 2,395 |
| U.S. Government securities | $6,000 | 7,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,000 | 7,007 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000,000 | 40 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,723 |
| Issued or guaranteed by U.S. | $6,000 | 5,711 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,006,000 | 319 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $6,000 | 7,221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $6,000 | 7,320 |
| U.S. Government securities | $6,000 | 7,179 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,000 | 7,081 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,000 | 5,984 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,746 |
| Issued or guaranteed by U.S. | $6,000 | 5,739 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 2,961 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $6,000 | 7,297 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $6,000 | 7,375 |
| U.S. Government securities | $6,000 | 7,231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,000 | 7,141 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,000 | 6,004 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,755 |
| Issued or guaranteed by U.S. | $6,000 | 5,743 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 2,979 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $6,000 | 7,350 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $9,000 | 7,433 |
| U.S. Government securities | $9,000 | 7,275 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,000 | 7,180 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,000 | 6,016 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,733 |
| Issued or guaranteed by U.S. | $9,000 | 5,722 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,000 | 2,995 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $9,000 | 7,410 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $11,000 | 7,518 |
| U.S. Government securities | $11,000 | 7,348 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,000 | 7,256 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,000 | 6,061 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,757 |
| Issued or guaranteed by U.S. | $11,000 | 5,742 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 3,057 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $11,000 | 7,494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $11,000 | 7,591 |
| U.S. Government securities | $11,000 | 7,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,000 | 7,349 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,000 | 6,099 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,806 |
| Issued or guaranteed by U.S. | $11,000 | 5,794 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 3,126 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $11,000 | 7,564 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $11,000 | 7,689 |
| U.S. Government securities | $11,000 | 7,540 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,000 | 7,447 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,000 | 6,198 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,913 |
| Issued or guaranteed by U.S. | $11,000 | 5,902 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 3,178 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $11,000 | 7,658 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $15,000 | 7,743 |
| U.S. Government securities | $15,000 | 7,573 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,000 | 7,480 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,000 | 6,229 |
| Certificates of participation in pools of residential mortgages | $15,000 | 5,946 |
| Issued or guaranteed by U.S. | $15,000 | 5,932 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000 | 3,231 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $15,000 | 7,714 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $15,000 | 7,824 |
| U.S. Government securities | $15,000 | 7,659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,000 | 7,569 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,000 | 6,310 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,034 |
| Issued or guaranteed by U.S. | $15,000 | 6,014 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000 | 3,321 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $15,000 | 7,791 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $15,000 | 7,902 |
| U.S. Government securities | $15,000 | 7,726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,000 | 7,646 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,000 | 6,364 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,087 |
| Issued or guaranteed by U.S. | $15,000 | 6,065 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000 | 3,369 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $15,000 | 7,872 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $15,000 | 7,971 |
| U.S. Government securities | $15,000 | 7,801 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,000 | 7,725 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,000 | 6,418 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,149 |
| Issued or guaranteed by U.S. | $15,000 | 6,132 |
| 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) | $15,000 | 3,411 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $15,000 | 7,942 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $15,000 | 8,023 |
| U.S. Government securities | $15,000 | 7,867 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,000 | 7,796 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,000 | 6,445 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,183 |
| Issued or guaranteed by U.S. | $15,000 | 6,162 |
| 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) | $15,000 | 3,427 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $15,000 | 7,993 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $20,000 | 8,078 |
| U.S. Government securities | $20,000 | 7,908 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,000 | 7,830 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,000 | 6,445 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,182 |
| Issued or guaranteed by U.S. | $20,000 | 6,161 |
| 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) | $20,000 | 3,448 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $20,000 | 8,043 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $20,000 | 8,131 |
| U.S. Government securities | $20,000 | 7,964 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,000 | 7,892 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,000 | 6,472 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,210 |
| Issued or guaranteed by U.S. | $20,000 | 6,184 |
| 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) | $20,000 | 3,471 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $20,000 | 8,078 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $21,000 | 8,173 |
| U.S. Government securities | $21,000 | 8,006 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,000 | 7,939 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,000 | 6,468 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,200 |
| Issued or guaranteed by U.S. | $21,000 | 6,169 |
| 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) | $21,000 | 3,513 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $21,000 | 8,123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $21,000 | 8,216 |
| U.S. Government securities | $21,000 | 8,081 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,000 | 7,995 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,000 | 6,406 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,131 |
| Issued or guaranteed by U.S. | $21,000 | 6,110 |
| 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) | $21,000 | 3,572 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $21,000 | 8,174 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $22,000 | 8,263 |
| U.S. Government securities | $22,000 | 8,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,000 | 8,046 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,000 | 6,372 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,085 |
| Issued or guaranteed by U.S. | $22,000 | 6,061 |
| 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) | $22,000 | 3,622 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $22,000 | 8,221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $19,730,000 | 4,528 |
| U.S. Government securities | $19,730,000 | 3,681 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,730,000 | 3,592 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,000 | 6,397 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,104 |
| Issued or guaranteed by U.S. | $22,000 | 6,083 |
| 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) | $19,730,000 | 802 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $19,730,000 | 4,480 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $77,371,000 | 1,535 |
| U.S. Government securities | $24,918,000 | 3,118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,918,000 | 3,033 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $52,453,000 | 280 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,000 | 6,420 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,122 |
| Issued or guaranteed by U.S. | $22,000 | 6,099 |
| 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) | $6,716,000 | 1,562 |
| Available-for-sale securities (fair market value) | $70,655,000 | 1,437 |
| Total debt securities | $77,371,000 | 1,499 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $74,625,000 | 1,614 |
| U.S. Government securities | $22,560,000 | 3,408 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,560,000 | 3,314 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $52,065,000 | 277 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,000 | 6,447 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,149 |
| Issued or guaranteed by U.S. | $22,000 | 6,125 |
| 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) | $-5,655,000 | 8,688 |
| Available-for-sale securities (fair market value) | $80,280,000 | 1,321 |
| Total debt securities | $74,625,000 | 1,577 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $71,372,000 | 1,689 |
| U.S. Government securities | $19,728,000 | 3,814 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,728,000 | 3,704 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $51,644,000 | 281 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,000 | 6,500 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,203 |
| Issued or guaranteed by U.S. | $22,000 | 6,175 |
| 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) | $-7,292,000 | 8,752 |
| Available-for-sale securities (fair market value) | $78,664,000 | 1,336 |
| Total debt securities | $71,372,000 | 1,654 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $32,406,000 | 3,315 |
| U.S. Government securities | $14,065,000 | 4,696 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,065,000 | 4,554 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $18,341,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,000 | 6,553 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,250 |
| Issued or guaranteed by U.S. | $22,000 | 6,225 |
| 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) | $-14,704,000 | 8,785 |
| Available-for-sale securities (fair market value) | $47,110,000 | 2,092 |
| Total debt securities | $32,406,000 | 3,275 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $51,681,000 | 2,290 |
| U.S. Government securities | $33,671,000 | 2,545 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,671,000 | 2,477 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $18,010,000 | 531 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,000 | 6,584 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,276 |
| Issued or guaranteed by U.S. | $22,000 | 6,254 |
| 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) | $1,308,000 | 2,870 |
| Available-for-sale securities (fair market value) | $50,373,000 | 2,024 |
| Total debt securities | $51,681,000 | 2,241 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $33,008,000 | 3,300 |
| U.S. Government securities | $15,278,000 | 4,478 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,278,000 | 4,346 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $17,730,000 | 546 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,302 |
| Issued or guaranteed by U.S. | $28,000 | 6,281 |
| 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) | $-15,245,000 | 8,843 |
| Available-for-sale securities (fair market value) | $48,253,000 | 2,091 |
| Total debt securities | $33,008,000 | 3,252 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $31,192,000 | 3,431 |
| U.S. Government securities | $13,779,000 | 4,742 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,779,000 | 4,608 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $17,413,000 | 552 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,000 | 6,659 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,328 |
| Issued or guaranteed by U.S. | $29,000 | 6,309 |
| 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) | $-12,648,000 | 8,868 |
| Available-for-sale securities (fair market value) | $43,840,000 | 2,239 |
| Total debt securities | $31,192,000 | 3,371 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $21,036,000 | 4,497 |
| U.S. Government securities | $3,929,000 | 7,359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,929,000 | 7,208 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $17,107,000 | 571 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,000 | 6,706 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,381 |
| Issued or guaranteed by U.S. | $29,000 | 6,362 |
| 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) | $-20,731,000 | 8,880 |
| Available-for-sale securities (fair market value) | $41,767,000 | 2,339 |
| Total debt securities | $21,036,000 | 4,432 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $19,426,000 | 4,783 |
| U.S. Government securities | $4,929,000 | 7,093 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,929,000 | 6,935 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $14,497,000 | 633 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,000 | 6,788 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,461 |
| Issued or guaranteed by U.S. | $29,000 | 6,443 |
| 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) | $-15,270,000 | 8,942 |
| Available-for-sale securities (fair market value) | $34,696,000 | 2,778 |
| Total debt securities | $19,426,000 | 4,733 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $23,787,000 | 4,270 |
| U.S. Government securities | $9,281,000 | 5,858 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,281,000 | 5,710 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $14,506,000 | 655 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,000 | 6,829 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,497 |
| Issued or guaranteed by U.S. | $31,000 | 6,485 |
| 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) | $-15,078,000 | 8,985 |
| Available-for-sale securities (fair market value) | $38,865,000 | 2,552 |
| Total debt securities | $23,787,000 | 4,205 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $18,883,000 | 4,856 |
| U.S. Government securities | $4,681,000 | 7,229 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,681,000 | 7,077 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $14,202,000 | 665 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,000 | 6,874 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,542 |
| Issued or guaranteed by U.S. | $31,000 | 6,529 |
| 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) | $-22,684,000 | 9,035 |
| Available-for-sale securities (fair market value) | $41,567,000 | 2,395 |
| Total debt securities | $18,883,000 | 4,797 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $13,848,000 | 5,796 |
| U.S. Government securities | $31,000 | 8,769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,000 | 8,674 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $13,817,000 | 688 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,000 | 6,955 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,620 |
| Issued or guaranteed by U.S. | $31,000 | 6,608 |
| 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) | $-28,185,000 | 9,089 |
| Available-for-sale securities (fair market value) | $42,033,000 | 2,405 |
| Total debt securities | $13,848,000 | 5,718 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $13,370,000 | 5,865 |
| U.S. Government securities | $35,000 | 8,785 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,000 | 8,685 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $13,335,000 | 740 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,000 | 6,955 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,610 |
| Issued or guaranteed by U.S. | $35,000 | 6,594 |
| 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) | $-25,143,000 | 9,127 |
| Available-for-sale securities (fair market value) | $38,513,000 | 2,609 |
| Total debt securities | $13,370,000 | 5,779 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $296,645,000 | 501 |
| U.S. Government securities | $40,000 | 8,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,000 | 8,736 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $296,605,000 | 86 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $296,605,000 | 27 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,000 | 6,969 |
| Certificates of participation in pools of residential mortgages | $40,000 | 6,635 |
| Issued or guaranteed by U.S. | $40,000 | 6,614 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-7,205,000 | 9,193 |
| Available-for-sale securities (fair market value) | $303,850,000 | 425 |
| Total debt securities | $296,645,000 | 480 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $206,673,000 | 669 |
| U.S. Government securities | $42,000 | 8,890 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,000 | 8,774 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $206,631,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,631,000 | 46 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,000 | 7,005 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,673 |
| Issued or guaranteed by U.S. | $42,000 | 6,650 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,336,000 | 961 |
| Available-for-sale securities (fair market value) | $187,337,000 | 622 |
| Total debt securities | $206,673,000 | 652 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $178,659,000 | 746 |
| U.S. Government securities | $52,000 | 8,916 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,000 | 8,794 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $178,607,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $178,607,000 | 55 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,000 | 7,015 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,650 |
| Issued or guaranteed by U.S. | $52,000 | 6,631 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,180,000 | 928 |
| Available-for-sale securities (fair market value) | $159,479,000 | 709 |
| Total debt securities | $178,659,000 | 714 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $121,287,000 | 1,061 |
| U.S. Government securities | $63,000 | 8,961 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,000 | 8,841 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $121,224,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $121,224,000 | 76 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,000 | 7,014 |
| Certificates of participation in pools of residential mortgages | $63,000 | 6,619 |
| Issued or guaranteed by U.S. | $63,000 | 6,600 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,156,000 | 956 |
| Available-for-sale securities (fair market value) | $102,131,000 | 1,055 |
| Total debt securities | $121,287,000 | 1,018 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $139,323,000 | 896 |
| U.S. Government securities | $66,000 | 9,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,000 | 8,887 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $139,257,000 | 137 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,257,000 | 67 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $66,000 | 7,021 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,602 |
| Issued or guaranteed by U.S. | $66,000 | 6,582 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,269,000 | 956 |
| Available-for-sale securities (fair market value) | $120,054,000 | 887 |
| Total debt securities | $139,323,000 | 863 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $70,448,000 | 1,586 |
| U.S. Government securities | $90,000 | 9,255 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $90,000 | 9,115 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $70,358,000 | 242 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,358,000 | 135 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $90,000 | 6,998 |
| Certificates of participation in pools of residential mortgages | $90,000 | 6,523 |
| Issued or guaranteed by U.S. | $90,000 | 6,500 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-684,000 | 9,625 |
| Available-for-sale securities (fair market value) | $71,132,000 | 1,313 |
| Total debt securities | $70,448,000 | 1,539 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $33,744,000 | 3,136 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,744,000 | 181 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,513,000 | 9,918 |
| Available-for-sale securities (fair market value) | $35,257,000 | 2,412 |
| Total debt securities | $0 | 9,692 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $19,408,000 | 4,955 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $19,311,000 | 571 |
| 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 | $19,311,000 | 438 |
| Foreign debt securities | NA | NA |
| Equity securities | $97,000 | 6,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $19,408,000 | 3,981 |
| Total debt securities | $19,311,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $13,521,000 | 6,146 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $13,431,000 | 651 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,431,000 | 488 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $13,521,000 | 4,923 |
| Total debt securities | $13,431,000 | 6,038 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,831,000 | 6,293 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $13,741,000 | 473 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,741,000 | 335 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $13,831,000 | 4,744 |
| Total debt securities | $13,741,000 | 6,189 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,342,000 | 7,173 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $12,252,000 | 491 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,252,000 | 323 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $12,342,000 | 5,327 |
| Total debt securities | $12,252,000 | 7,061 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $90,000 | 11,864 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $90,000 | 10,702 |
| Total debt securities | $0 | 11,792 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $90,000 | 12,519 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $90,000 | 10,760 |
| Total debt securities | $0 | 12,456 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $90,000 | 13,151 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 5,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,082 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $90,000 | 13,749 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 5,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,675 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |