| 2023-12-31 | Rank |
| Total securities | $18,237,000 | 3,654 |
| U.S. Government securities | $15,822,000 | 3,208 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $15,822,000 | 2,839 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $2,415,000 | 1,684 |
| 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 | $2,415,000 | 1,266 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $91,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,000 | 3,565 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 2,624 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $18,237,000 | 3,407 |
| Total debt securities | $18,237,000 | 3,631 |
| Structured notes |
| Amortized cost | $5,500,000 | 283 |
| Fair value | $5,398,000 | 255 |
| 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 | $18,277,000 | 3,662 |
| U.S. Government securities | $15,897,000 | 3,229 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $15,897,000 | 2,829 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $2,380,000 | 1,680 |
| 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 | $2,380,000 | 1,260 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $106,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,000 | 3,582 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 2,621 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $18,277,000 | 3,403 |
| Total debt securities | $18,277,000 | 3,641 |
| Structured notes |
| Amortized cost | $5,500,000 | 291 |
| Fair value | $5,312,000 | 265 |
| 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 | $0 | 4,512 |
| U.S. Government securities | $0 | 4,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,326,000 | 532 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $141 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $2,575,000 | 145 |
| Equity securities | $2,215 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $64 | 3,910 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 203 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes |
| Amortized cost | NA | NA |
| 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 | $173,000 | 155 |
| 2023-03-31 | Rank |
| Total securities | $19,211,000 | 3,753 |
| U.S. Government securities | $16,640,000 | 3,306 |
| U.S. Treasury securities | $981,000 | 2,663 |
| U.S. Government agency obligations | $15,659,000 | 2,910 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $2,571,000 | 1,694 |
| 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 | $2,571,000 | 1,276 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $139,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $81,000 | 3,626 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,651 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $19,211,000 | 3,484 |
| Total debt securities | $19,212,000 | 3,730 |
| Structured notes |
| Amortized cost | $6,500,000 | 297 |
| Fair value | $6,345,000 | 280 |
| 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 | $20,674,000 | 3,719 |
| U.S. Government securities | $18,126,000 | 3,215 |
| U.S. Treasury securities | $4,970,000 | 2,013 |
| U.S. Government agency obligations | $13,156,000 | 3,055 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $2,548,000 | 1,722 |
| 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 | $2,548,000 | 1,287 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $157,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $94,000 | 3,654 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,667 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $20,674,000 | 3,446 |
| Total debt securities | $20,674,000 | 3,696 |
| Structured notes |
| Amortized cost | $6,500,000 | 311 |
| Fair value | $6,324,000 | 296 |
| 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 | $24,283,000 | 3,581 |
| U.S. Government securities | $21,657,000 | 3,056 |
| U.S. Treasury securities | $9,915,000 | 1,590 |
| U.S. Government agency obligations | $11,742,000 | 3,185 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $2,626,000 | 1,675 |
| 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 | $2,626,000 | 1,279 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $176,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $108,000 | 3,668 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 2,680 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $24,283,000 | 3,309 |
| Total debt securities | $24,283,000 | 3,560 |
| Structured notes |
| Amortized cost | $6,500,000 | 306 |
| Fair value | $6,303,000 | 291 |
| 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 | $20,653,000 | 3,761 |
| U.S. Government securities | $17,981,000 | 3,278 |
| U.S. Treasury securities | $9,894,000 | 1,575 |
| U.S. Government agency obligations | $8,087,000 | 3,506 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $2,672,000 | 1,579 |
| 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 | $2,672,000 | 1,279 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $207,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $129,000 | 3,758 |
| Issued or guaranteed by U.S. | $129,000 | 3,682 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $78,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,700 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $20,653,000 | 3,496 |
| Total debt securities | $20,653,000 | 3,741 |
| Structured notes |
| Amortized cost | $6,000,000 | 305 |
| Fair value | $5,964,000 | 295 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $3,943,000 | 4,462 |
| U.S. Government securities | $1,230,000 | 4,402 |
| U.S. Treasury securities | $994,000 | 2,448 |
| U.S. Government agency obligations | $236,000 | 4,360 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $2,713,000 | 1,561 |
| 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 | $2,713,000 | 1,262 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $236,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $148,000 | 3,763 |
| Issued or guaranteed by U.S. | $148,000 | 3,693 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $88,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 2,687 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $3,943,000 | 4,205 |
| Total debt securities | $3,943,000 | 4,443 |
| 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 | $3,046,000 | 4,497 |
| U.S. Government securities | $269,000 | 4,502 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $269,000 | 4,360 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $2,777,000 | 1,511 |
| 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 | $2,777,000 | 1,187 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $269,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $170,000 | 3,770 |
| Issued or guaranteed by U.S. | $170,000 | 3,689 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $99,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,678 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $3,046,000 | 4,268 |
| Total debt securities | $3,046,000 | 4,478 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $3,084,000 | 4,535 |
| U.S. Government securities | $297,000 | 4,543 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $297,000 | 4,422 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $2,787,000 | 1,446 |
| 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 | $2,787,000 | 1,129 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $297,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $188,000 | 3,803 |
| Issued or guaranteed by U.S. | $188,000 | 3,730 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $109,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 2,705 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $3,084,000 | 4,300 |
| Total debt securities | $3,085,000 | 4,512 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $3,097,000 | 4,551 |
| U.S. Government securities | $329,000 | 4,564 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $329,000 | 4,446 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $2,768,000 | 1,411 |
| 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 | $2,768,000 | 1,067 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $329,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $210,000 | 3,814 |
| Issued or guaranteed by U.S. | $210,000 | 3,735 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $119,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 2,691 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,097,000 | 4,309 |
| Total debt securities | $3,097,000 | 4,529 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $3,075,000 | 4,536 |
| U.S. Government securities | $365,000 | 4,552 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $365,000 | 4,440 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $2,710,000 | 1,377 |
| 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 | $2,710,000 | 1,021 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $365,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $235,000 | 3,794 |
| Issued or guaranteed by U.S. | $235,000 | 3,708 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $130,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,661 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,075,000 | 4,297 |
| Total debt securities | $3,075,000 | 4,514 |
| 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 | $2,444,000 | 4,579 |
| U.S. Government securities | $436,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $436,000 | 4,399 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $2,008,000 | 1,433 |
| 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 | $2,008,000 | 1,080 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $436,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $264,000 | 3,772 |
| Issued or guaranteed by U.S. | $264,000 | 3,695 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $172,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 2,644 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $2,444,000 | 4,347 |
| Total debt securities | $2,444,000 | 4,557 |
| 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 | $1,524,000 | 4,692 |
| U.S. Government securities | $524,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $524,000 | 4,390 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $1,000,000 | 1,670 |
| 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 | $1,000,000 | 1,289 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $524,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $295,000 | 3,763 |
| Issued or guaranteed by U.S. | $295,000 | 3,685 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $229,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 2,622 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,524,000 | 4,444 |
| Total debt securities | $1,524,000 | 4,667 |
| Structured notes |
| Amortized cost | $1,000,000 | 190 |
| Fair value | $1,000,000 | 209 |
| 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 | $627,000 | 4,809 |
| U.S. Government securities | $627,000 | 4,526 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $627,000 | 4,406 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $627,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $331,000 | 3,751 |
| Issued or guaranteed by U.S. | $331,000 | 3,677 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $296,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 2,606 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $627,000 | 4,555 |
| Total debt securities | $626,000 | 4,787 |
| 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 | $765,000 | 4,851 |
| U.S. Government securities | $765,000 | 4,575 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $765,000 | 4,452 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $765,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $358,000 | 3,768 |
| Issued or guaranteed by U.S. | $358,000 | 3,680 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $407,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,560 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $765,000 | 4,599 |
| Total debt securities | $765,000 | 4,824 |
| 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 | $1,184,000 | 4,860 |
| U.S. Government securities | $1,184,000 | 4,567 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,184,000 | 4,429 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $1,184,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $389,000 | 3,765 |
| Issued or guaranteed by U.S. | $389,000 | 3,689 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $527,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $527,000 | 2,516 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $268,000 | 1,807 |
| Commercial mortgage pass-through securities | $268,000 | 1,348 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,184,000 | 4,614 |
| Total debt securities | $1,184,000 | 4,836 |
| 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 | $1,334,000 | 4,934 |
| U.S. Government securities | $1,334,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,334,000 | 4,495 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $1,334,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $420,000 | 3,790 |
| Issued or guaranteed by U.S. | $420,000 | 3,713 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $640,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $640,000 | 2,488 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $274,000 | 1,783 |
| Commercial mortgage pass-through securities | $274,000 | 1,342 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,334,000 | 4,680 |
| Total debt securities | $1,334,000 | 4,908 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $1,490,000 | 4,971 |
| U.S. Government securities | $1,490,000 | 4,671 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,490,000 | 4,532 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $1,490,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $450,000 | 3,792 |
| Issued or guaranteed by U.S. | $450,000 | 3,722 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $760,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $760,000 | 2,424 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $280,000 | 1,759 |
| Commercial mortgage pass-through securities | $280,000 | 1,333 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,490,000 | 4,709 |
| Total debt securities | $1,490,000 | 4,947 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $1,625,000 | 5,004 |
| U.S. Government securities | $1,625,000 | 4,691 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,625,000 | 4,547 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $1,625,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $477,000 | 3,811 |
| Issued or guaranteed by U.S. | $477,000 | 3,728 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $863,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 2,383 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $285,000 | 1,690 |
| Commercial mortgage pass-through securities | $285,000 | 1,309 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,625,000 | 4,736 |
| Total debt securities | $1,625,000 | 4,981 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $1,743,000 | 5,037 |
| U.S. Government securities | $1,743,000 | 4,713 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,743,000 | 4,562 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $1,743,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $507,000 | 3,827 |
| Issued or guaranteed by U.S. | $507,000 | 3,762 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $946,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,350 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $290,000 | 1,654 |
| Commercial mortgage pass-through securities | $290,000 | 1,293 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,743,000 | 4,772 |
| Total debt securities | $1,744,000 | 5,015 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $1,907,000 | 5,088 |
| U.S. Government securities | $1,907,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,907,000 | 4,609 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $1,907,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $549,000 | 3,857 |
| Issued or guaranteed by U.S. | $549,000 | 3,832 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,063,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $1,063,000 | 2,300 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $295,000 | 1,645 |
| Commercial mortgage pass-through securities | $295,000 | 1,275 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,907,000 | 4,816 |
| Total debt securities | $1,907,000 | 5,065 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $2,097,000 | 5,127 |
| U.S. Government securities | $2,097,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,097,000 | 4,606 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $482,000 | 4,522 |
| Mortgage-backed securities | $2,097,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $590,000 | 3,896 |
| Issued or guaranteed by U.S. | $590,000 | 3,734 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,207,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $1,207,000 | 2,271 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $300,000 | 1,612 |
| Commercial mortgage pass-through securities | $300,000 | 1,236 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,097,000 | 4,856 |
| Total debt securities | $2,097,000 | 5,106 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $2,292,000 | 5,179 |
| U.S. Government securities | $2,292,000 | 4,793 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,292,000 | 4,652 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,290,000 | 4,088 |
| Mortgage-backed securities | $1,984,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $619,000 | 3,928 |
| Issued or guaranteed by U.S. | $619,000 | 3,921 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,365,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $1,365,000 | 2,212 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,292,000 | 4,903 |
| Total debt securities | $2,290,000 | 5,158 |
| 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 | $2,489,000 | 5,208 |
| U.S. Government securities | $2,489,000 | 4,797 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,489,000 | 4,669 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,481,000 | 4,095 |
| Mortgage-backed securities | $2,169,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $671,000 | 3,946 |
| Issued or guaranteed by U.S. | $671,000 | 3,940 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,498,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,163 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,489,000 | 4,930 |
| Total debt securities | $2,481,000 | 5,190 |
| 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 | $2,722,000 | 5,256 |
| U.S. Government securities | $2,722,000 | 4,814 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,722,000 | 4,683 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,714,000 | 4,107 |
| Mortgage-backed securities | $2,379,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $725,000 | 3,969 |
| Issued or guaranteed by U.S. | $725,000 | 3,964 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,654,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,654,000 | 2,134 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,722,000 | 4,964 |
| Total debt securities | $2,714,000 | 5,232 |
| 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 | $2,963,000 | 5,277 |
| U.S. Government securities | $2,963,000 | 4,819 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,963,000 | 4,694 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,938,000 | 4,091 |
| Mortgage-backed securities | $2,579,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $765,000 | 3,996 |
| Issued or guaranteed by U.S. | $765,000 | 3,990 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,814,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $1,814,000 | 2,115 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,963,000 | 4,981 |
| Total debt securities | $2,954,000 | 5,252 |
| 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 | $3,184,000 | 5,324 |
| U.S. Government securities | $3,184,000 | 4,838 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,184,000 | 4,709 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,869,000 | 4,144 |
| Mortgage-backed securities | $2,778,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $806,000 | 4,045 |
| Issued or guaranteed by U.S. | $806,000 | 4,041 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,972,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $1,972,000 | 2,094 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $3,184,000 | 5,017 |
| Total debt securities | $3,184,000 | 5,301 |
| 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 | $3,416,000 | 5,340 |
| U.S. Government securities | $3,416,000 | 4,810 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,416,000 | 4,695 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,067,000 | 4,111 |
| Mortgage-backed securities | $2,975,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $852,000 | 4,050 |
| Issued or guaranteed by U.S. | $852,000 | 4,044 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,123,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $2,123,000 | 2,039 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,416,000 | 5,020 |
| Total debt securities | $3,416,000 | 5,316 |
| 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 | $3,742,000 | 5,351 |
| U.S. Government securities | $3,742,000 | 4,805 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,742,000 | 4,688 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,997,000 | 4,196 |
| Mortgage-backed securities | $3,265,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $936,000 | 4,057 |
| Issued or guaranteed by U.S. | $936,000 | 4,054 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,329,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $2,329,000 | 2,020 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $3,742,000 | 5,022 |
| Total debt securities | $3,741,000 | 5,326 |
| 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 | $4,102,000 | 5,404 |
| U.S. Government securities | $4,102,000 | 4,838 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,102,000 | 4,711 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,297,000 | 4,195 |
| Mortgage-backed securities | $3,545,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 4,067 |
| Issued or guaranteed by U.S. | $1,017,000 | 4,061 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,528,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $2,528,000 | 1,993 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $4,102,000 | 5,071 |
| Total debt securities | $4,101,000 | 5,382 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $8,826,000 | 4,956 |
| U.S. Government securities | $8,826,000 | 4,213 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,826,000 | 4,099 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,055,000 | 3,496 |
| Mortgage-backed securities | $6,440,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $3,177,000 | 3,435 |
| Issued or guaranteed by U.S. | $3,177,000 | 3,433 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,263,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $3,263,000 | 1,836 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $8,826,000 | 4,599 |
| Total debt securities | $8,826,000 | 4,934 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $9,490,000 | 4,952 |
| U.S. Government securities | $9,240,000 | 4,213 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,240,000 | 4,081 |
| Securities issued by states & political subdivisions | $250,000 | 4,956 |
| 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 | $7,364,000 | 3,478 |
| Mortgage-backed securities | $6,785,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $3,299,000 | 3,419 |
| Issued or guaranteed by U.S. | $3,299,000 | 3,416 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,486,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $3,486,000 | 1,808 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $9,490,000 | 4,595 |
| Total debt securities | $9,490,000 | 4,931 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $10,083,000 | 4,974 |
| U.S. Government securities | $9,833,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,833,000 | 4,084 |
| Securities issued by states & political subdivisions | $250,000 | 5,011 |
| 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 | $7,846,000 | 3,453 |
| Mortgage-backed securities | $7,276,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $3,486,000 | 3,414 |
| Issued or guaranteed by U.S. | $3,486,000 | 3,410 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,790,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $3,790,000 | 1,788 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,083,000 | 4,614 |
| Total debt securities | $10,083,000 | 4,952 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $10,730,000 | 4,991 |
| U.S. Government securities | $10,480,000 | 4,236 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,480,000 | 4,122 |
| Securities issued by states & political subdivisions | $250,000 | 5,047 |
| 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 | $7,740,000 | 3,516 |
| Mortgage-backed securities | $7,862,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $3,692,000 | 3,445 |
| Issued or guaranteed by U.S. | $3,692,000 | 3,442 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,170,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $4,170,000 | 1,785 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $10,730,000 | 4,631 |
| Total debt securities | $10,730,000 | 4,970 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $11,481,000 | 4,989 |
| U.S. Government securities | $11,230,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,230,000 | 4,093 |
| Securities issued by states & political subdivisions | $251,000 | 5,052 |
| 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 | $7,755,000 | 3,539 |
| Mortgage-backed securities | $8,449,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $3,920,000 | 3,480 |
| Issued or guaranteed by U.S. | $3,920,000 | 3,478 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,529,000 | 1,838 |
| CMOs issued by government agencies or sponsored agencies | $4,529,000 | 1,769 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $11,481,000 | 4,617 |
| Total debt securities | $11,481,000 | 4,971 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $12,496,000 | 4,947 |
| U.S. Government securities | $11,745,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,745,000 | 4,100 |
| Securities issued by states & political subdivisions | $751,000 | 4,860 |
| 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 | $8,047,000 | 3,522 |
| Mortgage-backed securities | $8,843,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 3,512 |
| Issued or guaranteed by U.S. | $4,052,000 | 3,507 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,791,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $4,791,000 | 1,762 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $12,496,000 | 4,568 |
| Total debt securities | $12,496,000 | 4,929 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $13,082,000 | 4,992 |
| U.S. Government securities | $12,326,000 | 4,247 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,326,000 | 4,144 |
| Securities issued by states & political subdivisions | $756,000 | 4,907 |
| 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 | $8,337,000 | 3,505 |
| Mortgage-backed securities | $9,340,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $4,200,000 | 3,562 |
| Issued or guaranteed by U.S. | $4,200,000 | 3,560 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,140,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $5,140,000 | 1,724 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $13,082,000 | 4,602 |
| Total debt securities | $13,082,000 | 4,970 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $13,825,000 | 4,992 |
| U.S. Government securities | $13,068,000 | 4,220 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,068,000 | 4,112 |
| Securities issued by states & political subdivisions | $757,000 | 4,959 |
| 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 | $2,329,000 | 4,869 |
| Mortgage-backed securities | $9,917,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $4,411,000 | 3,562 |
| Issued or guaranteed by U.S. | $4,411,000 | 3,561 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,506,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $5,506,000 | 1,689 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,825,000 | 4,594 |
| Total debt securities | $13,825,000 | 4,968 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $14,285,000 | 5,006 |
| U.S. Government securities | $13,534,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,534,000 | 4,098 |
| Securities issued by states & political subdivisions | $751,000 | 5,004 |
| 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 | $11,502,000 | 3,080 |
| Mortgage-backed securities | $10,318,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $4,530,000 | 3,571 |
| Issued or guaranteed by U.S. | $4,530,000 | 3,570 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,788,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $5,788,000 | 1,666 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $14,285,000 | 4,604 |
| Total debt securities | $14,285,000 | 4,979 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $14,796,000 | 4,961 |
| U.S. Government securities | $14,055,000 | 4,121 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,055,000 | 4,017 |
| Securities issued by states & political subdivisions | $741,000 | 5,052 |
| 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 | $11,916,000 | 3,022 |
| Mortgage-backed securities | $10,719,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $4,693,000 | 3,533 |
| Issued or guaranteed by U.S. | $4,693,000 | 3,530 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,026,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $6,026,000 | 1,641 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $14,796,000 | 4,562 |
| Total debt securities | $14,796,000 | 4,935 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $16,177,000 | 4,884 |
| U.S. Government securities | $14,807,000 | 4,071 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,807,000 | 3,970 |
| Securities issued by states & political subdivisions | $744,000 | 5,072 |
| Other domestic debt securities | $626,000 | 2,158 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $626,000 | 222 |
| 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 | $12,568,000 | 2,926 |
| Mortgage-backed securities | $11,301,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $4,947,000 | 3,513 |
| Issued or guaranteed by U.S. | $4,947,000 | 3,509 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,354,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $6,354,000 | 1,618 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,177,000 | 4,490 |
| Total debt securities | $16,177,000 | 4,849 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $17,189,000 | 4,767 |
| U.S. Government securities | $15,816,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,816,000 | 3,847 |
| Securities issued by states & political subdivisions | $746,000 | 5,083 |
| Other domestic debt securities | $627,000 | 2,220 |
| 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 | $627,000 | 218 |
| 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 | $13,495,000 | 2,805 |
| Mortgage-backed securities | $12,104,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $5,206,000 | 3,429 |
| Issued or guaranteed by U.S. | $5,206,000 | 3,425 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,898,000 | 1,673 |
| CMOs issued by government agencies or sponsored agencies | $6,898,000 | 1,582 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $17,189,000 | 4,397 |
| Total debt securities | $17,189,000 | 4,734 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $18,290,000 | 4,683 |
| U.S. Government securities | $16,893,000 | 3,850 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,893,000 | 3,754 |
| Securities issued by states & political subdivisions | $769,000 | 5,080 |
| Other domestic debt securities | $628,000 | 2,221 |
| 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 | $628,000 | 213 |
| 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 | $13,418,000 | 2,836 |
| Mortgage-backed securities | $13,001,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | $5,633,000 | 3,383 |
| Issued or guaranteed by U.S. | $5,633,000 | 3,378 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,368,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $7,368,000 | 1,584 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $18,290,000 | 4,320 |
| Total debt securities | $18,290,000 | 4,653 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $16,670,000 | 4,788 |
| U.S. Government securities | $15,213,000 | 3,984 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,213,000 | 3,886 |
| Securities issued by states & political subdivisions | $775,000 | 5,097 |
| Other domestic debt securities | $682,000 | 2,193 |
| 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 | $682,000 | 214 |
| 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 | $14,136,000 | 2,764 |
| Mortgage-backed securities | $11,094,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $3,340,000 | 3,931 |
| Issued or guaranteed by U.S. | $3,340,000 | 3,927 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,754,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $7,754,000 | 1,594 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $16,670,000 | 4,421 |
| Total debt securities | $16,670,000 | 4,757 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $17,233,000 | 4,807 |
| U.S. Government securities | $15,897,000 | 4,011 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,897,000 | 3,927 |
| Securities issued by states & political subdivisions | $778,000 | 5,108 |
| Other domestic debt securities | $558,000 | 2,326 |
| 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 | $558,000 | 226 |
| 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 | $11,971,000 | 3,025 |
| Mortgage-backed securities | $11,707,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $3,635,000 | 4,001 |
| Issued or guaranteed by U.S. | $3,635,000 | 3,998 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,072,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $8,072,000 | 1,633 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $17,233,000 | 4,435 |
| Total debt securities | $17,233,000 | 4,774 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $18,091,000 | 4,758 |
| U.S. Government securities | $16,789,000 | 3,983 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,789,000 | 3,899 |
| Securities issued by states & political subdivisions | $774,000 | 5,106 |
| Other domestic debt securities | $528,000 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $528,000 | 227 |
| 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 | $14,369,000 | 2,774 |
| Mortgage-backed securities | $15,096,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $5,866,000 | 3,514 |
| Issued or guaranteed by U.S. | $5,866,000 | 3,513 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,230,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $9,230,000 | 1,566 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $18,091,000 | 4,388 |
| Total debt securities | $18,091,000 | 4,723 |
| Structured notes |
| Amortized cost | $860,000 | 2,229 |
| Fair value | $864,000 | 2,218 |
| 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 | $19,319,000 | 4,656 |
| U.S. Government securities | $17,581,000 | 3,973 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,581,000 | 3,888 |
| Securities issued by states & political subdivisions | $767,000 | 5,089 |
| Other domestic debt securities | $971,000 | 2,075 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $533,000 | 222 |
| Other domestic debt securities - All other | $438,000 | 1,904 |
| 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 | $13,536,000 | 2,860 |
| Mortgage-backed securities | $15,693,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $6,242,000 | 3,436 |
| Issued or guaranteed by U.S. | $6,242,000 | 3,434 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,451,000 | 1,653 |
| CMOs issued by government agencies or sponsored agencies | $9,451,000 | 1,555 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $19,319,000 | 4,287 |
| Total debt securities | $19,319,000 | 4,627 |
| Structured notes |
| Amortized cost | $963,000 | 2,432 |
| Fair value | $961,000 | 2,421 |
| 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 | $19,177,000 | 4,627 |
| U.S. Government securities | $17,307,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,307,000 | 3,849 |
| Securities issued by states & political subdivisions | $769,000 | 5,082 |
| Other domestic debt securities | $1,101,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $635,000 | 200 |
| Other domestic debt securities - All other | $466,000 | 1,804 |
| 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 | $13,287,000 | 2,780 |
| Mortgage-backed securities | $16,244,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $6,528,000 | 3,285 |
| Issued or guaranteed by U.S. | $6,528,000 | 3,284 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,716,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $9,716,000 | 1,463 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $19,177,000 | 4,242 |
| Total debt securities | $19,177,000 | 4,597 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $19,266,000 | 4,593 |
| U.S. Government securities | $17,423,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,423,000 | 3,785 |
| Securities issued by states & political subdivisions | $753,000 | 5,092 |
| Other domestic debt securities | $1,090,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $627,000 | 206 |
| Other domestic debt securities - All other | $463,000 | 1,780 |
| 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 | $8,577,000 | 3,432 |
| Mortgage-backed securities | $15,814,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $7,376,000 | 3,080 |
| Issued or guaranteed by U.S. | $7,376,000 | 3,077 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,438,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $8,438,000 | 1,547 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $19,266,000 | 4,209 |
| Total debt securities | $19,266,000 | 4,558 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $22,672,000 | 4,284 |
| U.S. Government securities | $20,779,000 | 3,576 |
| U.S. Treasury securities | $503,000 | 1,041 |
| U.S. Government agency obligations | $20,276,000 | 3,534 |
| Securities issued by states & political subdivisions | $714,000 | 5,098 |
| Other domestic debt securities | $1,179,000 | 1,825 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $652,000 | 210 |
| Other domestic debt securities - All other | $527,000 | 1,563 |
| 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 | $9,662,000 | 3,258 |
| Mortgage-backed securities | $16,823,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $10,666,000 | 2,533 |
| Issued or guaranteed by U.S. | $10,666,000 | 2,525 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,157,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $6,157,000 | 1,745 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $22,672,000 | 3,933 |
| Total debt securities | $22,672,000 | 4,248 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $27,623,000 | 3,794 |
| U.S. Government securities | $24,737,000 | 3,187 |
| U.S. Treasury securities | $510,000 | 1,058 |
| U.S. Government agency obligations | $24,227,000 | 3,141 |
| Securities issued by states & political subdivisions | $744,000 | 5,084 |
| Other domestic debt securities | $2,142,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $645,000 | 204 |
| Other domestic debt securities - All other | $1,497,000 | 1,182 |
| 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 | $10,483,000 | 3,122 |
| Mortgage-backed securities | $17,072,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $10,962,000 | 2,427 |
| Issued or guaranteed by U.S. | $10,962,000 | 2,422 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,110,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $6,110,000 | 1,677 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $27,623,000 | 3,495 |
| Total debt securities | $27,623,000 | 3,763 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $28,975,000 | 3,585 |
| U.S. Government securities | $26,130,000 | 2,909 |
| U.S. Treasury securities | $515,000 | 1,054 |
| U.S. Government agency obligations | $25,615,000 | 2,863 |
| Securities issued by states & political subdivisions | $725,000 | 5,119 |
| Other domestic debt securities | $2,120,000 | 1,632 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $680,000 | 202 |
| Other domestic debt securities - All other | $1,440,000 | 1,204 |
| 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 | $9,540,000 | 3,246 |
| Mortgage-backed securities | $17,705,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $11,534,000 | 2,272 |
| Issued or guaranteed by U.S. | $11,534,000 | 2,266 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,171,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $6,171,000 | 1,639 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $28,975,000 | 3,285 |
| Total debt securities | $28,975,000 | 3,557 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $30,333,000 | 3,447 |
| U.S. Government securities | $27,421,000 | 2,808 |
| U.S. Treasury securities | $521,000 | 974 |
| U.S. Government agency obligations | $26,900,000 | 2,752 |
| Securities issued by states & political subdivisions | $765,000 | 5,018 |
| Other domestic debt securities | $2,147,000 | 1,668 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $675,000 | 222 |
| Other domestic debt securities - All other | $1,472,000 | 1,190 |
| 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 | $8,230,000 | 3,517 |
| Mortgage-backed securities | $18,813,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $15,776,000 | 1,813 |
| Issued or guaranteed by U.S. | $15,776,000 | 1,807 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,037,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $3,037,000 | 2,069 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $30,333,000 | 3,145 |
| Total debt securities | $30,333,000 | 3,418 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $26,941,000 | 3,711 |
| U.S. Government securities | $24,155,000 | 3,087 |
| U.S. Treasury securities | $526,000 | 905 |
| U.S. Government agency obligations | $23,629,000 | 3,041 |
| Securities issued by states & political subdivisions | $730,000 | 5,022 |
| Other domestic debt securities | $2,056,000 | 1,701 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $648,000 | 233 |
| Other domestic debt securities - All other | $1,408,000 | 1,169 |
| 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 | $9,367,000 | 3,345 |
| Mortgage-backed securities | $12,393,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $9,328,000 | 2,531 |
| Issued or guaranteed by U.S. | $9,328,000 | 2,525 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,065,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $3,065,000 | 1,977 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $26,941,000 | 3,400 |
| Total debt securities | $26,941,000 | 3,682 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $30,307,000 | 3,481 |
| U.S. Government securities | $27,463,000 | 2,873 |
| U.S. Treasury securities | $530,000 | 918 |
| U.S. Government agency obligations | $26,933,000 | 2,836 |
| Securities issued by states & political subdivisions | $734,000 | 5,027 |
| Other domestic debt securities | $2,110,000 | 1,724 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $646,000 | 241 |
| Other domestic debt securities - All other | $1,464,000 | 1,170 |
| 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 | $10,740,000 | 3,195 |
| Mortgage-backed securities | $10,741,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $9,707,000 | 2,572 |
| Issued or guaranteed by U.S. | $9,707,000 | 2,565 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,034,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 2,554 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $30,307,000 | 3,160 |
| Total debt securities | $30,307,000 | 3,451 |
| Structured notes |
| Amortized cost | $500,000 | 2,655 |
| Fair value | $498,000 | 2,760 |
| 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 | $36,731,000 | 3,038 |
| U.S. Government securities | $33,764,000 | 2,441 |
| U.S. Treasury securities | $533,000 | 865 |
| U.S. Government agency obligations | $33,231,000 | 2,410 |
| Securities issued by states & political subdivisions | $1,054,000 | 4,849 |
| Other domestic debt securities | $1,913,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $496,000 | 270 |
| Other domestic debt securities - All other | $1,417,000 | 1,209 |
| 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 | $12,658,000 | 2,958 |
| Mortgage-backed securities | $10,037,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $10,037,000 | 2,576 |
| Issued or guaranteed by U.S. | $10,037,000 | 2,569 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $36,731,000 | 2,712 |
| Total debt securities | $36,731,000 | 3,014 |
| Structured notes |
| Amortized cost | $500,000 | 2,404 |
| Fair value | $490,000 | 2,531 |
| 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 | $48,489,000 | 2,435 |
| U.S. Government securities | $45,642,000 | 1,860 |
| U.S. Treasury securities | $539,000 | 808 |
| U.S. Government agency obligations | $45,103,000 | 1,823 |
| Securities issued by states & political subdivisions | $1,058,000 | 4,878 |
| Other domestic debt securities | $1,789,000 | 2,004 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $462,000 | 291 |
| Other domestic debt securities - All other | $1,327,000 | 1,332 |
| 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 | $13,745,000 | 2,815 |
| Mortgage-backed securities | $10,654,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $10,654,000 | 2,582 |
| Issued or guaranteed by U.S. | $10,654,000 | 2,573 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $48,489,000 | 2,157 |
| Total debt securities | $48,489,000 | 2,402 |
| Structured notes |
| Amortized cost | $500,000 | 2,012 |
| Fair value | $492,000 | 2,172 |
| 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 | $47,193,000 | 2,440 |
| U.S. Government securities | $43,682,000 | 1,890 |
| U.S. Treasury securities | $540,000 | 794 |
| U.S. Government agency obligations | $43,142,000 | 1,865 |
| Securities issued by states & political subdivisions | $1,002,000 | 4,919 |
| Other domestic debt securities | $2,509,000 | 1,795 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,374,000 | 221 |
| Other domestic debt securities - All other | $1,135,000 | 1,439 |
| 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 | $4,342,000 | 4,602 |
| Mortgage-backed securities | $11,035,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $11,035,000 | 2,572 |
| Issued or guaranteed by U.S. | $11,035,000 | 2,562 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $47,193,000 | 2,147 |
| Total debt securities | $47,193,000 | 2,406 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $991,000 | 1,242 |
| 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 | $44,872,000 | 2,551 |
| U.S. Government securities | $41,517,000 | 2,021 |
| U.S. Treasury securities | $548,000 | 744 |
| U.S. Government agency obligations | $40,969,000 | 2,001 |
| Securities issued by states & political subdivisions | $1,019,000 | 4,833 |
| Other domestic debt securities | $2,336,000 | 1,763 |
| 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 | $2,336,000 | 1,063 |
| 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 | $4,378,000 | 4,684 |
| Mortgage-backed securities | $6,483,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $6,483,000 | 3,398 |
| Issued or guaranteed by U.S. | $6,483,000 | 3,387 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $44,872,000 | 2,262 |
| Total debt securities | $44,872,000 | 2,515 |
| Structured notes |
| Amortized cost | $3,000,000 | 407 |
| Fair value | $3,007,000 | 411 |
| 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 | $42,667,000 | 2,624 |
| U.S. Government securities | $39,265,000 | 2,124 |
| U.S. Treasury securities | $557,000 | 707 |
| U.S. Government agency obligations | $38,708,000 | 2,102 |
| Securities issued by states & political subdivisions | $923,000 | 4,878 |
| Other domestic debt securities | $2,479,000 | 1,663 |
| 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 | $2,479,000 | 991 |
| 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 | $4,391,000 | 4,725 |
| Mortgage-backed securities | $9,154,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $9,154,000 | 2,847 |
| Issued or guaranteed by U.S. | $9,154,000 | 2,832 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $42,667,000 | 2,327 |
| Total debt securities | $42,667,000 | 2,594 |
| Structured notes |
| Amortized cost | $3,000,000 | 449 |
| Fair value | $3,021,000 | 447 |
| 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 | $45,524,000 | 2,445 |
| U.S. Government securities | $40,901,000 | 1,979 |
| U.S. Treasury securities | $537,000 | 750 |
| U.S. Government agency obligations | $40,364,000 | 1,960 |
| Securities issued by states & political subdivisions | $918,000 | 4,869 |
| Other domestic debt securities | $3,641,000 | 1,394 |
| 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 | $3,641,000 | 776 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $64,000 | 1,471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,791,000 | 4,597 |
| Mortgage-backed securities | $8,644,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $8,644,000 | 2,861 |
| Issued or guaranteed by U.S. | $8,644,000 | 2,848 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $45,524,000 | 2,149 |
| Total debt securities | $45,460,000 | 2,416 |
| Structured notes |
| Amortized cost | $2,999,000 | 460 |
| Fair value | $2,961,000 | 459 |
| 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 | $48,262,000 | 2,385 |
| U.S. Government securities | $42,465,000 | 1,948 |
| U.S. Treasury securities | $527,000 | 749 |
| U.S. Government agency obligations | $41,938,000 | 1,927 |
| Securities issued by states & political subdivisions | $946,000 | 4,889 |
| Other domestic debt securities | $4,181,000 | 1,345 |
| 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 | $4,181,000 | 777 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $670,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,768,000 | 4,596 |
| Mortgage-backed securities | $8,722,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $8,722,000 | 2,846 |
| Issued or guaranteed by U.S. | $8,722,000 | 2,832 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $48,262,000 | 2,101 |
| Total debt securities | $47,592,000 | 2,373 |
| Structured notes |
| Amortized cost | $2,999,000 | 495 |
| Fair value | $2,963,000 | 492 |
| 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 | $48,202,000 | 2,383 |
| U.S. Government securities | $42,785,000 | 1,923 |
| U.S. Treasury securities | $1,054,000 | 617 |
| U.S. Government agency obligations | $41,731,000 | 1,928 |
| Securities issued by states & political subdivisions | $940,000 | 4,920 |
| Other domestic debt securities | $3,717,000 | 1,369 |
| 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 | $3,717,000 | 834 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $760,000 | 1,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,875,000 | 4,231 |
| Mortgage-backed securities | $7,424,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $7,424,000 | 2,961 |
| Issued or guaranteed by U.S. | $7,424,000 | 2,949 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $48,202,000 | 2,104 |
| Total debt securities | $47,442,000 | 2,365 |
| Structured notes |
| Amortized cost | $2,000,000 | 695 |
| Fair value | $2,006,000 | 726 |
| 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 | $46,176,000 | 2,459 |
| U.S. Government securities | $39,916,000 | 2,060 |
| U.S. Treasury securities | $1,029,000 | 696 |
| U.S. Government agency obligations | $38,887,000 | 2,066 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,391 |
| Other domestic debt securities | $3,793,000 | 1,280 |
| 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 | $3,793,000 | 789 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $715,000 | 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 | $5,738,000 | 4,308 |
| Mortgage-backed securities | $7,026,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $7,026,000 | 2,753 |
| Issued or guaranteed by U.S. | $7,026,000 | 2,739 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $46,176,000 | 2,153 |
| Total debt securities | $45,461,000 | 2,447 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $41,026,000 | 2,704 |
| U.S. Government securities | $37,052,000 | 2,216 |
| U.S. Treasury securities | $1,009,000 | 736 |
| U.S. Government agency obligations | $36,043,000 | 2,218 |
| Securities issued by states & political subdivisions | $2,239,000 | 4,157 |
| Other domestic debt securities | $1,735,000 | 1,679 |
| 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 | $1,735,000 | 1,130 |
| 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 | $5,624,000 | 4,353 |
| Mortgage-backed securities | $7,148,000 | 3,202 |
| Certificates of participation in pools of residential mortgages | $7,148,000 | 2,574 |
| Issued or guaranteed by U.S. | $7,148,000 | 2,561 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $41,026,000 | 2,359 |
| Total debt securities | $41,026,000 | 2,658 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $29,965,000 | 3,431 |
| U.S. Government securities | $27,600,000 | 2,886 |
| U.S. Treasury securities | $989,000 | 913 |
| U.S. Government agency obligations | $26,611,000 | 2,908 |
| Securities issued by states & political subdivisions | $1,411,000 | 4,617 |
| Other domestic debt securities | $954,000 | 1,983 |
| 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 | $954,000 | 1,405 |
| 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 | $5,511,000 | 4,391 |
| Mortgage-backed securities | $6,800,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $6,800,000 | 2,585 |
| Issued or guaranteed by U.S. | $6,800,000 | 2,572 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $29,965,000 | 3,014 |
| Total debt securities | $29,965,000 | 3,388 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $26,683,000 | 3,731 |
| U.S. Government securities | $24,272,000 | 3,197 |
| U.S. Treasury securities | $999,000 | 911 |
| U.S. Government agency obligations | $23,273,000 | 3,196 |
| Securities issued by states & political subdivisions | $1,421,000 | 4,629 |
| Other domestic debt securities | $990,000 | 1,960 |
| 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 | $990,000 | 1,408 |
| 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 | $5,563,000 | 4,402 |
| Mortgage-backed securities | $7,272,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | $7,272,000 | 2,483 |
| Issued or guaranteed by U.S. | $7,272,000 | 2,473 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $26,683,000 | 3,270 |
| Total debt securities | $26,683,000 | 3,687 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $26,322,000 | 3,797 |
| U.S. Government securities | $24,443,000 | 3,220 |
| U.S. Treasury securities | $995,000 | 995 |
| U.S. Government agency obligations | $23,448,000 | 3,213 |
| Securities issued by states & political subdivisions | $925,000 | 5,055 |
| Other domestic debt securities | $954,000 | 1,996 |
| 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 | $954,000 | 1,457 |
| 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 | $5,537,000 | 4,404 |
| Mortgage-backed securities | $7,506,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $7,506,000 | 2,442 |
| Issued or guaranteed by U.S. | $7,506,000 | 2,430 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $26,322,000 | 3,324 |
| Total debt securities | $26,322,000 | 3,747 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $27,313,000 | 3,737 |
| U.S. Government securities | $24,596,000 | 3,232 |
| U.S. Treasury securities | $993,000 | 1,066 |
| U.S. Government agency obligations | $23,603,000 | 3,223 |
| Securities issued by states & political subdivisions | $1,057,000 | 4,960 |
| Other domestic debt securities | $1,660,000 | 1,639 |
| 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 | $1,660,000 | 1,158 |
| 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 | $2,887,000 | 5,420 |
| Mortgage-backed securities | $7,740,000 | 2,988 |
| Certificates of participation in pools of residential mortgages | $7,740,000 | 2,431 |
| Issued or guaranteed by U.S. | $7,740,000 | 2,419 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $27,313,000 | 3,259 |
| Total debt securities | $27,313,000 | 3,678 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $30,564,000 | 3,458 |
| U.S. Government securities | $27,313,000 | 2,973 |
| U.S. Treasury securities | $973,000 | 1,153 |
| U.S. Government agency obligations | $26,340,000 | 2,978 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,539 |
| Other domestic debt securities | $750,000 | 2,148 |
| 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 | $750,000 | 1,608 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $877,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,338,000 | 4,843 |
| Mortgage-backed securities | $7,819,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $7,819,000 | 2,424 |
| Issued or guaranteed by U.S. | $7,819,000 | 2,413 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $30,564,000 | 3,003 |
| Total debt securities | $29,687,000 | 3,481 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $30,225,000 | 3,536 |
| U.S. Government securities | $26,950,000 | 3,037 |
| U.S. Treasury securities | $985,000 | 1,212 |
| U.S. Government agency obligations | $25,965,000 | 3,033 |
| Securities issued by states & political subdivisions | $1,584,000 | 4,600 |
| Other domestic debt securities | $750,000 | 2,212 |
| 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 | $750,000 | 1,687 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $941,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,670,000 | 5,086 |
| Mortgage-backed securities | $7,261,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $7,261,000 | 2,575 |
| Issued or guaranteed by U.S. | $7,261,000 | 2,561 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $30,225,000 | 3,064 |
| Total debt securities | $29,285,000 | 3,562 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $30,494,000 | 3,524 |
| U.S. Government securities | $26,865,000 | 3,058 |
| U.S. Treasury securities | $994,000 | 1,147 |
| U.S. Government agency obligations | $25,871,000 | 3,049 |
| Securities issued by states & political subdivisions | $1,504,000 | 4,681 |
| Other domestic debt securities | $1,250,000 | 1,940 |
| 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 | $1,250,000 | 1,460 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $875,000 | 1,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,683,000 | 5,082 |
| Mortgage-backed securities | $7,585,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $7,585,000 | 2,537 |
| Issued or guaranteed by U.S. | $7,585,000 | 2,527 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $30,494,000 | 3,049 |
| Total debt securities | $29,619,000 | 3,537 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $33,886,000 | 3,210 |
| U.S. Government securities | $26,176,000 | 3,076 |
| U.S. Treasury securities | $1,009,000 | 1,106 |
| U.S. Government agency obligations | $25,167,000 | 3,067 |
| Securities issued by states & political subdivisions | $1,517,000 | 4,683 |
| Other domestic debt securities | $1,250,000 | 1,976 |
| 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 | $1,250,000 | 1,517 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,943,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,725,000 | 5,053 |
| Mortgage-backed securities | $7,643,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $7,643,000 | 2,539 |
| Issued or guaranteed by U.S. | $7,643,000 | 2,525 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $33,886,000 | 2,777 |
| Total debt securities | $28,943,000 | 3,572 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $33,538,000 | 3,296 |
| U.S. Government securities | $25,661,000 | 3,162 |
| U.S. Treasury securities | $1,015,000 | 1,141 |
| U.S. Government agency obligations | $24,646,000 | 3,152 |
| Securities issued by states & political subdivisions | $1,518,000 | 4,665 |
| Other domestic debt securities | $1,250,000 | 2,012 |
| 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 | $1,250,000 | 1,584 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,109,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,724,000 | 5,484 |
| Mortgage-backed securities | $7,539,000 | 3,202 |
| Certificates of participation in pools of residential mortgages | $7,539,000 | 2,629 |
| Issued or guaranteed by U.S. | $7,539,000 | 2,618 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $33,538,000 | 2,837 |
| Total debt securities | $28,429,000 | 3,671 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $35,212,000 | 3,199 |
| U.S. Government securities | $27,514,000 | 3,046 |
| U.S. Treasury securities | $1,504,000 | 1,109 |
| U.S. Government agency obligations | $26,010,000 | 3,048 |
| Securities issued by states & political subdivisions | $1,436,000 | 4,736 |
| Other domestic debt securities | $1,250,000 | 2,066 |
| 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 | $1,250,000 | 1,657 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $5,012,000 | 522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,951,000 | 5,432 |
| Mortgage-backed securities | $8,198,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $8,198,000 | 2,589 |
| Issued or guaranteed by U.S. | $8,198,000 | 2,580 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $35,212,000 | 2,749 |
| Total debt securities | $30,200,000 | 3,544 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $36,166,000 | 3,157 |
| U.S. Government securities | $28,462,000 | 2,963 |
| U.S. Treasury securities | $1,536,000 | 1,121 |
| U.S. Government agency obligations | $26,926,000 | 2,976 |
| Securities issued by states & political subdivisions | $1,448,000 | 4,735 |
| Other domestic debt securities | $1,250,000 | 2,136 |
| 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 | $1,250,000 | 1,738 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $5,006,000 | 550 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,409,000 | 5,217 |
| Mortgage-backed securities | $8,662,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $8,662,000 | 2,551 |
| Issued or guaranteed by U.S. | $8,662,000 | 2,544 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $36,166,000 | 2,711 |
| Total debt securities | $31,160,000 | 3,474 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $27,846,000 | 3,821 |
| U.S. Government securities | $20,332,000 | 3,809 |
| U.S. Treasury securities | $1,014,000 | 1,269 |
| U.S. Government agency obligations | $19,318,000 | 3,771 |
| Securities issued by states & political subdivisions | $1,214,000 | 4,959 |
| Other domestic debt securities | $1,250,000 | 2,154 |
| 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 | $1,250,000 | 1,788 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,050,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,441,000 | 4,459 |
| Mortgage-backed securities | $5,931,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $5,931,000 | 3,092 |
| Issued or guaranteed by U.S. | $5,931,000 | 3,086 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $27,846,000 | 3,306 |
| Total debt securities | $22,796,000 | 4,312 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $25,953,000 | 4,072 |
| U.S. Government securities | $20,197,000 | 3,867 |
| U.S. Treasury securities | $1,005,000 | 1,365 |
| U.S. Government agency obligations | $19,192,000 | 3,860 |
| Securities issued by states & political subdivisions | $1,579,000 | 4,676 |
| Other domestic debt securities | $1,250,000 | 2,248 |
| 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 | $1,250,000 | 1,884 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,927,000 | 814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,516,000 | 4,409 |
| Mortgage-backed securities | $6,111,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $6,111,000 | 3,112 |
| Issued or guaranteed by U.S. | $6,111,000 | 3,105 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $25,953,000 | 3,518 |
| Total debt securities | $23,026,000 | 4,315 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $23,947,000 | 4,280 |
| U.S. Government securities | $19,032,000 | 3,984 |
| U.S. Treasury securities | $1,040,000 | 1,304 |
| U.S. Government agency obligations | $17,992,000 | 3,974 |
| Securities issued by states & political subdivisions | $2,622,000 | 4,011 |
| Other domestic debt securities | $1,250,000 | 2,342 |
| 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 | $1,250,000 | 1,969 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,043,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,436,000 | 4,399 |
| Mortgage-backed securities | $6,883,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $6,883,000 | 2,953 |
| Issued or guaranteed by U.S. | $6,883,000 | 2,943 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $23,947,000 | 3,719 |
| Total debt securities | $22,904,000 | 4,321 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $27,287,000 | 3,973 |
| U.S. Government securities | $22,406,000 | 3,616 |
| U.S. Treasury securities | $1,030,000 | 1,407 |
| U.S. Government agency obligations | $21,376,000 | 3,604 |
| Securities issued by states & political subdivisions | $2,617,000 | 4,047 |
| Other domestic debt securities | $1,250,000 | 2,387 |
| 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 | $1,250,000 | 2,086 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,014,000 | 1,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,791,000 | 4,942 |
| Mortgage-backed securities | $7,993,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $7,993,000 | 2,755 |
| Issued or guaranteed by U.S. | $7,993,000 | 2,739 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $27,287,000 | 3,430 |
| Total debt securities | $26,273,000 | 3,996 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $27,203,000 | 3,904 |
| U.S. Government securities | $22,463,000 | 3,506 |
| U.S. Treasury securities | $1,034,000 | 1,435 |
| U.S. Government agency obligations | $21,429,000 | 3,491 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,131 |
| Other domestic debt securities | $1,250,000 | 2,489 |
| 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 | $1,250,000 | 2,184 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $997,000 | 1,385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,942,000 | 4,866 |
| Mortgage-backed securities | $8,544,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $8,544,000 | 2,633 |
| Issued or guaranteed by U.S. | $8,544,000 | 2,624 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $27,203,000 | 3,383 |
| Total debt securities | $26,206,000 | 3,924 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $18,500,000 | 4,895 |
| U.S. Government securities | $13,984,000 | 4,696 |
| U.S. Treasury securities | $1,052,000 | 1,449 |
| U.S. Government agency obligations | $12,932,000 | 4,744 |
| Securities issued by states & political subdivisions | $2,221,000 | 4,227 |
| Other domestic debt securities | $1,250,000 | 2,563 |
| 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 | $1,250,000 | 2,249 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,045,000 | 1,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,380,000 | 4,634 |
| Mortgage-backed securities | $4,742,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $4,742,000 | 3,516 |
| Issued or guaranteed by U.S. | $4,742,000 | 3,505 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $18,500,000 | 4,276 |
| Total debt securities | $17,455,000 | 4,968 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $16,250,000 | 5,299 |
| U.S. Government securities | $12,040,000 | 5,094 |
| U.S. Treasury securities | $548,000 | 1,813 |
| U.S. Government agency obligations | $11,492,000 | 5,056 |
| Securities issued by states & political subdivisions | $1,915,000 | 4,362 |
| Other domestic debt securities | $1,250,000 | 2,606 |
| 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 | $1,250,000 | 2,274 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,045,000 | 1,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,976,000 | 4,457 |
| Mortgage-backed securities | $5,859,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $5,859,000 | 3,172 |
| Issued or guaranteed by U.S. | $5,859,000 | 3,161 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $16,250,000 | 4,579 |
| Total debt securities | $15,205,000 | 5,363 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $16,199,000 | 5,250 |
| U.S. Government securities | $12,029,000 | 5,096 |
| U.S. Treasury securities | $550,000 | 1,909 |
| U.S. Government agency obligations | $11,479,000 | 5,058 |
| Securities issued by states & political subdivisions | $1,915,000 | 4,364 |
| Other domestic debt securities | $1,250,000 | 2,636 |
| 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 | $1,250,000 | 2,299 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,005,000 | 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 | $5,051,000 | 4,398 |
| Mortgage-backed securities | $6,827,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $6,827,000 | 2,892 |
| Issued or guaranteed by U.S. | $6,827,000 | 2,883 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $16,199,000 | 4,535 |
| Total debt securities | $15,194,000 | 5,339 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $14,307,000 | 5,511 |
| U.S. Government securities | $13,679,000 | 4,618 |
| U.S. Treasury securities | $783,000 | 2,201 |
| U.S. Government agency obligations | $12,896,000 | 4,594 |
| Securities issued by states & political subdivisions | $628,000 | 5,723 |
| 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 | $10,693,000 | 2,851 |
| Mortgage-backed securities | $155,000 | 6,874 |
| Certificates of participation in pools of residential mortgages | $155,000 | 6,359 |
| Issued or guaranteed by U.S. | $155,000 | 6,334 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $14,307,000 | 4,708 |
| Total debt securities | $14,307,000 | 5,418 |
| 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 | $13,154,000 | 5,961 |
| U.S. Government securities | $12,698,000 | 5,101 |
| U.S. Treasury securities | $254,000 | 3,764 |
| U.S. Government agency obligations | $12,444,000 | 4,834 |
| 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 | $456,000 | 4,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,750,000 | 4,745 |
| Mortgage-backed securities | $194,000 | 6,643 |
| Certificates of participation in pools of residential mortgages | $194,000 | 6,084 |
| Issued or guaranteed by U.S. | $194,000 | 6,064 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $13,154,000 | 4,986 |
| Total debt securities | $12,698,000 | 5,951 |
| 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 | $13,352,000 | 6,191 |
| U.S. Government securities | $12,084,000 | 5,478 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,084,000 | 4,985 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,618 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $268,000 | 5,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $259,000 | 6,845 |
| Certificates of participation in pools of residential mortgages | $259,000 | 6,211 |
| Issued or guaranteed by U.S. | $259,000 | 6,194 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,352,000 | 5,068 |
| Total debt securities | $13,084,000 | 6,154 |
| 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 |
