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Outdoor Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,710,000 | 4,279 |
| U.S. Government securities | $754,000 | 4,273 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $754,000 | 4,099 |
| Securities issued by states & political subdivisions | $2,060,000 | 3,326 |
| Other domestic debt securities | $896,000 | 2,035 |
| Privately issued residential mortgage-backed securities | $27,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $869,000 | 491 |
| 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 | $881,000 | 3,784 |
| Mortgage-backed securities | $781,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $510,000 | 3,350 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,473 |
| Privately issued | $27,000 | 484 |
| 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) | $3,710,000 | 4,029 |
| Total debt securities | $3,710,000 | 4,254 |
| 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 | $3,705,000 | 4,312 |
| U.S. Government securities | $763,000 | 4,302 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $763,000 | 4,122 |
| Securities issued by states & political subdivisions | $2,010,000 | 3,353 |
| Other domestic debt securities | $932,000 | 2,011 |
| Privately issued residential mortgage-backed securities | $27,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $905,000 | 467 |
| 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 | $2,386,000 | 3,598 |
| Mortgage-backed securities | $790,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $522,000 | 3,366 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,460 |
| Privately issued | $27,000 | 481 |
| 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) | $3,705,000 | 4,045 |
| Total debt securities | $3,705,000 | 4,286 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $3,813,000 | 4,344 |
| U.S. Government securities | $815,000 | 4,327 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $815,000 | 4,152 |
| Securities issued by states & political subdivisions | $2,086,000 | 3,379 |
| Other domestic debt securities | $912,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $28,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $884,000 | 467 |
| 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 | $2,386,000 | 3,582 |
| Mortgage-backed securities | $843,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $555,000 | 3,369 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 2,452 |
| Privately issued | $28,000 | 478 |
| 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) | $3,813,000 | 4,070 |
| Total debt securities | $3,813,000 | 4,317 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $3,880,000 | 4,408 |
| U.S. Government securities | $858,000 | 4,394 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $858,000 | 4,168 |
| Securities issued by states & political subdivisions | $2,115,000 | 3,431 |
| Other domestic debt securities | $907,000 | 2,095 |
| Privately issued residential mortgage-backed securities | $25,000 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $882,000 | 472 |
| 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 | $2,443,000 | 3,556 |
| Mortgage-backed securities | $883,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $589,000 | 3,404 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 2,486 |
| Privately issued | $25,000 | 495 |
| 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) | $3,880,000 | 4,133 |
| Total debt securities | $3,880,000 | 4,380 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $3,900,000 | 4,440 |
| U.S. Government securities | $882,000 | 4,422 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $882,000 | 4,185 |
| Securities issued by states & political subdivisions | $2,109,000 | 3,475 |
| Other domestic debt securities | $909,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $27,000 | 676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $882,000 | 477 |
| 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 | $2,451,000 | 3,503 |
| Mortgage-backed securities | $909,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $610,000 | 3,435 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,501 |
| Privately issued | $27,000 | 495 |
| 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) | $3,900,000 | 4,159 |
| Total debt securities | $3,900,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $3,938,000 | 4,471 |
| U.S. Government securities | $911,000 | 4,453 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $911,000 | 4,214 |
| Securities issued by states & political subdivisions | $2,096,000 | 3,513 |
| Other domestic debt securities | $931,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $32,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $899,000 | 462 |
| 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 | $2,576,000 | 3,479 |
| Mortgage-backed securities | $943,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $640,000 | 3,443 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,528 |
| Privately issued | $32,000 | 500 |
| 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) | $3,938,000 | 4,196 |
| Total debt securities | $3,938,000 | 4,447 |
| 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 | $4,081,000 | 4,487 |
| U.S. Government securities | $994,000 | 4,458 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $994,000 | 4,220 |
| Securities issued by states & political subdivisions | $2,163,000 | 3,546 |
| Other domestic debt securities | $924,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $36,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $888,000 | 464 |
| 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 | $3,158,000 | 3,396 |
| Mortgage-backed securities | $1,030,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $700,000 | 3,543 |
| Issued or guaranteed by U.S. | $700,000 | 3,453 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $330,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 2,543 |
| Privately issued | $36,000 | 501 |
| 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) | $4,081,000 | 4,219 |
| Total debt securities | $4,081,000 | 4,470 |
| 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 | $4,847,000 | 4,412 |
| U.S. Government securities | $1,088,000 | 4,417 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,088,000 | 4,198 |
| Securities issued by states & political subdivisions | $2,814,000 | 3,445 |
| Other domestic debt securities | $945,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $42,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $903,000 | 471 |
| 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 | $3,340,000 | 3,364 |
| Mortgage-backed securities | $1,130,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $769,000 | 3,538 |
| Issued or guaranteed by U.S. | $769,000 | 3,447 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $361,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,528 |
| Privately issued | $42,000 | 480 |
| 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) | $4,847,000 | 4,153 |
| Total debt securities | $4,847,000 | 4,393 |
| 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 | $5,124,000 | 4,383 |
| U.S. Government securities | $1,210,000 | 4,374 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,210,000 | 4,195 |
| Securities issued by states & political subdivisions | $2,955,000 | 3,467 |
| Other domestic debt securities | $959,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $42,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $917,000 | 474 |
| 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 | $3,594,000 | 3,335 |
| Mortgage-backed securities | $1,252,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $852,000 | 3,533 |
| Issued or guaranteed by U.S. | $852,000 | 3,436 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $400,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 2,504 |
| Privately issued | $42,000 | 440 |
| 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) | $5,124,000 | 4,150 |
| Total debt securities | $5,124,000 | 4,363 |
| 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 | $5,680,000 | 4,372 |
| U.S. Government securities | $1,332,000 | 4,379 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,332,000 | 4,223 |
| Securities issued by states & political subdivisions | $3,382,000 | 3,420 |
| Other domestic debt securities | $966,000 | 1,860 |
| Privately issued residential mortgage-backed securities | $48,000 | 607 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $918,000 | 485 |
| 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 | $3,771,000 | 3,332 |
| Mortgage-backed securities | $1,380,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $948,000 | 3,543 |
| Issued or guaranteed by U.S. | $948,000 | 3,454 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $432,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,529 |
| Privately issued | $48,000 | 427 |
| 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) | $5,680,000 | 4,146 |
| Total debt securities | $5,680,000 | 4,350 |
| 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 | $6,045,000 | 4,361 |
| U.S. Government securities | $1,472,000 | 4,393 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,472,000 | 4,244 |
| Securities issued by states & political subdivisions | $3,601,000 | 3,403 |
| Other domestic debt securities | $972,000 | 1,834 |
| Privately issued residential mortgage-backed securities | $51,000 | 613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $921,000 | 500 |
| 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 | $4,495,000 | 3,209 |
| Mortgage-backed securities | $1,523,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 3,521 |
| Issued or guaranteed by U.S. | $1,065,000 | 3,422 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $458,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,515 |
| Privately issued | $51,000 | 414 |
| 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) | $6,045,000 | 4,130 |
| Total debt securities | $6,045,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $6,159,000 | 4,320 |
| U.S. Government securities | $1,586,000 | 4,335 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,586,000 | 4,197 |
| Securities issued by states & political subdivisions | $3,599,000 | 3,386 |
| Other domestic debt securities | $974,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $53,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $921,000 | 495 |
| 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 | $4,623,000 | 3,174 |
| Mortgage-backed securities | $1,639,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 3,482 |
| Issued or guaranteed by U.S. | $1,183,000 | 3,390 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $456,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 2,496 |
| Privately issued | $53,000 | 407 |
| 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) | $6,159,000 | 4,089 |
| Total debt securities | $6,159,000 | 4,297 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $6,998,000 | 4,253 |
| U.S. Government securities | $1,744,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,744,000 | 4,120 |
| Securities issued by states & political subdivisions | $4,275,000 | 3,293 |
| Other domestic debt securities | $979,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $60,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $919,000 | 470 |
| 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 | $4,826,000 | 3,156 |
| Mortgage-backed securities | $1,804,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 3,430 |
| Issued or guaranteed by U.S. | $1,309,000 | 3,345 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $495,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,495 |
| Privately issued | $60,000 | 403 |
| 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) | $6,998,000 | 4,018 |
| Total debt securities | $6,998,000 | 4,229 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $7,649,000 | 4,173 |
| U.S. Government securities | $1,960,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,960,000 | 4,116 |
| Securities issued by states & political subdivisions | $4,722,000 | 3,154 |
| Other domestic debt securities | $967,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $65,000 | 590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $902,000 | 455 |
| 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 | $5,282,000 | 3,121 |
| Mortgage-backed securities | $2,025,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $1,492,000 | 3,367 |
| Issued or guaranteed by U.S. | $1,492,000 | 3,275 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $533,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 2,504 |
| Privately issued | $65,000 | 390 |
| 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) | $7,649,000 | 3,930 |
| Total debt securities | $7,649,000 | 4,148 |
| 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 | $7,808,000 | 4,176 |
| U.S. Government securities | $2,206,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,206,000 | 4,095 |
| Securities issued by states & political subdivisions | $5,534,000 | 2,985 |
| Other domestic debt securities | $68,000 | 2,010 |
| Privately issued residential mortgage-backed securities | $68,000 | 573 |
| 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 | $6,054,000 | 3,054 |
| Mortgage-backed securities | $2,274,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 3,308 |
| Issued or guaranteed by U.S. | $1,714,000 | 3,215 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $560,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $492,000 | 2,516 |
| Privately issued | $68,000 | 374 |
| 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) | $7,808,000 | 3,932 |
| Total debt securities | $7,808,000 | 4,150 |
| 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 | $7,851,000 | 4,203 |
| U.S. Government securities | $531,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $531,000 | 4,505 |
| Securities issued by states & political subdivisions | $5,388,000 | 2,933 |
| Other domestic debt securities | $1,932,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $1,932,000 | 333 |
| 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 | $6,136,000 | 2,996 |
| Mortgage-backed securities | $2,463,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $1,891,000 | 3,275 |
| Issued or guaranteed by U.S. | $27,000 | 3,911 |
| Privately issued | $1,864,000 | 147 |
| Collaterized mortgage obligations | $572,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,517 |
| Privately issued | $68,000 | 381 |
| 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) | $7,851,000 | 3,962 |
| Total debt securities | $7,841,000 | 4,182 |
| 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 | $8,182,000 | 4,230 |
| U.S. Government securities | $553,000 | 4,706 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $553,000 | 4,576 |
| Securities issued by states & political subdivisions | $5,511,000 | 2,909 |
| Other domestic debt securities | $2,118,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $2,118,000 | 311 |
| 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 | $6,084,000 | 3,058 |
| Mortgage-backed securities | $2,671,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $2,064,000 | 3,196 |
| Issued or guaranteed by U.S. | $29,000 | 3,944 |
| Privately issued | $2,035,000 | 132 |
| Collaterized mortgage obligations | $607,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $524,000 | 2,519 |
| Privately issued | $83,000 | 371 |
| 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) | $8,182,000 | 3,980 |
| Total debt securities | $8,183,000 | 4,206 |
| 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 | $8,167,000 | 4,303 |
| U.S. Government securities | $580,000 | 4,789 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $580,000 | 4,658 |
| Securities issued by states & political subdivisions | $5,296,000 | 2,969 |
| Other domestic debt securities | $2,291,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $2,291,000 | 306 |
| 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 | $5,391,000 | 3,217 |
| Mortgage-backed securities | $2,871,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $2,235,000 | 3,155 |
| Issued or guaranteed by U.S. | $31,000 | 3,974 |
| Privately issued | $2,204,000 | 139 |
| Collaterized mortgage obligations | $636,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 2,526 |
| Privately issued | $87,000 | 370 |
| 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) | $8,167,000 | 4,045 |
| Total debt securities | $8,167,000 | 4,280 |
| 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 | $12,419,000 | 3,988 |
| U.S. Government securities | $4,521,000 | 4,179 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,521,000 | 4,015 |
| Securities issued by states & political subdivisions | $6,517,000 | 2,825 |
| Other domestic debt securities | $1,381,000 | 1,418 |
| Privately issued residential mortgage-backed securities | $1,381,000 | 335 |
| 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 | $10,162,000 | 2,687 |
| Mortgage-backed securities | $5,902,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $5,257,000 | 2,550 |
| Issued or guaranteed by U.S. | $3,968,000 | 2,721 |
| Privately issued | $1,289,000 | 134 |
| Collaterized mortgage obligations | $645,000 | 2,524 |
| CMOs issued by government agencies or sponsored agencies | $553,000 | 2,505 |
| Privately issued | $92,000 | 380 |
| 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) | $12,419,000 | 3,726 |
| Total debt securities | $12,419,000 | 3,965 |
| 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 | $12,008,000 | 4,086 |
| U.S. Government securities | $4,671,000 | 4,209 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,671,000 | 4,050 |
| Securities issued by states & political subdivisions | $5,917,000 | 2,974 |
| Other domestic debt securities | $1,420,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $1,420,000 | 342 |
| 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 | $10,119,000 | 2,718 |
| Mortgage-backed securities | $6,091,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $5,446,000 | 2,546 |
| Issued or guaranteed by U.S. | $4,120,000 | 2,711 |
| Privately issued | $1,326,000 | 138 |
| Collaterized mortgage obligations | $645,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $551,000 | 2,526 |
| Privately issued | $94,000 | 391 |
| 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) | $12,008,000 | 3,819 |
| Total debt securities | $12,008,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $12,105,000 | 4,118 |
| U.S. Government securities | $4,665,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,665,000 | 4,091 |
| Securities issued by states & political subdivisions | $5,861,000 | 3,037 |
| Other domestic debt securities | $1,579,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $1,579,000 | 302 |
| 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 | $9,900,000 | 2,755 |
| Mortgage-backed securities | $6,244,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $5,600,000 | 2,527 |
| Issued or guaranteed by U.S. | $4,117,000 | 2,751 |
| Privately issued | $1,483,000 | 105 |
| Collaterized mortgage obligations | $644,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $548,000 | 2,539 |
| Privately issued | $96,000 | 386 |
| 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) | $12,105,000 | 3,845 |
| Total debt securities | $12,106,000 | 4,096 |
| 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 | $12,590,000 | 4,126 |
| U.S. Government securities | $5,106,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,106,000 | 4,095 |
| Securities issued by states & political subdivisions | $5,628,000 | 3,118 |
| Other domestic debt securities | $1,671,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $1,671,000 | 249 |
| 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 | $185,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,776,000 | 2,898 |
| Mortgage-backed securities | $6,716,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $6,035,000 | 2,496 |
| Issued or guaranteed by U.S. | $4,467,000 | 2,744 |
| Privately issued | $1,568,000 | 51 |
| Collaterized mortgage obligations | $681,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 2,526 |
| Privately issued | $103,000 | 389 |
| 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) | $12,590,000 | 3,848 |
| Total debt securities | $12,406,000 | 4,122 |
| 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 | $13,122,000 | 4,138 |
| U.S. Government securities | $5,117,000 | 4,279 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,117,000 | 4,128 |
| Securities issued by states & political subdivisions | $6,003,000 | 3,105 |
| Other domestic debt securities | $1,817,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $1,817,000 | 411 |
| 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 | $185,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,549,000 | 2,970 |
| Mortgage-backed securities | $6,873,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $6,179,000 | 2,525 |
| Issued or guaranteed by U.S. | $4,470,000 | 2,676 |
| Privately issued | $1,709,000 | 221 |
| Collaterized mortgage obligations | $694,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $586,000 | 2,550 |
| Privately issued | $108,000 | 401 |
| 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) | $13,122,000 | 3,853 |
| Total debt securities | $12,937,000 | 4,133 |
| 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 | $13,039,000 | 4,197 |
| U.S. Government securities | $7,039,000 | 4,051 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,039,000 | 3,900 |
| Securities issued by states & political subdivisions | $5,694,000 | 3,214 |
| Other domestic debt securities | $121,000 | 1,930 |
| Privately issued residential mortgage-backed securities | $121,000 | 443 |
| 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 | $185,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,715,000 | 2,982 |
| Mortgage-backed securities | $7,099,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $6,385,000 | 2,543 |
| Issued or guaranteed by U.S. | $6,385,000 | 2,541 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $714,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $593,000 | 2,540 |
| Privately issued | $121,000 | 410 |
| 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) | $13,039,000 | 3,910 |
| Total debt securities | $12,854,000 | 4,183 |
| 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 | $12,821,000 | 4,277 |
| U.S. Government securities | $7,289,000 | 4,057 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,289,000 | 3,918 |
| Securities issued by states & political subdivisions | $5,220,000 | 3,349 |
| Other domestic debt securities | $127,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $127,000 | 445 |
| 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 | $185,000 | 703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,610,000 | 3,027 |
| Mortgage-backed securities | $7,354,000 | 2,958 |
| Certificates of participation in pools of residential mortgages | $6,623,000 | 2,537 |
| Issued or guaranteed by U.S. | $6,623,000 | 2,535 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $731,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 2,524 |
| Privately issued | $127,000 | 418 |
| 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) | $12,821,000 | 3,987 |
| Total debt securities | $12,636,000 | 4,266 |
| 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 | $11,300,000 | 4,432 |
| U.S. Government securities | $7,651,000 | 4,058 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,651,000 | 3,920 |
| Securities issued by states & political subdivisions | $3,329,000 | 3,737 |
| Other domestic debt securities | $135,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $135,000 | 451 |
| 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 | $185,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,223,000 | 2,992 |
| Mortgage-backed securities | $7,725,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $6,975,000 | 2,536 |
| Issued or guaranteed by U.S. | $6,975,000 | 2,535 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $750,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 2,526 |
| Privately issued | $135,000 | 422 |
| 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) | $11,300,000 | 4,144 |
| Total debt securities | $11,113,000 | 4,431 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $1,263,000 | 5,459 |
| U.S. Government securities | $354,000 | 5,339 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $354,000 | 5,235 |
| Securities issued by states & political subdivisions | $909,000 | 4,415 |
| 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 | $592,000 | 4,712 |
| Mortgage-backed securities | $354,000 | 4,396 |
| Certificates of participation in pools of residential mortgages | $354,000 | 4,189 |
| Issued or guaranteed by U.S. | $354,000 | 4,184 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,263,000 | 5,157 |
| Total debt securities | $1,262,000 | 5,437 |
| 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 | $604,000 | 5,596 |
| U.S. Government securities | $102,000 | 5,487 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $102,000 | 5,393 |
| Securities issued by states & political subdivisions | $502,000 | 4,618 |
| 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 | $604,000 | 4,766 |
| Mortgage-backed securities | $102,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $102,000 | 4,424 |
| Issued or guaranteed by U.S. | $102,000 | 4,420 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $604,000 | 5,287 |
| Total debt securities | $604,000 | 5,578 |
| 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 | $734,000 | 5,634 |
| U.S. Government securities | $734,000 | 5,364 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $734,000 | 5,259 |
| 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 | $734,000 | 4,781 |
| Mortgage-backed securities | $114,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $114,000 | 4,453 |
| Issued or guaranteed by U.S. | $114,000 | 4,448 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $734,000 | 5,319 |
| Total debt securities | $734,000 | 5,616 |
| 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 | $857,000 | 5,684 |
| U.S. Government securities | $857,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $857,000 | 5,289 |
| 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 | $857,000 | 4,813 |
| Mortgage-backed securities | $131,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $131,000 | 4,478 |
| Issued or guaranteed by U.S. | $131,000 | 4,474 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $857,000 | 5,362 |
| Total debt securities | $857,000 | 5,663 |
| 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 | $990,000 | 5,744 |
| U.S. Government securities | $990,000 | 5,459 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $990,000 | 5,362 |
| 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 | $990,000 | 4,860 |
| Mortgage-backed securities | $148,000 | 4,705 |
| Certificates of participation in pools of residential mortgages | $148,000 | 4,526 |
| Issued or guaranteed by U.S. | $148,000 | 4,520 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $990,000 | 5,416 |
| Total debt securities | $990,000 | 5,725 |
| 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 | $2,833,000 | 5,614 |
| U.S. Government securities | $1,583,000 | 5,418 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,583,000 | 5,309 |
| Securities issued by states & political subdivisions | $1,250,000 | 4,462 |
| 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 | $2,832,000 | 4,361 |
| Mortgage-backed securities | $167,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $167,000 | 4,556 |
| Issued or guaranteed by U.S. | $167,000 | 4,551 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,833,000 | 5,261 |
| Total debt securities | $2,833,000 | 5,590 |
| Structured notes | ||
| Amortized cost | $492,000 | 1,243 |
| Fair value | $497,000 | 1,219 |
| 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 | $3,997,000 | 5,536 |
| U.S. Government securities | $2,750,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,750,000 | 5,131 |
| Securities issued by states & political subdivisions | $1,247,000 | 4,499 |
| 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 | $3,997,000 | 4,111 |
| Mortgage-backed securities | $185,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $185,000 | 4,571 |
| Issued or guaranteed by U.S. | $185,000 | 4,567 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,997,000 | 5,189 |
| Total debt securities | $3,997,000 | 5,513 |
| Structured notes | ||
| Amortized cost | $1,223,000 | 941 |
| Fair value | $1,237,000 | 936 |
| 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 | $4,380,000 | 5,591 |
| U.S. Government securities | $3,030,000 | 5,286 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,030,000 | 5,182 |
| Securities issued by states & political subdivisions | $1,350,000 | 4,519 |
| 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 | $4,177,000 | 4,126 |
| Mortgage-backed securities | $202,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $202,000 | 4,613 |
| Issued or guaranteed by U.S. | $202,000 | 4,608 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $4,380,000 | 5,222 |
| Total debt securities | $4,380,000 | 5,569 |
| Structured notes | ||
| Amortized cost | $1,470,000 | 1,042 |
| Fair value | $1,489,000 | 1,032 |
| 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 | $4,348,000 | 5,673 |
| U.S. Government securities | $3,007,000 | 5,389 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,007,000 | 5,289 |
| Securities issued by states & political subdivisions | $1,341,000 | 4,544 |
| 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 | $3,757,000 | 4,284 |
| Mortgage-backed securities | $227,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $227,000 | 4,667 |
| Issued or guaranteed by U.S. | $227,000 | 4,664 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,348,000 | 5,304 |
| Total debt securities | $4,349,000 | 5,647 |
| Structured notes | ||
| Amortized cost | $1,338,000 | 1,188 |
| Fair value | $1,341,000 | 1,186 |
| 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 | $4,584,000 | 5,699 |
| U.S. Government securities | $3,227,000 | 5,425 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,227,000 | 5,329 |
| Securities issued by states & political subdivisions | $1,357,000 | 4,550 |
| 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 | $3,687,000 | 4,365 |
| Mortgage-backed securities | $256,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $256,000 | 4,704 |
| Issued or guaranteed by U.S. | $256,000 | 4,697 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,584,000 | 5,335 |
| Total debt securities | $4,584,000 | 5,675 |
| Structured notes | ||
| Amortized cost | $1,618,000 | 1,178 |
| Fair value | $1,636,000 | 1,176 |
| 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 | $4,177,000 | 5,849 |
| U.S. Government securities | $2,827,000 | 5,586 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,827,000 | 5,497 |
| Securities issued by states & political subdivisions | $1,350,000 | 4,623 |
| 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 | $3,974,000 | 4,364 |
| Mortgage-backed securities | $280,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $280,000 | 4,770 |
| Issued or guaranteed by U.S. | $280,000 | 4,764 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,177,000 | 5,473 |
| Total debt securities | $4,175,000 | 5,824 |
| Structured notes | ||
| Amortized cost | $1,207,000 | 1,377 |
| Fair value | $1,232,000 | 1,373 |
| 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 | $4,255,000 | 5,919 |
| U.S. Government securities | $3,066,000 | 5,638 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,066,000 | 5,541 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,732 |
| 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 | $4,111,000 | 4,375 |
| Mortgage-backed securities | $304,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $304,000 | 4,841 |
| Issued or guaranteed by U.S. | $304,000 | 4,836 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,255,000 | 5,536 |
| Total debt securities | $4,255,000 | 5,895 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,447 |
| Fair value | $1,364,000 | 1,442 |
| 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 | $3,969,000 | 6,015 |
| U.S. Government securities | $2,849,000 | 5,747 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,849,000 | 5,646 |
| Securities issued by states & political subdivisions | $1,120,000 | 4,806 |
| 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 | $2,806,000 | 4,762 |
| Mortgage-backed securities | $337,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $337,000 | 4,866 |
| Issued or guaranteed by U.S. | $337,000 | 4,862 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $3,969,000 | 5,621 |
| Total debt securities | $3,969,000 | 5,989 |
| Structured notes | ||
| Amortized cost | $1,043,000 | 1,561 |
| Fair value | $1,061,000 | 1,556 |
| 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 | $3,346,000 | 6,138 |
| U.S. Government securities | $2,506,000 | 5,849 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,506,000 | 5,748 |
| Securities issued by states & political subdivisions | $840,000 | 4,963 |
| 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 | $1,615,000 | 5,136 |
| Mortgage-backed securities | $369,000 | 5,133 |
| Certificates of participation in pools of residential mortgages | $369,000 | 4,897 |
| Issued or guaranteed by U.S. | $369,000 | 4,892 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,346,000 | 5,732 |
| Total debt securities | $3,346,000 | 6,110 |
| Structured notes | ||
| Amortized cost | $916,000 | 1,787 |
| Fair value | $917,000 | 1,771 |
| 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 | $2,778,000 | 6,279 |
| U.S. Government securities | $1,940,000 | 6,032 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,940,000 | 5,932 |
| Securities issued by states & political subdivisions | $838,000 | 5,008 |
| 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 | $1,701,000 | 5,160 |
| Mortgage-backed securities | $404,000 | 5,156 |
| Certificates of participation in pools of residential mortgages | $404,000 | 4,910 |
| Issued or guaranteed by U.S. | $404,000 | 4,905 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,778,000 | 5,861 |
| Total debt securities | $2,778,000 | 6,252 |
| 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 | $2,654,000 | 6,352 |
| U.S. Government securities | $1,715,000 | 6,152 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,715,000 | 6,052 |
| Securities issued by states & political subdivisions | $939,000 | 4,972 |
| 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 | $2,030,000 | 5,077 |
| Mortgage-backed securities | $447,000 | 5,170 |
| Certificates of participation in pools of residential mortgages | $447,000 | 4,916 |
| Issued or guaranteed by U.S. | $447,000 | 4,911 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,654,000 | 5,952 |
| Total debt securities | $2,652,000 | 6,322 |
| 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 | $1,444,000 | 6,520 |
| U.S. Government securities | $777,000 | 6,365 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $777,000 | 6,266 |
| Securities issued by states & political subdivisions | $667,000 | 5,120 |
| 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 | $155,000 | 5,859 |
| Mortgage-backed securities | $490,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $490,000 | 4,877 |
| Issued or guaranteed by U.S. | $490,000 | 4,873 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,444,000 | 6,142 |
| Total debt securities | $1,443,000 | 6,492 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,632,000 | 6,553 |
| U.S. Government securities | $760,000 | 6,425 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $760,000 | 6,320 |
| Securities issued by states & political subdivisions | $872,000 | 5,021 |
| 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 | $1,046,000 | 5,513 |
| Mortgage-backed securities | $560,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $560,000 | 4,888 |
| Issued or guaranteed by U.S. | $560,000 | 4,886 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,632,000 | 6,174 |
| Total debt securities | $1,631,000 | 6,524 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,508,000 | 6,630 |
| U.S. Government securities | $629,000 | 6,509 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $629,000 | 6,406 |
| Securities issued by states & political subdivisions | $879,000 | 5,040 |
| 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 | $1,117,000 | 5,521 |
| Mortgage-backed securities | $629,000 | 5,188 |
| Certificates of participation in pools of residential mortgages | $629,000 | 4,883 |
| Issued or guaranteed by U.S. | $629,000 | 4,882 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,508,000 | 6,232 |
| Total debt securities | $1,509,000 | 6,598 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,580,000 | 6,720 |
| U.S. Government securities | $699,000 | 6,604 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $699,000 | 6,510 |
| Securities issued by states & political subdivisions | $881,000 | 5,049 |
| 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 | $1,189,000 | 5,575 |
| Mortgage-backed securities | $699,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $699,000 | 4,964 |
| Issued or guaranteed by U.S. | $699,000 | 4,961 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,580,000 | 6,306 |
| Total debt securities | $1,580,000 | 6,685 |
| 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 | $1,748,000 | 6,763 |
| U.S. Government securities | $775,000 | 6,654 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $775,000 | 6,558 |
| Securities issued by states & political subdivisions | $973,000 | 4,997 |
| 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 | $1,260,000 | 5,608 |
| Mortgage-backed securities | $775,000 | 5,283 |
| Certificates of participation in pools of residential mortgages | $775,000 | 4,952 |
| Issued or guaranteed by U.S. | $775,000 | 4,949 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,748,000 | 6,353 |
| Total debt securities | $1,749,000 | 6,730 |
| 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 | $1,834,000 | 6,813 |
| U.S. Government securities | $856,000 | 6,713 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $856,000 | 6,612 |
| Securities issued by states & political subdivisions | $978,000 | 4,949 |
| 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 | $1,342,000 | 5,610 |
| Mortgage-backed securities | $856,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $856,000 | 4,926 |
| Issued or guaranteed by U.S. | $856,000 | 4,924 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,834,000 | 6,395 |
| Total debt securities | $1,834,000 | 6,778 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,916,000 | 6,847 |
| U.S. Government securities | $934,000 | 6,727 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $934,000 | 6,635 |
| Securities issued by states & political subdivisions | $982,000 | 4,948 |
| 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 | $1,272,000 | 5,375 |
| Mortgage-backed securities | $934,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $934,000 | 4,849 |
| Issued or guaranteed by U.S. | $934,000 | 4,842 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,916,000 | 6,406 |
| Total debt securities | $1,916,000 | 6,812 |
| 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 | $2,472,000 | 6,827 |
| U.S. Government securities | $1,505,000 | 6,656 |
| U.S. Treasury securities | $202,000 | 1,060 |
| U.S. Government agency obligations | $1,303,000 | 6,601 |
| Securities issued by states & political subdivisions | $967,000 | 4,947 |
| 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 | $957,000 | 5,537 |
| Mortgage-backed securities | $1,203,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 4,799 |
| Issued or guaranteed by U.S. | $1,029,000 | 4,790 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $174,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 3,322 |
| 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) | $2,472,000 | 6,367 |
| Total debt securities | $2,471,000 | 6,791 |
| 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 | $2,510,000 | 6,910 |
| U.S. Government securities | $1,573,000 | 6,752 |
| U.S. Treasury securities | $406,000 | 1,086 |
| U.S. Government agency obligations | $1,167,000 | 6,729 |
| Securities issued by states & political subdivisions | $937,000 | 4,956 |
| 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 | $229,000 | 5,920 |
| Mortgage-backed securities | $1,067,000 | 5,175 |
| Certificates of participation in pools of residential mortgages | $884,000 | 4,888 |
| Issued or guaranteed by U.S. | $884,000 | 4,880 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $183,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 3,301 |
| 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) | $2,510,000 | 6,440 |
| Total debt securities | $2,511,000 | 6,879 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,480,000 | 6,963 |
| U.S. Government securities | $1,566,000 | 6,789 |
| U.S. Treasury securities | $614,000 | 1,028 |
| U.S. Government agency obligations | $952,000 | 6,835 |
| Securities issued by states & political subdivisions | $914,000 | 4,988 |
| 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 | $217,000 | 5,957 |
| Mortgage-backed securities | $754,000 | 5,283 |
| Certificates of participation in pools of residential mortgages | $568,000 | 5,014 |
| Issued or guaranteed by U.S. | $568,000 | 5,003 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $186,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,263 |
| 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) | $2,480,000 | 6,487 |
| Total debt securities | $2,485,000 | 6,924 |
| 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 | $2,004,000 | 7,073 |
| U.S. Government securities | $1,585,000 | 6,784 |
| U.S. Treasury securities | $618,000 | 1,027 |
| U.S. Government agency obligations | $967,000 | 6,836 |
| Securities issued by states & political subdivisions | $419,000 | 5,362 |
| 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 | $209,000 | 6,032 |
| Mortgage-backed securities | $569,000 | 5,378 |
| Certificates of participation in pools of residential mortgages | $370,000 | 5,126 |
| Issued or guaranteed by U.S. | $370,000 | 5,115 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $199,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,223 |
| 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) | $2,004,000 | 6,573 |
| Total debt securities | $2,003,000 | 7,042 |
| 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 | $2,127,000 | 7,100 |
| U.S. Government securities | $1,376,000 | 6,884 |
| U.S. Treasury securities | $625,000 | 945 |
| U.S. Government agency obligations | $751,000 | 6,969 |
| Securities issued by states & political subdivisions | $548,000 | 5,192 |
| Other domestic debt securities | $203,000 | 2,851 |
| Privately issued residential mortgage-backed securities | $203,000 | 1,289 |
| 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 | $211,000 | 6,116 |
| Mortgage-backed securities | $653,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $653,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 3,017 |
| Privately issued | $203,000 | 1,233 |
| 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) | $2,127,000 | 6,580 |
| Total debt securities | $2,127,000 | 7,067 |
| 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 | $2,475,000 | 7,129 |
| U.S. Government securities | $1,943,000 | 6,870 |
| U.S. Treasury securities | $933,000 | 857 |
| U.S. Government agency obligations | $1,010,000 | 7,002 |
| Securities issued by states & political subdivisions | $532,000 | 5,182 |
| 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 | $212,000 | 6,165 |
| Mortgage-backed securities | $708,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $511,000 | 5,081 |
| Issued or guaranteed by U.S. | $511,000 | 5,069 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $197,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,122 |
| 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) | $2,475,000 | 6,584 |
| Total debt securities | $2,473,000 | 7,092 |
| Structured notes | ||
| Amortized cost | $302,000 | 3,071 |
| Fair value | $302,000 | 3,074 |
| 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 | $2,128,000 | 7,258 |
| U.S. Government securities | $1,492,000 | 7,082 |
| U.S. Treasury securities | $1,138,000 | 781 |
| U.S. Government agency obligations | $354,000 | 7,287 |
| Securities issued by states & political subdivisions | $636,000 | 5,106 |
| 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 | $201,000 | 6,251 |
| Mortgage-backed securities | $354,000 | 5,722 |
| Certificates of participation in pools of residential mortgages | $354,000 | 5,346 |
| Issued or guaranteed by U.S. | $354,000 | 5,334 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,128,000 | 6,723 |
| Total debt securities | $2,128,000 | 7,222 |
| 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 | $1,783,000 | 7,360 |
| U.S. Government securities | $1,145,000 | 7,185 |
| U.S. Treasury securities | $1,145,000 | 715 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $638,000 | 5,142 |
| 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 | $200,000 | 6,310 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,783,000 | 6,838 |
| Total debt securities | $1,783,000 | 7,327 |
| 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 | $2,108,000 | 7,367 |
| U.S. Government securities | $1,454,000 | 7,178 |
| U.S. Treasury securities | $1,454,000 | 642 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $654,000 | 5,178 |
| 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 | $200,000 | 6,327 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,108,000 | 6,816 |
| Total debt securities | $2,108,000 | 7,326 |
| 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 | $2,205,000 | 7,384 |
| U.S. Government securities | $1,900,000 | 7,094 |
| U.S. Treasury securities | $1,900,000 | 569 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $305,000 | 5,541 |
| 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 | $200,000 | 6,393 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,205,000 | 2,099 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $2,205,000 | 7,343 |
| 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 | $2,504,000 | 7,390 |
| U.S. Government securities | $2,199,000 | 7,103 |
| U.S. Treasury securities | $2,199,000 | 464 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $305,000 | 5,483 |
| 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 | $300,000 | 6,358 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,504,000 | 2,050 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $2,504,000 | 7,350 |
| 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 | $2,703,000 | 7,431 |
| U.S. Government securities | $2,398,000 | 7,153 |
| U.S. Treasury securities | $2,398,000 | 422 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $305,000 | 5,436 |
| 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 | $300,000 | 6,389 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,703,000 | 2,011 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $2,703,000 | 7,391 |
| 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 | $2,903,000 | 7,416 |
| U.S. Government securities | $2,597,000 | 7,122 |
| U.S. Treasury securities | $2,597,000 | 418 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $306,000 | 5,454 |
| 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 | $300,000 | 6,416 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,903,000 | 1,990 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $2,903,000 | 7,374 |
| 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 | $2,403,000 | 7,583 |
| U.S. Government securities | $1,997,000 | 7,372 |
| U.S. Treasury securities | $1,997,000 | 499 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $406,000 | 5,389 |
| 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 | $300,000 | 6,451 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,403,000 | 2,103 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $2,403,000 | 7,529 |
| 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 | $2,603,000 | 7,566 |
| U.S. Government securities | $2,197,000 | 7,329 |
| U.S. Treasury securities | $2,197,000 | 473 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $406,000 | 5,405 |
| 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 | $300,000 | 6,456 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,603,000 | 2,090 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $2,603,000 | 7,510 |
| 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 | $3,001,000 | 7,558 |
| U.S. Government securities | $2,595,000 | 7,316 |
| U.S. Treasury securities | $2,595,000 | 491 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $406,000 | 5,421 |
| 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 | $300,000 | 6,516 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,001,000 | 2,055 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $3,001,000 | 7,514 |
| 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 | $3,488,000 | 7,494 |
| U.S. Government securities | $2,991,000 | 7,258 |
| U.S. Treasury securities | $2,991,000 | 484 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $497,000 | 5,346 |
| 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 | $300,000 | 6,540 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,488,000 | 1,999 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $3,488,000 | 7,454 |
| 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 | $3,593,000 | 7,508 |
| U.S. Government securities | $2,996,000 | 7,317 |
| U.S. Treasury securities | $2,996,000 | 521 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $597,000 | 5,273 |
| 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 | $300,000 | 6,612 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,593,000 | 2,009 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $3,593,000 | 7,471 |
| 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 | $3,993,000 | 7,457 |
| U.S. Government securities | $3,395,000 | 7,241 |
| U.S. Treasury securities | $3,395,000 | 542 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $598,000 | 5,327 |
| 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 | $200,000 | 6,702 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,993,000 | 1,970 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $3,993,000 | 7,411 |
| 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 | $3,993,000 | 7,506 |
| U.S. Government securities | $3,395,000 | 7,277 |
| U.S. Treasury securities | $3,395,000 | 583 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $598,000 | 5,348 |
| 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 | $400,000 | 6,644 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,993,000 | 1,997 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $3,993,000 | 7,455 |
| 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 | $4,190,000 | 7,528 |
| U.S. Government securities | $3,591,000 | 7,290 |
| U.S. Treasury securities | $3,591,000 | 586 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $599,000 | 5,394 |
| 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 | $400,000 | 6,695 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,190,000 | 2,018 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $4,190,000 | 7,479 |
| 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 | $4,285,000 | 7,541 |
| U.S. Government securities | $3,685,000 | 7,301 |
| U.S. Treasury securities | $3,685,000 | 615 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $600,000 | 5,410 |
| 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 | $400,000 | 6,736 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,285,000 | 2,021 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $4,285,000 | 7,486 |
| 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 | $3,385,000 | 7,816 |
| U.S. Government securities | $2,785,000 | 7,645 |
| U.S. Treasury securities | $2,785,000 | 763 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $600,000 | 5,434 |
| 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 | $400,000 | 6,773 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,385,000 | 2,223 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $3,385,000 | 7,768 |
| 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 | $3,782,000 | 7,742 |
| U.S. Government securities | $3,181,000 | 7,535 |
| U.S. Treasury securities | $3,181,000 | 720 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $601,000 | 5,459 |
| 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 | $400,000 | 6,818 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,782,000 | 2,184 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $3,782,000 | 7,693 |
| 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 | $2,389,000 | 8,120 |
| U.S. Government securities | $1,995,000 | 7,928 |
| U.S. Treasury securities | $1,995,000 | 889 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $394,000 | 5,752 |
| 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 | $400,000 | 6,847 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,389,000 | 2,533 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $2,389,000 | 8,063 |
| 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 | $2,980,000 | 8,015 |
| U.S. Government securities | $2,289,000 | 7,883 |
| U.S. Treasury securities | $2,289,000 | 858 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $691,000 | 5,386 |
| 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 | $350,000 | 6,886 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,980,000 | 2,415 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $2,980,000 | 7,962 |
| 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 | $3,888,000 | 7,880 |
| U.S. Government securities | $3,194,000 | 7,665 |
| U.S. Treasury securities | $3,194,000 | 804 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $694,000 | 5,396 |
| 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 | $152,000 | 7,063 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,687,000 | 2,276 |
| Available-for-sale securities (fair market value) | $201,000 | 8,007 |
| Total debt securities | $3,888,000 | 7,824 |
| 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 | $3,088,000 | 8,122 |
| U.S. Government securities | $2,392,000 | 7,939 |
| U.S. Treasury securities | $2,091,000 | 969 |
| U.S. Government agency obligations | $301,000 | 8,455 |
| Securities issued by states & political subdivisions | $696,000 | 5,412 |
| 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 | $153,000 | 7,087 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,584,000 | 2,579 |
| Available-for-sale securities (fair market value) | $504,000 | 7,926 |
| Total debt securities | $3,088,000 | 8,061 |
| 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 | $3,695,000 | 7,989 |
| U.S. Government securities | $2,996,000 | 7,775 |
| U.S. Treasury securities | $2,693,000 | 886 |
| U.S. Government agency obligations | $303,000 | 8,502 |
| Securities issued by states & political subdivisions | $699,000 | 5,452 |
| 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 | $154,000 | 7,125 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,187,000 | 2,423 |
| Available-for-sale securities (fair market value) | $508,000 | 7,981 |
| Total debt securities | $3,695,000 | 7,925 |
| 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 | $3,698,000 | 8,057 |
| U.S. Government securities | $2,997,000 | 7,871 |
| U.S. Treasury securities | $2,692,000 | 935 |
| U.S. Government agency obligations | $305,000 | 8,557 |
| Securities issued by states & political subdivisions | $701,000 | 5,480 |
| 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 | $155,000 | 7,163 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,185,000 | 2,443 |
| Available-for-sale securities (fair market value) | $513,000 | 8,030 |
| Total debt securities | $3,698,000 | 7,993 |
| 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 | $1,725,000 | 8,534 |
| U.S. Government securities | $1,020,000 | 8,472 |
| U.S. Treasury securities | $711,000 | 1,526 |
| U.S. Government agency obligations | $309,000 | 8,569 |
| Securities issued by states & political subdivisions | $705,000 | 5,478 |
| 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 | $155,000 | 7,166 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,004,000 | 3,325 |
| Available-for-sale securities (fair market value) | $721,000 | 8,001 |
| Total debt securities | $1,725,000 | 8,475 |
| 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 | $1,729,000 | 8,609 |
| U.S. Government securities | $1,023,000 | 8,555 |
| U.S. Treasury securities | $713,000 | 1,632 |
| U.S. Government agency obligations | $310,000 | 8,632 |
| Securities issued by states & political subdivisions | $706,000 | 5,527 |
| 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 | $156,000 | 7,187 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,004,000 | 3,372 |
| Available-for-sale securities (fair market value) | $725,000 | 8,070 |
| Total debt securities | $1,730,000 | 8,547 |
| 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 | $1,838,000 | 8,605 |
| U.S. Government securities | $1,029,000 | 8,551 |
| U.S. Treasury securities | $716,000 | 1,683 |
| U.S. Government agency obligations | $313,000 | 8,656 |
| Securities issued by states & political subdivisions | $809,000 | 5,454 |
| 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 | $157,000 | 7,217 |
| Mortgage-backed securities | $1,000 | 7,369 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,110 |
| Issued or guaranteed by U.S. | $1,000 | 7,083 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,107,000 | 3,341 |
| Available-for-sale securities (fair market value) | $731,000 | 8,102 |
| Total debt securities | $1,838,000 | 8,534 |
| 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 | $1,850,000 | 8,627 |
| U.S. Government securities | $1,038,000 | 8,558 |
| U.S. Treasury securities | $721,000 | 1,694 |
| U.S. Government agency obligations | $317,000 | 8,684 |
| Securities issued by states & political subdivisions | $812,000 | 5,434 |
| 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 | $158,000 | 7,241 |
| Mortgage-backed securities | $1,000 | 7,420 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,133 |
| Issued or guaranteed by U.S. | $1,000 | 7,110 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,110,000 | 3,365 |
| Available-for-sale securities (fair market value) | $740,000 | 8,116 |
| Total debt securities | $1,850,000 | 8,551 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,655,000 | 8,468 |
| U.S. Government securities | $1,840,000 | 8,358 |
| U.S. Treasury securities | $721,000 | 1,727 |
| U.S. Government agency obligations | $1,119,000 | 8,424 |
| Securities issued by states & political subdivisions | $815,000 | 5,391 |
| 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 | $160,000 | 7,276 |
| Mortgage-backed securities | $2,000 | 7,427 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,128 |
| Issued or guaranteed by U.S. | $2,000 | 7,106 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,113,000 | 3,422 |
| Available-for-sale securities (fair market value) | $1,542,000 | 7,919 |
| Total debt securities | $2,655,000 | 8,382 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,669,000 | 8,518 |
| U.S. Government securities | $1,851,000 | 8,404 |
| U.S. Treasury securities | $722,000 | 1,822 |
| U.S. Government agency obligations | $1,129,000 | 8,474 |
| Securities issued by states & political subdivisions | $818,000 | 5,389 |
| 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 | $160,000 | 7,305 |
| Mortgage-backed securities | $2,000 | 7,439 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,124 |
| Issued or guaranteed by U.S. | $2,000 | 7,100 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,116,000 | 3,510 |
| Available-for-sale securities (fair market value) | $1,553,000 | 7,944 |
| Total debt securities | $2,671,000 | 8,426 |
| 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 | $2,390,000 | 8,753 |
| U.S. Government securities | $1,811,000 | 8,587 |
| U.S. Treasury securities | $1,791,000 | 1,518 |
| U.S. Government agency obligations | $20,000 | 9,156 |
| Securities issued by states & political subdivisions | $579,000 | 5,798 |
| 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 | $200,000 | 7,460 |
| Mortgage-backed securities | $20,000 | 7,307 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,915 |
| Issued or guaranteed by U.S. | $20,000 | 6,893 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,390,000 | 3,022 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,390,000 | 8,666 |
| 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 | $3,710,000 | 8,790 |
| U.S. Government securities | $3,710,000 | 8,317 |
| U.S. Treasury securities | $3,689,000 | 1,345 |
| U.S. Government agency obligations | $21,000 | 9,455 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 7,762 |
| Mortgage-backed securities | $21,000 | 7,274 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,856 |
| Issued or guaranteed by U.S. | $21,000 | 6,834 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,710,000 | 3,146 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $3,710,000 | 8,683 |
| 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 | $3,722,000 | 9,116 |
| U.S. Government securities | $3,722,000 | 8,633 |
| U.S. Treasury securities | $3,699,000 | 1,936 |
| U.S. Government agency obligations | $23,000 | 9,755 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 7,993 |
| Mortgage-backed securities | $23,000 | 7,646 |
| Certificates of participation in pools of residential mortgages | $23,000 | 7,198 |
| Issued or guaranteed by U.S. | $23,000 | 7,179 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,722,000 | 3,495 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $3,722,000 | 9,016 |
| 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 | $4,158,000 | 9,065 |
| U.S. Government securities | $4,158,000 | 8,439 |
| U.S. Treasury securities | $4,099,000 | 2,548 |
| U.S. Government agency obligations | $59,000 | 9,860 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 8,151 |
| Mortgage-backed securities | $59,000 | 7,684 |
| Certificates of participation in pools of residential mortgages | $59,000 | 7,198 |
| Issued or guaranteed by U.S. | $59,000 | 7,180 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,158,000 | 3,717 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $4,159,000 | 8,938 |
| 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 | $5,037,000 | 9,224 |
| U.S. Government securities | $4,987,000 | 8,585 |
| U.S. Treasury securities | $4,896,000 | 3,282 |
| U.S. Government agency obligations | $91,000 | 10,242 |
| Securities issued by states & political subdivisions | $50,000 | 8,019 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 8,580 |
| Mortgage-backed securities | $91,000 | 7,945 |
| Certificates of participation in pools of residential mortgages | $91,000 | 7,348 |
| Issued or guaranteed by U.S. | $91,000 | 7,322 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,037,000 | 4,123 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $5,037,000 | 9,080 |
| 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 | $4,856,000 | 9,834 |
| U.S. Government securities | $4,806,000 | 9,260 |
| U.S. Treasury securities | $4,694,000 | 3,962 |
| U.S. Government agency obligations | $112,000 | 10,718 |
| Securities issued by states & political subdivisions | $50,000 | 8,442 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,118 |
| Mortgage-backed securities | $112,000 | 8,455 |
| Certificates of participation in pools of residential mortgages | $112,000 | 7,820 |
| Issued or guaranteed by U.S. | $112,000 | 7,800 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,856,000 | 4,757 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $4,856,000 | 9,727 |
| 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 | $4,927,000 | 10,252 |
| U.S. Government securities | $4,827,000 | 9,649 |
| U.S. Treasury securities | $4,696,000 | 4,790 |
| U.S. Government agency obligations | $131,000 | 11,110 |
| Securities issued by states & political subdivisions | $100,000 | 8,607 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $131,000 | 8,889 |
| Certificates of participation in pools of residential mortgages | $131,000 | 8,122 |
| Issued or guaranteed by U.S. | $131,000 | 8,091 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,927,000 | 5,045 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $4,927,000 | 10,141 |
| 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 | $5,270,000 | 10,722 |
| U.S. Government securities | $5,068,000 | 10,123 |
| U.S. Treasury securities | $4,420,000 | 5,945 |
| U.S. Government agency obligations | $648,000 | 11,182 |
| Securities issued by states & political subdivisions | $202,000 | 8,663 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $148,000 | 9,421 |
| Certificates of participation in pools of residential mortgages | $148,000 | 8,585 |
| Issued or guaranteed by U.S. | $148,000 | 8,556 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,270,000 | 7,851 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $5,270,000 | 10,608 |
| 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 | $5,200,000 | 11,169 |
| U.S. Government securities | $4,946,000 | 10,561 |
| U.S. Treasury securities | $4,245,000 | 6,239 |
| U.S. Government agency obligations | $701,000 | 11,478 |
| Securities issued by states & political subdivisions | $254,000 | 8,632 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 10,521 |
| Mortgage-backed securities | $201,000 | 9,938 |
| Certificates of participation in pools of residential mortgages | $201,000 | 9,000 |
| Issued or guaranteed by U.S. | $201,000 | 8,944 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,200,000 | 11,040 |
| 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 | $5,368,000 | 11,405 |
| U.S. Government securities | $5,110,000 | 10,712 |
| U.S. Treasury securities | $4,130,000 | 6,420 |
| U.S. Government agency obligations | $980,000 | 11,643 |
| Securities issued by states & political subdivisions | $258,000 | 8,515 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 10,209 |
| Mortgage-backed securities | $680,000 | 9,437 |
| Certificates of participation in pools of residential mortgages | $680,000 | 8,150 |
| Issued or guaranteed by U.S. | $680,000 | 8,090 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,368,000 | 11,263 |
| 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 |