Home > The Walton State Bank > Securities
The Walton State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,485,000 | 4,327 |
| U.S. Government securities | $2,312,000 | 4,171 |
| U.S. Treasury securities | $922,000 | 2,588 |
| U.S. Government agency obligations | $1,390,000 | 4,024 |
| Securities issued by states & political subdivisions | $173,000 | 3,736 |
| 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 | $1,367,000 | 3,714 |
| Mortgage-backed securities | $828,000 | 3,529 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $771,000 | 3,277 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 2,606 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,485,000 | 1,347 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $2,485,000 | 4,300 |
| 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 | $2,670,000 | 4,356 |
| U.S. Government securities | $2,480,000 | 4,185 |
| U.S. Treasury securities | $1,102,000 | 2,539 |
| U.S. Government agency obligations | $1,378,000 | 4,043 |
| Securities issued by states & political subdivisions | $190,000 | 3,776 |
| 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 | $1,131,000 | 3,743 |
| Mortgage-backed securities | $826,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $768,000 | 3,290 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,607 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,670,000 | 1,353 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $2,671,000 | 4,330 |
| 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 | $3,004,000 | 4,374 |
| U.S. Government securities | $2,799,000 | 4,201 |
| U.S. Treasury securities | $1,195,000 | 2,543 |
| U.S. Government agency obligations | $1,604,000 | 4,047 |
| Securities issued by states & political subdivisions | $205,000 | 3,802 |
| 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 | $1,146,000 | 3,735 |
| Mortgage-backed securities | $1,004,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $935,000 | 3,268 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,596 |
| 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) | $3,004,000 | 1,329 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $3,005,000 | 4,348 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $3,044,000 | 4,440 |
| U.S. Government securities | $2,839,000 | 4,262 |
| U.S. Treasury securities | $1,195,000 | 2,621 |
| U.S. Government agency obligations | $1,644,000 | 4,065 |
| Securities issued by states & political subdivisions | $205,000 | 3,852 |
| 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 | $1,164,000 | 3,724 |
| Mortgage-backed securities | $1,043,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $971,000 | 3,303 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 2,634 |
| 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) | $3,044,000 | 1,366 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $3,042,000 | 4,413 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $3,073,000 | 4,469 |
| U.S. Government securities | $2,868,000 | 4,287 |
| U.S. Treasury securities | $1,194,000 | 2,661 |
| U.S. Government agency obligations | $1,674,000 | 4,083 |
| Securities issued by states & political subdivisions | $205,000 | 3,886 |
| 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 | $1,177,000 | 3,682 |
| Mortgage-backed securities | $1,073,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $998,000 | 3,323 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 2,653 |
| 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) | $3,073,000 | 1,387 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $3,074,000 | 4,444 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $3,116,000 | 4,504 |
| U.S. Government securities | $2,902,000 | 4,315 |
| U.S. Treasury securities | $1,194,000 | 2,684 |
| U.S. Government agency obligations | $1,708,000 | 4,104 |
| Securities issued by states & political subdivisions | $214,000 | 3,934 |
| 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 | $1,193,000 | 3,687 |
| Mortgage-backed securities | $1,107,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,028,000 | 3,334 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 2,668 |
| 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) | $3,116,000 | 1,361 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $3,118,000 | 4,479 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $3,172,000 | 4,525 |
| U.S. Government securities | $2,950,000 | 4,327 |
| U.S. Treasury securities | $1,194,000 | 2,647 |
| U.S. Government agency obligations | $1,756,000 | 4,127 |
| Securities issued by states & political subdivisions | $222,000 | 3,970 |
| 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 | $964,000 | 3,771 |
| Mortgage-backed securities | $1,155,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 3,443 |
| Issued or guaranteed by U.S. | $1,067,000 | 3,350 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $88,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 2,688 |
| 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) | $3,172,000 | 1,286 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $3,179,000 | 4,510 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $2,984,000 | 4,504 |
| U.S. Government securities | $2,762,000 | 4,279 |
| U.S. Treasury securities | $1,194,000 | 2,403 |
| U.S. Government agency obligations | $1,568,000 | 4,146 |
| Securities issued by states & political subdivisions | $222,000 | 3,990 |
| 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 | $994,000 | 3,790 |
| Mortgage-backed securities | $1,216,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $1,116,000 | 3,451 |
| Issued or guaranteed by U.S. | $1,116,000 | 3,355 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $100,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 2,671 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,984,000 | 1,205 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $2,984,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $3,059,000 | 4,496 |
| U.S. Government securities | $2,837,000 | 4,204 |
| U.S. Treasury securities | $1,194,000 | 1,920 |
| U.S. Government agency obligations | $1,643,000 | 4,135 |
| Securities issued by states & political subdivisions | $222,000 | 4,016 |
| 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 | $1,028,000 | 3,797 |
| Mortgage-backed securities | $1,291,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 3,441 |
| Issued or guaranteed by U.S. | $1,177,000 | 3,337 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $114,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 2,662 |
| 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) | $3,059,000 | 1,088 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $3,062,000 | 4,477 |
| 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 | $1,458,000 | 4,649 |
| U.S. Government securities | $1,143,000 | 4,402 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,143,000 | 4,251 |
| Securities issued by states & political subdivisions | $315,000 | 4,042 |
| 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 | $719,000 | 3,908 |
| Mortgage-backed securities | $1,143,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 3,520 |
| Issued or guaranteed by U.S. | $1,012,000 | 3,429 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $131,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,687 |
| 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) | $1,458,000 | 1,263 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $1,459,000 | 4,625 |
| 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 | $1,481,000 | 4,672 |
| U.S. Government securities | $1,096,000 | 4,438 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,096,000 | 4,292 |
| Securities issued by states & political subdivisions | $385,000 | 4,041 |
| 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 | $771,000 | 3,925 |
| Mortgage-backed securities | $996,000 | 3,780 |
| Certificates of participation in pools of residential mortgages | $846,000 | 3,594 |
| Issued or guaranteed by U.S. | $846,000 | 3,500 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $150,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,663 |
| 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) | $1,481,000 | 1,248 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $1,481,000 | 4,650 |
| 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 | $1,610,000 | 4,661 |
| U.S. Government securities | $1,225,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,225,000 | 4,256 |
| Securities issued by states & political subdivisions | $385,000 | 4,056 |
| 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 | $822,000 | 3,930 |
| Mortgage-backed securities | $1,125,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $949,000 | 3,567 |
| Issued or guaranteed by U.S. | $949,000 | 3,475 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $176,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 2,634 |
| 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) | $1,610,000 | 1,197 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $1,611,000 | 4,637 |
| 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 | $1,753,000 | 4,642 |
| U.S. Government securities | $1,368,000 | 4,324 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,368,000 | 4,195 |
| Securities issued by states & political subdivisions | $385,000 | 4,073 |
| 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 | $776,000 | 3,951 |
| Mortgage-backed securities | $1,268,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 3,499 |
| Issued or guaranteed by U.S. | $1,057,000 | 3,413 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $211,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 2,620 |
| 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) | $1,753,000 | 1,164 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $1,753,000 | 4,619 |
| 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 | $2,117,000 | 4,631 |
| U.S. Government securities | $1,644,000 | 4,300 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,644,000 | 4,167 |
| Securities issued by states & political subdivisions | $473,000 | 4,031 |
| 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 | $781,000 | 3,973 |
| Mortgage-backed securities | $1,444,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $1,180,000 | 3,447 |
| Issued or guaranteed by U.S. | $1,180,000 | 3,354 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $264,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 2,597 |
| 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) | $2,117,000 | 1,115 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $2,117,000 | 4,609 |
| 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 | $2,498,000 | 4,620 |
| U.S. Government securities | $2,025,000 | 4,276 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,025,000 | 4,136 |
| Securities issued by states & political subdivisions | $473,000 | 4,039 |
| 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 | $538,000 | 4,077 |
| Mortgage-backed securities | $1,625,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 3,423 |
| Issued or guaranteed by U.S. | $1,310,000 | 3,326 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $315,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,592 |
| 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) | $2,498,000 | 1,073 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $2,498,000 | 4,595 |
| 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 | $2,649,000 | 4,645 |
| U.S. Government securities | $2,160,000 | 4,303 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,160,000 | 4,159 |
| Securities issued by states & political subdivisions | $489,000 | 4,041 |
| 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 | $886,000 | 4,018 |
| Mortgage-backed securities | $1,760,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $1,402,000 | 3,412 |
| Issued or guaranteed by U.S. | $1,402,000 | 3,304 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $358,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 2,580 |
| 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) | $2,649,000 | 1,071 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $2,649,000 | 4,622 |
| 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 | $2,737,000 | 4,700 |
| U.S. Government securities | $2,248,000 | 4,386 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,248,000 | 4,228 |
| Securities issued by states & political subdivisions | $489,000 | 4,058 |
| 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 | $919,000 | 4,080 |
| Mortgage-backed securities | $1,848,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $1,462,000 | 3,380 |
| Issued or guaranteed by U.S. | $1,462,000 | 3,282 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $386,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 2,581 |
| 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) | $2,737,000 | 1,104 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $2,737,000 | 4,678 |
| 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 | $2,788,000 | 4,780 |
| U.S. Government securities | $2,199,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,199,000 | 4,319 |
| Securities issued by states & political subdivisions | $589,000 | 4,058 |
| 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 | $895,000 | 4,158 |
| Mortgage-backed securities | $1,799,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $1,384,000 | 3,414 |
| Issued or guaranteed by U.S. | $1,384,000 | 3,319 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $415,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,584 |
| 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) | $2,788,000 | 1,158 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $2,789,000 | 4,757 |
| Structured notes | ||
| Amortized cost | $200,000 | 823 |
| Fair value | $200,000 | 822 |
| 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 | $2,471,000 | 4,870 |
| U.S. Government securities | $1,882,000 | 4,598 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,882,000 | 4,445 |
| Securities issued by states & political subdivisions | $589,000 | 4,116 |
| 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 | $933,000 | 4,200 |
| Mortgage-backed securities | $1,682,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 3,468 |
| Issued or guaranteed by U.S. | $1,241,000 | 3,386 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $441,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,571 |
| 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) | $2,471,000 | 1,230 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $2,471,000 | 4,847 |
| Structured notes | ||
| Amortized cost | $100,000 | 910 |
| Fair value | $100,000 | 910 |
| 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 | $2,551,000 | 4,917 |
| U.S. Government securities | $1,962,000 | 4,640 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,962,000 | 4,491 |
| Securities issued by states & political subdivisions | $589,000 | 4,177 |
| 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 | $967,000 | 4,233 |
| Mortgage-backed securities | $1,762,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 3,473 |
| Issued or guaranteed by U.S. | $1,297,000 | 3,388 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $465,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 2,575 |
| 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) | $2,551,000 | 1,241 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $2,551,000 | 4,894 |
| Structured notes | ||
| Amortized cost | $200,000 | 905 |
| Fair value | $200,000 | 906 |
| 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 | $2,317,000 | 4,981 |
| U.S. Government securities | $1,663,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,663,000 | 4,579 |
| Securities issued by states & political subdivisions | $654,000 | 4,197 |
| 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 | $1,003,000 | 4,231 |
| Mortgage-backed securities | $1,163,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $679,000 | 3,759 |
| Issued or guaranteed by U.S. | $679,000 | 3,691 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $484,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 2,575 |
| 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) | $2,317,000 | 1,307 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $2,317,000 | 4,956 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $500,000 | 772 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $2,355,000 | 5,046 |
| U.S. Government securities | $1,623,000 | 4,804 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,623,000 | 4,658 |
| Securities issued by states & political subdivisions | $732,000 | 4,220 |
| 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 | $1,180,000 | 4,246 |
| Mortgage-backed securities | $1,223,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $717,000 | 3,790 |
| Issued or guaranteed by U.S. | $717,000 | 3,765 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $506,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,557 |
| 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) | $2,355,000 | 1,330 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $2,355,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $400,000 | 832 |
| Fair value | $398,000 | 834 |
| 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 | $2,120,000 | 5,125 |
| U.S. Government securities | $1,388,000 | 4,881 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,388,000 | 4,733 |
| Securities issued by states & political subdivisions | $732,000 | 4,270 |
| 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 | $1,165,000 | 4,298 |
| Mortgage-backed securities | $1,188,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $755,000 | 3,827 |
| Issued or guaranteed by U.S. | $755,000 | 3,659 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $433,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,615 |
| 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) | $2,120,000 | 1,374 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $2,111,000 | 5,104 |
| 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 | $1,985,000 | 5,205 |
| U.S. Government securities | $1,253,000 | 4,988 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,253,000 | 4,858 |
| Securities issued by states & political subdivisions | $732,000 | 4,313 |
| 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 | $1,074,000 | 4,382 |
| Mortgage-backed securities | $1,253,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $796,000 | 3,861 |
| Issued or guaranteed by U.S. | $796,000 | 3,854 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $457,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,592 |
| 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) | $1,985,000 | 1,419 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $1,985,000 | 5,184 |
| 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 | $2,053,000 | 5,257 |
| U.S. Government securities | $1,313,000 | 5,020 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,313,000 | 4,899 |
| Securities issued by states & political subdivisions | $740,000 | 4,370 |
| 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 | $1,109,000 | 4,443 |
| Mortgage-backed securities | $1,313,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $834,000 | 3,889 |
| Issued or guaranteed by U.S. | $834,000 | 3,883 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $479,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 2,571 |
| 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) | $2,053,000 | 1,443 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $2,052,000 | 5,238 |
| 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 | $2,187,000 | 5,307 |
| U.S. Government securities | $1,382,000 | 5,067 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,382,000 | 4,948 |
| Securities issued by states & political subdivisions | $805,000 | 4,403 |
| 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 | $1,214,000 | 4,479 |
| Mortgage-backed securities | $1,382,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $875,000 | 3,917 |
| Issued or guaranteed by U.S. | $875,000 | 3,911 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $507,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 2,572 |
| 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) | $2,187,000 | 1,476 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $2,187,000 | 5,284 |
| 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 | $2,394,000 | 5,334 |
| U.S. Government securities | $1,482,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,482,000 | 4,978 |
| Securities issued by states & political subdivisions | $912,000 | 4,414 |
| 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 | $1,358,000 | 4,474 |
| Mortgage-backed securities | $1,482,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $946,000 | 3,926 |
| Issued or guaranteed by U.S. | $946,000 | 3,919 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $536,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 2,578 |
| 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) | $2,394,000 | 1,479 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $2,394,000 | 5,311 |
| 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 | $2,471,000 | 5,400 |
| U.S. Government securities | $1,558,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,558,000 | 5,027 |
| Securities issued by states & political subdivisions | $913,000 | 4,472 |
| 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 | $1,402,000 | 4,515 |
| Mortgage-backed securities | $1,558,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $997,000 | 3,972 |
| Issued or guaranteed by U.S. | $997,000 | 3,967 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $561,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 2,611 |
| 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) | $2,471,000 | 1,495 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $2,471,000 | 5,375 |
| 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 | $2,548,000 | 5,430 |
| U.S. Government securities | $1,635,000 | 5,174 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,635,000 | 5,051 |
| Securities issued by states & political subdivisions | $913,000 | 4,515 |
| 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 | $1,426,000 | 4,568 |
| Mortgage-backed securities | $1,635,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 3,975 |
| Issued or guaranteed by U.S. | $1,044,000 | 3,967 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $591,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,595 |
| 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) | $2,548,000 | 1,494 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $2,551,000 | 5,403 |
| 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 | $2,510,000 | 5,493 |
| U.S. Government securities | $1,756,000 | 5,199 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,756,000 | 5,082 |
| Securities issued by states & political subdivisions | $754,000 | 4,583 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,503,000 | 4,605 |
| Mortgage-backed securities | $1,756,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $1,126,000 | 3,983 |
| Issued or guaranteed by U.S. | $1,126,000 | 3,979 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $630,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,608 |
| 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) | $2,510,000 | 1,503 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $2,510,000 | 5,468 |
| 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 | $3,439,000 | 5,479 |
| U.S. Government securities | $2,833,000 | 5,067 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,833,000 | 4,954 |
| Securities issued by states & political subdivisions | $606,000 | 4,681 |
| 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 | $2,547,000 | 4,387 |
| Mortgage-backed securities | $1,583,000 | 4,189 |
| Certificates of participation in pools of residential mortgages | $817,000 | 4,165 |
| Issued or guaranteed by U.S. | $817,000 | 4,160 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $766,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $766,000 | 2,564 |
| 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) | $3,439,000 | 1,433 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $3,439,000 | 5,453 |
| Structured notes | ||
| Amortized cost | $150,000 | 1,208 |
| Fair value | $150,000 | 1,209 |
| 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 | $3,818,000 | 5,501 |
| U.S. Government securities | $3,211,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,211,000 | 4,982 |
| Securities issued by states & political subdivisions | $607,000 | 4,726 |
| 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 | $2,510,000 | 4,442 |
| Mortgage-backed securities | $863,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $564,000 | 4,316 |
| Issued or guaranteed by U.S. | $564,000 | 4,311 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $299,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 2,843 |
| 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) | $3,818,000 | 1,431 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $3,818,000 | 5,478 |
| Structured notes | ||
| Amortized cost | $849,000 | 1,032 |
| Fair value | $847,000 | 1,031 |
| 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 | $4,543,000 | 5,482 |
| U.S. Government securities | $3,935,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,935,000 | 4,924 |
| Securities issued by states & political subdivisions | $608,000 | 4,757 |
| 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 | $2,535,000 | 4,476 |
| Mortgage-backed securities | $936,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $596,000 | 4,329 |
| Issued or guaranteed by U.S. | $596,000 | 4,326 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $340,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,850 |
| 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) | $4,543,000 | 1,386 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $4,543,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $1,148,000 | 958 |
| Fair value | $1,134,000 | 958 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $4,541,000 | 5,569 |
| U.S. Government securities | $3,996,000 | 5,117 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,996,000 | 5,008 |
| Securities issued by states & political subdivisions | $545,000 | 4,839 |
| 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 | $2,569,000 | 4,540 |
| Mortgage-backed securities | $997,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $628,000 | 4,372 |
| Issued or guaranteed by U.S. | $628,000 | 4,366 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $369,000 | 2,981 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,887 |
| 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) | $4,541,000 | 1,396 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $4,541,000 | 5,548 |
| Structured notes | ||
| Amortized cost | $1,148,000 | 1,099 |
| Fair value | $1,133,000 | 1,101 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $4,499,000 | 5,658 |
| U.S. Government securities | $4,056,000 | 5,213 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,056,000 | 5,098 |
| Securities issued by states & political subdivisions | $443,000 | 4,928 |
| 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 | $2,597,000 | 4,578 |
| Mortgage-backed securities | $1,058,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $662,000 | 4,437 |
| Issued or guaranteed by U.S. | $662,000 | 4,433 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $396,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 2,915 |
| 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) | $4,499,000 | 1,420 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $4,499,000 | 5,634 |
| Structured notes | ||
| Amortized cost | $1,148,000 | 1,229 |
| Fair value | $1,113,000 | 1,232 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $4,225,000 | 5,747 |
| U.S. Government securities | $4,119,000 | 5,267 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,119,000 | 5,160 |
| Securities issued by states & political subdivisions | $106,000 | 5,142 |
| 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 | $2,629,000 | 4,642 |
| Mortgage-backed securities | $1,121,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $697,000 | 4,470 |
| Issued or guaranteed by U.S. | $697,000 | 4,465 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $424,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $424,000 | 2,931 |
| 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) | $4,225,000 | 1,452 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $4,225,000 | 5,720 |
| Structured notes | ||
| Amortized cost | $1,148,000 | 1,312 |
| Fair value | $1,137,000 | 1,314 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $4,437,000 | 5,821 |
| U.S. Government securities | $4,331,000 | 5,328 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,331,000 | 5,214 |
| Securities issued by states & political subdivisions | $106,000 | 5,221 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,662,000 | 4,697 |
| Mortgage-backed securities | $1,183,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $721,000 | 4,531 |
| Issued or guaranteed by U.S. | $721,000 | 4,524 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $462,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,968 |
| 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) | $4,437,000 | 1,455 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $4,437,000 | 5,799 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 1,354 |
| Fair value | $1,265,000 | 1,359 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $4,502,000 | 5,893 |
| U.S. Government securities | $4,389,000 | 5,405 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,389,000 | 5,292 |
| Securities issued by states & political subdivisions | $113,000 | 5,279 |
| 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 | $2,691,000 | 4,757 |
| Mortgage-backed securities | $1,241,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $749,000 | 4,607 |
| Issued or guaranteed by U.S. | $749,000 | 4,603 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $492,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $492,000 | 2,977 |
| 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) | $4,502,000 | 1,457 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $4,503,000 | 5,870 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 1,456 |
| Fair value | $1,239,000 | 1,465 |
| 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 | $4,587,000 | 5,957 |
| U.S. Government securities | $4,474,000 | 5,465 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,474,000 | 5,355 |
| Securities issued by states & political subdivisions | $113,000 | 5,338 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,748,000 | 4,781 |
| Mortgage-backed securities | $1,326,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $777,000 | 4,639 |
| Issued or guaranteed by U.S. | $777,000 | 4,635 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $549,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 2,988 |
| 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) | $4,587,000 | 1,473 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $4,587,000 | 5,933 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 1,493 |
| Fair value | $1,219,000 | 1,515 |
| 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 | $4,648,000 | 5,993 |
| U.S. Government securities | $4,535,000 | 5,496 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,535,000 | 5,401 |
| Securities issued by states & political subdivisions | $113,000 | 5,384 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,675,000 | 4,836 |
| Mortgage-backed securities | $1,387,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $806,000 | 4,674 |
| Issued or guaranteed by U.S. | $806,000 | 4,669 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $581,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 3,000 |
| 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) | $4,648,000 | 1,469 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $4,648,000 | 5,967 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 1,499 |
| Fair value | $1,187,000 | 1,520 |
| 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 | $4,706,000 | 6,042 |
| U.S. Government securities | $4,593,000 | 5,518 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,593,000 | 5,418 |
| Securities issued by states & political subdivisions | $113,000 | 5,443 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,700,000 | 4,852 |
| Mortgage-backed securities | $1,445,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $847,000 | 4,677 |
| Issued or guaranteed by U.S. | $847,000 | 4,672 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $598,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 2,976 |
| 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) | $4,706,000 | 1,449 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $4,706,000 | 6,017 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 1,489 |
| Fair value | $1,172,000 | 1,512 |
| 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 | $4,783,000 | 6,100 |
| U.S. Government securities | $4,663,000 | 5,553 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,663,000 | 5,448 |
| Securities issued by states & political subdivisions | $120,000 | 5,470 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,227,000 | 5,019 |
| Mortgage-backed securities | $1,515,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $887,000 | 4,695 |
| Issued or guaranteed by U.S. | $887,000 | 4,691 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $628,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,984 |
| 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) | $4,783,000 | 1,421 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $4,784,000 | 6,069 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 1,477 |
| Fair value | $1,187,000 | 1,501 |
| 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 | $4,881,000 | 6,101 |
| U.S. Government securities | $4,761,000 | 5,547 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,761,000 | 5,435 |
| Securities issued by states & political subdivisions | $120,000 | 5,470 |
| 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 | $2,267,000 | 5,019 |
| Mortgage-backed securities | $1,613,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $951,000 | 4,651 |
| Issued or guaranteed by U.S. | $951,000 | 4,647 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $662,000 | 3,115 |
| CMOs issued by government agencies or sponsored agencies | $662,000 | 2,990 |
| 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) | $4,881,000 | 1,348 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $4,881,000 | 6,074 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 1,464 |
| Fair value | $1,242,000 | 1,476 |
| 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 | $4,694,000 | 6,165 |
| U.S. Government securities | $4,574,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,574,000 | 5,502 |
| Securities issued by states & political subdivisions | $120,000 | 5,505 |
| 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 | $2,320,000 | 5,075 |
| Mortgage-backed securities | $1,426,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 4,666 |
| Issued or guaranteed by U.S. | $1,027,000 | 4,664 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $399,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 3,172 |
| 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) | $4,694,000 | 1,340 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $4,694,000 | 6,135 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 1,489 |
| Fair value | $1,301,000 | 1,485 |
| 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 | $4,298,000 | 6,264 |
| U.S. Government securities | $4,178,000 | 5,727 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,178,000 | 5,613 |
| Securities issued by states & political subdivisions | $120,000 | 5,547 |
| 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 | $2,163,000 | 5,139 |
| Mortgage-backed securities | $1,528,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 4,673 |
| Issued or guaranteed by U.S. | $1,098,000 | 4,672 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $430,000 | 3,334 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 3,193 |
| 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) | $4,298,000 | 1,395 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $4,298,000 | 6,236 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,505 |
| Fair value | $1,405,000 | 1,507 |
| 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 | $4,147,000 | 6,374 |
| U.S. Government securities | $4,027,000 | 5,861 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,027,000 | 5,762 |
| Securities issued by states & political subdivisions | $120,000 | 5,593 |
| 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 | $2,405,000 | 5,118 |
| Mortgage-backed securities | $1,377,000 | 5,035 |
| Certificates of participation in pools of residential mortgages | $920,000 | 4,865 |
| Issued or guaranteed by U.S. | $920,000 | 4,862 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $457,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 3,249 |
| 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) | $4,147,000 | 1,415 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $4,148,000 | 6,344 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,626 |
| Fair value | $1,403,000 | 1,627 |
| 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 | $3,530,000 | 6,507 |
| U.S. Government securities | $3,454,000 | 6,068 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,454,000 | 5,967 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $76,000 | 2,773 |
| Privately issued residential mortgage-backed securities | $76,000 | 1,050 |
| 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 | $2,418,000 | 5,171 |
| Mortgage-backed securities | $1,560,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $999,000 | 4,851 |
| Issued or guaranteed by U.S. | $999,000 | 4,848 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $561,000 | 3,354 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 3,239 |
| Privately issued | $76,000 | 1,009 |
| 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) | $3,530,000 | 1,473 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $3,530,000 | 6,477 |
| Structured notes | ||
| Amortized cost | $1,370,000 | 1,827 |
| Fair value | $1,378,000 | 1,829 |
| 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 | $3,881,000 | 6,536 |
| U.S. Government securities | $3,797,000 | 6,100 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,797,000 | 5,999 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $84,000 | 2,761 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,077 |
| 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 | $2,110,000 | 5,302 |
| Mortgage-backed securities | $1,661,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 4,831 |
| Issued or guaranteed by U.S. | $1,062,000 | 4,829 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $599,000 | 3,358 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 3,235 |
| Privately issued | $84,000 | 1,037 |
| 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) | $3,881,000 | 1,448 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $3,880,000 | 6,505 |
| Structured notes | ||
| Amortized cost | $2,220,000 | 1,632 |
| Fair value | $2,190,000 | 1,633 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,655,000 | 6,586 |
| U.S. Government securities | $3,563,000 | 6,148 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,563,000 | 6,042 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $92,000 | 2,758 |
| Privately issued residential mortgage-backed securities | $92,000 | 1,160 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,971,000 | 5,142 |
| Mortgage-backed securities | $1,357,000 | 5,087 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 4,758 |
| Issued or guaranteed by U.S. | $1,124,000 | 4,751 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $233,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,353 |
| Privately issued | $92,000 | 1,100 |
| 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) | $3,655,000 | 1,519 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $3,655,000 | 6,554 |
| Structured notes | ||
| Amortized cost | $2,298,000 | 1,590 |
| Fair value | $2,304,000 | 1,589 |
| 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 | $3,991,000 | 6,605 |
| U.S. Government securities | $3,890,000 | 6,131 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,890,000 | 6,019 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $101,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $101,000 | 1,172 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,092,000 | 5,454 |
| Mortgage-backed securities | $1,471,000 | 5,058 |
| Certificates of participation in pools of residential mortgages | $1,214,000 | 4,709 |
| Issued or guaranteed by U.S. | $1,214,000 | 4,699 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $257,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,343 |
| Privately issued | $101,000 | 1,109 |
| 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) | $3,991,000 | 1,491 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $3,991,000 | 6,570 |
| Structured notes | ||
| Amortized cost | $2,520,000 | 1,558 |
| Fair value | $2,531,000 | 1,563 |
| 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 | $3,729,000 | 6,733 |
| U.S. Government securities | $3,622,000 | 6,308 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,622,000 | 6,191 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $107,000 | 2,654 |
| Privately issued residential mortgage-backed securities | $107,000 | 1,192 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,263,000 | 5,423 |
| Mortgage-backed securities | $1,559,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,281,000 | 4,669 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $278,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 3,315 |
| Privately issued | $107,000 | 1,136 |
| 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) | $3,729,000 | 1,544 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $3,730,000 | 6,698 |
| Structured notes | ||
| Amortized cost | $2,170,000 | 1,901 |
| Fair value | $2,156,000 | 1,903 |
| 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 | $3,561,000 | 6,796 |
| U.S. Government securities | $3,447,000 | 6,378 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,447,000 | 6,254 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $114,000 | 2,702 |
| Privately issued residential mortgage-backed securities | $114,000 | 1,214 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,000 | 5,568 |
| Mortgage-backed securities | $1,441,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $1,133,000 | 4,709 |
| Issued or guaranteed by U.S. | $1,133,000 | 4,702 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $308,000 | 3,434 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 3,254 |
| Privately issued | $114,000 | 1,158 |
| 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) | $3,561,000 | 1,586 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $3,561,000 | 6,759 |
| Structured notes | ||
| Amortized cost | $2,120,000 | 1,949 |
| Fair value | $2,078,000 | 1,958 |
| 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 | $3,242,000 | 6,839 |
| U.S. Government securities | $3,119,000 | 6,351 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,119,000 | 6,227 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $123,000 | 2,845 |
| Privately issued residential mortgage-backed securities | $123,000 | 1,267 |
| 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 | $931,000 | 5,674 |
| Mortgage-backed securities | $1,542,000 | 4,941 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 4,602 |
| Issued or guaranteed by U.S. | $1,197,000 | 4,595 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $345,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 3,210 |
| Privately issued | $123,000 | 1,208 |
| 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) | $3,242,000 | 1,645 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $3,242,000 | 6,802 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 2,047 |
| Fair value | $1,649,000 | 2,062 |
| 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 | $3,490,000 | 6,842 |
| U.S. Government securities | $3,350,000 | 6,331 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,350,000 | 6,212 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $140,000 | 2,914 |
| Privately issued residential mortgage-backed securities | $140,000 | 1,331 |
| 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 | $966,000 | 5,756 |
| Mortgage-backed securities | $1,690,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $1,285,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,285,000 | 4,552 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $405,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 3,153 |
| Privately issued | $140,000 | 1,271 |
| 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) | $3,490,000 | 1,649 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $3,489,000 | 6,809 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,284 |
| Fair value | $1,256,000 | 2,292 |
| 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 | $3,071,000 | 7,012 |
| U.S. Government securities | $2,921,000 | 6,587 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,921,000 | 6,463 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $150,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $150,000 | 1,357 |
| 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 | $973,000 | 5,807 |
| Mortgage-backed securities | $1,621,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $1,162,000 | 4,657 |
| Issued or guaranteed by U.S. | $1,162,000 | 4,649 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $459,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 3,031 |
| Privately issued | $150,000 | 1,298 |
| 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) | $3,071,000 | 1,771 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $3,071,000 | 6,972 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,690 |
| Fair value | $904,000 | 2,691 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,983,000 | 7,096 |
| U.S. Government securities | $2,823,000 | 6,726 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,823,000 | 6,617 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $160,000 | 2,950 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,392 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,065,000 | 5,786 |
| Mortgage-backed securities | $1,825,000 | 4,982 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 4,735 |
| Issued or guaranteed by U.S. | $1,305,000 | 4,724 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $520,000 | 3,166 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 2,958 |
| Privately issued | $160,000 | 1,335 |
| 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) | $2,983,000 | 1,814 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $2,982,000 | 7,055 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,838 |
| Fair value | $453,000 | 2,833 |
| 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 | $3,031,000 | 7,105 |
| U.S. Government securities | $2,861,000 | 6,708 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,861,000 | 6,609 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $170,000 | 3,004 |
| Privately issued residential mortgage-backed securities | $170,000 | 1,424 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,120,000 | 5,833 |
| Mortgage-backed securities | $2,023,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $1,440,000 | 4,753 |
| Issued or guaranteed by U.S. | $1,440,000 | 4,745 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $583,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 2,918 |
| Privately issued | $170,000 | 1,357 |
| 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) | $3,031,000 | 1,828 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $3,031,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,633 |
| Fair value | $296,000 | 2,647 |
| 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 | $3,019,000 | 7,181 |
| U.S. Government securities | $2,845,000 | 6,762 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,845,000 | 6,666 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $174,000 | 3,098 |
| Privately issued residential mortgage-backed securities | $174,000 | 1,469 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,069,000 | 5,869 |
| Mortgage-backed securities | $2,061,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $1,426,000 | 4,854 |
| Issued or guaranteed by U.S. | $1,426,000 | 4,841 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $635,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,888 |
| Privately issued | $174,000 | 1,401 |
| 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) | $3,019,000 | 1,903 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $3,018,000 | 7,145 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,376 |
| Fair value | $200,000 | 2,379 |
| 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 | $3,022,000 | 7,215 |
| U.S. Government securities | $2,842,000 | 6,805 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,842,000 | 6,709 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $180,000 | 3,181 |
| Privately issued residential mortgage-backed securities | $180,000 | 1,486 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,107,000 | 5,879 |
| Mortgage-backed securities | $2,238,000 | 5,050 |
| Certificates of participation in pools of residential mortgages | $1,536,000 | 4,869 |
| Issued or guaranteed by U.S. | $1,536,000 | 4,855 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $702,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,815 |
| Privately issued | $180,000 | 1,417 |
| 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) | $3,022,000 | 1,905 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $3,023,000 | 7,169 |
| 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 | $2,930,000 | 7,306 |
| U.S. Government securities | $2,930,000 | 6,887 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,930,000 | 6,799 |
| 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 | $1,278,000 | 5,862 |
| Mortgage-backed securities | $1,703,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 5,081 |
| Issued or guaranteed by U.S. | $1,201,000 | 5,064 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $502,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,874 |
| 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) | $2,930,000 | 1,963 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $2,930,000 | 7,261 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,517 |
| Fair value | $301,000 | 1,514 |
| 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 | $2,979,000 | 7,377 |
| U.S. Government securities | $2,979,000 | 6,985 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,979,000 | 6,895 |
| 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 | $1,156,000 | 5,958 |
| Mortgage-backed securities | $1,152,000 | 5,529 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,428 |
| Issued or guaranteed by U.S. | $601,000 | 5,411 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $551,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $551,000 | 2,807 |
| 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) | $2,979,000 | 1,964 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $2,978,000 | 7,336 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,486 |
| Fair value | $403,000 | 1,485 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,455,000 | 7,520 |
| U.S. Government securities | $2,455,000 | 7,179 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,455,000 | 7,078 |
| 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 | $1,256,000 | 5,942 |
| Mortgage-backed securities | $266,000 | 6,022 |
| Certificates of participation in pools of residential mortgages | $266,000 | 5,690 |
| Issued or guaranteed by U.S. | $266,000 | 5,672 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,455,000 | 2,095 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $2,455,000 | 7,477 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $497,000 | 1,390 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,346,000 | 7,592 |
| U.S. Government securities | $2,346,000 | 7,246 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,346,000 | 7,159 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,257,000 | 5,956 |
| Mortgage-backed securities | $282,000 | 6,029 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,689 |
| Issued or guaranteed by U.S. | $282,000 | 5,664 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,346,000 | 2,117 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $2,345,000 | 7,536 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $493,000 | 1,455 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,383,000 | 7,612 |
| U.S. Government securities | $2,383,000 | 7,259 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,383,000 | 7,159 |
| 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 | $1,132,000 | 6,024 |
| Mortgage-backed securities | $294,000 | 6,016 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,665 |
| Issued or guaranteed by U.S. | $294,000 | 5,635 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,383,000 | 2,146 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $2,385,000 | 7,558 |
| Structured notes | ||
| Amortized cost | $349,000 | 1,716 |
| Fair value | $351,000 | 1,713 |
| 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 | $2,230,000 | 7,718 |
| U.S. Government securities | $2,230,000 | 7,431 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,230,000 | 7,318 |
| 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 | $1,232,000 | 6,048 |
| Mortgage-backed securities | $312,000 | 5,894 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,525 |
| Issued or guaranteed by U.S. | $312,000 | 5,503 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,230,000 | 2,248 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $2,230,000 | 7,674 |
| Structured notes | ||
| Amortized cost | $523,000 | 1,939 |
| Fair value | $525,000 | 1,936 |
| 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 | $1,910,000 | 7,853 |
| U.S. Government securities | $1,910,000 | 7,602 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,910,000 | 7,492 |
| 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 | $882,000 | 6,271 |
| Mortgage-backed securities | $332,000 | 5,826 |
| Certificates of participation in pools of residential mortgages | $332,000 | 5,432 |
| Issued or guaranteed by U.S. | $332,000 | 5,410 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,910,000 | 2,389 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $1,911,000 | 7,806 |
| Structured notes | ||
| Amortized cost | $424,000 | 2,395 |
| Fair value | $422,000 | 2,396 |
| 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 | $1,794,000 | 7,927 |
| U.S. Government securities | $1,794,000 | 7,673 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,794,000 | 7,559 |
| 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 | $882,000 | 6,318 |
| Mortgage-backed securities | $215,000 | 5,978 |
| Certificates of participation in pools of residential mortgages | $215,000 | 5,632 |
| Issued or guaranteed by U.S. | $215,000 | 5,611 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,794,000 | 2,441 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $1,795,000 | 7,877 |
| Structured notes | ||
| Amortized cost | $349,000 | 2,519 |
| Fair value | $342,000 | 2,523 |
| 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 | $1,662,000 | 7,991 |
| U.S. Government securities | $1,662,000 | 7,750 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,662,000 | 7,632 |
| 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 | $782,000 | 6,375 |
| Mortgage-backed securities | $233,000 | 5,960 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,615 |
| Issued or guaranteed by U.S. | $233,000 | 5,591 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,662,000 | 2,522 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $1,663,000 | 7,943 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,706 |
| Fair value | $196,000 | 2,745 |
| 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 | $1,650,000 | 8,049 |
| U.S. Government securities | $1,650,000 | 7,804 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,650,000 | 7,685 |
| 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 | $782,000 | 6,403 |
| Mortgage-backed securities | $271,000 | 5,917 |
| Certificates of participation in pools of residential mortgages | $271,000 | 5,551 |
| Issued or guaranteed by U.S. | $271,000 | 5,529 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,650,000 | 2,594 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $1,650,000 | 8,001 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,801 |
| Fair value | $195,000 | 2,843 |
| 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 | $1,588,000 | 8,132 |
| U.S. Government securities | $1,588,000 | 7,898 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,588,000 | 7,775 |
| 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 | $782,000 | 6,474 |
| Mortgage-backed securities | $309,000 | 5,895 |
| Certificates of participation in pools of residential mortgages | $309,000 | 5,522 |
| Issued or guaranteed by U.S. | $309,000 | 5,495 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,588,000 | 2,673 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $1,588,000 | 8,086 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,921 |
| Fair value | $194,000 | 2,967 |
| 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 | $1,609,000 | 8,183 |
| U.S. Government securities | $1,609,000 | 7,949 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,609,000 | 7,817 |
| 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 | $782,000 | 6,515 |
| Mortgage-backed securities | $330,000 | 5,902 |
| Certificates of participation in pools of residential mortgages | $330,000 | 5,528 |
| Issued or guaranteed by U.S. | $330,000 | 5,503 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,609,000 | 2,693 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $1,608,000 | 8,140 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,984 |
| Fair value | $189,000 | 3,029 |
| 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 | $1,631,000 | 8,223 |
| U.S. Government securities | $1,631,000 | 7,988 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,631,000 | 7,861 |
| 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 | $782,000 | 6,540 |
| Mortgage-backed securities | $352,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $352,000 | 5,523 |
| Issued or guaranteed by U.S. | $352,000 | 5,500 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,631,000 | 2,731 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $1,632,000 | 8,183 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,978 |
| Fair value | $192,000 | 3,021 |
| 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 | $1,651,000 | 8,269 |
| U.S. Government securities | $1,651,000 | 8,027 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,651,000 | 7,899 |
| 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 | $782,000 | 6,565 |
| Mortgage-backed securities | $372,000 | 5,955 |
| Certificates of participation in pools of residential mortgages | $372,000 | 5,537 |
| Issued or guaranteed by U.S. | $372,000 | 5,512 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,651,000 | 2,780 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $1,651,000 | 8,222 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,968 |
| Fair value | $194,000 | 3,006 |
| 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 | $1,683,000 | 8,290 |
| U.S. Government securities | $1,683,000 | 8,034 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,683,000 | 7,911 |
| 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 | $310,000 | 6,896 |
| Mortgage-backed securities | $405,000 | 5,959 |
| Certificates of participation in pools of residential mortgages | $405,000 | 5,532 |
| Issued or guaranteed by U.S. | $405,000 | 5,512 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,683,000 | 2,786 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $1,683,000 | 8,240 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,915 |
| Fair value | $196,000 | 2,954 |
| 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 | $1,724,000 | 8,315 |
| U.S. Government securities | $1,724,000 | 8,060 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,724,000 | 7,928 |
| 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 | $311,000 | 6,899 |
| Mortgage-backed securities | $445,000 | 5,979 |
| Certificates of participation in pools of residential mortgages | $445,000 | 5,548 |
| Issued or guaranteed by U.S. | $445,000 | 5,521 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,724,000 | 2,826 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $1,724,000 | 8,268 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,900 |
| Fair value | $198,000 | 2,923 |
| 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 | $1,637,000 | 8,402 |
| U.S. Government securities | $1,637,000 | 8,146 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,637,000 | 8,012 |
| 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 | $312,000 | 6,950 |
| Mortgage-backed securities | $359,000 | 6,150 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,738 |
| Issued or guaranteed by U.S. | $359,000 | 5,719 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,637,000 | 2,894 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $1,637,000 | 8,350 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,865 |
| Fair value | $195,000 | 2,891 |
| 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 | $1,553,000 | 8,450 |
| U.S. Government securities | $1,553,000 | 8,198 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,553,000 | 8,064 |
| 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 | $314,000 | 6,960 |
| Mortgage-backed securities | $275,000 | 6,279 |
| Certificates of participation in pools of residential mortgages | $275,000 | 5,873 |
| Issued or guaranteed by U.S. | $275,000 | 5,859 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,553,000 | 2,959 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $1,554,000 | 8,398 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,793 |
| Fair value | $199,000 | 2,810 |
| 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 | $1,588,000 | 8,481 |
| U.S. Government securities | $1,588,000 | 8,234 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,588,000 | 8,103 |
| 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 | $315,000 | 6,999 |
| Mortgage-backed securities | $310,000 | 6,283 |
| Certificates of participation in pools of residential mortgages | $310,000 | 5,859 |
| Issued or guaranteed by U.S. | $310,000 | 5,846 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,588,000 | 2,992 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $1,587,000 | 8,433 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,778 |
| Fair value | $200,000 | 2,787 |
| 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 | $1,610,000 | 8,551 |
| U.S. Government securities | $1,610,000 | 8,306 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,610,000 | 8,161 |
| 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 | $316,000 | 7,035 |
| Mortgage-backed securities | $332,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $332,000 | 5,902 |
| Issued or guaranteed by U.S. | $332,000 | 5,891 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,610,000 | 2,990 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $1,609,000 | 8,504 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,732 |
| Fair value | $192,000 | 2,762 |
| 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 | $1,634,000 | 8,550 |
| U.S. Government securities | $1,634,000 | 8,263 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,634,000 | 8,118 |
| 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 | $317,000 | 7,031 |
| Mortgage-backed securities | $261,000 | 6,456 |
| Certificates of participation in pools of residential mortgages | $261,000 | 6,021 |
| Issued or guaranteed by U.S. | $261,000 | 6,001 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,634,000 | 2,971 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $1,634,000 | 8,489 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,406 |
| Fair value | $300,000 | 2,426 |
| 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 | $1,441,000 | 8,672 |
| U.S. Government securities | $1,441,000 | 8,426 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,441,000 | 8,280 |
| 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 | $317,000 | 7,044 |
| Mortgage-backed securities | $291,000 | 6,454 |
| Certificates of participation in pools of residential mortgages | $291,000 | 6,035 |
| Issued or guaranteed by U.S. | $291,000 | 6,011 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,441,000 | 3,105 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $1,441,000 | 8,613 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,278 |
| Fair value | $296,000 | 2,301 |
| 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 | $1,152,000 | 8,756 |
| U.S. Government securities | $1,152,000 | 8,503 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,152,000 | 8,354 |
| 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 | $325,000 | 7,069 |
| Mortgage-backed securities | $202,000 | 6,628 |
| Certificates of participation in pools of residential mortgages | $202,000 | 6,236 |
| Issued or guaranteed by U.S. | $202,000 | 6,208 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,152,000 | 3,316 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $1,153,000 | 8,694 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,021 |
| Fair value | $292,000 | 2,047 |
| 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 | $1,025,000 | 8,806 |
| U.S. Government securities | $1,025,000 | 8,565 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,025,000 | 8,418 |
| 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 | $230,000 | 7,183 |
| Mortgage-backed securities | $275,000 | 6,565 |
| Certificates of participation in pools of residential mortgages | $275,000 | 6,132 |
| Issued or guaranteed by U.S. | $275,000 | 6,112 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,025,000 | 3,422 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $1,026,000 | 8,743 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,785 |
| Fair value | $403,000 | 1,797 |
| 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 | $1,382,000 | 8,761 |
| U.S. Government securities | $1,382,000 | 8,503 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,382,000 | 8,344 |
| 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 | $336,000 | 7,122 |
| Mortgage-backed securities | $332,000 | 6,530 |
| Certificates of participation in pools of residential mortgages | $332,000 | 6,064 |
| Issued or guaranteed by U.S. | $332,000 | 6,046 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,382,000 | 3,258 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $1,381,000 | 8,684 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,534 |
| Fair value | $401,000 | 1,547 |
| 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 | $1,010,000 | 8,909 |
| U.S. Government securities | $1,010,000 | 8,682 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,010,000 | 8,534 |
| 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 | $343,000 | 7,145 |
| Mortgage-backed securities | $410,000 | 6,444 |
| Certificates of participation in pools of residential mortgages | $410,000 | 5,940 |
| Issued or guaranteed by U.S. | $410,000 | 5,920 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,010,000 | 3,570 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $1,010,000 | 8,835 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,490 |
| Fair value | $202,000 | 1,500 |
| 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 | $518,000 | 9,267 |
| U.S. Government securities | $518,000 | 9,067 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $518,000 | 8,913 |
| 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 | $269,000 | 7,395 |
| Mortgage-backed securities | $318,000 | 6,580 |
| Certificates of participation in pools of residential mortgages | $318,000 | 6,000 |
| Issued or guaranteed by U.S. | $318,000 | 5,976 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $518,000 | 4,254 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $517,000 | 9,195 |
| 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 | $497,000 | 9,639 |
| U.S. Government securities | $497,000 | 9,468 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $497,000 | 9,266 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,000 | 7,794 |
| Mortgage-backed securities | $179,000 | 6,682 |
| Certificates of participation in pools of residential mortgages | $179,000 | 6,132 |
| Issued or guaranteed by U.S. | $179,000 | 6,111 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $497,000 | 4,954 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $497,000 | 9,541 |
| 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 | $485,000 | 9,979 |
| U.S. Government securities | $472,000 | 9,839 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $472,000 | 9,583 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $13,000 | 3,835 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,000 | 7,973 |
| Mortgage-backed securities | $54,000 | 7,473 |
| Certificates of participation in pools of residential mortgages | $41,000 | 7,049 |
| Issued or guaranteed by U.S. | $41,000 | 7,032 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $13,000 | 4,490 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $13,000 | 1,302 |
| 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) | $485,000 | 5,378 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $485,000 | 9,897 |
| 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 | $462,000 | 10,199 |
| U.S. Government securities | $418,000 | 10,032 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $418,000 | 9,648 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $44,000 | 3,688 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,000 | 7,975 |
| Mortgage-backed securities | $129,000 | 7,409 |
| Certificates of participation in pools of residential mortgages | $85,000 | 7,056 |
| Issued or guaranteed by U.S. | $85,000 | 7,038 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $44,000 | 4,644 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $44,000 | 1,194 |
| 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) | $462,000 | 5,946 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $462,000 | 10,104 |
| 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 | $378,000 | 10,722 |
| U.S. Government securities | $275,000 | 10,596 |
| U.S. Treasury securities | $50,000 | 7,912 |
| U.S. Government agency obligations | $225,000 | 10,154 |
| Securities issued by states & political subdivisions | $28,000 | 8,086 |
| Other domestic debt securities | $75,000 | 3,424 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 8,381 |
| Mortgage-backed securities | $199,000 | 7,601 |
| Certificates of participation in pools of residential mortgages | $124,000 | 7,182 |
| Issued or guaranteed by U.S. | $124,000 | 7,156 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $75,000 | 4,855 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $75,000 | 1,096 |
| 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) | $378,000 | 6,887 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $378,000 | 10,623 |
| 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 | $191,000 | 11,315 |
| U.S. Government securities | $183,000 | 11,194 |
| U.S. Treasury securities | $100,000 | 8,688 |
| U.S. Government agency obligations | $83,000 | 10,748 |
| Securities issued by states & political subdivisions | $8,000 | 8,602 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,118 |
| Mortgage-backed securities | $83,000 | 8,564 |
| Certificates of participation in pools of residential mortgages | $83,000 | 7,957 |
| Issued or guaranteed by U.S. | $83,000 | 7,937 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $191,000 | 7,768 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $191,000 | 11,220 |
| 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 | $223,000 | 11,817 |
| U.S. Government securities | $201,000 | 11,696 |
| U.S. Treasury securities | $201,000 | 9,961 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $22,000 | 8,941 |
| 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 | $100,000 | 9,509 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $172,000 | 8,184 |
| Available-for-sale securities (fair market value) | $51,000 | 10,807 |
| Total debt securities | $223,000 | 11,720 |
| 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 | $330,000 | 12,450 |
| U.S. Government securities | $300,000 | 12,347 |
| U.S. Treasury securities | $300,000 | 10,767 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $30,000 | 9,412 |
| 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 | $200,000 | 9,820 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $230,000 | 11,299 |
| Available-for-sale securities (fair market value) | $100,000 | 10,724 |
| Total debt securities | $330,000 | 12,371 |
| 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 | $342,000 | 13,072 |
| U.S. Government securities | $304,000 | 12,913 |
| U.S. Treasury securities | $304,000 | 11,153 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $38,000 | 9,633 |
| 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 | $200,000 | 10,200 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $342,000 | 12,963 |
| 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 | $554,000 | 13,591 |
| U.S. Government securities | $508,000 | 13,400 |
| U.S. Treasury securities | $508,000 | 11,222 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $46,000 | 9,635 |
| 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 | $205,000 | 10,469 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $554,000 | 13,474 |
| 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 |