Home > Stearns Bank Upsala > Securities
Stearns Bank Upsala, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,007,000 | 4,302 |
| U.S. Government securities | $3,007,000 | 4,107 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $3,007,000 | 3,863 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,006,000 | 3,643 |
| Mortgage-backed securities | $140,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $89,000 | 3,541 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 2,616 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $3,007,000 | 4,054 |
| Total debt securities | $3,007,000 | 4,276 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $2,966,000 | 4,341 |
| U.S. Government securities | $2,966,000 | 4,151 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $2,966,000 | 3,886 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,966,000 | 3,654 |
| Mortgage-backed securities | $148,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $96,000 | 3,557 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,615 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $2,966,000 | 4,073 |
| Total debt securities | $2,966,000 | 4,315 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $2,964,000 | 4,377 |
| U.S. Government securities | $2,964,000 | 4,190 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $2,964,000 | 3,922 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,840,000 | 3,540 |
| Mortgage-backed securities | $155,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $97,000 | 3,569 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,615 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $2,964,000 | 4,104 |
| Total debt securities | $2,964,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $2,982,000 | 4,447 |
| U.S. Government securities | $2,982,000 | 4,250 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $2,982,000 | 3,937 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,857,000 | 3,510 |
| Mortgage-backed securities | $163,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $102,000 | 3,611 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 2,648 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $2,982,000 | 4,167 |
| Total debt securities | $2,982,000 | 4,419 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $2,961,000 | 4,477 |
| U.S. Government securities | $2,961,000 | 4,279 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,961,000 | 3,948 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,837,000 | 3,459 |
| Mortgage-backed securities | $171,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $105,000 | 3,647 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 2,663 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $2,961,000 | 4,200 |
| Total debt securities | $2,961,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $2,951,000 | 4,517 |
| U.S. Government securities | $2,951,000 | 4,310 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,951,000 | 3,966 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,826,000 | 3,444 |
| Mortgage-backed securities | $181,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $111,000 | 3,667 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 2,677 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $2,951,000 | 4,241 |
| Total debt securities | $2,951,000 | 4,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $3,017,000 | 4,530 |
| U.S. Government securities | $3,017,000 | 4,316 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,017,000 | 3,984 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,694,000 | 3,465 |
| Mortgage-backed securities | $199,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $119,000 | 3,764 |
| Issued or guaranteed by U.S. | $119,000 | 3,689 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $80,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 2,697 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $3,017,000 | 4,270 |
| Total debt securities | $3,017,000 | 4,514 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $3,078,000 | 4,498 |
| U.S. Government securities | $3,078,000 | 4,259 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,078,000 | 3,969 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,754,000 | 3,454 |
| Mortgage-backed securities | $225,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $137,000 | 3,769 |
| Issued or guaranteed by U.S. | $137,000 | 3,701 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $88,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 2,687 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $3,078,000 | 4,252 |
| Total debt securities | $3,078,000 | 4,481 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $3,205,000 | 4,487 |
| U.S. Government securities | $3,205,000 | 4,166 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,205,000 | 3,940 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,880,000 | 3,450 |
| Mortgage-backed securities | $247,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $151,000 | 3,782 |
| Issued or guaranteed by U.S. | $151,000 | 3,702 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $96,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,682 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $3,205,000 | 4,260 |
| Total debt securities | $3,205,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $3,255,000 | 4,520 |
| U.S. Government securities | $3,255,000 | 4,168 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,255,000 | 3,967 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,930,000 | 3,464 |
| Mortgage-backed securities | $267,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $162,000 | 3,819 |
| Issued or guaranteed by U.S. | $162,000 | 3,749 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $105,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 2,707 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $3,255,000 | 4,290 |
| Total debt securities | $3,255,000 | 4,497 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $3,271,000 | 4,535 |
| U.S. Government securities | $3,271,000 | 4,169 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,271,000 | 3,975 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,946,000 | 3,468 |
| Mortgage-backed securities | $292,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $177,000 | 3,830 |
| Issued or guaranteed by U.S. | $177,000 | 3,753 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $115,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,693 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,271,000 | 4,299 |
| Total debt securities | $3,270,000 | 4,513 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $3,308,000 | 4,506 |
| U.S. Government securities | $3,308,000 | 4,101 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,308,000 | 3,933 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,833,000 | 3,488 |
| Mortgage-backed securities | $308,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $187,000 | 3,825 |
| Issued or guaranteed by U.S. | $187,000 | 3,742 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $121,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 2,670 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,308,000 | 4,274 |
| Total debt securities | $3,308,000 | 4,483 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $3,348,000 | 4,494 |
| U.S. Government securities | $3,348,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,348,000 | 3,872 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,873,000 | 3,485 |
| Mortgage-backed securities | $349,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $208,000 | 3,808 |
| Issued or guaranteed by U.S. | $208,000 | 3,733 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $141,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,661 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,348,000 | 4,264 |
| Total debt securities | $3,348,000 | 4,472 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $3,385,000 | 4,508 |
| U.S. Government securities | $3,385,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,385,000 | 3,881 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,784,000 | 3,512 |
| Mortgage-backed securities | $385,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $227,000 | 3,803 |
| Issued or guaranteed by U.S. | $227,000 | 3,728 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $158,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 2,665 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $3,385,000 | 4,276 |
| Total debt securities | $3,385,000 | 4,488 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $3,414,000 | 4,527 |
| U.S. Government securities | $3,414,000 | 4,057 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,414,000 | 3,892 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,682,000 | 3,570 |
| Mortgage-backed securities | $413,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $243,000 | 3,800 |
| Issued or guaranteed by U.S. | $243,000 | 3,728 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $170,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 2,677 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,414,000 | 4,294 |
| Total debt securities | $3,414,000 | 4,506 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $3,347,000 | 4,576 |
| U.S. Government securities | $3,347,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,347,000 | 3,951 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,713,000 | 3,575 |
| Mortgage-backed securities | $439,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $255,000 | 3,820 |
| Issued or guaranteed by U.S. | $255,000 | 3,735 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $184,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 2,666 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,347,000 | 4,334 |
| Total debt securities | $3,347,000 | 4,556 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $3,352,000 | 4,650 |
| U.S. Government securities | $3,352,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,352,000 | 4,043 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,721,000 | 3,644 |
| Mortgage-backed securities | $453,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $266,000 | 3,826 |
| Issued or guaranteed by U.S. | $266,000 | 3,755 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $187,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 2,679 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,352,000 | 4,409 |
| Total debt securities | $3,352,000 | 4,631 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $3,379,000 | 4,725 |
| U.S. Government securities | $3,379,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,379,000 | 4,121 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,600,000 | 3,731 |
| Mortgage-backed securities | $485,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $284,000 | 3,855 |
| Issued or guaranteed by U.S. | $284,000 | 3,779 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $201,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 2,686 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,379,000 | 4,486 |
| Total debt securities | $3,379,000 | 4,704 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $3,430,000 | 4,777 |
| U.S. Government securities | $3,430,000 | 4,336 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,430,000 | 4,172 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,404,000 | 3,825 |
| Mortgage-backed securities | $535,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $326,000 | 3,860 |
| Issued or guaranteed by U.S. | $326,000 | 3,791 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $209,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,684 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,430,000 | 4,520 |
| Total debt securities | $3,430,000 | 4,756 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $3,459,000 | 4,840 |
| U.S. Government securities | $3,459,000 | 4,392 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,459,000 | 4,226 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,438,000 | 3,870 |
| Mortgage-backed securities | $574,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $359,000 | 3,873 |
| Issued or guaranteed by U.S. | $359,000 | 3,794 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $215,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 2,692 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,459,000 | 4,569 |
| Total debt securities | $3,459,000 | 4,820 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $3,476,000 | 4,875 |
| U.S. Government securities | $3,476,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,476,000 | 4,262 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,460,000 | 3,906 |
| Mortgage-backed securities | $602,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $381,000 | 3,892 |
| Issued or guaranteed by U.S. | $381,000 | 3,828 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $221,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 2,699 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,476,000 | 4,605 |
| Total debt securities | $3,476,000 | 4,858 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $2,512,000 | 5,022 |
| U.S. Government securities | $2,512,000 | 4,642 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,512,000 | 4,479 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,102,000 | 4,028 |
| Mortgage-backed securities | $630,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $399,000 | 3,934 |
| Issued or guaranteed by U.S. | $399,000 | 3,907 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $231,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,703 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,512,000 | 4,746 |
| Total debt securities | $2,512,000 | 4,999 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $2,650,000 | 5,075 |
| U.S. Government securities | $2,650,000 | 4,654 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,650,000 | 4,485 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,172,000 | 4,056 |
| Mortgage-backed securities | $770,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $423,000 | 3,970 |
| Issued or guaranteed by U.S. | $423,000 | 3,815 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $347,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 2,660 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,650,000 | 4,798 |
| Total debt securities | $2,650,000 | 5,053 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $2,680,000 | 5,130 |
| U.S. Government securities | $2,680,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,680,000 | 4,575 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,175,000 | 4,112 |
| Mortgage-backed securities | $814,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $457,000 | 3,995 |
| Issued or guaranteed by U.S. | $457,000 | 3,987 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $357,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 2,650 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,680,000 | 4,849 |
| Total debt securities | $2,680,000 | 5,108 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $2,735,000 | 5,185 |
| U.S. Government securities | $2,735,000 | 4,758 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,735,000 | 4,619 |
| 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 | $2,223,000 | 4,164 |
| Mortgage-backed securities | $870,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $489,000 | 4,026 |
| Issued or guaranteed by U.S. | $489,000 | 4,020 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $381,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 2,630 |
| 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) | $2,735,000 | 4,903 |
| Total debt securities | $2,735,000 | 5,164 |
| 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 | $2,789,000 | 5,246 |
| U.S. Government securities | $2,789,000 | 4,803 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,789,000 | 4,672 |
| 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 | $2,016,000 | 4,267 |
| Mortgage-backed securities | $923,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $525,000 | 4,057 |
| Issued or guaranteed by U.S. | $525,000 | 4,053 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $398,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 2,637 |
| 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) | $2,789,000 | 4,953 |
| Total debt securities | $2,789,000 | 5,221 |
| 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 | $2,433,000 | 5,331 |
| U.S. Government securities | $2,433,000 | 4,920 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,433,000 | 4,801 |
| 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 | $2,021,000 | 4,303 |
| Mortgage-backed securities | $1,433,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 3,895 |
| Issued or guaranteed by U.S. | $1,013,000 | 3,888 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $420,000 | 2,724 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,651 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,433,000 | 5,037 |
| Total debt securities | $2,433,000 | 5,307 |
| 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 | $2,489,000 | 5,397 |
| U.S. Government securities | $2,489,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,489,000 | 4,846 |
| 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 | $2,068,000 | 4,339 |
| Mortgage-backed securities | $1,489,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 3,947 |
| Issued or guaranteed by U.S. | $1,049,000 | 3,942 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $440,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 2,680 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,489,000 | 5,085 |
| Total debt securities | $2,489,000 | 5,372 |
| 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 | $9,551,000 | 4,714 |
| U.S. Government securities | $9,551,000 | 3,896 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,551,000 | 3,755 |
| 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 | $9,101,000 | 3,075 |
| Mortgage-backed securities | $1,533,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 3,965 |
| Issued or guaranteed by U.S. | $1,081,000 | 3,957 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $452,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 2,662 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,551,000 | 4,402 |
| Total debt securities | $9,551,000 | 4,689 |
| 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 | $2,617,000 | 5,480 |
| U.S. Government securities | $2,617,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,617,000 | 4,889 |
| 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 | $1,403,000 | 4,629 |
| Mortgage-backed securities | $1,615,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 3,984 |
| Issued or guaranteed by U.S. | $1,121,000 | 3,980 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $494,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,666 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,617,000 | 5,147 |
| Total debt securities | $2,617,000 | 5,453 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,675,000 | 5,560 |
| U.S. Government securities | $2,675,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,675,000 | 4,987 |
| 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 | $1,700,000 | 4,633 |
| Mortgage-backed securities | $1,676,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $1,158,000 | 4,013 |
| Issued or guaranteed by U.S. | $1,158,000 | 4,007 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $518,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 2,685 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,675,000 | 5,214 |
| Total debt securities | $2,675,000 | 5,537 |
| 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 | $2,728,000 | 5,625 |
| U.S. Government securities | $2,728,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,728,000 | 5,062 |
| 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 | $1,438,000 | 4,753 |
| Mortgage-backed securities | $1,730,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $1,194,000 | 4,029 |
| Issued or guaranteed by U.S. | $1,194,000 | 4,024 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $536,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 2,696 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,728,000 | 5,269 |
| Total debt securities | $2,728,000 | 5,601 |
| 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 | $2,758,000 | 5,675 |
| U.S. Government securities | $2,758,000 | 5,234 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,758,000 | 5,129 |
| 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 | $1,610,000 | 4,733 |
| Mortgage-backed securities | $1,758,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $1,208,000 | 4,054 |
| Issued or guaranteed by U.S. | $1,208,000 | 4,050 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $550,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $550,000 | 2,717 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,758,000 | 5,310 |
| Total debt securities | $2,758,000 | 5,650 |
| 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 | $2,885,000 | 5,748 |
| U.S. Government securities | $2,885,000 | 5,317 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,885,000 | 5,216 |
| 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 | $1,560,000 | 4,821 |
| Mortgage-backed securities | $1,879,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $1,271,000 | 4,086 |
| Issued or guaranteed by U.S. | $1,271,000 | 4,081 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $608,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,729 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,885,000 | 5,377 |
| Total debt securities | $2,885,000 | 5,723 |
| 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 | $3,016,000 | 5,810 |
| U.S. Government securities | $3,016,000 | 5,385 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,016,000 | 5,286 |
| 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 | $1,508,000 | 4,869 |
| Mortgage-backed securities | $1,998,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 4,164 |
| Issued or guaranteed by U.S. | $1,305,000 | 4,159 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $693,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $693,000 | 2,742 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $3,016,000 | 5,430 |
| Total debt securities | $3,016,000 | 5,784 |
| 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 | $3,129,000 | 5,852 |
| U.S. Government securities | $3,129,000 | 5,438 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,129,000 | 5,342 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 4,830 |
| Mortgage-backed securities | $2,129,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $1,375,000 | 4,203 |
| Issued or guaranteed by U.S. | $1,375,000 | 4,196 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $754,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 2,745 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $3,129,000 | 5,468 |
| Total debt securities | $3,129,000 | 5,826 |
| 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 | $3,218,000 | 5,939 |
| U.S. Government securities | $3,218,000 | 5,510 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,218,000 | 5,415 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,009,000 | 4,861 |
| Mortgage-backed securities | $2,218,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $1,415,000 | 4,261 |
| Issued or guaranteed by U.S. | $1,415,000 | 4,253 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $803,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 2,775 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $3,218,000 | 5,549 |
| Total debt securities | $3,218,000 | 5,916 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,825,000 | 6,076 |
| U.S. Government securities | $2,825,000 | 5,685 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,825,000 | 5,590 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,439,000 | 5,093 |
| Mortgage-backed securities | $2,325,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $1,468,000 | 4,335 |
| Issued or guaranteed by U.S. | $1,468,000 | 4,331 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $857,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $857,000 | 2,789 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,825,000 | 5,678 |
| Total debt securities | $2,825,000 | 6,054 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,934,000 | 6,137 |
| U.S. Government securities | $2,934,000 | 5,727 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,934,000 | 5,626 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,426,000 | 5,158 |
| Mortgage-backed securities | $2,434,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 4,366 |
| Issued or guaranteed by U.S. | $1,515,000 | 4,363 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $919,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 2,799 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,934,000 | 5,733 |
| Total debt securities | $2,934,000 | 6,112 |
| 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 | $3,555,000 | 6,110 |
| U.S. Government securities | $3,555,000 | 5,648 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,555,000 | 5,549 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,983,000 | 4,738 |
| Mortgage-backed securities | $2,555,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $1,569,000 | 4,377 |
| Issued or guaranteed by U.S. | $1,569,000 | 4,373 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $986,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,789 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,555,000 | 5,711 |
| Total debt securities | $3,555,000 | 6,082 |
| 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 | $3,673,000 | 6,153 |
| U.S. Government securities | $3,673,000 | 5,669 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,673,000 | 5,578 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,847,000 | 4,802 |
| Mortgage-backed securities | $2,673,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $1,608,000 | 4,392 |
| Issued or guaranteed by U.S. | $1,608,000 | 4,385 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,065,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $1,065,000 | 2,734 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,673,000 | 5,752 |
| Total debt securities | $3,673,000 | 6,125 |
| 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 | $3,832,000 | 6,213 |
| U.S. Government securities | $3,832,000 | 5,706 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,832,000 | 5,610 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,901,000 | 4,832 |
| Mortgage-backed securities | $2,832,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $1,666,000 | 4,404 |
| Issued or guaranteed by U.S. | $1,666,000 | 4,398 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,166,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $1,166,000 | 2,725 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,832,000 | 5,822 |
| Total debt securities | $3,832,000 | 6,183 |
| 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 | $4,069,000 | 6,200 |
| U.S. Government securities | $4,069,000 | 5,665 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,069,000 | 5,565 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,033,000 | 4,795 |
| Mortgage-backed securities | $3,069,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $1,757,000 | 4,349 |
| Issued or guaranteed by U.S. | $1,757,000 | 4,345 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,312,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $1,312,000 | 2,695 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $4,069,000 | 5,808 |
| Total debt securities | $4,069,000 | 6,170 |
| 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 | $3,356,000 | 6,336 |
| U.S. Government securities | $3,356,000 | 5,851 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,356,000 | 5,747 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,069,000 | 4,828 |
| Mortgage-backed securities | $3,356,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $1,853,000 | 4,346 |
| Issued or guaranteed by U.S. | $1,853,000 | 4,343 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,503,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $1,503,000 | 2,675 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,356,000 | 5,942 |
| Total debt securities | $3,356,000 | 6,305 |
| 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 | $3,643,000 | 6,342 |
| U.S. Government securities | $3,643,000 | 5,823 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,643,000 | 5,719 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,285,000 | 4,769 |
| Mortgage-backed securities | $3,643,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $1,938,000 | 4,344 |
| Issued or guaranteed by U.S. | $1,938,000 | 4,343 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,705,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $1,705,000 | 2,643 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,643,000 | 5,950 |
| Total debt securities | $3,643,000 | 6,312 |
| 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 | $2,668,000 | 6,570 |
| U.S. Government securities | $2,668,000 | 6,134 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,668,000 | 6,034 |
| 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 | $1,942,000 | 5,300 |
| Mortgage-backed securities | $2,668,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,637 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,635 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,216,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $1,216,000 | 2,902 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $2,668,000 | 6,160 |
| Total debt securities | $2,668,000 | 6,538 |
| 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 | $2,197,000 | 6,708 |
| U.S. Government securities | $2,197,000 | 6,337 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,197,000 | 6,241 |
| 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 | $1,192,000 | 5,636 |
| Mortgage-backed securities | $2,197,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $905,000 | 4,894 |
| Issued or guaranteed by U.S. | $905,000 | 4,891 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,292,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,879 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $2,197,000 | 6,288 |
| Total debt securities | $2,197,000 | 6,675 |
| 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 | $2,468,000 | 6,731 |
| U.S. Government securities | $2,468,000 | 6,370 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,468,000 | 6,271 |
| 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 | $1,301,000 | 5,626 |
| Mortgage-backed securities | $1,467,000 | 5,080 |
| Certificates of participation in pools of residential mortgages | $927,000 | 4,892 |
| Issued or guaranteed by U.S. | $927,000 | 4,890 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $540,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,221 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,468,000 | 6,293 |
| Total debt securities | $2,468,000 | 6,692 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,194 |
| Fair value | $1,001,000 | 2,266 |
| 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 | $2,594,000 | 6,738 |
| U.S. Government securities | $2,594,000 | 6,364 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,594,000 | 6,271 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,991,000 | 5,134 |
| Mortgage-backed securities | $1,589,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $942,000 | 4,845 |
| Issued or guaranteed by U.S. | $942,000 | 4,838 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $647,000 | 3,295 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 3,041 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,594,000 | 6,283 |
| Total debt securities | $2,594,000 | 6,704 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,730,000 | 6,790 |
| U.S. Government securities | $2,730,000 | 6,385 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,730,000 | 6,277 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,418,000 | 5,328 |
| Mortgage-backed securities | $1,719,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $967,000 | 4,839 |
| Issued or guaranteed by U.S. | $967,000 | 4,830 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $752,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 2,980 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,730,000 | 6,324 |
| Total debt securities | $2,730,000 | 6,757 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,873,000 | 7,001 |
| U.S. Government securities | $1,873,000 | 6,693 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,873,000 | 6,582 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,442,000 | 5,355 |
| Mortgage-backed securities | $1,873,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,039,000 | 4,789 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $834,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 2,903 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,873,000 | 6,543 |
| Total debt securities | $1,873,000 | 6,970 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,984,000 | 7,040 |
| U.S. Government securities | $1,984,000 | 6,704 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,984,000 | 6,602 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,216,000 | 5,478 |
| Mortgage-backed securities | $1,984,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $1,059,000 | 4,750 |
| Issued or guaranteed by U.S. | $1,059,000 | 4,744 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $925,000 | 3,058 |
| CMOs issued by government agencies or sponsored agencies | $925,000 | 2,796 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,984,000 | 6,566 |
| Total debt securities | $1,984,000 | 7,005 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,136,000 | 7,203 |
| U.S. Government securities | $1,136,000 | 6,894 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,136,000 | 6,770 |
| 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 | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $978,000 | 5,660 |
| Mortgage-backed securities | $1,136,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,564 |
| Issued or guaranteed by U.S. | $43,000 | 5,554 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,093,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,673 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,136,000 | 6,712 |
| Total debt securities | $1,136,000 | 7,173 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,314,000 | 7,240 |
| U.S. Government securities | $1,314,000 | 6,896 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,314,000 | 6,782 |
| 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 | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,117,000 | 5,646 |
| Mortgage-backed securities | $1,314,000 | 5,074 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,588 |
| Issued or guaranteed by U.S. | $51,000 | 5,575 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,263,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $1,263,000 | 2,580 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,314,000 | 6,733 |
| Total debt securities | $1,314,000 | 7,207 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,567,000 | 7,277 |
| U.S. Government securities | $1,567,000 | 6,959 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,567,000 | 6,850 |
| 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 | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,224,000 | 5,659 |
| Mortgage-backed securities | $1,567,000 | 4,975 |
| Certificates of participation in pools of residential mortgages | $61,000 | 5,622 |
| Issued or guaranteed by U.S. | $61,000 | 5,610 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,506,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $1,506,000 | 2,390 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,567,000 | 6,758 |
| Total debt securities | $1,567,000 | 7,238 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,971,000 | 7,292 |
| U.S. Government securities | $1,971,000 | 6,963 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,971,000 | 6,852 |
| 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 | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,386,000 | 5,669 |
| Mortgage-backed securities | $1,971,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,705 |
| Issued or guaranteed by U.S. | $73,000 | 5,693 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,898,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,898,000 | 2,212 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,971,000 | 6,761 |
| Total debt securities | $1,971,000 | 7,258 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,408,000 | 7,242 |
| U.S. Government securities | $2,408,000 | 6,848 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,408,000 | 6,748 |
| 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 | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,701,000 | 5,588 |
| Mortgage-backed securities | $2,408,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,736 |
| Issued or guaranteed by U.S. | $89,000 | 5,721 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,319,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,319,000 | 2,059 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,408,000 | 6,707 |
| Total debt securities | $2,408,000 | 7,206 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,823,000 | 7,227 |
| U.S. Government securities | $2,823,000 | 6,768 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,823,000 | 6,672 |
| 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 | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,168,000 | 5,829 |
| Mortgage-backed securities | $2,823,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,812 |
| Issued or guaranteed by U.S. | $97,000 | 5,794 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,726,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $2,726,000 | 1,950 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,823,000 | 6,678 |
| Total debt securities | $2,823,000 | 7,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,063,000 | 7,418 |
| U.S. Government securities | $2,063,000 | 7,035 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,063,000 | 6,938 |
| 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 | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,485,000 | 5,729 |
| Mortgage-backed securities | $2,063,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $106,000 | 5,847 |
| Issued or guaranteed by U.S. | $106,000 | 5,827 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,957,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $1,957,000 | 2,149 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,063,000 | 6,864 |
| Total debt securities | $2,063,000 | 7,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,511,000 | 7,389 |
| U.S. Government securities | $2,511,000 | 7,004 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,511,000 | 6,911 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,413,000 | 5,807 |
| Mortgage-backed securities | $2,511,000 | 5,039 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,880 |
| Issued or guaranteed by U.S. | $120,000 | 5,862 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,391,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $2,391,000 | 2,015 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,511,000 | 6,824 |
| Total debt securities | $2,511,000 | 7,349 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,768,000 | 7,420 |
| U.S. Government securities | $2,768,000 | 7,056 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,768,000 | 6,964 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,595,000 | 5,781 |
| Mortgage-backed securities | $2,768,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $134,000 | 5,888 |
| Issued or guaranteed by U.S. | $134,000 | 5,869 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,634,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $2,634,000 | 1,919 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $2,768,000 | 6,826 |
| Total debt securities | $2,768,000 | 7,379 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,855,000 | 7,429 |
| U.S. Government securities | $2,855,000 | 7,057 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,855,000 | 6,958 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,330,000 | 5,486 |
| Mortgage-backed securities | $2,855,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $162,000 | 5,853 |
| Issued or guaranteed by U.S. | $162,000 | 5,835 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,693,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $2,693,000 | 1,814 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,855,000 | 6,813 |
| Total debt securities | $2,855,000 | 7,386 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,968,000 | 7,476 |
| U.S. Government securities | $2,968,000 | 7,088 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,968,000 | 6,986 |
| 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 | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,529,000 | 5,403 |
| Mortgage-backed securities | $2,466,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,809 |
| Issued or guaranteed by U.S. | $196,000 | 5,784 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,270,000 | 2,272 |
| CMOs issued by government agencies or sponsored agencies | $2,270,000 | 1,944 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $2,968,000 | 6,860 |
| Total debt securities | $2,968,000 | 7,424 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,233,000 | 7,430 |
| U.S. Government securities | $3,233,000 | 6,991 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,233,000 | 6,886 |
| 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 | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,779,000 | 5,281 |
| Mortgage-backed securities | $2,728,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $234,000 | 5,747 |
| Issued or guaranteed by U.S. | $234,000 | 5,716 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,494,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $2,494,000 | 1,861 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,233,000 | 6,817 |
| Total debt securities | $3,233,000 | 7,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,330,000 | 7,489 |
| U.S. Government securities | $3,330,000 | 7,098 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,330,000 | 6,984 |
| 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 | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,866,000 | 5,298 |
| Mortgage-backed securities | $2,829,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $276,000 | 5,577 |
| Issued or guaranteed by U.S. | $276,000 | 5,555 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,553,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $2,553,000 | 1,766 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,330,000 | 6,832 |
| Total debt securities | $3,330,000 | 7,439 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,391,000 | 7,509 |
| U.S. Government securities | $3,391,000 | 7,144 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,391,000 | 7,023 |
| 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 | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,829,000 | 5,332 |
| Mortgage-backed securities | $2,892,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,442 |
| Issued or guaranteed by U.S. | $324,000 | 5,420 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,568,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $2,568,000 | 1,720 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,391,000 | 6,843 |
| Total debt securities | $3,391,000 | 7,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,424,000 | 7,551 |
| U.S. Government securities | $3,424,000 | 7,202 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,424,000 | 7,072 |
| 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 | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,436,000 | 5,538 |
| Mortgage-backed securities | $2,930,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $375,000 | 5,387 |
| Issued or guaranteed by U.S. | $375,000 | 5,369 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,555,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $2,555,000 | 1,712 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,424,000 | 6,869 |
| Total debt securities | $3,424,000 | 7,512 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,570,000 | 7,563 |
| U.S. Government securities | $3,570,000 | 7,175 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,570,000 | 7,042 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,565,000 | 5,489 |
| Mortgage-backed securities | $3,074,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $460,000 | 5,304 |
| Issued or guaranteed by U.S. | $460,000 | 5,282 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,614,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,614,000 | 1,687 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,570,000 | 6,848 |
| Total debt securities | $3,570,000 | 7,520 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,744,000 | 7,557 |
| U.S. Government securities | $3,744,000 | 7,168 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,744,000 | 7,048 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,695,000 | 5,034 |
| Mortgage-backed securities | $750,000 | 5,485 |
| Certificates of participation in pools of residential mortgages | $569,000 | 5,200 |
| Issued or guaranteed by U.S. | $569,000 | 5,181 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $181,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 2,907 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,744,000 | 6,842 |
| Total debt securities | $3,744,000 | 7,509 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,817,000 | 7,616 |
| U.S. Government securities | $3,817,000 | 7,231 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,817,000 | 7,098 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,760,000 | 5,033 |
| Mortgage-backed securities | $827,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $636,000 | 5,151 |
| Issued or guaranteed by U.S. | $636,000 | 5,127 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $191,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 2,863 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,817,000 | 6,890 |
| Total debt securities | $3,817,000 | 7,567 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,897,000 | 7,637 |
| U.S. Government securities | $3,897,000 | 7,228 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,897,000 | 7,089 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,439,000 | 5,176 |
| Mortgage-backed securities | $922,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $725,000 | 5,097 |
| Issued or guaranteed by U.S. | $725,000 | 5,074 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $197,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,844 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,897,000 | 6,887 |
| Total debt securities | $3,897,000 | 7,589 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,023,000 | 7,645 |
| U.S. Government securities | $4,023,000 | 7,227 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,023,000 | 7,081 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,540,000 | 5,138 |
| Mortgage-backed securities | $1,037,000 | 5,347 |
| Certificates of participation in pools of residential mortgages | $831,000 | 5,030 |
| Issued or guaranteed by U.S. | $831,000 | 5,011 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $206,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 2,845 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,023,000 | 6,888 |
| Total debt securities | $4,022,000 | 7,594 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,668,000 | 7,776 |
| U.S. Government securities | $3,668,000 | 7,365 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,668,000 | 7,219 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,461,000 | 5,185 |
| Mortgage-backed securities | $1,181,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $958,000 | 4,964 |
| Issued or guaranteed by U.S. | $958,000 | 4,945 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $223,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 2,847 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,668,000 | 7,007 |
| Total debt securities | $3,668,000 | 7,725 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,799,000 | 7,766 |
| U.S. Government securities | $3,799,000 | 7,352 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,799,000 | 7,211 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,590,000 | 5,108 |
| Mortgage-backed securities | $1,316,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 4,906 |
| Issued or guaranteed by U.S. | $1,072,000 | 4,888 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $244,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,836 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,799,000 | 6,995 |
| Total debt securities | $3,799,000 | 7,714 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,463,000 | 7,907 |
| U.S. Government securities | $3,463,000 | 7,512 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,463,000 | 7,364 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,453,000 | 5,170 |
| Mortgage-backed securities | $1,485,000 | 5,218 |
| Certificates of participation in pools of residential mortgages | $1,212,000 | 4,876 |
| Issued or guaranteed by U.S. | $1,212,000 | 4,857 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $273,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,844 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,463,000 | 7,120 |
| Total debt securities | $3,463,000 | 7,852 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,711,000 | 7,922 |
| U.S. Government securities | $3,711,000 | 7,499 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,711,000 | 7,332 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,503,000 | 5,178 |
| Mortgage-backed securities | $1,742,000 | 5,157 |
| Certificates of participation in pools of residential mortgages | $1,447,000 | 4,784 |
| Issued or guaranteed by U.S. | $1,447,000 | 4,770 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $295,000 | 3,166 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,887 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,711,000 | 7,132 |
| Total debt securities | $3,711,000 | 7,868 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,904,000 | 7,928 |
| U.S. Government securities | $3,904,000 | 7,456 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,904,000 | 7,298 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,102,000 | 5,352 |
| Mortgage-backed securities | $1,928,000 | 5,086 |
| Certificates of participation in pools of residential mortgages | $1,607,000 | 4,713 |
| Issued or guaranteed by U.S. | $1,607,000 | 4,697 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $321,000 | 3,179 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,895 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,904,000 | 7,121 |
| Total debt securities | $3,904,000 | 7,864 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,075,000 | 7,896 |
| U.S. Government securities | $4,075,000 | 7,422 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,075,000 | 7,266 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,269,000 | 5,280 |
| Mortgage-backed securities | $2,090,000 | 5,035 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,662 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,648 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $349,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,899 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $4,075,000 | 7,109 |
| Total debt securities | $4,075,000 | 7,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,298,000 | 7,915 |
| U.S. Government securities | $4,298,000 | 7,428 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,298,000 | 7,268 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,200,000 | 5,308 |
| Mortgage-backed securities | $2,327,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $1,941,000 | 4,613 |
| Issued or guaranteed by U.S. | $1,941,000 | 4,597 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $386,000 | 3,199 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 2,937 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,298,000 | 7,128 |
| Total debt securities | $4,298,000 | 7,850 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,695,000 | 8,302 |
| U.S. Government securities | $2,695,000 | 7,928 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,695,000 | 7,761 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,597,000 | 5,565 |
| Mortgage-backed securities | $2,695,000 | 4,892 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 4,485 |
| Issued or guaranteed by U.S. | $2,245,000 | 4,468 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $450,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 2,942 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $2,695,000 | 7,489 |
| Total debt securities | $2,695,000 | 8,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,038,000 | 8,287 |
| U.S. Government securities | $3,038,000 | 7,882 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,038,000 | 7,698 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,021,000 | 5,300 |
| Mortgage-backed securities | $3,038,000 | 4,715 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,296 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $504,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 3,014 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,038,000 | 7,461 |
| Total debt securities | $3,038,000 | 8,212 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,568,000 | 8,143 |
| U.S. Government securities | $3,568,000 | 7,615 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,568,000 | 7,422 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,386,000 | 5,101 |
| Mortgage-backed securities | $3,568,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $2,851,000 | 4,159 |
| Issued or guaranteed by U.S. | $2,851,000 | 4,144 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $717,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $717,000 | 2,875 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,568,000 | 7,312 |
| Total debt securities | $3,568,000 | 8,059 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,835,000 | 7,819 |
| U.S. Government securities | $4,835,000 | 7,147 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,835,000 | 6,967 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,725,000 | 4,504 |
| Mortgage-backed securities | $4,835,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $3,733,000 | 3,850 |
| Issued or guaranteed by U.S. | $3,733,000 | 3,839 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,102,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 2,778 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,835,000 | 6,998 |
| Total debt securities | $4,835,000 | 7,734 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,279,000 | 7,462 |
| U.S. Government securities | $6,279,000 | 6,688 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,279,000 | 6,500 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,098,000 | 4,036 |
| Mortgage-backed securities | $6,279,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $4,625,000 | 3,542 |
| Issued or guaranteed by U.S. | $4,625,000 | 3,532 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,654,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $1,654,000 | 2,630 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,279,000 | 6,626 |
| Total debt securities | $6,279,000 | 7,365 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,029,000 | 6,743 |
| U.S. Government securities | $9,029,000 | 5,853 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,029,000 | 5,651 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,805,000 | 3,314 |
| Mortgage-backed securities | $9,029,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $6,180,000 | 3,035 |
| Issued or guaranteed by U.S. | $6,180,000 | 3,021 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,849,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $2,849,000 | 2,212 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,029,000 | 5,942 |
| Total debt securities | $9,029,000 | 6,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $17,572,000 | 4,920 |
| U.S. Government securities | $17,572,000 | 3,911 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,572,000 | 3,722 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,385,000 | 2,176 |
| Mortgage-backed securities | $17,070,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $8,791,000 | 2,283 |
| Issued or guaranteed by U.S. | $8,791,000 | 2,269 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,279,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $8,279,000 | 1,342 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $17,572,000 | 4,191 |
| Total debt securities | $17,572,000 | 4,826 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $16,505,000 | 5,263 |
| U.S. Government securities | $15,878,000 | 4,345 |
| U.S. Treasury securities | $511,000 | 3,218 |
| U.S. Government agency obligations | $15,367,000 | 4,143 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $436,000 | 3,082 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $426,000 | 2,715 |
| Foreign debt securities | NA | NA |
| Equity securities | $191,000 | 5,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,995,000 | 6,305 |
| Mortgage-backed securities | $11,889,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $10,899,000 | 1,648 |
| Issued or guaranteed by U.S. | $10,899,000 | 1,635 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $990,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $980,000 | 2,726 |
| Privately issued | $10,000 | 1,228 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,505,000 | 4,324 |
| Total debt securities | $16,314,000 | 5,176 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $17,731,000 | 5,235 |
| U.S. Government securities | $17,533,000 | 4,264 |
| U.S. Treasury securities | $512,000 | 4,289 |
| U.S. Government agency obligations | $17,021,000 | 3,940 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $12,000 | 3,842 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $186,000 | 5,824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,699,000 | 6,579 |
| Mortgage-backed securities | $13,622,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $11,889,000 | 1,666 |
| Issued or guaranteed by U.S. | $11,889,000 | 1,655 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,733,000 | 2,572 |
| CMOs issued by government agencies or sponsored agencies | $1,721,000 | 2,433 |
| Privately issued | $12,000 | 1,308 |
| 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) | $17,731,000 | 4,228 |
| Total debt securities | $17,545,000 | 5,155 |
| 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 | $17,120,000 | 5,352 |
| U.S. Government securities | $16,950,000 | 4,407 |
| U.S. Treasury securities | $2,863,000 | 3,255 |
| U.S. Government agency obligations | $14,087,000 | 4,285 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $18,000 | 3,816 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,529 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 5,892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,338,000 | 6,773 |
| Mortgage-backed securities | $14,105,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $12,378,000 | 1,687 |
| Issued or guaranteed by U.S. | $12,378,000 | 1,677 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,727,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,648 |
| Privately issued | $18,000 | 1,318 |
| 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) | $17,120,000 | 4,249 |
| Total debt securities | $16,968,000 | 5,243 |
| 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 | $13,462,000 | 6,397 |
| U.S. Government securities | $13,284,000 | 5,459 |
| U.S. Treasury securities | $2,158,000 | 4,947 |
| U.S. Government agency obligations | $11,126,000 | 4,891 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $27,000 | 3,642 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $151,000 | 5,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,660,000 | 6,813 |
| Mortgage-backed securities | $11,153,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $7,950,000 | 2,238 |
| Issued or guaranteed by U.S. | $7,950,000 | 2,226 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,203,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $3,176,000 | 2,080 |
| Privately issued | $27,000 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $13,462,000 | 4,815 |
| Total debt securities | $13,311,000 | 6,305 |
| 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 | $10,613,000 | 7,727 |
| U.S. Government securities | $10,499,000 | 6,820 |
| U.S. Treasury securities | $1,324,000 | 6,760 |
| U.S. Government agency obligations | $9,175,000 | 5,776 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $31,000 | 4,187 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $83,000 | 6,598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,510,000 | 7,198 |
| Mortgage-backed securities | $9,206,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $7,978,000 | 2,463 |
| Issued or guaranteed by U.S. | $7,978,000 | 2,439 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,228,000 | 3,604 |
| CMOs issued by government agencies or sponsored agencies | $1,197,000 | 3,489 |
| Privately issued | $31,000 | 1,575 |
| 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) | $10,613,000 | 5,804 |
| Total debt securities | $10,530,000 | 7,615 |
| 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 | $5,902,000 | 9,821 |
| U.S. Government securities | $5,777,000 | 9,170 |
| U.S. Treasury securities | $1,853,000 | 7,350 |
| U.S. Government agency obligations | $3,924,000 | 8,381 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $42,000 | 4,840 |
| Privately issued residential mortgage-backed securities | $42,000 | 2,208 |
| 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 | $83,000 | 6,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,431,000 | 7,550 |
| Mortgage-backed securities | $3,716,000 | 5,110 |
| Certificates of participation in pools of residential mortgages | $2,381,000 | 4,608 |
| Issued or guaranteed by U.S. | $2,381,000 | 4,582 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,335,000 | 3,947 |
| CMOs issued by government agencies or sponsored agencies | $1,293,000 | 3,819 |
| Privately issued | $42,000 | 1,885 |
| 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) | $5,902,000 | 7,625 |
| Total debt securities | $5,819,000 | 9,749 |
| 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 | $5,185,000 | 10,766 |
| U.S. Government securities | $5,062,000 | 10,129 |
| U.S. Treasury securities | $3,404,000 | 6,753 |
| U.S. Government agency obligations | $1,658,000 | 10,249 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $48,000 | 5,408 |
| Privately issued residential mortgage-backed securities | $48,000 | 2,459 |
| 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 | $75,000 | 6,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,383,000 | 7,875 |
| Mortgage-backed securities | $1,314,000 | 7,367 |
| Certificates of participation in pools of residential mortgages | $1,266,000 | 6,039 |
| Issued or guaranteed by U.S. | $1,266,000 | 6,013 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $48,000 | 6,389 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $48,000 | 2,133 |
| 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) | $5,185,000 | 6,765 |
| Total debt securities | $5,110,000 | 10,686 |
| 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 | $5,495,000 | 11,035 |
| U.S. Government securities | $5,343,000 | 10,313 |
| U.S. Treasury securities | $4,037,000 | 6,400 |
| U.S. Government agency obligations | $1,306,000 | 10,891 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $77,000 | 6,001 |
| Privately issued residential mortgage-backed securities | $77,000 | 2,855 |
| 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 | $75,000 | 6,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,681,000 | 7,460 |
| Mortgage-backed securities | $921,000 | 8,591 |
| Certificates of participation in pools of residential mortgages | $844,000 | 7,358 |
| Issued or guaranteed by U.S. | $844,000 | 7,307 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $77,000 | 6,725 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $77,000 | 2,432 |
| 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 | $5,420,000 | 10,931 |
| 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 | $5,245,000 | 11,459 |
| U.S. Government securities | $4,448,000 | 11,152 |
| U.S. Treasury securities | $2,266,000 | 8,385 |
| U.S. Government agency obligations | $2,182,000 | 10,332 |
| Securities issued by states & political subdivisions | $200,000 | 8,739 |
| Other domestic debt securities | $556,000 | 4,913 |
| Privately issued residential mortgage-backed securities | $153,000 | 3,261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $403,000 | 4,108 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 6,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,367,000 | 8,056 |
| Mortgage-backed securities | $986,000 | 8,964 |
| Certificates of participation in pools of residential mortgages | $833,000 | 7,840 |
| Issued or guaranteed by U.S. | $833,000 | 7,778 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $153,000 | 6,770 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $153,000 | 2,786 |
| 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 | $5,204,000 | 11,333 |
| 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 |