| 2023-09-30 | Rank |
| Total securities | $87,549,000 | 1,852 |
| U.S. Government securities | $73,292,000 | 1,466 |
| U.S. Treasury securities | $4,114,000 | 1,986 |
| U.S. Government agency obligations | $69,178,000 | 1,281 |
| Securities issued by states & political subdivisions | $14,257,000 | 2,111 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,096,000 | 2,288 |
| Mortgage-backed securities | $54,364,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,228,000 | 1,052 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,486,000 | 874 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,007,000 | 1,179 |
| Other commercial mortgage-backed securities | $3,643,000 | 781 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $87,549,000 | 1,642 |
| Total debt securities | $87,549,000 | 1,836 |
| Structured notes |
| Amortized cost | $3,750,000 | 418 |
| Fair value | $3,334,000 | 418 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $88,940,000 | 1,876 |
| U.S. Government securities | $75,315,000 | 1,464 |
| U.S. Treasury securities | $4,496,000 | 1,984 |
| U.S. Government agency obligations | $70,819,000 | 1,291 |
| Securities issued by states & political subdivisions | $13,625,000 | 2,214 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,746,000 | 2,254 |
| Mortgage-backed securities | $55,366,000 | 1,195 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,011,000 | 1,061 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,464,000 | 888 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,011,000 | 1,178 |
| Other commercial mortgage-backed securities | $3,880,000 | 771 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $88,940,000 | 1,669 |
| Total debt securities | $88,940,000 | 1,860 |
| Structured notes |
| Amortized cost | $3,750,000 | 447 |
| Fair value | $3,361,000 | 449 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $89,713,000 | 1,940 |
| U.S. Government securities | $75,317,000 | 1,531 |
| U.S. Treasury securities | $3,727,000 | 2,184 |
| U.S. Government agency obligations | $71,590,000 | 1,294 |
| Securities issued by states & political subdivisions | $14,396,000 | 2,221 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,855,000 | 2,497 |
| Mortgage-backed securities | $55,197,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,990,000 | 1,127 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,168,000 | 893 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,022,000 | 1,198 |
| Other commercial mortgage-backed securities | $4,017,000 | 780 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $89,713,000 | 1,720 |
| Total debt securities | $89,713,000 | 1,924 |
| Structured notes |
| Amortized cost | $3,750,000 | 471 |
| Fair value | $3,370,000 | 475 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-09-30 | Rank |
| Total securities | $78,767,000 | 2,131 |
| U.S. Government securities | $64,559,000 | 1,725 |
| U.S. Treasury securities | $3,910,000 | 2,219 |
| U.S. Government agency obligations | $60,649,000 | 1,458 |
| Securities issued by states & political subdivisions | $14,208,000 | 2,276 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,560,000 | 2,375 |
| Mortgage-backed securities | $46,281,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,764,000 | 1,300 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,639,000 | 986 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,028,000 | 1,205 |
| Other commercial mortgage-backed securities | $3,850,000 | 823 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $78,767,000 | 1,921 |
| Total debt securities | $78,767,000 | 2,118 |
| Structured notes |
| Amortized cost | $4,250,000 | 442 |
| Fair value | $3,752,000 | 449 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $74,030,000 | 2,256 |
| U.S. Government securities | $60,984,000 | 1,788 |
| U.S. Treasury securities | $3,977,000 | 2,166 |
| U.S. Government agency obligations | $57,007,000 | 1,554 |
| Securities issued by states & political subdivisions | $13,046,000 | 2,408 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,044,000 | 2,346 |
| Mortgage-backed securities | $43,105,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $27,466,000 | 1,403 |
| Issued or guaranteed by U.S. | $27,466,000 | 1,374 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,784,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $10,784,000 | 1,102 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,855,000 | 1,180 |
| Commercial mortgage pass-through securities | $807,000 | 1,296 |
| Other commercial mortgage-backed securities | $4,048,000 | 865 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $74,030,000 | 2,069 |
| Total debt securities | $74,030,000 | 2,244 |
| Structured notes |
| Amortized cost | $4,250,000 | 428 |
| Fair value | $3,921,000 | 433 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $74,254,000 | 2,218 |
| U.S. Government securities | $61,037,000 | 1,761 |
| U.S. Treasury securities | $4,043,000 | 1,928 |
| U.S. Government agency obligations | $56,994,000 | 1,560 |
| Securities issued by states & political subdivisions | $12,716,000 | 2,440 |
| Other domestic debt securities | $501,000 | 2,036 |
| 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 | $501,000 | 1,743 |
| 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 | $15,990,000 | 2,247 |
| Mortgage-backed securities | $42,743,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $26,857,000 | 1,450 |
| Issued or guaranteed by U.S. | $26,857,000 | 1,427 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $10,889,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $10,889,000 | 1,108 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,997,000 | 1,168 |
| Commercial mortgage pass-through securities | $570,000 | 1,338 |
| Other commercial mortgage-backed securities | $4,427,000 | 840 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $74,254,000 | 2,053 |
| Total debt securities | $74,256,000 | 2,205 |
| Structured notes |
| Amortized cost | $4,000,000 | 380 |
| Fair value | $3,785,000 | 393 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $73,392,000 | 2,174 |
| U.S. Government securities | $60,278,000 | 1,662 |
| U.S. Treasury securities | $3,222,000 | 1,588 |
| U.S. Government agency obligations | $57,056,000 | 1,530 |
| Securities issued by states & political subdivisions | $12,609,000 | 2,492 |
| Other domestic debt securities | $505,000 | 1,997 |
| 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 | $505,000 | 1,683 |
| 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 | $17,234,000 | 2,165 |
| Mortgage-backed securities | $43,364,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $26,057,000 | 1,488 |
| Issued or guaranteed by U.S. | $26,057,000 | 1,455 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $12,395,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $12,395,000 | 1,017 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,912,000 | 1,160 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,912,000 | 790 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $73,392,000 | 2,031 |
| Total debt securities | $73,392,000 | 2,160 |
| Structured notes |
| Amortized cost | $3,000,000 | 383 |
| Fair value | $2,967,000 | 396 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $62,612,000 | 2,331 |
| U.S. Government securities | $50,537,000 | 1,788 |
| U.S. Treasury securities | $3,012,000 | 1,389 |
| U.S. Government agency obligations | $47,525,000 | 1,694 |
| Securities issued by states & political subdivisions | $11,566,000 | 2,550 |
| Other domestic debt securities | $509,000 | 1,955 |
| 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 | $509,000 | 1,628 |
| 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 | $12,717,000 | 2,432 |
| Mortgage-backed securities | $36,813,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $20,968,000 | 1,643 |
| Issued or guaranteed by U.S. | $20,968,000 | 1,606 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $11,453,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $11,453,000 | 1,061 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,392,000 | 1,202 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $4,392,000 | 818 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $62,612,000 | 2,186 |
| Total debt securities | $62,612,000 | 2,314 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $45,577,000 | 2,694 |
| U.S. Government securities | $34,530,000 | 2,156 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $34,530,000 | 1,994 |
| Securities issued by states & political subdivisions | $10,535,000 | 2,625 |
| Other domestic debt securities | $512,000 | 1,938 |
| 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 | $512,000 | 1,570 |
| 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 | $10,396,000 | 2,594 |
| Mortgage-backed securities | $26,767,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $16,877,000 | 1,781 |
| Issued or guaranteed by U.S. | $16,877,000 | 1,737 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,372,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $8,372,000 | 1,185 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,518,000 | 1,574 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,518,000 | 1,077 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $45,577,000 | 2,540 |
| Total debt securities | $45,576,000 | 2,679 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $28,904,000 | 3,139 |
| U.S. Government securities | $17,896,000 | 2,816 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $17,896,000 | 2,648 |
| Securities issued by states & political subdivisions | $10,492,000 | 2,603 |
| Other domestic debt securities | $516,000 | 1,919 |
| 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 | $516,000 | 1,526 |
| 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 | $11,629,000 | 2,483 |
| Mortgage-backed securities | $15,926,000 | 2,310 |
| Certificates of participation in pools of residential mortgages | $9,073,000 | 2,287 |
| Issued or guaranteed by U.S. | $9,073,000 | 2,218 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,798,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $5,798,000 | 1,372 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,055,000 | 1,655 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,055,000 | 1,132 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $28,904,000 | 2,958 |
| Total debt securities | $28,904,000 | 3,118 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $22,759,000 | 3,285 |
| U.S. Government securities | $12,370,000 | 3,089 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,370,000 | 2,942 |
| Securities issued by states & political subdivisions | $9,870,000 | 2,625 |
| Other domestic debt securities | $519,000 | 1,846 |
| 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 | $519,000 | 1,453 |
| 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 | $7,195,000 | 2,891 |
| Mortgage-backed securities | $12,370,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $5,173,000 | 2,673 |
| Issued or guaranteed by U.S. | $5,173,000 | 2,599 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,360,000 | 1,372 |
| CMOs issued by government agencies or sponsored agencies | $6,360,000 | 1,331 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $837,000 | 1,703 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $837,000 | 1,165 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $22,759,000 | 3,087 |
| Total debt securities | $22,759,000 | 3,264 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $20,373,000 | 3,338 |
| U.S. Government securities | $10,719,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $10,719,000 | 3,043 |
| Securities issued by states & political subdivisions | $9,133,000 | 2,571 |
| Other domestic debt securities | $521,000 | 1,824 |
| 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 | $521,000 | 1,427 |
| 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 | $7,230,000 | 2,884 |
| Mortgage-backed securities | $10,719,000 | 2,579 |
| Certificates of participation in pools of residential mortgages | $3,677,000 | 2,876 |
| Issued or guaranteed by U.S. | $3,677,000 | 2,792 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,172,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $6,172,000 | 1,375 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $870,000 | 1,676 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $870,000 | 1,130 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $20,373,000 | 3,126 |
| Total debt securities | $20,373,000 | 3,316 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $18,686,000 | 3,393 |
| U.S. Government securities | $10,175,000 | 3,242 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,175,000 | 3,092 |
| Securities issued by states & political subdivisions | $7,987,000 | 2,651 |
| Other domestic debt securities | $524,000 | 1,763 |
| 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 | $524,000 | 1,382 |
| 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 | $7,236,000 | 2,906 |
| Mortgage-backed securities | $10,175,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $2,666,000 | 3,083 |
| Issued or guaranteed by U.S. | $2,666,000 | 2,996 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,644,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $6,644,000 | 1,371 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $865,000 | 1,662 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $865,000 | 1,103 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $18,686,000 | 3,180 |
| Total debt securities | $18,686,000 | 3,370 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $17,289,000 | 3,482 |
| U.S. Government securities | $10,027,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,027,000 | 3,164 |
| Securities issued by states & political subdivisions | $6,748,000 | 2,726 |
| Other domestic debt securities | $514,000 | 1,698 |
| 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 | $514,000 | 1,294 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,036,000 | 3,010 |
| Mortgage-backed securities | $10,027,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $2,235,000 | 3,178 |
| Issued or guaranteed by U.S. | $2,235,000 | 3,082 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,940,000 | 1,401 |
| CMOs issued by government agencies or sponsored agencies | $6,940,000 | 1,364 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $852,000 | 1,653 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $852,000 | 1,085 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $17,289,000 | 3,249 |
| Total debt securities | $17,290,000 | 3,457 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $15,803,000 | 3,622 |
| U.S. Government securities | $8,780,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,780,000 | 3,365 |
| Securities issued by states & political subdivisions | $6,509,000 | 2,759 |
| Other domestic debt securities | $514,000 | 1,667 |
| 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 | $514,000 | 1,263 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,195,000 | 3,040 |
| Mortgage-backed securities | $8,780,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $733,000 | 3,624 |
| Issued or guaranteed by U.S. | $733,000 | 3,537 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,217,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $7,217,000 | 1,334 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $830,000 | 1,636 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $830,000 | 1,057 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $15,803,000 | 3,378 |
| Total debt securities | $15,803,000 | 3,598 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $15,354,000 | 3,718 |
| U.S. Government securities | $8,498,000 | 3,608 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,498,000 | 3,450 |
| Securities issued by states & political subdivisions | $6,341,000 | 2,794 |
| Other domestic debt securities | $515,000 | 1,705 |
| 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 | $515,000 | 1,267 |
| 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 | $7,294,000 | 2,942 |
| Mortgage-backed securities | $8,498,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $783,000 | 3,636 |
| Issued or guaranteed by U.S. | $783,000 | 3,546 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,195,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $7,195,000 | 1,353 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $520,000 | 1,702 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $520,000 | 1,091 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $15,354,000 | 3,464 |
| Total debt securities | $15,354,000 | 3,692 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $15,612,000 | 3,749 |
| U.S. Government securities | $9,299,000 | 3,579 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,299,000 | 3,424 |
| Securities issued by states & political subdivisions | $5,800,000 | 2,951 |
| Other domestic debt securities | $513,000 | 1,696 |
| 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 | $513,000 | 1,298 |
| 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 | $11,352,000 | 2,562 |
| Mortgage-backed securities | $9,299,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 3,424 |
| Issued or guaranteed by U.S. | $1,363,000 | 3,345 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,425,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $7,425,000 | 1,310 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $511,000 | 1,683 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $511,000 | 1,070 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $15,612,000 | 3,489 |
| Total debt securities | $15,610,000 | 3,730 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $14,566,000 | 3,885 |
| U.S. Government securities | $8,454,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,454,000 | 3,564 |
| Securities issued by states & political subdivisions | $5,603,000 | 3,031 |
| Other domestic debt securities | $509,000 | 1,702 |
| 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 | $509,000 | 1,306 |
| 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 | $6,629,000 | 3,137 |
| Mortgage-backed securities | $8,454,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $870,000 | 3,644 |
| Issued or guaranteed by U.S. | $870,000 | 3,560 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,584,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $7,584,000 | 1,308 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $14,566,000 | 3,615 |
| Total debt securities | $14,566,000 | 3,864 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $14,242,000 | 3,944 |
| U.S. Government securities | $7,540,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,540,000 | 3,699 |
| Securities issued by states & political subdivisions | $6,205,000 | 2,983 |
| Other domestic debt securities | $497,000 | 1,733 |
| 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 | $497,000 | 1,359 |
| 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 | $6,298,000 | 3,211 |
| Mortgage-backed securities | $7,540,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $907,000 | 3,650 |
| Issued or guaranteed by U.S. | $907,000 | 3,576 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,328,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $6,328,000 | 1,387 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $305,000 | 1,650 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $305,000 | 999 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $14,242,000 | 3,671 |
| Total debt securities | $14,242,000 | 3,921 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $13,925,000 | 4,003 |
| U.S. Government securities | $7,674,000 | 3,896 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,674,000 | 3,740 |
| Securities issued by states & political subdivisions | $5,754,000 | 3,095 |
| Other domestic debt securities | $497,000 | 1,700 |
| 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 | $497,000 | 1,370 |
| 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 | $4,866,000 | 3,476 |
| Mortgage-backed securities | $7,674,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $953,000 | 3,677 |
| Issued or guaranteed by U.S. | $953,000 | 3,647 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,721,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $6,721,000 | 1,331 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $13,925,000 | 3,729 |
| Total debt securities | $13,925,000 | 3,978 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $13,625,000 | 4,083 |
| U.S. Government securities | $8,003,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,003,000 | 3,711 |
| Securities issued by states & political subdivisions | $5,122,000 | 3,252 |
| Other domestic debt securities | $500,000 | 1,869 |
| 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 | $500,000 | 1,339 |
| 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 | $4,674,000 | 3,542 |
| Mortgage-backed securities | $8,003,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 3,705 |
| Issued or guaranteed by U.S. | $1,019,000 | 3,526 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,984,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $6,984,000 | 1,309 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $13,625,000 | 3,804 |
| Total debt securities | $13,625,000 | 4,058 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $12,395,000 | 4,247 |
| U.S. Government securities | $7,038,000 | 4,052 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,038,000 | 3,902 |
| Securities issued by states & political subdivisions | $4,857,000 | 3,347 |
| Other domestic debt securities | $500,000 | 1,691 |
| 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 | $500,000 | 1,372 |
| 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 | $5,137,000 | 3,505 |
| Mortgage-backed securities | $7,038,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 3,731 |
| Issued or guaranteed by U.S. | $1,089,000 | 3,724 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,949,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $5,949,000 | 1,411 |
| 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) | $12,395,000 | 3,964 |
| Total debt securities | $12,392,000 | 4,223 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $11,720,000 | 4,353 |
| U.S. Government securities | $5,561,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,561,000 | 4,192 |
| Securities issued by states & political subdivisions | $5,648,000 | 3,279 |
| Other domestic debt securities | $511,000 | 1,678 |
| 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 | $511,000 | 1,374 |
| 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 | $5,825,000 | 3,451 |
| Mortgage-backed securities | $5,561,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $889,000 | 3,861 |
| Issued or guaranteed by U.S. | $889,000 | 3,854 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,364,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $4,364,000 | 1,587 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $308,000 | 1,417 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $308,000 | 938 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,720,000 | 4,071 |
| Total debt securities | $11,720,000 | 4,331 |
| 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 | $10,797,000 | 4,489 |
| U.S. Government securities | $2,452,000 | 4,860 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,452,000 | 4,743 |
| Securities issued by states & political subdivisions | $7,516,000 | 3,023 |
| Other domestic debt securities | $829,000 | 1,586 |
| Privately issued residential mortgage-backed securities | $312,000 | 397 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $517,000 | 1,403 |
| 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 | $7,523,000 | 3,231 |
| Mortgage-backed securities | $2,262,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $400,000 | 4,136 |
| Issued or guaranteed by U.S. | $400,000 | 4,132 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,862,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,163 |
| Privately issued | $312,000 | 371 |
| 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) | $10,797,000 | 4,199 |
| Total debt securities | $10,797,000 | 4,464 |
| 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 | $10,879,000 | 4,540 |
| U.S. Government securities | $1,517,000 | 5,091 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,517,000 | 4,966 |
| Securities issued by states & political subdivisions | $8,845,000 | 2,880 |
| Other domestic debt securities | $517,000 | 1,726 |
| 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 | $517,000 | 1,430 |
| 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 | $9,869,000 | 2,928 |
| Mortgage-backed securities | $1,013,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $431,000 | 4,152 |
| Issued or guaranteed by U.S. | $431,000 | 4,147 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $582,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,556 |
| 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) | $10,879,000 | 4,241 |
| Total debt securities | $10,879,000 | 4,514 |
| 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 | $12,091,000 | 4,468 |
| U.S. Government securities | $1,566,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,566,000 | 5,026 |
| Securities issued by states & political subdivisions | $9,999,000 | 2,773 |
| Other domestic debt securities | $526,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $13,000 | 626 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $513,000 | 1,470 |
| 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 | $8,887,000 | 3,103 |
| Mortgage-backed securities | $1,072,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $460,000 | 4,206 |
| Issued or guaranteed by U.S. | $460,000 | 4,202 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $612,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,588 |
| Privately issued | $13,000 | 592 |
| 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) | $12,091,000 | 4,151 |
| Total debt securities | $12,090,000 | 4,448 |
| 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 | $13,139,000 | 4,383 |
| U.S. Government securities | $1,611,000 | 5,178 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,611,000 | 5,055 |
| Securities issued by states & political subdivisions | $11,007,000 | 2,658 |
| Other domestic debt securities | $521,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $15,000 | 648 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $506,000 | 1,490 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,344,000 | 3,037 |
| Mortgage-backed securities | $1,116,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $480,000 | 4,225 |
| Issued or guaranteed by U.S. | $480,000 | 4,218 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $636,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 2,582 |
| Privately issued | $15,000 | 612 |
| 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) | $13,139,000 | 4,071 |
| Total debt securities | $13,139,000 | 4,363 |
| 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 | $11,737,000 | 4,526 |
| U.S. Government securities | $1,733,000 | 5,209 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,733,000 | 5,092 |
| Securities issued by states & political subdivisions | $9,456,000 | 2,877 |
| Other domestic debt securities | $548,000 | 1,790 |
| Privately issued residential mortgage-backed securities | $17,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $531,000 | 1,468 |
| 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 | $9,367,000 | 3,071 |
| Mortgage-backed securities | $1,236,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $525,000 | 4,236 |
| Issued or guaranteed by U.S. | $525,000 | 4,232 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $711,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $694,000 | 2,576 |
| Privately issued | $17,000 | 615 |
| 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) | $11,737,000 | 4,207 |
| Total debt securities | $11,737,000 | 4,504 |
| 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 | $11,816,000 | 4,607 |
| U.S. Government securities | $1,918,000 | 5,260 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,918,000 | 5,153 |
| Securities issued by states & political subdivisions | $8,361,000 | 3,011 |
| Other domestic debt securities | $1,537,000 | 1,420 |
| Privately issued residential mortgage-backed securities | $20,000 | 668 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,517,000 | 1,138 |
| 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 | $9,788,000 | 3,061 |
| Mortgage-backed securities | $1,421,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $557,000 | 4,274 |
| Issued or guaranteed by U.S. | $557,000 | 4,268 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $864,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $844,000 | 2,535 |
| Privately issued | $20,000 | 632 |
| 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) | $11,816,000 | 4,267 |
| Total debt securities | $11,824,000 | 4,583 |
| 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 | $13,151,000 | 4,545 |
| U.S. Government securities | $2,104,000 | 5,292 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,104,000 | 5,188 |
| Securities issued by states & political subdivisions | $8,668,000 | 2,967 |
| Other domestic debt securities | $2,379,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $24,000 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,355,000 | 968 |
| 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 | $9,948,000 | 3,085 |
| Mortgage-backed securities | $1,610,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $593,000 | 4,299 |
| Issued or guaranteed by U.S. | $593,000 | 4,295 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,017,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $993,000 | 2,488 |
| Privately issued | $24,000 | 635 |
| 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) | $13,151,000 | 4,202 |
| Total debt securities | $13,156,000 | 4,523 |
| 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 | $13,711,000 | 4,551 |
| U.S. Government securities | $2,272,000 | 5,337 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,272,000 | 5,237 |
| Securities issued by states & political subdivisions | $8,909,000 | 2,951 |
| Other domestic debt securities | $2,530,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $27,000 | 664 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,503,000 | 921 |
| 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 | $10,289,000 | 3,071 |
| Mortgage-backed securities | $1,781,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $630,000 | 4,309 |
| Issued or guaranteed by U.S. | $630,000 | 4,306 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,151,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $1,124,000 | 2,468 |
| Privately issued | $27,000 | 634 |
| 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) | $13,711,000 | 4,200 |
| Total debt securities | $13,716,000 | 4,530 |
| 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 | $12,316,000 | 4,756 |
| U.S. Government securities | $2,482,000 | 5,392 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,482,000 | 5,294 |
| Securities issued by states & political subdivisions | $9,294,000 | 2,923 |
| Other domestic debt securities | $540,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $32,000 | 676 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $508,000 | 1,493 |
| 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 | $9,994,000 | 3,141 |
| Mortgage-backed securities | $1,989,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $666,000 | 4,350 |
| Issued or guaranteed by U.S. | $666,000 | 4,345 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,323,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $1,291,000 | 2,427 |
| Privately issued | $32,000 | 645 |
| 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) | $12,316,000 | 4,394 |
| Total debt securities | $12,316,000 | 4,731 |
| 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 | $12,870,000 | 4,798 |
| U.S. Government securities | $2,734,000 | 5,433 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,734,000 | 5,339 |
| Securities issued by states & political subdivisions | $9,596,000 | 2,893 |
| Other domestic debt securities | $540,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $37,000 | 696 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $503,000 | 1,509 |
| 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 | $10,188,000 | 3,135 |
| Mortgage-backed securities | $2,245,000 | 4,204 |
| Certificates of participation in pools of residential mortgages | $716,000 | 4,408 |
| Issued or guaranteed by U.S. | $716,000 | 4,405 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,529,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $1,492,000 | 2,427 |
| Privately issued | $37,000 | 664 |
| 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) | $12,870,000 | 4,422 |
| Total debt securities | $12,868,000 | 4,775 |
| 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 | $13,909,000 | 4,762 |
| U.S. Government securities | $3,052,000 | 5,456 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,052,000 | 5,359 |
| Securities issued by states & political subdivisions | $10,293,000 | 2,788 |
| Other domestic debt securities | $564,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $42,000 | 730 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $522,000 | 1,524 |
| 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 | $10,655,000 | 3,113 |
| Mortgage-backed securities | $2,565,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $767,000 | 4,444 |
| Issued or guaranteed by U.S. | $767,000 | 4,439 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,798,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $1,756,000 | 2,373 |
| Privately issued | $42,000 | 694 |
| 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) | $13,909,000 | 4,386 |
| Total debt securities | $13,911,000 | 4,737 |
| 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 | $14,326,000 | 4,783 |
| U.S. Government securities | $3,310,000 | 5,499 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,310,000 | 5,404 |
| Securities issued by states & political subdivisions | $10,469,000 | 2,774 |
| Other domestic debt securities | $547,000 | 1,922 |
| Privately issued residential mortgage-backed securities | $45,000 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $502,000 | 1,576 |
| 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 | $10,900,000 | 3,093 |
| Mortgage-backed securities | $2,829,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $808,000 | 4,504 |
| Issued or guaranteed by U.S. | $808,000 | 4,497 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,021,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $1,976,000 | 2,342 |
| Privately issued | $45,000 | 694 |
| 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) | $14,326,000 | 4,400 |
| Total debt securities | $14,328,000 | 4,763 |
| 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 | $14,765,000 | 4,830 |
| U.S. Government securities | $3,600,000 | 5,533 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,600,000 | 5,435 |
| Securities issued by states & political subdivisions | $10,615,000 | 2,785 |
| Other domestic debt securities | $550,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $52,000 | 758 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $498,000 | 1,669 |
| 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 | $11,998,000 | 2,987 |
| Mortgage-backed securities | $3,124,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $845,000 | 4,576 |
| Issued or guaranteed by U.S. | $845,000 | 4,573 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,279,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $2,227,000 | 2,299 |
| Privately issued | $52,000 | 723 |
| 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) | $14,765,000 | 4,442 |
| Total debt securities | $14,764,000 | 4,809 |
| 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 | $15,133,000 | 4,861 |
| U.S. Government securities | $3,953,000 | 5,550 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,953,000 | 5,441 |
| Securities issued by states & political subdivisions | $10,621,000 | 2,810 |
| Other domestic debt securities | $559,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $59,000 | 768 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $500,000 | 1,683 |
| 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 | $12,339,000 | 2,955 |
| Mortgage-backed securities | $3,482,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $904,000 | 4,595 |
| Issued or guaranteed by U.S. | $904,000 | 4,592 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,578,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $2,519,000 | 2,259 |
| Privately issued | $59,000 | 735 |
| 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) | $15,133,000 | 4,458 |
| Total debt securities | $15,133,000 | 4,839 |
| 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 | $15,681,000 | 4,861 |
| U.S. Government securities | $4,150,000 | 5,560 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,150,000 | 5,459 |
| Securities issued by states & political subdivisions | $10,973,000 | 2,751 |
| Other domestic debt securities | $558,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $65,000 | 787 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $493,000 | 1,765 |
| 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 | $11,771,000 | 3,052 |
| Mortgage-backed securities | $3,684,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $946,000 | 4,613 |
| Issued or guaranteed by U.S. | $946,000 | 4,609 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,738,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $2,673,000 | 2,206 |
| Privately issued | $65,000 | 754 |
| 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) | $15,681,000 | 4,466 |
| Total debt securities | $15,681,000 | 4,830 |
| 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 | $16,435,000 | 4,795 |
| U.S. Government securities | $4,271,000 | 5,570 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,271,000 | 5,472 |
| Securities issued by states & political subdivisions | $11,614,000 | 2,663 |
| Other domestic debt securities | $550,000 | 2,142 |
| Privately issued residential mortgage-backed securities | $69,000 | 822 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $481,000 | 1,807 |
| 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 | $11,684,000 | 3,056 |
| Mortgage-backed securities | $3,805,000 | 4,191 |
| Certificates of participation in pools of residential mortgages | $989,000 | 4,613 |
| Issued or guaranteed by U.S. | $989,000 | 4,608 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,816,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $2,747,000 | 2,175 |
| Privately issued | $69,000 | 785 |
| 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) | $16,435,000 | 4,406 |
| Total debt securities | $16,435,000 | 4,773 |
| 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 | $16,595,000 | 4,828 |
| U.S. Government securities | $4,484,000 | 5,590 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,484,000 | 5,487 |
| Securities issued by states & political subdivisions | $11,548,000 | 2,680 |
| Other domestic debt securities | $563,000 | 2,194 |
| Privately issued residential mortgage-backed securities | $79,000 | 843 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $484,000 | 1,842 |
| 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 | $11,028,000 | 3,133 |
| Mortgage-backed securities | $4,028,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $1,041,000 | 4,627 |
| Issued or guaranteed by U.S. | $1,041,000 | 4,623 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,987,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $2,908,000 | 2,164 |
| Privately issued | $79,000 | 807 |
| 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) | $2,739,000 | 1,639 |
| Available-for-sale securities (fair market value) | $13,856,000 | 4,695 |
| Total debt securities | $16,595,000 | 4,792 |
| 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 | $17,079,000 | 4,779 |
| U.S. Government securities | $4,837,000 | 5,531 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,837,000 | 5,420 |
| Securities issued by states & political subdivisions | $11,666,000 | 2,650 |
| Other domestic debt securities | $576,000 | 2,256 |
| Privately issued residential mortgage-backed securities | $87,000 | 859 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $489,000 | 1,885 |
| 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 | $10,553,000 | 3,177 |
| Mortgage-backed securities | $4,384,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,130,000 | 4,573 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,254,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $3,167,000 | 2,149 |
| Privately issued | $87,000 | 820 |
| 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) | $2,740,000 | 1,582 |
| Available-for-sale securities (fair market value) | $14,339,000 | 4,680 |
| Total debt securities | $17,078,000 | 4,747 |
| 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 | $17,977,000 | 4,708 |
| U.S. Government securities | $5,300,000 | 5,476 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,300,000 | 5,367 |
| Securities issued by states & political subdivisions | $11,949,000 | 2,593 |
| Other domestic debt securities | $728,000 | 2,166 |
| Privately issued residential mortgage-backed securities | $221,000 | 796 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $507,000 | 1,794 |
| 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 | $11,905,000 | 3,044 |
| Mortgage-backed securities | $4,968,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $1,233,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,233,000 | 4,578 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,735,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $3,514,000 | 2,115 |
| Privately issued | $221,000 | 765 |
| 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) | $2,741,000 | 1,547 |
| Available-for-sale securities (fair market value) | $15,236,000 | 4,613 |
| Total debt securities | $17,977,000 | 4,678 |
| 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 | $18,947,000 | 4,573 |
| U.S. Government securities | $5,836,000 | 5,398 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,836,000 | 5,284 |
| Securities issued by states & political subdivisions | $12,123,000 | 2,539 |
| Other domestic debt securities | $988,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $470,000 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $518,000 | 1,749 |
| 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 | $12,558,000 | 2,947 |
| Mortgage-backed securities | $5,751,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $1,350,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,350,000 | 4,560 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,401,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $3,931,000 | 2,112 |
| Privately issued | $470,000 | 681 |
| 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) | $2,743,000 | 1,556 |
| Available-for-sale securities (fair market value) | $16,204,000 | 4,471 |
| Total debt securities | $18,948,000 | 4,540 |
| 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 | $19,868,000 | 4,553 |
| U.S. Government securities | $6,658,000 | 5,375 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,658,000 | 5,268 |
| Securities issued by states & political subdivisions | $12,177,000 | 2,518 |
| Other domestic debt securities | $1,033,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $519,000 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $514,000 | 1,817 |
| 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 | $14,524,000 | 2,735 |
| Mortgage-backed securities | $6,621,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $1,471,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,471,000 | 4,627 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,150,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $4,631,000 | 2,076 |
| Privately issued | $519,000 | 708 |
| 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) | $2,744,000 | 1,577 |
| Available-for-sale securities (fair market value) | $17,124,000 | 4,445 |
| Total debt securities | $19,868,000 | 4,523 |
| 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 | $20,816,000 | 4,507 |
| U.S. Government securities | $7,559,000 | 5,298 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,559,000 | 5,195 |
| Securities issued by states & political subdivisions | $12,190,000 | 2,459 |
| Other domestic debt securities | $1,067,000 | 1,967 |
| Privately issued residential mortgage-backed securities | $566,000 | 779 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $501,000 | 1,824 |
| 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 | $15,432,000 | 2,659 |
| Mortgage-backed securities | $7,572,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $1,571,000 | 4,630 |
| Issued or guaranteed by U.S. | $1,571,000 | 4,628 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,001,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $5,435,000 | 1,955 |
| Privately issued | $566,000 | 751 |
| 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) | $2,745,000 | 1,574 |
| Available-for-sale securities (fair market value) | $18,071,000 | 4,391 |
| Total debt securities | $20,814,000 | 4,479 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $22,665,000 | 4,373 |
| U.S. Government securities | $9,870,000 | 5,007 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,870,000 | 4,909 |
| Securities issued by states & political subdivisions | $12,183,000 | 2,390 |
| Other domestic debt securities | $612,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $612,000 | 801 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,695,000 | 2,457 |
| Mortgage-backed securities | $8,432,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $1,666,000 | 4,610 |
| Issued or guaranteed by U.S. | $1,666,000 | 4,606 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,766,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $6,154,000 | 1,882 |
| Privately issued | $612,000 | 774 |
| 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) | $2,746,000 | 1,601 |
| Available-for-sale securities (fair market value) | $19,919,000 | 4,238 |
| Total debt securities | $22,665,000 | 4,336 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $24,096,000 | 4,177 |
| U.S. Government securities | $11,135,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,135,000 | 4,656 |
| Securities issued by states & political subdivisions | $12,262,000 | 2,344 |
| Other domestic debt securities | $699,000 | 2,194 |
| Privately issued residential mortgage-backed securities | $699,000 | 853 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,085,000 | 2,303 |
| Mortgage-backed securities | $9,273,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $1,764,000 | 4,525 |
| Issued or guaranteed by U.S. | $1,764,000 | 4,518 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,509,000 | 1,806 |
| CMOs issued by government agencies or sponsored agencies | $6,810,000 | 1,709 |
| Privately issued | $699,000 | 812 |
| 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) | $2,747,000 | 1,645 |
| Available-for-sale securities (fair market value) | $21,349,000 | 4,065 |
| Total debt securities | $24,094,000 | 4,149 |
| 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 | $28,514,000 | 3,715 |
| U.S. Government securities | $11,871,000 | 4,615 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,871,000 | 4,522 |
| Securities issued by states & political subdivisions | $12,774,000 | 2,212 |
| Other domestic debt securities | $754,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $754,000 | 864 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $3,115,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,273,000 | 2,182 |
| Mortgage-backed securities | $10,047,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $1,876,000 | 4,457 |
| Issued or guaranteed by U.S. | $1,876,000 | 4,444 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,171,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $7,417,000 | 1,638 |
| Privately issued | $754,000 | 819 |
| 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) | $2,748,000 | 1,665 |
| Available-for-sale securities (fair market value) | $25,766,000 | 3,625 |
| Total debt securities | $25,399,000 | 3,938 |
| 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 | $29,052,000 | 3,701 |
| U.S. Government securities | $13,157,000 | 4,537 |
| U.S. Treasury securities | $515,000 | 1,022 |
| U.S. Government agency obligations | $12,642,000 | 4,504 |
| Securities issued by states & political subdivisions | $15,007,000 | 1,923 |
| Other domestic debt securities | $823,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $823,000 | 865 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $65,000 | 1,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,651,000 | 2,057 |
| Mortgage-backed securities | $10,905,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $1,900,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,900,000 | 4,415 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,005,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $8,182,000 | 1,533 |
| Privately issued | $823,000 | 821 |
| 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) | $1,930,000 | 1,870 |
| Available-for-sale securities (fair market value) | $27,122,000 | 3,542 |
| Total debt securities | $28,986,000 | 3,672 |
| 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 | $27,257,000 | 3,828 |
| U.S. Government securities | $12,087,000 | 4,699 |
| U.S. Treasury securities | $498,000 | 1,112 |
| U.S. Government agency obligations | $11,589,000 | 4,640 |
| Securities issued by states & political subdivisions | $12,944,000 | 2,089 |
| Other domestic debt securities | $1,689,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $889,000 | 885 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $800,000 | 1,491 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $537,000 | 728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,858,000 | 1,991 |
| Mortgage-backed securities | $9,947,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $1,941,000 | 4,355 |
| Issued or guaranteed by U.S. | $1,941,000 | 4,345 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,006,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $7,117,000 | 1,581 |
| Privately issued | $889,000 | 845 |
| 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) | $27,257,000 | 3,527 |
| Total debt securities | $26,720,000 | 3,847 |
| 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 | $25,320,000 | 3,893 |
| U.S. Government securities | $11,243,000 | 4,658 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,243,000 | 4,536 |
| Securities issued by states & political subdivisions | $11,989,000 | 2,173 |
| Other domestic debt securities | $1,006,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $1,006,000 | 899 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,082,000 | 551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,398,000 | 1,859 |
| Mortgage-backed securities | $10,210,000 | 3,135 |
| Certificates of participation in pools of residential mortgages | $1,573,000 | 4,433 |
| Issued or guaranteed by U.S. | $1,573,000 | 4,428 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,637,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $7,631,000 | 1,497 |
| Privately issued | $1,006,000 | 858 |
| 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) | $25,320,000 | 3,583 |
| Total debt securities | $24,238,000 | 3,946 |
| 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 | $27,758,000 | 3,645 |
| U.S. Government securities | $14,067,000 | 4,167 |
| U.S. Treasury securities | $1,000,000 | 886 |
| U.S. Government agency obligations | $13,067,000 | 4,208 |
| Securities issued by states & political subdivisions | $12,050,000 | 2,103 |
| Other domestic debt securities | $1,124,000 | 2,069 |
| Privately issued residential mortgage-backed securities | $1,124,000 | 934 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $517,000 | 807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,567,000 | 1,757 |
| Mortgage-backed securities | $11,125,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $1,728,000 | 4,339 |
| Issued or guaranteed by U.S. | $1,728,000 | 4,332 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,397,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $8,273,000 | 1,412 |
| Privately issued | $1,124,000 | 889 |
| 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) | $27,758,000 | 3,339 |
| Total debt securities | $27,240,000 | 3,659 |
| Structured notes |
| Amortized cost | $500,000 | 2,790 |
| Fair value | $502,000 | 2,861 |
| 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 | $28,294,000 | 3,606 |
| U.S. Government securities | $14,635,000 | 4,156 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,635,000 | 4,044 |
| Securities issued by states & political subdivisions | $11,412,000 | 2,077 |
| Other domestic debt securities | $1,511,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $1,511,000 | 895 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $736,000 | 734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,923,000 | 1,971 |
| Mortgage-backed securities | $12,074,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $1,828,000 | 4,368 |
| Issued or guaranteed by U.S. | $1,828,000 | 4,360 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,246,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $8,735,000 | 1,302 |
| Privately issued | $1,511,000 | 861 |
| 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) | $28,294,000 | 3,293 |
| Total debt securities | $27,557,000 | 3,632 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,006,000 | 2,519 |
| 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 | $23,858,000 | 4,018 |
| U.S. Government securities | $10,315,000 | 4,939 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,315,000 | 4,834 |
| Securities issued by states & political subdivisions | $11,604,000 | 2,034 |
| Other domestic debt securities | $1,850,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $1,850,000 | 887 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $89,000 | 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 | $23,773,000 | 1,982 |
| Mortgage-backed securities | $10,099,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $480,000 | 5,232 |
| Issued or guaranteed by U.S. | $480,000 | 5,220 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,619,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $7,769,000 | 1,315 |
| Privately issued | $1,850,000 | 849 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,187,000 | 1,981 |
| Available-for-sale securities (fair market value) | $21,671,000 | 3,864 |
| Total debt securities | $23,768,000 | 3,993 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $23,799,000 | 4,002 |
| U.S. Government securities | $10,685,000 | 4,847 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,685,000 | 4,746 |
| Securities issued by states & political subdivisions | $11,167,000 | 2,089 |
| Other domestic debt securities | $1,644,000 | 1,940 |
| Privately issued residential mortgage-backed securities | $1,644,000 | 947 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $303,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,495,000 | 2,016 |
| Mortgage-backed securities | $10,243,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $517,000 | 5,275 |
| Issued or guaranteed by U.S. | $517,000 | 5,260 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,726,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $8,082,000 | 1,275 |
| Privately issued | $1,644,000 | 910 |
| 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) | $2,640,000 | 1,895 |
| Available-for-sale securities (fair market value) | $21,159,000 | 3,889 |
| Total debt securities | $23,497,000 | 4,006 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $22,958,000 | 4,108 |
| U.S. Government securities | $9,613,000 | 5,088 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,613,000 | 4,989 |
| Securities issued by states & political subdivisions | $10,726,000 | 2,142 |
| Other domestic debt securities | $1,794,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $1,794,000 | 982 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $825,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,437,000 | 2,362 |
| Mortgage-backed securities | $8,804,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $553,000 | 5,334 |
| Issued or guaranteed by U.S. | $553,000 | 5,318 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,251,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $6,457,000 | 1,380 |
| Privately issued | $1,794,000 | 942 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,353,000 | 1,846 |
| Available-for-sale securities (fair market value) | $19,605,000 | 4,068 |
| Total debt securities | $22,133,000 | 4,159 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $22,378,000 | 4,151 |
| U.S. Government securities | $9,781,000 | 5,029 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,781,000 | 4,932 |
| Securities issued by states & political subdivisions | $10,160,000 | 2,184 |
| Other domestic debt securities | $2,299,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $1,901,000 | 983 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $398,000 | 1,983 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $138,000 | 1,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,114,000 | 2,398 |
| Mortgage-backed securities | $9,072,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $595,000 | 5,364 |
| Issued or guaranteed by U.S. | $595,000 | 5,345 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,477,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $6,576,000 | 1,341 |
| Privately issued | $1,901,000 | 943 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,607,000 | 1,800 |
| Available-for-sale securities (fair market value) | $18,771,000 | 4,140 |
| Total debt securities | $22,246,000 | 4,123 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $22,429,000 | 4,146 |
| U.S. Government securities | $9,955,000 | 5,077 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,955,000 | 4,994 |
| Securities issued by states & political subdivisions | $9,623,000 | 2,186 |
| Other domestic debt securities | $2,450,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $2,062,000 | 993 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $388,000 | 2,079 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $401,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,411,000 | 2,411 |
| Mortgage-backed securities | $9,404,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $640,000 | 5,402 |
| Issued or guaranteed by U.S. | $640,000 | 5,384 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,764,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $6,702,000 | 1,314 |
| Privately issued | $2,062,000 | 953 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,741,000 | 1,813 |
| Available-for-sale securities (fair market value) | $18,688,000 | 4,145 |
| Total debt securities | $22,028,000 | 4,159 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $22,149,000 | 4,188 |
| U.S. Government securities | $9,669,000 | 5,214 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,669,000 | 5,132 |
| Securities issued by states & political subdivisions | $9,539,000 | 2,149 |
| Other domestic debt securities | $2,130,000 | 1,784 |
| Privately issued residential mortgage-backed securities | $2,130,000 | 935 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $811,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,327,000 | 2,444 |
| Mortgage-backed securities | $9,167,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $669,000 | 5,391 |
| Issued or guaranteed by U.S. | $669,000 | 5,374 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,498,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $6,368,000 | 1,325 |
| Privately issued | $2,130,000 | 899 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,775,000 | 1,807 |
| Available-for-sale securities (fair market value) | $18,374,000 | 4,167 |
| Total debt securities | $21,337,000 | 4,258 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $20,008,000 | 4,394 |
| U.S. Government securities | $8,405,000 | 5,480 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,405,000 | 5,389 |
| Securities issued by states & political subdivisions | $10,933,000 | 1,912 |
| Other domestic debt securities | $500,000 | 2,622 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $170,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,394,000 | 2,598 |
| Mortgage-backed securities | $6,353,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $672,000 | 5,382 |
| Issued or guaranteed by U.S. | $672,000 | 5,364 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,681,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $5,181,000 | 1,393 |
| Privately issued | $500,000 | 1,236 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,294,000 | 1,603 |
| Available-for-sale securities (fair market value) | $14,714,000 | 4,596 |
| Total debt securities | $19,838,000 | 4,381 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $19,777,000 | 4,481 |
| U.S. Government securities | $8,238,000 | 5,533 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,238,000 | 5,452 |
| Securities issued by states & political subdivisions | $10,893,000 | 1,933 |
| Other domestic debt securities | $500,000 | 2,597 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $146,000 | 1,605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,486,000 | 2,754 |
| Mortgage-backed securities | $6,207,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $429,000 | 5,567 |
| Issued or guaranteed by U.S. | $429,000 | 5,543 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,778,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $5,278,000 | 1,386 |
| Privately issued | $500,000 | 1,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,423,000 | 1,582 |
| Available-for-sale securities (fair market value) | $14,354,000 | 4,708 |
| Total debt securities | $19,631,000 | 4,450 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $20,001,000 | 4,431 |
| U.S. Government securities | $8,107,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,107,000 | 5,475 |
| Securities issued by states & political subdivisions | $9,941,000 | 2,081 |
| Other domestic debt securities | $500,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,453,000 | 918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,185,000 | 2,620 |
| Mortgage-backed securities | $5,518,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $475,000 | 5,499 |
| Issued or guaranteed by U.S. | $475,000 | 5,470 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,043,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $4,543,000 | 1,458 |
| Privately issued | $500,000 | 1,200 |
| 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) | $6,667,000 | 1,446 |
| Available-for-sale securities (fair market value) | $13,334,000 | 4,862 |
| Total debt securities | $18,548,000 | 4,551 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $19,741,000 | 4,492 |
| U.S. Government securities | $8,171,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,171,000 | 5,582 |
| Securities issued by states & political subdivisions | $6,644,000 | 2,694 |
| Other domestic debt securities | $500,000 | 2,391 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $4,426,000 | 521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,117,000 | 3,377 |
| Mortgage-backed securities | $4,115,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,115,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $3,615,000 | 1,556 |
| Privately issued | $500,000 | 1,104 |
| 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) | $8,110,000 | 1,357 |
| Available-for-sale securities (fair market value) | $11,631,000 | 5,163 |
| Total debt securities | $15,315,000 | 5,059 |
| Structured notes |
| Amortized cost | $500,000 | 1,948 |
| Fair value | $500,000 | 1,997 |
| 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 | $19,543,000 | 4,549 |
| U.S. Government securities | $9,355,000 | 5,495 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,355,000 | 5,387 |
| Securities issued by states & political subdivisions | $6,945,000 | 2,589 |
| Other domestic debt securities | $500,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,743,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,981,000 | 3,442 |
| Mortgage-backed securities | $2,340,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,340,000 | 2,079 |
| CMOs issued by government agencies or sponsored agencies | $1,840,000 | 1,953 |
| Privately issued | $500,000 | 1,064 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,388,000 | 912 |
| Available-for-sale securities (fair market value) | $3,155,000 | 6,891 |
| Total debt securities | $16,802,000 | 4,865 |
| Structured notes |
| Amortized cost | $269,000 | 2,503 |
| Fair value | $270,000 | 2,503 |
| 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 | $19,332,000 | 4,579 |
| U.S. Government securities | $10,565,000 | 5,274 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,565,000 | 5,161 |
| Securities issued by states & political subdivisions | $8,097,000 | 2,352 |
| Other domestic debt securities | $500,000 | 2,274 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,066 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $170,000 | 1,496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,372,000 | 3,197 |
| Mortgage-backed securities | $2,550,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,550,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,050,000 | 1,858 |
| Privately issued | $500,000 | 1,007 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,750,000 | 834 |
| Available-for-sale securities (fair market value) | $582,000 | 7,518 |
| Total debt securities | $19,162,000 | 4,543 |
| Structured notes |
| Amortized cost | $268,000 | 2,579 |
| Fair value | $267,000 | 2,580 |
| 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 | $19,153,000 | 4,612 |
| U.S. Government securities | $10,758,000 | 5,253 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,758,000 | 5,134 |
| Securities issued by states & political subdivisions | $7,687,000 | 2,445 |
| Other domestic debt securities | $500,000 | 2,283 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,030 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $208,000 | 1,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,996,000 | 2,952 |
| Mortgage-backed securities | $2,744,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,744,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $2,244,000 | 1,783 |
| Privately issued | $500,000 | 966 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,945,000 | 850 |
| Available-for-sale securities (fair market value) | $208,000 | 7,643 |
| Total debt securities | $18,946,000 | 4,592 |
| Structured notes |
| Amortized cost | $268,000 | 2,646 |
| Fair value | $268,000 | 2,648 |
| 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 | $19,003,000 | 4,689 |
| U.S. Government securities | $11,567,000 | 5,145 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,567,000 | 5,022 |
| Securities issued by states & political subdivisions | $6,789,000 | 2,631 |
| Other domestic debt securities | $500,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $147,000 | 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 | $13,743,000 | 2,845 |
| Mortgage-backed securities | $2,804,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,804,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $2,304,000 | 1,776 |
| Privately issued | $500,000 | 945 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,856,000 | 870 |
| Available-for-sale securities (fair market value) | $147,000 | 7,717 |
| Total debt securities | $18,857,000 | 4,663 |
| 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 | $16,768,000 | 5,062 |
| U.S. Government securities | $8,006,000 | 5,989 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,006,000 | 5,869 |
| Securities issued by states & political subdivisions | $8,262,000 | 2,320 |
| Other domestic debt securities | $500,000 | 2,333 |
| Privately issued residential mortgage-backed securities | $500,000 | 986 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,725,000 | 3,132 |
| Mortgage-backed securities | $1,745,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,745,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 2,084 |
| Privately issued | $500,000 | 917 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,768,000 | 995 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $16,759,000 | 5,018 |
| 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 | $18,441,000 | 4,791 |
| U.S. Government securities | $9,426,000 | 5,666 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,426,000 | 5,539 |
| Securities issued by states & political subdivisions | $9,015,000 | 2,142 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,045,000 | 2,678 |
| Mortgage-backed securities | $749,000 | 5,518 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $749,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 2,371 |
| 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) | $18,441,000 | 944 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $18,441,000 | 4,739 |
| 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 | $18,405,000 | 4,835 |
| U.S. Government securities | $9,387,000 | 5,741 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,387,000 | 5,601 |
| Securities issued by states & political subdivisions | $9,018,000 | 2,139 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,403,000 | 2,750 |
| Mortgage-backed securities | $749,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $749,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 2,369 |
| 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) | $18,405,000 | 960 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $18,405,000 | 4,779 |
| 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 | $16,648,000 | 5,115 |
| U.S. Government securities | $8,882,000 | 5,858 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,882,000 | 5,708 |
| Securities issued by states & political subdivisions | $7,516,000 | 2,426 |
| Other domestic debt securities | $250,000 | 2,862 |
| 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 | $250,000 | 2,327 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,972,000 | 2,643 |
| Mortgage-backed securities | $749,000 | 5,606 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $749,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 2,376 |
| 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) | $16,648,000 | 1,038 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $16,646,000 | 5,067 |
| 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 | $16,910,000 | 5,060 |
| U.S. Government securities | $9,880,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,880,000 | 5,458 |
| Securities issued by states & political subdivisions | $4,280,000 | 3,299 |
| Other domestic debt securities | $2,750,000 | 1,436 |
| 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 | $2,750,000 | 1,034 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,675,000 | 3,430 |
| Mortgage-backed securities | $250,000 | 6,156 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $250,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 2,826 |
| 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) | $16,910,000 | 1,041 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $16,909,000 | 5,010 |
| 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 | $10,218,000 | 6,327 |
| U.S. Government securities | $6,790,000 | 6,471 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,790,000 | 6,337 |
| Securities issued by states & political subdivisions | $2,628,000 | 3,982 |
| Other domestic debt securities | $800,000 | 2,379 |
| 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 | $800,000 | 1,912 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,218,000 | 3,319 |
| Mortgage-backed securities | $250,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $250,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 2,878 |
| 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) | $10,218,000 | 1,430 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $10,216,000 | 6,263 |
| 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 | $10,219,000 | 6,396 |
| U.S. Government securities | $6,788,000 | 6,533 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,788,000 | 6,388 |
| Securities issued by states & political subdivisions | $2,628,000 | 3,991 |
| Other domestic debt securities | $803,000 | 2,438 |
| 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 | $803,000 | 1,998 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $251,000 | 6,273 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $251,000 | 3,215 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,936 |
| 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) | $10,219,000 | 1,462 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $10,219,000 | 6,334 |
| 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 | $10,128,000 | 6,439 |
| U.S. Government securities | $6,294,000 | 6,685 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,294,000 | 6,535 |
| Securities issued by states & political subdivisions | $2,528,000 | 4,044 |
| Other domestic debt securities | $1,306,000 | 2,103 |
| 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 | $1,306,000 | 1,705 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $251,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $251,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,967 |
| 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) | $10,128,000 | 1,476 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $10,127,000 | 6,379 |
| 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 | $10,126,000 | 6,477 |
| U.S. Government securities | $8,542,000 | 6,061 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,542,000 | 5,914 |
| Securities issued by states & political subdivisions | $275,000 | 6,067 |
| Other domestic debt securities | $1,309,000 | 2,116 |
| 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 | $1,309,000 | 1,751 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,126,000 | 1,469 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $10,126,000 | 6,403 |
| 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 | $7,628,000 | 7,115 |
| U.S. Government securities | $5,791,000 | 6,958 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,791,000 | 6,794 |
| Securities issued by states & political subdivisions | $275,000 | 6,103 |
| Other domestic debt securities | $1,562,000 | 2,068 |
| 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 | $1,562,000 | 1,717 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,628,000 | 1,722 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $7,628,000 | 7,045 |
| 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 | $7,536,000 | 7,124 |
| U.S. Government securities | $4,796,000 | 7,226 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,796,000 | 7,066 |
| Securities issued by states & political subdivisions | $275,000 | 6,104 |
| Other domestic debt securities | $2,465,000 | 1,813 |
| 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 | $2,465,000 | 1,464 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,536,000 | 1,707 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $7,536,000 | 7,039 |
| 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 | $8,089,000 | 7,031 |
| U.S. Government securities | $5,096,000 | 7,200 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,096,000 | 7,012 |
| Securities issued by states & political subdivisions | $275,000 | 6,173 |
| Other domestic debt securities | $2,718,000 | 1,768 |
| 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 | $2,718,000 | 1,488 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,089,000 | 1,653 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $8,090,000 | 6,956 |
| 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 | $7,748,000 | 7,056 |
| U.S. Government securities | $4,301,000 | 7,345 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,301,000 | 7,165 |
| Securities issued by states & political subdivisions | $275,000 | 6,214 |
| Other domestic debt securities | $3,172,000 | 1,724 |
| 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 | $3,172,000 | 1,449 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $7,748,000 | 1,683 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $7,748,000 | 6,967 |
| 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 | $7,900,000 | 6,977 |
| U.S. Government securities | $4,802,000 | 7,156 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,802,000 | 6,980 |
| Securities issued by states & political subdivisions | $275,000 | 6,217 |
| Other domestic debt securities | $2,823,000 | 1,898 |
| 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 | $2,823,000 | 1,615 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $7,900,000 | 1,646 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $7,900,000 | 6,875 |
| 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 | $7,504,000 | 7,121 |
| U.S. Government securities | $4,703,000 | 7,260 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,703,000 | 7,054 |
| Securities issued by states & political subdivisions | $275,000 | 6,213 |
| Other domestic debt securities | $2,526,000 | 1,992 |
| 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 | $2,526,000 | 1,709 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $7,504,000 | 1,740 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $7,504,000 | 7,025 |
| 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 | $8,068,000 | 7,002 |
| U.S. Government securities | $5,203,000 | 7,089 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,203,000 | 6,885 |
| Securities issued by states & political subdivisions | $275,000 | 6,214 |
| Other domestic debt securities | $2,590,000 | 1,965 |
| 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 | $2,590,000 | 1,697 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $8,068,000 | 1,692 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $8,068,000 | 6,907 |
| 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 | $12,588,000 | 5,875 |
| U.S. Government securities | $4,505,000 | 7,431 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,505,000 | 7,176 |
| Securities issued by states & political subdivisions | $275,000 | 6,357 |
| Other domestic debt securities | $7,808,000 | 1,081 |
| 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 | $7,808,000 | 848 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $12,588,000 | 1,329 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $12,588,000 | 5,776 |
| 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 | $13,411,000 | 5,901 |
| U.S. Government securities | $12,978,000 | 5,014 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,978,000 | 4,694 |
| Securities issued by states & political subdivisions | $275,000 | 6,518 |
| 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 | $158,000 | 6,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $13,253,000 | 1,574 |
| Available-for-sale securities (fair market value) | $158,000 | 9,020 |
| Total debt securities | $13,253,000 | 5,807 |
| 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 | $11,398,000 | 6,678 |
| U.S. Government securities | $11,290,000 | 5,709 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,290,000 | 5,196 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $108,000 | 6,660 |
| 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 | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| 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) | $11,398,000 | 5,501 |
| Total debt securities | $11,290,000 | 6,593 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $3,500,000 | 9,306 |
| U.S. Government securities | $3,500,000 | 8,755 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,500,000 | 7,948 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,500,000 | 7,920 |
| Total debt securities | $3,500,000 | 9,183 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $1,001,000 | 10,593 |
| U.S. Government securities | $1,001,000 | 10,401 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,001,000 | 9,682 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,001,000 | 9,204 |
| Total debt securities | $1,001,000 | 10,489 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $998,000 | 11,135 |
| U.S. Government securities | $998,000 | 10,972 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $998,000 | 10,164 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $998,000 | 9,518 |
| Total debt securities | $998,000 | 11,048 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $1,000,000 | 11,641 |
| U.S. Government securities | $1,000,000 | 11,467 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,000,000 | 10,472 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $1,000,000 | 9,975 |
| Total debt securities | $1,000,000 | 11,536 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
