Home > The Citizens State Bank and Trust Company > Securities
The Citizens State Bank and Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,573,000 | 4,360 |
| U.S. Government securities | $148,000 | 4,336 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $148,000 | 4,195 |
| Securities issued by states & political subdivisions | $1,425,000 | 3,449 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,294,000 | 3,726 |
| Mortgage-backed securities | $148,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $148,000 | 3,510 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,573,000 | 4,113 |
| Total debt securities | $1,573,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $2,888,000 | 4,347 |
| U.S. Government securities | $651,000 | 4,310 |
| U.S. Treasury securities | $498,000 | 2,705 |
| U.S. Government agency obligations | $153,000 | 4,219 |
| Securities issued by states & political subdivisions | $2,237,000 | 3,306 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,478,000 | 3,705 |
| Mortgage-backed securities | $153,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $153,000 | 3,531 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $2,888,000 | 4,077 |
| Total debt securities | $2,888,000 | 4,322 |
| 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 | $3,871,000 | 4,341 |
| U.S. Government securities | $655,000 | 4,339 |
| U.S. Treasury securities | $493,000 | 2,734 |
| U.S. Government agency obligations | $162,000 | 4,251 |
| Securities issued by states & political subdivisions | $3,216,000 | 3,184 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,503,000 | 3,567 |
| Mortgage-backed securities | $162,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $162,000 | 3,533 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $3,871,000 | 4,068 |
| Total debt securities | $3,871,000 | 4,314 |
| 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 | $4,376,000 | 4,388 |
| U.S. Government securities | $909,000 | 4,386 |
| U.S. Treasury securities | $490,000 | 2,808 |
| U.S. Government agency obligations | $419,000 | 4,229 |
| Securities issued by states & political subdivisions | $3,467,000 | 3,200 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,766,000 | 3,518 |
| Mortgage-backed securities | $172,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $172,000 | 3,576 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $4,376,000 | 4,109 |
| Total debt securities | $4,376,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,170 |
| Fair value | $247,000 | 1,172 |
| 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 | $4,964,000 | 4,399 |
| U.S. Government securities | $909,000 | 4,417 |
| U.S. Treasury securities | $486,000 | 2,852 |
| U.S. Government agency obligations | $423,000 | 4,251 |
| Securities issued by states & political subdivisions | $4,055,000 | 3,172 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,898,000 | 3,446 |
| Mortgage-backed securities | $179,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $179,000 | 3,607 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $4,964,000 | 4,109 |
| Total debt securities | $4,964,000 | 4,373 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,199 |
| Fair value | $244,000 | 1,204 |
| 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 | $5,473,000 | 4,404 |
| U.S. Government securities | $910,000 | 4,455 |
| U.S. Treasury securities | $484,000 | 2,877 |
| U.S. Government agency obligations | $426,000 | 4,284 |
| Securities issued by states & political subdivisions | $4,563,000 | 3,134 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,094,000 | 3,400 |
| Mortgage-backed securities | $185,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $185,000 | 3,628 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $5,473,000 | 4,121 |
| Total debt securities | $5,473,000 | 4,379 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,184 |
| Fair value | $241,000 | 1,185 |
| 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 | $7,865,000 | 4,322 |
| U.S. Government securities | $937,000 | 4,468 |
| U.S. Treasury securities | $489,000 | 2,834 |
| U.S. Government agency obligations | $448,000 | 4,315 |
| Securities issued by states & political subdivisions | $6,928,000 | 2,947 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,681,000 | 3,199 |
| Mortgage-backed securities | $200,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $200,000 | 3,718 |
| Issued or guaranteed by U.S. | $200,000 | 3,642 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $7,865,000 | 4,043 |
| Total debt securities | $7,865,000 | 4,304 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,156 |
| Fair value | $248,000 | 1,158 |
| 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 | $7,677,000 | 4,281 |
| U.S. Government securities | $708,000 | 4,469 |
| U.S. Treasury securities | $494,000 | 2,582 |
| U.S. Government agency obligations | $214,000 | 4,363 |
| Securities issued by states & political subdivisions | $6,969,000 | 2,958 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,477,000 | 3,214 |
| Mortgage-backed securities | $214,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $214,000 | 3,728 |
| Issued or guaranteed by U.S. | $214,000 | 3,659 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $7,677,000 | 4,026 |
| Total debt securities | $7,677,000 | 4,261 |
| 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 | $7,463,000 | 4,261 |
| U.S. Government securities | $743,000 | 4,430 |
| U.S. Treasury securities | $507,000 | 2,095 |
| U.S. Government agency obligations | $236,000 | 4,375 |
| Securities issued by states & political subdivisions | $6,720,000 | 3,015 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,724,000 | 3,315 |
| Mortgage-backed securities | $236,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $236,000 | 3,736 |
| Issued or guaranteed by U.S. | $236,000 | 3,657 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $7,463,000 | 4,035 |
| Total debt securities | $7,463,000 | 4,240 |
| 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 | $5,845,000 | 4,366 |
| U.S. Government securities | $254,000 | 4,552 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $254,000 | 4,434 |
| Securities issued by states & political subdivisions | $5,591,000 | 3,158 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,358,000 | 3,237 |
| Mortgage-backed securities | $254,000 | 3,939 |
| Certificates of participation in pools of residential mortgages | $254,000 | 3,771 |
| Issued or guaranteed by U.S. | $254,000 | 3,697 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $5,845,000 | 4,139 |
| Total debt securities | $5,845,000 | 4,344 |
| 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 | $5,306,000 | 4,404 |
| U.S. Government securities | $275,000 | 4,574 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $275,000 | 4,458 |
| Securities issued by states & political subdivisions | $5,031,000 | 3,216 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,376,000 | 3,229 |
| Mortgage-backed securities | $275,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $275,000 | 3,781 |
| Issued or guaranteed by U.S. | $275,000 | 3,701 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $5,306,000 | 4,170 |
| Total debt securities | $5,306,000 | 4,381 |
| 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 | $4,832,000 | 4,406 |
| U.S. Government securities | $302,000 | 4,563 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $302,000 | 4,455 |
| Securities issued by states & political subdivisions | $4,530,000 | 3,261 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,371,000 | 3,380 |
| Mortgage-backed securities | $302,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $302,000 | 3,766 |
| Issued or guaranteed by U.S. | $302,000 | 3,683 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $4,832,000 | 4,177 |
| Total debt securities | $4,832,000 | 4,381 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $3,798,000 | 4,471 |
| U.S. Government securities | $333,000 | 4,539 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $333,000 | 4,425 |
| Securities issued by states & political subdivisions | $3,465,000 | 3,406 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,670,000 | 3,506 |
| Mortgage-backed securities | $333,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $333,000 | 3,746 |
| Issued or guaranteed by U.S. | $333,000 | 3,670 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,798,000 | 4,236 |
| Total debt securities | $3,798,000 | 4,450 |
| 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 | $2,726,000 | 4,576 |
| U.S. Government securities | $375,000 | 4,549 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $375,000 | 4,438 |
| Securities issued by states & political subdivisions | $2,351,000 | 3,544 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,726,000 | 3,524 |
| Mortgage-backed securities | $375,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $375,000 | 3,732 |
| Issued or guaranteed by U.S. | $375,000 | 3,654 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,726,000 | 4,335 |
| Total debt securities | $2,726,000 | 4,556 |
| 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 | $2,387,000 | 4,633 |
| U.S. Government securities | $409,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $409,000 | 4,471 |
| Securities issued by states & political subdivisions | $1,978,000 | 3,603 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,855,000 | 3,746 |
| Mortgage-backed securities | $409,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $409,000 | 3,720 |
| Issued or guaranteed by U.S. | $409,000 | 3,646 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,387,000 | 4,388 |
| Total debt securities | $2,387,000 | 4,608 |
| 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 | $883,000 | 4,837 |
| U.S. Government securities | $680,000 | 4,593 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $680,000 | 4,475 |
| Securities issued by states & political subdivisions | $203,000 | 4,143 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $883,000 | 4,019 |
| Mortgage-backed securities | $430,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $430,000 | 3,741 |
| Issued or guaranteed by U.S. | $430,000 | 3,654 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $883,000 | 4,585 |
| Total debt securities | $883,000 | 4,811 |
| 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 | $909,000 | 4,895 |
| U.S. Government securities | $704,000 | 4,675 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $704,000 | 4,545 |
| Securities issued by states & political subdivisions | $205,000 | 4,168 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $909,000 | 4,083 |
| Mortgage-backed securities | $454,000 | 3,957 |
| Certificates of participation in pools of residential mortgages | $454,000 | 3,737 |
| Issued or guaranteed by U.S. | $454,000 | 3,661 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $909,000 | 4,645 |
| Total debt securities | $909,000 | 4,873 |
| 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 | $949,000 | 4,982 |
| U.S. Government securities | $744,000 | 4,763 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $744,000 | 4,630 |
| Securities issued by states & political subdivisions | $205,000 | 4,229 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $949,000 | 4,150 |
| Mortgage-backed securities | $494,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | $494,000 | 3,756 |
| Issued or guaranteed by U.S. | $494,000 | 3,680 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $949,000 | 4,727 |
| Total debt securities | $949,000 | 4,959 |
| 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 | $977,000 | 5,026 |
| U.S. Government securities | $771,000 | 4,808 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $771,000 | 4,679 |
| Securities issued by states & political subdivisions | $206,000 | 4,294 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $977,000 | 4,190 |
| Mortgage-backed securities | $522,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $522,000 | 3,758 |
| Issued or guaranteed by U.S. | $522,000 | 3,688 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $977,000 | 4,764 |
| Total debt securities | $977,000 | 5,003 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $1,016,000 | 5,071 |
| U.S. Government securities | $812,000 | 4,855 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $812,000 | 4,728 |
| Securities issued by states & political subdivisions | $204,000 | 4,354 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,016,000 | 4,183 |
| Mortgage-backed securities | $564,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $564,000 | 3,773 |
| Issued or guaranteed by U.S. | $564,000 | 3,692 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,016,000 | 4,799 |
| Total debt securities | $1,016,000 | 5,047 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $1,435,000 | 5,075 |
| U.S. Government securities | $1,232,000 | 4,810 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,232,000 | 4,668 |
| Securities issued by states & political subdivisions | $203,000 | 4,405 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,435,000 | 4,138 |
| Mortgage-backed securities | $587,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $587,000 | 3,797 |
| Issued or guaranteed by U.S. | $587,000 | 3,730 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,435,000 | 4,805 |
| Total debt securities | $1,435,000 | 5,051 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $1,896,000 | 5,090 |
| U.S. Government securities | $1,693,000 | 4,793 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,693,000 | 4,649 |
| Securities issued by states & political subdivisions | $203,000 | 4,456 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,896,000 | 4,088 |
| Mortgage-backed securities | $651,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $651,000 | 3,817 |
| Issued or guaranteed by U.S. | $651,000 | 3,793 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,896,000 | 4,818 |
| Total debt securities | $1,896,000 | 5,067 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $2,121,000 | 5,124 |
| U.S. Government securities | $1,751,000 | 4,814 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,751,000 | 4,670 |
| Securities issued by states & political subdivisions | $370,000 | 4,416 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,121,000 | 4,064 |
| Mortgage-backed securities | $710,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $710,000 | 3,849 |
| Issued or guaranteed by U.S. | $710,000 | 3,678 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,121,000 | 4,854 |
| Total debt securities | $2,121,000 | 5,103 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $2,165,000 | 5,184 |
| U.S. Government securities | $1,795,000 | 4,883 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,795,000 | 4,747 |
| Securities issued by states & political subdivisions | $370,000 | 4,461 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,165,000 | 4,115 |
| Mortgage-backed securities | $754,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $754,000 | 3,880 |
| Issued or guaranteed by U.S. | $754,000 | 3,873 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,165,000 | 4,912 |
| Total debt securities | $2,165,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $2,040,000 | 5,259 |
| U.S. Government securities | $1,864,000 | 4,919 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,864,000 | 4,797 |
| Securities issued by states & political subdivisions | $176,000 | 4,639 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,040,000 | 4,205 |
| Mortgage-backed securities | $820,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $820,000 | 3,894 |
| Issued or guaranteed by U.S. | $820,000 | 3,888 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,040,000 | 4,983 |
| Total debt securities | $2,040,000 | 5,240 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $2,093,000 | 5,319 |
| U.S. Government securities | $1,917,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,917,000 | 4,844 |
| Securities issued by states & political subdivisions | $176,000 | 4,678 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,093,000 | 4,254 |
| Mortgage-backed securities | $868,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $868,000 | 3,919 |
| Issued or guaranteed by U.S. | $868,000 | 3,913 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,093,000 | 5,027 |
| Total debt securities | $2,093,000 | 5,297 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $2,409,000 | 5,333 |
| U.S. Government securities | $2,232,000 | 4,948 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,232,000 | 4,830 |
| Securities issued by states & political subdivisions | $177,000 | 4,726 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,409,000 | 4,209 |
| Mortgage-backed securities | $932,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $932,000 | 3,935 |
| Issued or guaranteed by U.S. | $932,000 | 3,928 |
| 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) | $2,409,000 | 5,038 |
| Total debt securities | $2,408,000 | 5,309 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $2,450,000 | 5,404 |
| U.S. Government securities | $2,273,000 | 5,007 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,273,000 | 4,886 |
| Securities issued by states & political subdivisions | $177,000 | 4,786 |
| 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 | $1,177,000 | 4,576 |
| Mortgage-backed securities | $973,000 | 4,227 |
| Certificates of participation in pools of residential mortgages | $973,000 | 3,982 |
| Issued or guaranteed by U.S. | $973,000 | 3,977 |
| 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) | $2,450,000 | 5,090 |
| Total debt securities | $2,449,000 | 5,380 |
| 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 | $2,483,000 | 5,436 |
| U.S. Government securities | $2,295,000 | 5,012 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,295,000 | 4,894 |
| Securities issued by states & political subdivisions | $188,000 | 4,839 |
| 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 | $2,417,000 | 4,281 |
| Mortgage-backed securities | $997,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $997,000 | 3,993 |
| Issued or guaranteed by U.S. | $997,000 | 3,985 |
| 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) | $2,483,000 | 5,111 |
| Total debt securities | $2,481,000 | 5,411 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,579,000 | 5,487 |
| U.S. Government securities | $2,389,000 | 5,054 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,389,000 | 4,947 |
| Securities issued by states & political subdivisions | $190,000 | 4,870 |
| 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 | $2,275,000 | 4,383 |
| Mortgage-backed securities | $1,078,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 3,998 |
| Issued or guaranteed by U.S. | $1,078,000 | 3,994 |
| 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) | $2,579,000 | 5,153 |
| Total debt securities | $2,580,000 | 5,462 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,632,000 | 5,565 |
| U.S. Government securities | $2,441,000 | 5,148 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,441,000 | 5,036 |
| Securities issued by states & political subdivisions | $191,000 | 4,913 |
| 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 | $2,271,000 | 4,464 |
| Mortgage-backed securities | $1,131,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 4,025 |
| Issued or guaranteed by U.S. | $1,131,000 | 4,019 |
| 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) | $2,632,000 | 5,219 |
| Total debt securities | $2,632,000 | 5,542 |
| 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 | $2,689,000 | 5,628 |
| U.S. Government securities | $2,498,000 | 5,215 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,498,000 | 5,114 |
| Securities issued by states & political subdivisions | $191,000 | 4,953 |
| 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 | $2,213,000 | 4,515 |
| Mortgage-backed securities | $1,189,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $1,189,000 | 4,031 |
| Issued or guaranteed by U.S. | $1,189,000 | 4,026 |
| 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) | $2,689,000 | 5,272 |
| Total debt securities | $2,687,000 | 5,604 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,717,000 | 5,677 |
| U.S. Government securities | $2,515,000 | 5,278 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,515,000 | 5,175 |
| Securities issued by states & political subdivisions | $202,000 | 4,985 |
| 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 | $2,514,000 | 4,481 |
| Mortgage-backed securities | $1,221,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $1,221,000 | 4,047 |
| Issued or guaranteed by U.S. | $1,221,000 | 4,043 |
| 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) | $2,717,000 | 5,313 |
| Total debt securities | $2,725,000 | 5,651 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,599,000 | 5,669 |
| U.S. Government securities | $3,397,000 | 5,228 |
| U.S. Treasury securities | $809,000 | 1,077 |
| U.S. Government agency obligations | $2,588,000 | 5,269 |
| Securities issued by states & political subdivisions | $202,000 | 5,041 |
| 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 | $2,588,000 | 4,535 |
| Mortgage-backed securities | $1,284,000 | 4,375 |
| Certificates of participation in pools of residential mortgages | $1,284,000 | 4,079 |
| Issued or guaranteed by U.S. | $1,284,000 | 4,074 |
| 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) | $3,599,000 | 5,305 |
| Total debt securities | $3,599,000 | 5,644 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,652,000 | 5,745 |
| U.S. Government securities | $3,451,000 | 5,320 |
| U.S. Treasury securities | $805,000 | 1,113 |
| U.S. Government agency obligations | $2,646,000 | 5,360 |
| Securities issued by states & political subdivisions | $201,000 | 5,080 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,215,000 | 4,960 |
| Mortgage-backed securities | $1,350,000 | 4,439 |
| Certificates of participation in pools of residential mortgages | $1,350,000 | 4,142 |
| Issued or guaranteed by U.S. | $1,350,000 | 4,137 |
| 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) | $3,652,000 | 5,369 |
| Total debt securities | $3,652,000 | 5,722 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,936,000 | 5,880 |
| U.S. Government securities | $2,733,000 | 5,514 |
| U.S. Treasury securities | $809,000 | 1,096 |
| U.S. Government agency obligations | $1,924,000 | 5,592 |
| Securities issued by states & political subdivisions | $203,000 | 5,089 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,265,000 | 4,998 |
| Mortgage-backed securities | $1,120,000 | 4,590 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 4,310 |
| Issued or guaranteed by U.S. | $1,119,000 | 4,303 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,310 |
| 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) | $2,936,000 | 5,497 |
| Total debt securities | $2,936,000 | 5,855 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,973,000 | 5,970 |
| U.S. Government securities | $2,760,000 | 5,598 |
| U.S. Treasury securities | $799,000 | 1,130 |
| U.S. Government agency obligations | $1,961,000 | 5,670 |
| Securities issued by states & political subdivisions | $213,000 | 5,161 |
| 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 | $1,284,000 | 5,072 |
| Mortgage-backed securities | $1,164,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $1,163,000 | 4,365 |
| Issued or guaranteed by U.S. | $1,163,000 | 4,358 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,350 |
| 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) | $2,973,000 | 5,583 |
| Total debt securities | $2,975,000 | 5,947 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $3,331,000 | 6,015 |
| U.S. Government securities | $3,118,000 | 5,623 |
| U.S. Treasury securities | $796,000 | 1,141 |
| U.S. Government agency obligations | $2,322,000 | 5,679 |
| Securities issued by states & political subdivisions | $213,000 | 5,219 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,175,000 | 5,180 |
| Mortgage-backed securities | $1,533,000 | 4,621 |
| Certificates of participation in pools of residential mortgages | $1,180,000 | 4,437 |
| Issued or guaranteed by U.S. | $1,180,000 | 4,434 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $353,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 3,062 |
| 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) | $3,331,000 | 5,621 |
| Total debt securities | $3,332,000 | 5,992 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $4,103,000 | 6,000 |
| U.S. Government securities | $3,891,000 | 5,565 |
| U.S. Treasury securities | $797,000 | 1,095 |
| U.S. Government agency obligations | $3,094,000 | 5,585 |
| Securities issued by states & political subdivisions | $212,000 | 5,275 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,177,000 | 5,232 |
| Mortgage-backed securities | $2,307,000 | 4,490 |
| Certificates of participation in pools of residential mortgages | $1,944,000 | 4,227 |
| Issued or guaranteed by U.S. | $1,944,000 | 4,224 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $363,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $363,000 | 3,098 |
| 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) | $4,103,000 | 5,605 |
| Total debt securities | $4,104,000 | 5,974 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $4,172,000 | 6,036 |
| U.S. Government securities | $3,960,000 | 5,596 |
| U.S. Treasury securities | $792,000 | 966 |
| U.S. Government agency obligations | $3,168,000 | 5,616 |
| Securities issued by states & political subdivisions | $212,000 | 5,317 |
| 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 | $478,000 | 5,561 |
| Mortgage-backed securities | $2,385,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $2,019,000 | 4,230 |
| Issued or guaranteed by U.S. | $2,019,000 | 4,227 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $366,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 3,117 |
| 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) | $4,172,000 | 5,641 |
| Total debt securities | $4,172,000 | 6,011 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,445,000 | 6,190 |
| U.S. Government securities | $3,230,000 | 5,752 |
| U.S. Treasury securities | $398,000 | 1,027 |
| U.S. Government agency obligations | $2,832,000 | 5,735 |
| Securities issued by states & political subdivisions | $215,000 | 5,370 |
| 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 | $931,000 | 5,463 |
| Mortgage-backed securities | $2,453,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $2,086,000 | 4,241 |
| Issued or guaranteed by U.S. | $2,086,000 | 4,236 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $367,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 3,108 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,445,000 | 5,785 |
| Total debt securities | $3,445,000 | 6,161 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,536,000 | 6,253 |
| U.S. Government securities | $3,320,000 | 5,799 |
| U.S. Treasury securities | $399,000 | 1,017 |
| U.S. Government agency obligations | $2,921,000 | 5,785 |
| Securities issued by states & political subdivisions | $216,000 | 5,407 |
| 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 | $981,000 | 5,491 |
| Mortgage-backed securities | $2,537,000 | 4,531 |
| Certificates of participation in pools of residential mortgages | $2,160,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,160,000 | 4,235 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $377,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 3,135 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,536,000 | 5,854 |
| Total debt securities | $3,534,000 | 6,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $4,690,000 | 6,126 |
| U.S. Government securities | $4,474,000 | 5,590 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,474,000 | 5,481 |
| Securities issued by states & political subdivisions | $216,000 | 5,415 |
| 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 | $750,000 | 5,611 |
| Mortgage-backed securities | $4,090,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $3,696,000 | 3,795 |
| Issued or guaranteed by U.S. | $3,696,000 | 3,790 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $394,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 3,143 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $4,690,000 | 5,735 |
| Total debt securities | $4,690,000 | 6,099 |
| 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 | $4,689,000 | 6,166 |
| U.S. Government securities | $4,467,000 | 5,637 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,467,000 | 5,524 |
| Securities issued by states & political subdivisions | $222,000 | 5,433 |
| 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 | $878,000 | 5,607 |
| Mortgage-backed securities | $4,467,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $4,056,000 | 3,756 |
| Issued or guaranteed by U.S. | $4,056,000 | 3,752 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $411,000 | 3,301 |
| CMOs issued by government agencies or sponsored agencies | $411,000 | 3,161 |
| 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) | $4,689,000 | 5,787 |
| Total debt securities | $4,688,000 | 6,136 |
| 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 | $4,117,000 | 6,286 |
| U.S. Government securities | $3,889,000 | 5,779 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,889,000 | 5,675 |
| Securities issued by states & political subdivisions | $228,000 | 5,469 |
| 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 | $251,000 | 5,927 |
| Mortgage-backed securities | $3,092,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $3,091,000 | 4,004 |
| Issued or guaranteed by U.S. | $3,091,000 | 4,000 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,000 | 3,787 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,623 |
| 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) | $4,117,000 | 5,887 |
| Total debt securities | $4,116,000 | 6,259 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,858 |
| Fair value | $797,000 | 1,864 |
| 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 | $3,620,000 | 6,438 |
| U.S. Government securities | $3,391,000 | 5,994 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,391,000 | 5,900 |
| Securities issued by states & political subdivisions | $229,000 | 5,513 |
| 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 | $281,000 | 6,003 |
| Mortgage-backed securities | $2,589,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $2,588,000 | 4,274 |
| Issued or guaranteed by U.S. | $2,588,000 | 4,273 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,000 | 3,864 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,692 |
| 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) | $3,620,000 | 6,028 |
| Total debt securities | $3,618,000 | 6,408 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,002 |
| Fair value | $803,000 | 2,006 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $4,497,000 | 6,398 |
| U.S. Government securities | $4,050,000 | 5,947 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,050,000 | 5,848 |
| Securities issued by states & political subdivisions | $447,000 | 5,354 |
| 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 | $303,000 | 6,061 |
| Mortgage-backed securities | $2,845,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $2,844,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,844,000 | 4,235 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,000 | 3,875 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,698 |
| 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) | $4,497,000 | 5,979 |
| Total debt securities | $4,497,000 | 6,368 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 1,894 |
| Fair value | $1,205,000 | 1,889 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $4,658,000 | 6,428 |
| U.S. Government securities | $4,212,000 | 6,000 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,212,000 | 5,905 |
| Securities issued by states & political subdivisions | $446,000 | 5,346 |
| 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 | $324,000 | 6,082 |
| Mortgage-backed securities | $2,369,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $2,368,000 | 4,387 |
| Issued or guaranteed by U.S. | $2,368,000 | 4,384 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,000 | 3,894 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,712 |
| 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) | $4,658,000 | 6,012 |
| Total debt securities | $4,656,000 | 6,397 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,907 |
| Fair value | $1,591,000 | 1,910 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,996,000 | 6,690 |
| U.S. Government securities | $2,544,000 | 6,374 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,544,000 | 6,282 |
| Securities issued by states & political subdivisions | $452,000 | 5,346 |
| 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 | $337,000 | 5,783 |
| Mortgage-backed securities | $1,637,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $1,636,000 | 4,567 |
| Issued or guaranteed by U.S. | $1,636,000 | 4,561 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,000 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,573 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,996,000 | 6,231 |
| Total debt securities | $2,995,000 | 6,658 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,766 |
| Fair value | $402,000 | 2,767 |
| 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 | $2,707,000 | 6,792 |
| U.S. Government securities | $2,254,000 | 6,482 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,254,000 | 6,379 |
| Securities issued by states & political subdivisions | $453,000 | 5,339 |
| 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 | $258,000 | 5,841 |
| Mortgage-backed securities | $1,346,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $1,345,000 | 4,662 |
| Issued or guaranteed by U.S. | $1,345,000 | 4,650 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,000 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,561 |
| 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) | $2,707,000 | 6,326 |
| Total debt securities | $2,707,000 | 6,759 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,834 |
| Fair value | $400,000 | 2,833 |
| 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 | $2,494,000 | 6,915 |
| U.S. Government securities | $2,048,000 | 6,649 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,048,000 | 6,538 |
| Securities issued by states & political subdivisions | $446,000 | 5,323 |
| 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 | $258,000 | 5,896 |
| Mortgage-backed securities | $1,441,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $1,440,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,440,000 | 4,607 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,550 |
| 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) | $2,494,000 | 6,444 |
| Total debt securities | $2,493,000 | 6,884 |
| 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 | $3,738,000 | 6,766 |
| U.S. Government securities | $3,284,000 | 6,408 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,284,000 | 6,291 |
| Securities issued by states & political subdivisions | $454,000 | 5,324 |
| 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 | $258,000 | 5,934 |
| Mortgage-backed securities | $1,530,000 | 4,984 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 4,536 |
| Issued or guaranteed by U.S. | $1,528,000 | 4,528 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,000 | 3,811 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,515 |
| 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) | $3,738,000 | 6,286 |
| Total debt securities | $3,737,000 | 6,728 |
| 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 | $3,068,000 | 6,877 |
| U.S. Government securities | $2,621,000 | 6,500 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,621,000 | 6,377 |
| Securities issued by states & political subdivisions | $447,000 | 5,342 |
| 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 | $260,000 | 6,003 |
| Mortgage-backed securities | $1,111,000 | 5,119 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,109,000 | 4,638 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,000 | 3,823 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,504 |
| 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) | $3,068,000 | 6,372 |
| Total debt securities | $3,068,000 | 6,836 |
| 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 | $3,261,000 | 6,889 |
| U.S. Government securities | $2,804,000 | 6,490 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,804,000 | 6,362 |
| Securities issued by states & political subdivisions | $457,000 | 5,314 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,000 | 6,068 |
| Mortgage-backed securities | $967,000 | 5,222 |
| Certificates of participation in pools of residential mortgages | $965,000 | 4,742 |
| Issued or guaranteed by U.S. | $965,000 | 4,734 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,492 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,261,000 | 6,370 |
| Total debt securities | $3,263,000 | 6,853 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,990 |
| Fair value | $301,000 | 2,997 |
| 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 | $3,983,000 | 6,843 |
| U.S. Government securities | $3,537,000 | 6,426 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,537,000 | 6,309 |
| Securities issued by states & political subdivisions | $446,000 | 5,289 |
| 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 | $303,000 | 6,113 |
| Mortgage-backed securities | $1,042,000 | 5,189 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,040,000 | 4,716 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,418 |
| 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) | $623,000 | 2,461 |
| Available-for-sale securities (fair market value) | $3,360,000 | 6,437 |
| Total debt securities | $3,983,000 | 6,802 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,072 |
| Fair value | $301,000 | 3,081 |
| 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 | $3,786,000 | 6,952 |
| U.S. Government securities | $3,336,000 | 6,579 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,336,000 | 6,470 |
| Securities issued by states & political subdivisions | $450,000 | 5,309 |
| 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 | $305,000 | 6,191 |
| Mortgage-backed securities | $1,153,000 | 5,246 |
| Certificates of participation in pools of residential mortgages | $1,151,000 | 4,801 |
| Issued or guaranteed by U.S. | $1,151,000 | 4,791 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,000 | 3,750 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,403 |
| 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) | $649,000 | 2,494 |
| Available-for-sale securities (fair market value) | $3,137,000 | 6,532 |
| Total debt securities | $3,786,000 | 6,912 |
| 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 | $3,112,000 | 7,095 |
| U.S. Government securities | $2,669,000 | 6,755 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,669,000 | 6,658 |
| Securities issued by states & political subdivisions | $443,000 | 5,341 |
| 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 | $581,000 | 6,088 |
| Mortgage-backed securities | $1,274,000 | 5,271 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 4,826 |
| Issued or guaranteed by U.S. | $1,272,000 | 4,816 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,399 |
| 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) | $287,000 | 2,814 |
| Available-for-sale securities (fair market value) | $2,825,000 | 6,617 |
| Total debt securities | $3,112,000 | 7,057 |
| 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 | $3,165,000 | 7,153 |
| U.S. Government securities | $2,730,000 | 6,799 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,730,000 | 6,703 |
| Securities issued by states & political subdivisions | $435,000 | 5,382 |
| 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 | $842,000 | 6,001 |
| Mortgage-backed securities | $1,074,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 5,014 |
| Issued or guaranteed by U.S. | $1,072,000 | 5,002 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,000 | 3,767 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,394 |
| 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) | $305,000 | 2,869 |
| Available-for-sale securities (fair market value) | $2,860,000 | 6,672 |
| Total debt securities | $3,165,000 | 7,119 |
| 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 | $3,019,000 | 7,218 |
| U.S. Government securities | $2,813,000 | 6,818 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,813,000 | 6,723 |
| Securities issued by states & political subdivisions | $206,000 | 5,685 |
| 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 | $894,000 | 6,028 |
| Mortgage-backed securities | $808,000 | 5,642 |
| Certificates of participation in pools of residential mortgages | $806,000 | 5,233 |
| Issued or guaranteed by U.S. | $806,000 | 5,214 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,379 |
| 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) | $2,000 | 3,438 |
| Available-for-sale securities (fair market value) | $3,017,000 | 6,661 |
| Total debt securities | $3,019,000 | 7,172 |
| 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 | $2,642,000 | 7,366 |
| U.S. Government securities | $2,642,000 | 6,958 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,642,000 | 6,868 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,147,000 | 5,930 |
| Mortgage-backed securities | $380,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $378,000 | 5,595 |
| Issued or guaranteed by U.S. | $378,000 | 5,580 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,379 |
| 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) | $2,000 | 3,479 |
| Available-for-sale securities (fair market value) | $2,640,000 | 6,798 |
| Total debt securities | $2,643,000 | 7,325 |
| 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 | $2,289,000 | 7,517 |
| U.S. Government securities | $2,289,000 | 7,183 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,289,000 | 7,101 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,160,000 | 5,956 |
| Mortgage-backed securities | $5,000 | 6,524 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,306 |
| Issued or guaranteed by U.S. | $3,000 | 6,284 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,382 |
| 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) | $2,000 | 3,497 |
| Available-for-sale securities (fair market value) | $2,287,000 | 6,927 |
| Total debt securities | $2,287,000 | 7,474 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,225,000 | 7,779 |
| U.S. Government securities | $1,225,000 | 7,513 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,225,000 | 7,423 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,117,000 | 6,000 |
| Mortgage-backed securities | $5,000 | 6,546 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,338 |
| Issued or guaranteed by U.S. | $3,000 | 6,318 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,332 |
| 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) | $2,000 | 3,523 |
| Available-for-sale securities (fair market value) | $1,223,000 | 7,159 |
| Total debt securities | $1,227,000 | 7,740 |
| 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 | $1,326,000 | 7,817 |
| U.S. Government securities | $1,324,000 | 7,543 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,324,000 | 7,463 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,000 | 3,170 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,556 |
| 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 | $711,000 | 6,240 |
| Mortgage-backed securities | $6,000 | 6,555 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,347 |
| Issued or guaranteed by U.S. | $4,000 | 6,323 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $2,000 | 1,464 |
| 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) | $2,000 | 3,553 |
| Available-for-sale securities (fair market value) | $1,324,000 | 7,195 |
| Total debt securities | $1,334,000 | 7,764 |
| 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 | $520,000 | 8,034 |
| U.S. Government securities | $520,000 | 7,824 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $520,000 | 7,749 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,000 | 6,435 |
| Mortgage-backed securities | $8,000 | 6,546 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,330 |
| Issued or guaranteed by U.S. | $5,000 | 6,301 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,353 |
| 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) | $3,000 | 3,585 |
| Available-for-sale securities (fair market value) | $517,000 | 7,440 |
| Total debt securities | $520,000 | 7,988 |
| 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 | $514,000 | 8,091 |
| U.S. Government securities | $514,000 | 7,924 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $514,000 | 7,828 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,000 | 6,501 |
| Mortgage-backed securities | $9,000 | 6,486 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,272 |
| Issued or guaranteed by U.S. | $6,000 | 6,251 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,314 |
| 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) | $3,000 | 3,641 |
| Available-for-sale securities (fair market value) | $511,000 | 7,463 |
| Total debt securities | $514,000 | 8,050 |
| 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 | $760,000 | 8,098 |
| U.S. Government securities | $760,000 | 7,921 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $760,000 | 7,816 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,000 | 6,372 |
| Mortgage-backed securities | $11,000 | 6,449 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,207 |
| Issued or guaranteed by U.S. | $8,000 | 6,184 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,276 |
| 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) | $3,000 | 3,694 |
| Available-for-sale securities (fair market value) | $757,000 | 7,441 |
| Total debt securities | $759,000 | 8,055 |
| 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 | $753,000 | 8,149 |
| U.S. Government securities | $753,000 | 7,975 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $753,000 | 7,868 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $594,000 | 6,437 |
| Mortgage-backed securities | $12,000 | 6,477 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,223 |
| Issued or guaranteed by U.S. | $9,000 | 6,203 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,278 |
| 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) | $3,000 | 3,739 |
| Available-for-sale securities (fair market value) | $750,000 | 7,477 |
| Total debt securities | $753,000 | 8,108 |
| 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 | $1,005,000 | 8,130 |
| U.S. Government securities | $1,005,000 | 7,940 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,005,000 | 7,835 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $594,000 | 6,466 |
| Mortgage-backed securities | $13,000 | 6,494 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,231 |
| Issued or guaranteed by U.S. | $10,000 | 6,208 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,282 |
| 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) | $3,000 | 3,809 |
| Available-for-sale securities (fair market value) | $1,002,000 | 7,426 |
| Total debt securities | $1,007,000 | 8,088 |
| 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 | $906,000 | 8,210 |
| U.S. Government securities | $906,000 | 8,036 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $906,000 | 7,932 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $593,000 | 6,490 |
| Mortgage-backed securities | $15,000 | 6,507 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,248 |
| Issued or guaranteed by U.S. | $11,000 | 6,223 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,287 |
| 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) | $4,000 | 3,885 |
| Available-for-sale securities (fair market value) | $902,000 | 7,513 |
| Total debt securities | $906,000 | 8,164 |
| 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 | $905,000 | 8,292 |
| U.S. Government securities | $905,000 | 8,115 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $905,000 | 8,008 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $590,000 | 6,559 |
| Mortgage-backed securities | $18,000 | 6,530 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,269 |
| Issued or guaranteed by U.S. | $14,000 | 6,242 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,276 |
| 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) | $4,000 | 3,981 |
| Available-for-sale securities (fair market value) | $901,000 | 7,567 |
| Total debt securities | $905,000 | 8,247 |
| 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 | $1,297,000 | 8,245 |
| U.S. Government securities | $1,297,000 | 8,038 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,297,000 | 7,914 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $684,000 | 6,549 |
| Mortgage-backed securities | $19,000 | 6,572 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,311 |
| Issued or guaranteed by U.S. | $15,000 | 6,288 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,000 | 3,631 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,275 |
| 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) | $4,000 | 4,033 |
| Available-for-sale securities (fair market value) | $1,293,000 | 7,494 |
| Total debt securities | $1,298,000 | 8,206 |
| 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 | $1,847,000 | 8,178 |
| U.S. Government securities | $1,847,000 | 7,931 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,847,000 | 7,802 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 6,593 |
| Mortgage-backed securities | $21,000 | 6,596 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,329 |
| Issued or guaranteed by U.S. | $17,000 | 6,308 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,275 |
| 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) | $4,000 | 4,101 |
| Available-for-sale securities (fair market value) | $1,843,000 | 7,405 |
| Total debt securities | $1,845,000 | 8,135 |
| 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 | $1,848,000 | 8,231 |
| U.S. Government securities | $1,848,000 | 7,971 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,848,000 | 7,841 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,000 | 6,831 |
| Mortgage-backed securities | $27,000 | 6,639 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,340 |
| Issued or guaranteed by U.S. | $22,000 | 6,320 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,291 |
| 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) | $5,000 | 4,175 |
| Available-for-sale securities (fair market value) | $1,843,000 | 7,454 |
| Total debt securities | $1,849,000 | 8,183 |
| 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 | $2,103,000 | 8,182 |
| U.S. Government securities | $2,103,000 | 7,892 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,103,000 | 7,761 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,847 |
| Mortgage-backed securities | $30,000 | 6,655 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,355 |
| Issued or guaranteed by U.S. | $25,000 | 6,336 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,297 |
| 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) | $5,000 | 4,242 |
| Available-for-sale securities (fair market value) | $2,098,000 | 7,395 |
| Total debt securities | $2,103,000 | 8,133 |
| 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 | $2,017,000 | 8,234 |
| U.S. Government securities | $2,017,000 | 7,951 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,017,000 | 7,815 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,000 | 6,927 |
| Mortgage-backed securities | $35,000 | 6,678 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,394 |
| Issued or guaranteed by U.S. | $27,000 | 6,374 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,000 | 3,663 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,315 |
| 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) | $16,000 | 4,242 |
| Available-for-sale securities (fair market value) | $2,001,000 | 7,466 |
| Total debt securities | $2,015,000 | 8,187 |
| 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 | $1,656,000 | 8,399 |
| U.S. Government securities | $1,656,000 | 8,142 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,656,000 | 8,007 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 6,954 |
| Mortgage-backed securities | $37,000 | 6,745 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,461 |
| Issued or guaranteed by U.S. | $29,000 | 6,443 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,371 |
| 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) | $16,000 | 4,313 |
| Available-for-sale securities (fair market value) | $1,640,000 | 7,637 |
| Total debt securities | $1,655,000 | 8,348 |
| 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 | $1,678,000 | 8,428 |
| U.S. Government securities | $1,678,000 | 8,160 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,678,000 | 8,026 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,124 |
| Mortgage-backed securities | $41,000 | 6,782 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,480 |
| Issued or guaranteed by U.S. | $34,000 | 6,468 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,411 |
| 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) | $16,000 | 4,376 |
| Available-for-sale securities (fair market value) | $1,662,000 | 7,651 |
| Total debt securities | $1,675,000 | 8,373 |
| 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 | $1,790,000 | 8,449 |
| U.S. Government securities | $1,790,000 | 8,175 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,790,000 | 8,041 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,159 |
| Mortgage-backed securities | $45,000 | 6,808 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,502 |
| Issued or guaranteed by U.S. | $36,000 | 6,489 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,421 |
| 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) | $18,000 | 4,427 |
| Available-for-sale securities (fair market value) | $1,772,000 | 7,666 |
| Total debt securities | $1,788,000 | 8,400 |
| 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 | $1,532,000 | 8,569 |
| U.S. Government securities | $1,532,000 | 8,333 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,532,000 | 8,188 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,198 |
| Mortgage-backed securities | $50,000 | 6,859 |
| Certificates of participation in pools of residential mortgages | $40,000 | 6,558 |
| Issued or guaranteed by U.S. | $40,000 | 6,545 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,000 | 3,827 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,494 |
| 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) | $20,000 | 4,474 |
| Available-for-sale securities (fair market value) | $1,512,000 | 7,794 |
| Total debt securities | $1,525,000 | 8,529 |
| 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 | $1,216,000 | 8,639 |
| U.S. Government securities | $1,216,000 | 8,407 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,216,000 | 8,272 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,000 | 7,196 |
| Mortgage-backed securities | $56,000 | 6,862 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,548 |
| Issued or guaranteed by U.S. | $45,000 | 6,532 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $11,000 | 3,896 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,555 |
| 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) | $21,000 | 4,510 |
| Available-for-sale securities (fair market value) | $1,195,000 | 7,883 |
| Total debt securities | $1,216,000 | 8,582 |
| 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 | $1,062,000 | 8,750 |
| U.S. Government securities | $1,062,000 | 8,540 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,062,000 | 8,404 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,230 |
| Mortgage-backed securities | $61,000 | 6,884 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,585 |
| Issued or guaranteed by U.S. | $49,000 | 6,564 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,000 | 3,948 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,756 |
| 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) | $22,000 | 4,578 |
| Available-for-sale securities (fair market value) | $1,040,000 | 7,986 |
| Total debt securities | $1,060,000 | 8,696 |
| 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 | $1,073,000 | 8,776 |
| U.S. Government securities | $1,073,000 | 8,537 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,073,000 | 8,386 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,257 |
| Mortgage-backed securities | $68,000 | 6,915 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,614 |
| Issued or guaranteed by U.S. | $55,000 | 6,591 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $13,000 | 4,038 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,829 |
| 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) | $124,000 | 4,368 |
| Available-for-sale securities (fair market value) | $949,000 | 8,051 |
| Total debt securities | $1,074,000 | 8,715 |
| 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 | $1,194,000 | 8,754 |
| U.S. Government securities | $1,194,000 | 8,495 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,194,000 | 8,347 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 7,275 |
| Mortgage-backed securities | $84,000 | 6,919 |
| Certificates of participation in pools of residential mortgages | $69,000 | 6,580 |
| Issued or guaranteed by U.S. | $69,000 | 6,561 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $15,000 | 4,200 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,990 |
| 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) | $126,000 | 4,399 |
| Available-for-sale securities (fair market value) | $1,068,000 | 8,006 |
| Total debt securities | $1,192,000 | 8,691 |
| 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 | $1,770,000 | 8,691 |
| U.S. Government securities | $1,770,000 | 8,376 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,770,000 | 8,196 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,000 | 7,308 |
| Mortgage-backed securities | $106,000 | 6,897 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,522 |
| Issued or guaranteed by U.S. | $89,000 | 6,503 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $17,000 | 4,275 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 4,074 |
| 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) | $228,000 | 4,292 |
| Available-for-sale securities (fair market value) | $1,542,000 | 7,919 |
| Total debt securities | $1,766,000 | 8,610 |
| 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 | $1,388,000 | 8,814 |
| U.S. Government securities | $1,388,000 | 8,553 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,388,000 | 8,396 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,346 |
| Mortgage-backed securities | $122,000 | 6,868 |
| Certificates of participation in pools of residential mortgages | $103,000 | 6,473 |
| Issued or guaranteed by U.S. | $103,000 | 6,452 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $19,000 | 4,321 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 4,124 |
| 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) | $231,000 | 4,365 |
| Available-for-sale securities (fair market value) | $1,157,000 | 8,046 |
| Total debt securities | $1,391,000 | 8,739 |
| 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 | $1,901,000 | 8,883 |
| U.S. Government securities | $1,901,000 | 8,543 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,901,000 | 8,343 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,530 |
| Mortgage-backed securities | $230,000 | 6,723 |
| Certificates of participation in pools of residential mortgages | $164,000 | 6,335 |
| Issued or guaranteed by U.S. | $164,000 | 6,310 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $66,000 | 4,317 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 4,129 |
| 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) | $47,000 | 4,956 |
| Available-for-sale securities (fair market value) | $1,854,000 | 7,976 |
| Total debt securities | $1,903,000 | 8,808 |
| 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 | $2,394,000 | 9,171 |
| U.S. Government securities | $2,376,000 | 8,846 |
| U.S. Treasury securities | $100,000 | 4,079 |
| U.S. Government agency obligations | $2,276,000 | 8,576 |
| 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 | $18,000 | 7,784 |
| 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 | 7,838 |
| Mortgage-backed securities | $357,000 | 6,349 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,973 |
| Issued or guaranteed by U.S. | $235,000 | 5,953 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $122,000 | 3,903 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,719 |
| 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) | $161,000 | 5,347 |
| Available-for-sale securities (fair market value) | $2,233,000 | 8,101 |
| Total debt securities | $2,376,000 | 9,063 |
| 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 | $3,253,000 | 9,250 |
| U.S. Government securities | $3,236,000 | 8,837 |
| U.S. Treasury securities | $100,000 | 5,289 |
| U.S. Government agency obligations | $3,136,000 | 8,391 |
| 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 | $17,000 | 7,814 |
| 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 | 8,074 |
| Mortgage-backed securities | $431,000 | 6,560 |
| Certificates of participation in pools of residential mortgages | $277,000 | 6,173 |
| Issued or guaranteed by U.S. | $277,000 | 6,156 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $154,000 | 4,088 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 3,901 |
| 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) | $178,000 | 5,764 |
| Available-for-sale securities (fair market value) | $3,075,000 | 8,057 |
| Total debt securities | $3,236,000 | 9,153 |
| 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 | $3,812,000 | 9,188 |
| U.S. Government securities | $3,795,000 | 8,616 |
| U.S. Treasury securities | $504,000 | 5,904 |
| U.S. Government agency obligations | $3,291,000 | 8,053 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $17,000 | 3,828 |
| 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 | $17,000 | 3,087 |
| 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 | $100,000 | 8,269 |
| Mortgage-backed securities | $121,000 | 7,437 |
| Certificates of participation in pools of residential mortgages | $33,000 | 7,358 |
| Issued or guaranteed by U.S. | $33,000 | 7,337 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $88,000 | 4,503 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 4,312 |
| 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) | $239,000 | 6,195 |
| Available-for-sale securities (fair market value) | $3,573,000 | 7,883 |
| Total debt securities | $3,812,000 | 9,059 |
| 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 | $3,774,000 | 9,695 |
| U.S. Government securities | $3,757,000 | 9,202 |
| U.S. Treasury securities | $501,000 | 7,150 |
| U.S. Government agency obligations | $3,256,000 | 8,250 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $17,000 | 3,723 |
| 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 | $17,000 | 2,871 |
| 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 | $351,000 | 8,376 |
| Mortgage-backed securities | $175,000 | 7,662 |
| Certificates of participation in pools of residential mortgages | $47,000 | 7,589 |
| Issued or guaranteed by U.S. | $47,000 | 7,562 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $128,000 | 4,693 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 4,504 |
| 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) | $843,000 | 6,458 |
| Available-for-sale securities (fair market value) | $2,931,000 | 8,351 |
| Total debt securities | $3,774,000 | 9,590 |
| 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 | $3,893,000 | 10,218 |
| U.S. Government securities | $3,893,000 | 9,732 |
| U.S. Treasury securities | $599,000 | 7,868 |
| U.S. Government agency obligations | $3,294,000 | 8,614 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $102,000 | 9,114 |
| Mortgage-backed securities | $224,000 | 8,116 |
| Certificates of participation in pools of residential mortgages | $63,000 | 8,064 |
| Issued or guaranteed by U.S. | $63,000 | 8,042 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $161,000 | 5,115 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 4,909 |
| 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) | $1,175,000 | 6,865 |
| Available-for-sale securities (fair market value) | $2,718,000 | 8,715 |
| Total debt securities | $3,893,000 | 10,127 |
| 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 | $3,316,000 | 10,912 |
| U.S. Government securities | $3,316,000 | 10,418 |
| U.S. Treasury securities | $855,000 | 8,854 |
| U.S. Government agency obligations | $2,461,000 | 9,404 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $252,000 | 9,267 |
| Mortgage-backed securities | $345,000 | 8,308 |
| Certificates of participation in pools of residential mortgages | $135,000 | 8,101 |
| Issued or guaranteed by U.S. | $135,000 | 8,070 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $210,000 | 5,445 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 5,218 |
| 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) | $2,012,000 | 6,645 |
| Available-for-sale securities (fair market value) | $1,304,000 | 9,788 |
| Total debt securities | $3,316,000 | 10,799 |
| 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 | $3,188,000 | 11,622 |
| U.S. Government securities | $3,188,000 | 11,132 |
| U.S. Treasury securities | $1,289,000 | 9,201 |
| U.S. Government agency obligations | $1,899,000 | 10,051 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $251,000 | 9,725 |
| Mortgage-backed securities | $414,000 | 8,698 |
| Certificates of participation in pools of residential mortgages | $166,000 | 8,495 |
| Issued or guaranteed by U.S. | $166,000 | 8,467 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $248,000 | 5,780 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 5,524 |
| 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) | $2,223,000 | 9,862 |
| Available-for-sale securities (fair market value) | $965,000 | 9,720 |
| Total debt securities | $3,188,000 | 11,532 |
| 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 | $2,366,000 | 12,422 |
| U.S. Government securities | $2,366,000 | 12,004 |
| U.S. Treasury securities | $709,000 | 10,500 |
| U.S. Government agency obligations | $1,657,000 | 10,559 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $452,000 | 9,722 |
| Mortgage-backed securities | $502,000 | 9,234 |
| Certificates of participation in pools of residential mortgages | $254,000 | 8,807 |
| Issued or guaranteed by U.S. | $254,000 | 8,751 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $248,000 | 6,252 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 5,980 |
| 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 | $2,366,000 | 12,297 |
| 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 | $3,212,000 | 12,476 |
| U.S. Government securities | $3,212,000 | 11,954 |
| U.S. Treasury securities | $712,000 | 10,938 |
| U.S. Government agency obligations | $2,500,000 | 10,018 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $253,000 | 10,347 |
| Mortgage-backed securities | $843,000 | 9,184 |
| Certificates of participation in pools of residential mortgages | $442,000 | 8,747 |
| Issued or guaranteed by U.S. | $442,000 | 8,682 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $401,000 | 6,110 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 5,701 |
| 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 | $3,212,000 | 12,360 |
| 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 |