| 2023-12-31 | Rank |
| Total securities | $62,557,000 | 2,308 |
| U.S. Government securities | $51,904,000 | 1,823 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $51,904,000 | 1,573 |
| Securities issued by states & political subdivisions | $10,653,000 | 2,392 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $579,000 | 3,830 |
| Mortgage-backed securities | $51,904,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,919,000 | 1,189 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,655,000 | 1,066 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,134,000 | 406 |
| Other commercial mortgage-backed securities | $196,000 | 1,314 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $62,557,000 | 2,087 |
| Total debt securities | $62,558,000 | 2,291 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $53,103,000 | 2,503 |
| U.S. Government securities | $43,232,000 | 2,042 |
| U.S. Treasury securities | $2,830,000 | 2,199 |
| U.S. Government agency obligations | $40,402,000 | 1,823 |
| Securities issued by states & political subdivisions | $9,871,000 | 2,459 |
| 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 | $546,000 | 3,841 |
| Mortgage-backed securities | $40,402,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,679,000 | 1,436 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,066,000 | 1,153 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,460,000 | 412 |
| Other commercial mortgage-backed securities | $197,000 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $53,103,000 | 2,272 |
| Total debt securities | $53,102,000 | 2,485 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $51,772,000 | 2,594 |
| U.S. Government securities | $41,845,000 | 2,122 |
| U.S. Treasury securities | $2,840,000 | 2,234 |
| U.S. Government agency obligations | $39,005,000 | 1,890 |
| Securities issued by states & political subdivisions | $9,927,000 | 2,508 |
| 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 | $563,000 | 3,840 |
| Mortgage-backed securities | $39,005,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,287,000 | 1,487 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,470,000 | 1,287 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,044,000 | 400 |
| Other commercial mortgage-backed securities | $204,000 | 1,301 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $51,772,000 | 2,362 |
| Total debt securities | $51,773,000 | 2,578 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $49,214,000 | 2,751 |
| U.S. Government securities | $40,211,000 | 2,244 |
| U.S. Treasury securities | $2,872,000 | 2,304 |
| U.S. Government agency obligations | $37,339,000 | 1,965 |
| Securities issued by states & political subdivisions | $9,003,000 | 2,643 |
| 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 | $567,000 | 3,846 |
| Mortgage-backed securities | $37,339,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,106,000 | 1,575 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,439,000 | 1,410 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,582,000 | 410 |
| Other commercial mortgage-backed securities | $212,000 | 1,308 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $49,214,000 | 2,516 |
| Total debt securities | $49,214,000 | 2,731 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $47,429,000 | 2,820 |
| U.S. Government securities | $38,634,000 | 2,302 |
| U.S. Treasury securities | $2,842,000 | 2,336 |
| U.S. Government agency obligations | $35,792,000 | 2,016 |
| Securities issued by states & political subdivisions | $8,795,000 | 2,703 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $641,000 | 3,792 |
| Mortgage-backed securities | $35,792,000 | 1,618 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,594,000 | 1,663 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,501,000 | 1,421 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,483,000 | 419 |
| Other commercial mortgage-backed securities | $214,000 | 1,309 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $47,429,000 | 2,582 |
| Total debt securities | $47,428,000 | 2,802 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $44,769,000 | 2,913 |
| U.S. Government securities | $37,106,000 | 2,389 |
| U.S. Treasury securities | $2,816,000 | 2,374 |
| U.S. Government agency obligations | $34,290,000 | 2,074 |
| Securities issued by states & political subdivisions | $7,663,000 | 2,818 |
| 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 | $628,000 | 3,811 |
| Mortgage-backed securities | $34,290,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,644,000 | 1,684 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,644,000 | 1,659 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,784,000 | 421 |
| Other commercial mortgage-backed securities | $218,000 | 1,342 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $44,769,000 | 2,663 |
| Total debt securities | $44,770,000 | 2,892 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $41,676,000 | 3,043 |
| U.S. Government securities | $36,075,000 | 2,443 |
| U.S. Treasury securities | $931,000 | 2,755 |
| U.S. Government agency obligations | $35,144,000 | 2,086 |
| Securities issued by states & political subdivisions | $5,601,000 | 3,068 |
| 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 | $674,000 | 3,841 |
| Mortgage-backed securities | $35,144,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | $17,776,000 | 1,752 |
| Issued or guaranteed by U.S. | $17,776,000 | 1,714 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,089,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $3,089,000 | 1,773 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $14,279,000 | 738 |
| Commercial mortgage pass-through securities | $14,038,000 | 402 |
| Other commercial mortgage-backed securities | $241,000 | 1,413 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $41,676,000 | 2,814 |
| Total debt securities | $41,677,000 | 3,027 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $36,908,000 | 3,134 |
| U.S. Government securities | $31,704,000 | 2,552 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $31,704,000 | 2,194 |
| Securities issued by states & political subdivisions | $5,204,000 | 3,138 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $717,000 | 3,857 |
| Mortgage-backed securities | $31,704,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $12,802,000 | 2,064 |
| Issued or guaranteed by U.S. | $12,802,000 | 2,019 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,347,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $3,347,000 | 1,745 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $15,555,000 | 711 |
| Commercial mortgage pass-through securities | $15,295,000 | 390 |
| Other commercial mortgage-backed securities | $260,000 | 1,380 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $36,908,000 | 2,939 |
| Total debt securities | $36,908,000 | 3,117 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $37,114,000 | 3,063 |
| U.S. Government securities | $31,434,000 | 2,420 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $31,434,000 | 2,194 |
| Securities issued by states & political subdivisions | $5,680,000 | 3,125 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $553,000 | 3,907 |
| Mortgage-backed securities | $31,434,000 | 1,816 |
| Certificates of participation in pools of residential mortgages | $11,868,000 | 2,134 |
| Issued or guaranteed by U.S. | $11,868,000 | 2,073 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,660,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $2,660,000 | 1,838 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $16,906,000 | 674 |
| Commercial mortgage pass-through securities | $16,634,000 | 365 |
| Other commercial mortgage-backed securities | $272,000 | 1,364 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $37,114,000 | 2,895 |
| Total debt securities | $37,114,000 | 3,041 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $38,714,000 | 2,956 |
| U.S. Government securities | $33,013,000 | 2,284 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $33,013,000 | 2,109 |
| Securities issued by states & political subdivisions | $5,701,000 | 3,145 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $572,000 | 3,935 |
| Mortgage-backed securities | $33,013,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $13,058,000 | 2,056 |
| Issued or guaranteed by U.S. | $13,058,000 | 2,002 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,795,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $2,795,000 | 1,845 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $17,160,000 | 660 |
| Commercial mortgage pass-through securities | $16,856,000 | 350 |
| Other commercial mortgage-backed securities | $304,000 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $38,714,000 | 2,794 |
| Total debt securities | $38,714,000 | 2,934 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $35,995,000 | 2,990 |
| U.S. Government securities | $30,255,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $30,255,000 | 2,143 |
| Securities issued by states & political subdivisions | $5,740,000 | 3,130 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $587,000 | 3,963 |
| Mortgage-backed securities | $30,255,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $12,165,000 | 2,092 |
| Issued or guaranteed by U.S. | $12,165,000 | 2,036 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $798,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 2,335 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $17,292,000 | 643 |
| Commercial mortgage pass-through securities | $16,980,000 | 335 |
| Other commercial mortgage-backed securities | $312,000 | 1,336 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $35,995,000 | 2,815 |
| Total debt securities | $35,995,000 | 2,966 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $35,728,000 | 2,876 |
| U.S. Government securities | $30,069,000 | 2,195 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $30,069,000 | 2,055 |
| Securities issued by states & political subdivisions | $5,659,000 | 3,112 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $602,000 | 3,977 |
| Mortgage-backed securities | $30,069,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $12,232,000 | 2,015 |
| Issued or guaranteed by U.S. | $12,232,000 | 1,958 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $831,000 | 2,339 |
| CMOs issued by government agencies or sponsored agencies | $831,000 | 2,292 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $17,006,000 | 611 |
| Commercial mortgage pass-through securities | $16,616,000 | 330 |
| Other commercial mortgage-backed securities | $390,000 | 1,311 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $35,728,000 | 2,699 |
| Total debt securities | $35,727,000 | 2,857 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $37,500,000 | 2,722 |
| U.S. Government securities | $31,609,000 | 2,018 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $31,609,000 | 1,912 |
| Securities issued by states & political subdivisions | $5,891,000 | 3,073 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $634,000 | 3,985 |
| Mortgage-backed securities | $31,609,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $12,914,000 | 1,872 |
| Issued or guaranteed by U.S. | $12,914,000 | 1,823 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $857,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $857,000 | 2,294 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $17,838,000 | 561 |
| Commercial mortgage pass-through securities | $17,377,000 | 299 |
| Other commercial mortgage-backed securities | $461,000 | 1,262 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $37,500,000 | 2,546 |
| Total debt securities | $37,499,000 | 2,702 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $38,763,000 | 2,586 |
| U.S. Government securities | $34,119,000 | 1,847 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $34,119,000 | 1,759 |
| Securities issued by states & political subdivisions | $4,644,000 | 3,163 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $654,000 | 4,003 |
| Mortgage-backed securities | $34,119,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $15,300,000 | 1,686 |
| Issued or guaranteed by U.S. | $15,300,000 | 1,643 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $869,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $869,000 | 2,311 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $17,950,000 | 543 |
| Commercial mortgage pass-through securities | $17,455,000 | 288 |
| Other commercial mortgage-backed securities | $495,000 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $38,763,000 | 2,413 |
| Total debt securities | $38,763,000 | 2,562 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $42,215,000 | 2,417 |
| U.S. Government securities | $40,079,000 | 1,675 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $40,079,000 | 1,583 |
| Securities issued by states & political subdivisions | $2,136,000 | 3,561 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $674,000 | 4,046 |
| Mortgage-backed securities | $40,079,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $20,776,000 | 1,336 |
| Issued or guaranteed by U.S. | $20,776,000 | 1,299 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $895,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 2,339 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $18,408,000 | 531 |
| Commercial mortgage pass-through securities | $17,910,000 | 279 |
| Other commercial mortgage-backed securities | $498,000 | 1,203 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $42,215,000 | 2,246 |
| Total debt securities | $42,212,000 | 2,394 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $42,896,000 | 2,315 |
| U.S. Government securities | $41,232,000 | 1,655 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $41,232,000 | 1,578 |
| Securities issued by states & political subdivisions | $1,664,000 | 3,652 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $675,000 | 4,084 |
| Mortgage-backed securities | $41,232,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $23,110,000 | 1,237 |
| Issued or guaranteed by U.S. | $23,110,000 | 1,199 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $909,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,337 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $17,213,000 | 548 |
| Commercial mortgage pass-through securities | $16,715,000 | 281 |
| Other commercial mortgage-backed securities | $498,000 | 1,173 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $42,896,000 | 2,160 |
| Total debt securities | $42,897,000 | 2,298 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $40,749,000 | 2,429 |
| U.S. Government securities | $40,235,000 | 1,704 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $40,235,000 | 1,604 |
| Securities issued by states & political subdivisions | $514,000 | 4,041 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $686,000 | 4,145 |
| Mortgage-backed securities | $40,235,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $22,784,000 | 1,231 |
| Issued or guaranteed by U.S. | $22,784,000 | 1,200 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $894,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,349 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $16,557,000 | 546 |
| Commercial mortgage pass-through securities | $16,066,000 | 290 |
| Other commercial mortgage-backed securities | $491,000 | 1,146 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $40,749,000 | 2,260 |
| Total debt securities | $40,748,000 | 2,411 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $28,983,000 | 2,912 |
| U.S. Government securities | $28,462,000 | 2,131 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $28,462,000 | 2,029 |
| Securities issued by states & political subdivisions | $521,000 | 4,095 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $703,000 | 4,209 |
| Mortgage-backed securities | $28,462,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $18,621,000 | 1,356 |
| Issued or guaranteed by U.S. | $18,621,000 | 1,320 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $909,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,366 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $8,932,000 | 749 |
| Commercial mortgage pass-through securities | $8,436,000 | 457 |
| Other commercial mortgage-backed securities | $496,000 | 1,107 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $28,983,000 | 2,711 |
| Total debt securities | $28,983,000 | 2,890 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $21,355,000 | 3,371 |
| U.S. Government securities | $20,844,000 | 2,597 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $20,844,000 | 2,459 |
| Securities issued by states & political subdivisions | $511,000 | 4,150 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $704,000 | 4,253 |
| Mortgage-backed securities | $20,844,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $12,100,000 | 1,793 |
| Issued or guaranteed by U.S. | $12,100,000 | 1,760 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $928,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $928,000 | 2,345 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $7,816,000 | 779 |
| Commercial mortgage pass-through securities | $7,325,000 | 500 |
| Other commercial mortgage-backed securities | $491,000 | 1,087 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $21,355,000 | 3,133 |
| Total debt securities | $21,355,000 | 3,350 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $20,865,000 | 3,453 |
| U.S. Government securities | $20,365,000 | 2,652 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $20,365,000 | 2,505 |
| Securities issued by states & political subdivisions | $500,000 | 4,218 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $701,000 | 4,299 |
| Mortgage-backed securities | $20,365,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $12,317,000 | 1,772 |
| Issued or guaranteed by U.S. | $12,317,000 | 1,735 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $933,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $933,000 | 2,352 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $7,115,000 | 759 |
| Commercial mortgage pass-through securities | $6,628,000 | 520 |
| Other commercial mortgage-backed securities | $487,000 | 1,003 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $20,865,000 | 3,207 |
| Total debt securities | $20,866,000 | 3,433 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $17,448,000 | 3,729 |
| U.S. Government securities | $16,459,000 | 2,950 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,459,000 | 2,784 |
| Securities issued by states & political subdivisions | $989,000 | 4,095 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $890,000 | 4,307 |
| Mortgage-backed securities | $16,259,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $11,634,000 | 1,837 |
| Issued or guaranteed by U.S. | $11,634,000 | 1,813 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $935,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $935,000 | 2,355 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,690,000 | 973 |
| Commercial mortgage pass-through securities | $3,212,000 | 720 |
| Other commercial mortgage-backed securities | $478,000 | 966 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $17,448,000 | 3,454 |
| Total debt securities | $17,449,000 | 3,705 |
| 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 | $17,806,000 | 3,732 |
| U.S. Government securities | $16,209,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,209,000 | 2,839 |
| Securities issued by states & political subdivisions | $1,597,000 | 3,923 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $888,000 | 4,369 |
| Mortgage-backed securities | $16,010,000 | 2,153 |
| Certificates of participation in pools of residential mortgages | $11,713,000 | 1,865 |
| Issued or guaranteed by U.S. | $11,713,000 | 1,852 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $939,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,353 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,358,000 | 1,005 |
| Commercial mortgage pass-through securities | $2,889,000 | 754 |
| Other commercial mortgage-backed securities | $469,000 | 965 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $17,806,000 | 3,453 |
| Total debt securities | $17,806,000 | 3,711 |
| 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 | $16,878,000 | 3,845 |
| U.S. Government securities | $15,259,000 | 3,101 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,259,000 | 2,941 |
| Securities issued by states & political subdivisions | $1,619,000 | 3,970 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $905,000 | 4,401 |
| Mortgage-backed securities | $15,060,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $12,132,000 | 1,874 |
| Issued or guaranteed by U.S. | $12,132,000 | 1,796 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $975,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,355 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,953,000 | 1,172 |
| Commercial mortgage pass-through securities | $1,472,000 | 914 |
| Other commercial mortgage-backed securities | $481,000 | 958 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $16,878,000 | 3,565 |
| Total debt securities | $16,878,000 | 3,823 |
| 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 | $5,304,000 | 4,872 |
| U.S. Government securities | $3,530,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,530,000 | 4,445 |
| Securities issued by states & political subdivisions | $1,271,000 | 4,129 |
| Other domestic debt securities | $503,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $503,000 | 336 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $917,000 | 4,461 |
| Mortgage-backed securities | $3,834,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $3,834,000 | 3,000 |
| Issued or guaranteed by U.S. | $3,331,000 | 3,092 |
| Privately issued | $503,000 | 38 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $5,304,000 | 4,595 |
| Total debt securities | $5,304,000 | 4,850 |
| 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 | $2,381,000 | 5,227 |
| U.S. Government securities | $1,095,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,095,000 | 4,950 |
| Securities issued by states & political subdivisions | $1,286,000 | 4,198 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $933,000 | 4,533 |
| Mortgage-backed securities | $895,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $895,000 | 3,857 |
| Issued or guaranteed by U.S. | $895,000 | 3,850 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,381,000 | 4,946 |
| Total debt securities | $2,381,000 | 5,207 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $2,451,000 | 5,276 |
| U.S. Government securities | $1,156,000 | 5,115 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,156,000 | 4,997 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,249 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $951,000 | 4,586 |
| Mortgage-backed securities | $955,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $955,000 | 3,873 |
| Issued or guaranteed by U.S. | $955,000 | 3,867 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,451,000 | 4,983 |
| Total debt securities | $2,452,000 | 5,252 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $2,508,000 | 5,320 |
| U.S. Government securities | $1,206,000 | 5,153 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,206,000 | 5,035 |
| Securities issued by states & political subdivisions | $1,302,000 | 4,269 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $963,000 | 4,615 |
| Mortgage-backed securities | $1,005,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 3,900 |
| Issued or guaranteed by U.S. | $1,005,000 | 3,893 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,508,000 | 5,024 |
| Total debt securities | $2,508,000 | 5,295 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $2,553,000 | 5,388 |
| U.S. Government securities | $1,257,000 | 5,218 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,257,000 | 5,099 |
| Securities issued by states & political subdivisions | $1,296,000 | 4,317 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $969,000 | 4,668 |
| Mortgage-backed securities | $1,056,000 | 4,199 |
| Certificates of participation in pools of residential mortgages | $1,056,000 | 3,944 |
| Issued or guaranteed by U.S. | $1,056,000 | 3,939 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,553,000 | 5,077 |
| Total debt securities | $2,553,000 | 5,363 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $2,691,000 | 5,412 |
| U.S. Government securities | $1,402,000 | 5,231 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,402,000 | 5,109 |
| Securities issued by states & political subdivisions | $1,289,000 | 4,368 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $972,000 | 4,718 |
| Mortgage-backed securities | $1,201,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 3,921 |
| Issued or guaranteed by U.S. | $1,201,000 | 3,914 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,691,000 | 5,088 |
| Total debt securities | $2,690,000 | 5,384 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $2,857,000 | 5,454 |
| U.S. Government securities | $1,523,000 | 5,249 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,523,000 | 5,131 |
| Securities issued by states & political subdivisions | $1,334,000 | 4,375 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,026,000 | 4,725 |
| Mortgage-backed securities | $1,320,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $1,320,000 | 3,921 |
| Issued or guaranteed by U.S. | $1,320,000 | 3,918 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,857,000 | 5,122 |
| Total debt securities | $2,857,000 | 5,427 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $3,095,000 | 5,515 |
| U.S. Government securities | $1,609,000 | 5,325 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,609,000 | 5,217 |
| Securities issued by states & political subdivisions | $1,486,000 | 4,353 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,138,000 | 4,783 |
| Mortgage-backed securities | $1,405,000 | 4,227 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 3,922 |
| Issued or guaranteed by U.S. | $1,405,000 | 3,917 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $3,095,000 | 5,170 |
| Total debt securities | $3,095,000 | 5,490 |
| 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 | $3,164,000 | 5,566 |
| U.S. Government securities | $1,676,000 | 5,405 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,676,000 | 5,298 |
| Securities issued by states & political subdivisions | $1,488,000 | 4,377 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,138,000 | 4,835 |
| Mortgage-backed securities | $1,473,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $1,473,000 | 3,934 |
| Issued or guaranteed by U.S. | $1,473,000 | 3,930 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,164,000 | 5,219 |
| Total debt securities | $3,164,000 | 5,542 |
| 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 | $3,272,000 | 5,616 |
| U.S. Government securities | $2,037,000 | 5,380 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,037,000 | 5,278 |
| Securities issued by states & political subdivisions | $1,235,000 | 4,505 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,258,000 | 4,835 |
| Mortgage-backed securities | $1,836,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $1,836,000 | 3,838 |
| Issued or guaranteed by U.S. | $1,836,000 | 3,834 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,272,000 | 5,257 |
| Total debt securities | $3,272,000 | 5,589 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $3,807,000 | 5,646 |
| U.S. Government securities | $2,575,000 | 5,367 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,575,000 | 5,272 |
| Securities issued by states & political subdivisions | $1,232,000 | 4,561 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,395,000 | 4,867 |
| Mortgage-backed securities | $2,373,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 3,844 |
| Issued or guaranteed by U.S. | $1,983,000 | 3,841 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $390,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 2,870 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $3,807,000 | 5,282 |
| Total debt securities | $3,807,000 | 5,620 |
| 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 | $4,059,000 | 5,704 |
| U.S. Government securities | $2,828,000 | 5,418 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,828,000 | 5,326 |
| Securities issued by states & political subdivisions | $1,231,000 | 4,588 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,457,000 | 4,888 |
| Mortgage-backed securities | $2,627,000 | 4,119 |
| Certificates of participation in pools of residential mortgages | $2,157,000 | 3,864 |
| Issued or guaranteed by U.S. | $2,157,000 | 3,860 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $470,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 2,859 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,059,000 | 5,336 |
| Total debt securities | $4,058,000 | 5,678 |
| 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 | $4,356,000 | 5,731 |
| U.S. Government securities | $3,106,000 | 5,441 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,106,000 | 5,345 |
| Securities issued by states & political subdivisions | $1,250,000 | 4,588 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,524,000 | 4,931 |
| Mortgage-backed securities | $2,905,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 3,876 |
| Issued or guaranteed by U.S. | $2,357,000 | 3,871 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $548,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $548,000 | 2,849 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,356,000 | 5,360 |
| Total debt securities | $4,356,000 | 5,705 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $40,000 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $4,585,000 | 5,807 |
| U.S. Government securities | $3,338,000 | 5,498 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,338,000 | 5,403 |
| Securities issued by states & political subdivisions | $1,247,000 | 4,661 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,480,000 | 5,016 |
| Mortgage-backed securities | $3,138,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $2,523,000 | 3,909 |
| Issued or guaranteed by U.S. | $2,523,000 | 3,903 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $615,000 | 2,967 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 2,874 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,585,000 | 5,431 |
| Total debt securities | $4,585,000 | 5,787 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $40,000 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $4,816,000 | 5,860 |
| U.S. Government securities | $3,567,000 | 5,545 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,567,000 | 5,448 |
| Securities issued by states & political subdivisions | $1,249,000 | 4,710 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,630,000 | 5,030 |
| Mortgage-backed securities | $3,367,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 3,941 |
| Issued or guaranteed by U.S. | $2,686,000 | 3,938 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $681,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,884 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,816,000 | 5,482 |
| Total debt securities | $4,816,000 | 5,840 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $40,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $5,102,000 | 5,886 |
| U.S. Government securities | $3,854,000 | 5,572 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,854,000 | 5,462 |
| Securities issued by states & political subdivisions | $1,248,000 | 4,761 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,712,000 | 5,071 |
| Mortgage-backed securities | $3,654,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $2,899,000 | 3,944 |
| Issued or guaranteed by U.S. | $2,899,000 | 3,942 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $755,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,888 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $5,102,000 | 5,495 |
| Total debt securities | $5,101,000 | 5,869 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $40,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $5,354,000 | 5,913 |
| U.S. Government securities | $4,114,000 | 5,567 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,114,000 | 5,466 |
| Securities issued by states & political subdivisions | $1,240,000 | 4,797 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,784,000 | 5,096 |
| Mortgage-backed securities | $3,914,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $3,085,000 | 3,935 |
| Issued or guaranteed by U.S. | $3,085,000 | 3,934 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $829,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $829,000 | 2,879 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,354,000 | 5,530 |
| Total debt securities | $5,354,000 | 5,891 |
| 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 | $5,708,000 | 5,923 |
| U.S. Government securities | $4,179,000 | 5,581 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,179,000 | 5,483 |
| Securities issued by states & political subdivisions | $1,229,000 | 4,840 |
| Other domestic debt securities | $300,000 | 2,361 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $300,000 | 1,889 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,992,000 | 5,058 |
| Mortgage-backed securities | $4,179,000 | 4,101 |
| Certificates of participation in pools of residential mortgages | $3,305,000 | 3,886 |
| Issued or guaranteed by U.S. | $3,305,000 | 3,881 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $874,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $874,000 | 2,827 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,708,000 | 5,528 |
| Total debt securities | $5,708,000 | 5,900 |
| 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 | $6,051,000 | 5,935 |
| U.S. Government securities | $4,538,000 | 5,576 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,538,000 | 5,472 |
| Securities issued by states & political subdivisions | $1,213,000 | 4,868 |
| Other domestic debt securities | $300,000 | 2,418 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $300,000 | 1,926 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,068,000 | 5,062 |
| Mortgage-backed securities | $4,538,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $3,596,000 | 3,830 |
| Issued or guaranteed by U.S. | $3,596,000 | 3,824 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $942,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,822 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $6,051,000 | 5,546 |
| Total debt securities | $6,051,000 | 5,910 |
| 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 | $6,392,000 | 5,907 |
| U.S. Government securities | $5,181,000 | 5,473 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,181,000 | 5,361 |
| Securities issued by states & political subdivisions | $1,211,000 | 4,859 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,970,000 | 5,146 |
| Mortgage-backed securities | $5,181,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $4,095,000 | 3,680 |
| Issued or guaranteed by U.S. | $4,095,000 | 3,675 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,086,000 | 2,908 |
| CMOs issued by government agencies or sponsored agencies | $1,086,000 | 2,793 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $6,392,000 | 5,536 |
| Total debt securities | $6,392,000 | 5,879 |
| 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 | $7,301,000 | 5,849 |
| U.S. Government securities | $6,027,000 | 5,354 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,027,000 | 5,241 |
| Securities issued by states & political subdivisions | $1,274,000 | 4,821 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,304,000 | 5,081 |
| Mortgage-backed securities | $6,027,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $4,825,000 | 3,568 |
| Issued or guaranteed by U.S. | $4,825,000 | 3,566 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,202,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $1,202,000 | 2,790 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,301,000 | 5,488 |
| Total debt securities | $7,301,000 | 5,816 |
| 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 | $8,207,000 | 5,764 |
| U.S. Government securities | $6,919,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,919,000 | 5,088 |
| Securities issued by states & political subdivisions | $1,288,000 | 4,844 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,584,000 | 4,999 |
| Mortgage-backed securities | $6,919,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $5,568,000 | 3,394 |
| Issued or guaranteed by U.S. | $5,568,000 | 3,392 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,351,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $1,351,000 | 2,780 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,207,000 | 5,392 |
| Total debt securities | $8,207,000 | 5,733 |
| 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 | $9,190,000 | 5,724 |
| U.S. Government securities | $7,892,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,892,000 | 5,038 |
| Securities issued by states & political subdivisions | $1,298,000 | 4,855 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,899,000 | 4,958 |
| Mortgage-backed securities | $7,892,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $6,416,000 | 3,392 |
| Issued or guaranteed by U.S. | $6,416,000 | 3,392 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,476,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $1,476,000 | 2,824 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,190,000 | 5,343 |
| Total debt securities | $9,190,000 | 5,696 |
| 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 | $10,104,000 | 5,669 |
| U.S. Government securities | $8,802,000 | 5,072 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,802,000 | 4,982 |
| Securities issued by states & political subdivisions | $1,302,000 | 4,835 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,207,000 | 4,888 |
| Mortgage-backed securities | $8,802,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $7,203,000 | 3,263 |
| Issued or guaranteed by U.S. | $7,203,000 | 3,263 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,599,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 2,775 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,104,000 | 5,283 |
| Total debt securities | $10,104,000 | 5,643 |
| 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 | $11,318,000 | 5,575 |
| U.S. Government securities | $9,927,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,927,000 | 4,898 |
| Securities issued by states & political subdivisions | $1,391,000 | 4,754 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,532,000 | 4,824 |
| Mortgage-backed securities | $9,927,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $8,161,000 | 3,094 |
| Issued or guaranteed by U.S. | $8,161,000 | 3,092 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,766,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $1,766,000 | 2,758 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,318,000 | 5,177 |
| Total debt securities | $11,318,000 | 5,547 |
| 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 | $12,491,000 | 5,415 |
| U.S. Government securities | $10,995,000 | 4,774 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,995,000 | 4,679 |
| Securities issued by states & political subdivisions | $1,496,000 | 4,716 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,977,000 | 4,481 |
| Mortgage-backed securities | $10,995,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $9,079,000 | 2,846 |
| Issued or guaranteed by U.S. | $9,079,000 | 2,846 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,916,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $1,916,000 | 2,589 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,491,000 | 4,991 |
| Total debt securities | $12,491,000 | 5,386 |
| 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 | $13,664,000 | 5,232 |
| U.S. Government securities | $12,316,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,316,000 | 4,440 |
| Securities issued by states & political subdivisions | $1,348,000 | 4,742 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,334,000 | 4,378 |
| Mortgage-backed securities | $12,316,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $10,259,000 | 2,627 |
| Issued or guaranteed by U.S. | $10,259,000 | 2,622 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,057,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $2,057,000 | 2,518 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,664,000 | 4,810 |
| Total debt securities | $13,663,000 | 5,202 |
| 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 | $13,169,000 | 5,358 |
| U.S. Government securities | $13,169,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,169,000 | 4,413 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,663,000 | 4,326 |
| Mortgage-backed securities | $11,084,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $11,084,000 | 2,485 |
| Issued or guaranteed by U.S. | $11,084,000 | 2,477 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $13,169,000 | 4,926 |
| Total debt securities | $13,169,000 | 5,326 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,000,000 | 2,552 |
| 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 | $10,760,000 | 5,677 |
| U.S. Government securities | $9,587,000 | 5,104 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,587,000 | 4,984 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,812 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,817,000 | 4,271 |
| Mortgage-backed securities | $8,503,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $8,503,000 | 2,785 |
| Issued or guaranteed by U.S. | $8,503,000 | 2,779 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $10,760,000 | 5,255 |
| Total debt securities | $10,760,000 | 5,645 |
| Structured notes |
| Amortized cost | $1,100,000 | 2,443 |
| Fair value | $1,084,000 | 2,448 |
| 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 | $5,952,000 | 6,368 |
| U.S. Government securities | $5,352,000 | 5,842 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,352,000 | 5,713 |
| Securities issued by states & political subdivisions | $600,000 | 5,199 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,206,000 | 4,132 |
| Mortgage-backed securities | $5,252,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $5,252,000 | 3,291 |
| Issued or guaranteed by U.S. | $5,252,000 | 3,284 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,952,000 | 5,882 |
| Total debt securities | $5,952,000 | 6,338 |
| Structured notes |
| Amortized cost | $100,000 | 3,078 |
| Fair value | $100,000 | 3,080 |
| 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 | $5,919,000 | 6,389 |
| U.S. Government securities | $5,516,000 | 5,798 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,516,000 | 5,673 |
| Securities issued by states & political subdivisions | $403,000 | 5,369 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,783,000 | 4,027 |
| Mortgage-backed securities | $5,416,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $5,416,000 | 3,219 |
| Issued or guaranteed by U.S. | $5,416,000 | 3,212 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,919,000 | 5,887 |
| Total debt securities | $5,919,000 | 6,351 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $6,753,000 | 6,320 |
| U.S. Government securities | $6,200,000 | 5,748 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,200,000 | 5,639 |
| Securities issued by states & political subdivisions | $553,000 | 5,159 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,258,000 | 3,973 |
| Mortgage-backed securities | $5,796,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $5,796,000 | 3,170 |
| Issued or guaranteed by U.S. | $5,796,000 | 3,161 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,753,000 | 5,820 |
| Total debt securities | $6,753,000 | 6,283 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $7,202,000 | 6,309 |
| U.S. Government securities | $6,548,000 | 5,743 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,548,000 | 5,627 |
| Securities issued by states & political subdivisions | $654,000 | 5,089 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,802,000 | 3,914 |
| Mortgage-backed securities | $6,043,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $6,043,000 | 3,217 |
| Issued or guaranteed by U.S. | $6,043,000 | 3,210 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,202,000 | 5,796 |
| Total debt securities | $7,202,000 | 6,266 |
| 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 | $7,597,000 | 6,227 |
| U.S. Government securities | $6,942,000 | 5,620 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,942,000 | 5,520 |
| Securities issued by states & political subdivisions | $655,000 | 5,132 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,190,000 | 3,869 |
| Mortgage-backed securities | $6,435,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $6,435,000 | 3,201 |
| Issued or guaranteed by U.S. | $6,435,000 | 3,192 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,597,000 | 5,733 |
| Total debt securities | $7,597,000 | 6,185 |
| 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 | $8,102,000 | 6,159 |
| U.S. Government securities | $7,382,000 | 5,545 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,382,000 | 5,455 |
| Securities issued by states & political subdivisions | $720,000 | 5,138 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,424,000 | 3,827 |
| Mortgage-backed securities | $6,869,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $6,869,000 | 3,181 |
| Issued or guaranteed by U.S. | $6,869,000 | 3,171 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,102,000 | 5,657 |
| Total debt securities | $8,102,000 | 6,117 |
| 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 | $1,305,000 | 7,576 |
| U.S. Government securities | $587,000 | 7,461 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $587,000 | 7,384 |
| Securities issued by states & political subdivisions | $718,000 | 5,141 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $617,000 | 6,126 |
| Mortgage-backed securities | $70,000 | 6,204 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,907 |
| Issued or guaranteed by U.S. | $70,000 | 5,886 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,305,000 | 7,028 |
| Total debt securities | $1,305,000 | 7,537 |
| 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 | $1,715,000 | 7,573 |
| U.S. Government securities | $902,000 | 7,480 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $902,000 | 7,399 |
| Securities issued by states & political subdivisions | $778,000 | 5,022 |
| Other domestic debt securities | $35,000 | 3,270 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,000 | 2,480 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $821,000 | 6,094 |
| Mortgage-backed securities | $81,000 | 6,237 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,942 |
| Issued or guaranteed by U.S. | $81,000 | 5,925 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,000 | 3,415 |
| Available-for-sale securities (fair market value) | $1,701,000 | 7,008 |
| Total debt securities | $1,715,000 | 7,531 |
| 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 | $1,652,000 | 7,643 |
| U.S. Government securities | $915,000 | 7,577 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $915,000 | 7,499 |
| Securities issued by states & political subdivisions | $702,000 | 5,034 |
| Other domestic debt securities | $35,000 | 3,194 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,000 | 2,408 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $826,000 | 6,139 |
| Mortgage-backed securities | $88,000 | 6,250 |
| Certificates of participation in pools of residential mortgages | $88,000 | 5,954 |
| Issued or guaranteed by U.S. | $88,000 | 5,934 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,000 | 3,431 |
| Available-for-sale securities (fair market value) | $1,638,000 | 7,052 |
| Total debt securities | $1,652,000 | 7,607 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $1,796,000 | 7,670 |
| U.S. Government securities | $1,007,000 | 7,581 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,007,000 | 7,494 |
| Securities issued by states & political subdivisions | $754,000 | 4,998 |
| Other domestic debt securities | $35,000 | 3,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,000 | 2,378 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $811,000 | 6,171 |
| Mortgage-backed securities | $92,000 | 6,246 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,958 |
| Issued or guaranteed by U.S. | $90,000 | 5,938 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,332 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,000 | 3,462 |
| Available-for-sale securities (fair market value) | $1,782,000 | 7,058 |
| Total debt securities | $1,796,000 | 7,631 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $1,811,000 | 7,712 |
| U.S. Government securities | $1,023,000 | 7,621 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,023,000 | 7,537 |
| Securities issued by states & political subdivisions | $752,000 | 5,037 |
| Other domestic debt securities | $36,000 | 3,114 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,000 | 2,373 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $813,000 | 6,201 |
| Mortgage-backed securities | $106,000 | 6,242 |
| Certificates of participation in pools of residential mortgages | $91,000 | 5,977 |
| Issued or guaranteed by U.S. | $91,000 | 5,952 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $15,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,287 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000 | 3,492 |
| Available-for-sale securities (fair market value) | $1,796,000 | 7,102 |
| Total debt securities | $1,811,000 | 7,664 |
| 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 | $1,901,000 | 7,727 |
| U.S. Government securities | $1,161,000 | 7,624 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,161,000 | 7,541 |
| Securities issued by states & political subdivisions | $702,000 | 5,104 |
| Other domestic debt securities | $38,000 | 3,078 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,000 | 2,334 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $828,000 | 6,202 |
| Mortgage-backed securities | $126,000 | 6,206 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,950 |
| Issued or guaranteed by U.S. | $98,000 | 5,920 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $28,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,239 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,000 | 3,524 |
| Available-for-sale securities (fair market value) | $1,885,000 | 7,119 |
| Total debt securities | $1,902,000 | 7,676 |
| 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 | $1,911,000 | 7,802 |
| U.S. Government securities | $1,156,000 | 7,743 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,156,000 | 7,636 |
| Securities issued by states & political subdivisions | $716,000 | 5,112 |
| Other domestic debt securities | $39,000 | 2,918 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,000 | 2,212 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $811,000 | 6,268 |
| Mortgage-backed securities | $142,000 | 6,096 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,853 |
| Issued or guaranteed by U.S. | $99,000 | 5,831 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $43,000 | 3,487 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,164 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,000 | 3,582 |
| Available-for-sale securities (fair market value) | $1,894,000 | 7,145 |
| Total debt securities | $1,911,000 | 7,753 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $1,962,000 | 7,841 |
| U.S. Government securities | $1,160,000 | 7,801 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,160,000 | 7,694 |
| Securities issued by states & political subdivisions | $759,000 | 5,103 |
| Other domestic debt securities | $43,000 | 2,878 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,000 | 2,179 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $902,000 | 6,258 |
| Mortgage-backed securities | $56,000 | 6,246 |
| 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 | $56,000 | 3,435 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,104 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,000 | 3,629 |
| Available-for-sale securities (fair market value) | $1,944,000 | 7,176 |
| Total debt securities | $1,962,000 | 7,794 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $2,226,000 | 7,823 |
| U.S. Government securities | $1,460,000 | 7,787 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,460,000 | 7,677 |
| Securities issued by states & political subdivisions | $705,000 | 5,173 |
| Other domestic debt securities | $61,000 | 2,807 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,000 | 2,130 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $893,000 | 6,314 |
| Mortgage-backed securities | $70,000 | 6,227 |
| 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 | $70,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,064 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,000 | 3,659 |
| Available-for-sale securities (fair market value) | $2,202,000 | 7,139 |
| Total debt securities | $2,226,000 | 7,775 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $2,363,000 | 7,829 |
| U.S. Government securities | $1,580,000 | 7,776 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,580,000 | 7,661 |
| Securities issued by states & political subdivisions | $713,000 | 5,219 |
| Other domestic debt securities | $70,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,000 | 2,165 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,044,000 | 6,212 |
| Mortgage-backed securities | $84,000 | 6,211 |
| 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 | $84,000 | 3,338 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,039 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,000 | 3,701 |
| Available-for-sale securities (fair market value) | $2,331,000 | 7,123 |
| Total debt securities | $2,363,000 | 7,783 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $2,261,000 | 7,892 |
| U.S. Government securities | $1,591,000 | 7,822 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,591,000 | 7,706 |
| Securities issued by states & political subdivisions | $588,000 | 5,364 |
| Other domestic debt securities | $82,000 | 2,861 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,000 | 2,229 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,041,000 | 6,235 |
| Mortgage-backed securities | $99,000 | 6,196 |
| 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 | $99,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,020 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,000 | 3,769 |
| Available-for-sale securities (fair market value) | $2,222,000 | 7,183 |
| Total debt securities | $2,260,000 | 7,846 |
| 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 | $2,432,000 | 7,948 |
| U.S. Government securities | $1,700,000 | 7,869 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,700,000 | 7,741 |
| Securities issued by states & political subdivisions | $636,000 | 5,345 |
| Other domestic debt securities | $96,000 | 2,896 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $96,000 | 2,262 |
| 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 | $1,140,000 | 6,247 |
| Mortgage-backed securities | $114,000 | 6,195 |
| 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 | $114,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 2,972 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,000 | 3,843 |
| Available-for-sale securities (fair market value) | $2,389,000 | 7,211 |
| Total debt securities | $2,432,000 | 7,902 |
| 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 | $2,442,000 | 7,997 |
| U.S. Government securities | $1,697,000 | 7,921 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,697,000 | 7,790 |
| Securities issued by states & political subdivisions | $626,000 | 5,375 |
| Other domestic debt securities | $119,000 | 2,894 |
| 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 | $119,000 | 2,274 |
| 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 | $1,130,000 | 6,287 |
| Mortgage-backed securities | $128,000 | 6,218 |
| 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 | $128,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,943 |
| 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) | $48,000 | 3,894 |
| Available-for-sale securities (fair market value) | $2,394,000 | 7,231 |
| Total debt securities | $2,442,000 | 7,953 |
| 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 | $2,352,000 | 8,060 |
| U.S. Government securities | $1,520,000 | 8,019 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,520,000 | 7,895 |
| Securities issued by states & political subdivisions | $683,000 | 5,349 |
| Other domestic debt securities | $149,000 | 2,951 |
| 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 | $149,000 | 2,370 |
| 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 | $1,132,000 | 6,298 |
| Mortgage-backed securities | $142,000 | 6,229 |
| 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 | $142,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 2,943 |
| 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) | $55,000 | 3,946 |
| Available-for-sale securities (fair market value) | $2,297,000 | 7,290 |
| Total debt securities | $2,351,000 | 8,017 |
| 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 | $2,511,000 | 8,066 |
| U.S. Government securities | $1,534,000 | 8,055 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,534,000 | 7,928 |
| Securities issued by states & political subdivisions | $809,000 | 5,257 |
| Other domestic debt securities | $168,000 | 3,022 |
| 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 | $168,000 | 2,470 |
| 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 | $1,132,000 | 6,318 |
| Mortgage-backed securities | $156,000 | 6,276 |
| 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 | $156,000 | 3,242 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 2,940 |
| 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) | $169,000 | 3,809 |
| Available-for-sale securities (fair market value) | $2,342,000 | 7,319 |
| Total debt securities | $2,511,000 | 8,016 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $2,628,000 | 8,066 |
| U.S. Government securities | $1,550,000 | 8,066 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,550,000 | 7,947 |
| Securities issued by states & political subdivisions | $884,000 | 5,211 |
| Other domestic debt securities | $194,000 | 3,053 |
| 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 | $194,000 | 2,519 |
| 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 | $689,000 | 6,648 |
| Mortgage-backed securities | $168,000 | 6,295 |
| 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 | $168,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 2,935 |
| 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) | $184,000 | 3,849 |
| Available-for-sale securities (fair market value) | $2,444,000 | 7,328 |
| Total debt securities | $2,628,000 | 8,012 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $2,710,000 | 8,083 |
| U.S. Government securities | $1,570,000 | 8,097 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,570,000 | 7,967 |
| Securities issued by states & political subdivisions | $938,000 | 5,139 |
| Other domestic debt securities | $202,000 | 3,055 |
| 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 | $202,000 | 2,550 |
| 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 | $692,000 | 6,638 |
| Mortgage-backed securities | $180,000 | 6,317 |
| 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 | $180,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 2,967 |
| 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) | $187,000 | 3,887 |
| Available-for-sale securities (fair market value) | $2,523,000 | 7,341 |
| Total debt securities | $2,710,000 | 8,033 |
| 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 | $2,522,000 | 8,193 |
| U.S. Government securities | $1,468,000 | 8,214 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,468,000 | 8,078 |
| Securities issued by states & political subdivisions | $833,000 | 5,251 |
| Other domestic debt securities | $221,000 | 3,083 |
| 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 | $221,000 | 2,614 |
| 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 | $688,000 | 6,688 |
| Mortgage-backed securities | $188,000 | 6,368 |
| 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 | $188,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 3,015 |
| 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) | $192,000 | 3,946 |
| Available-for-sale securities (fair market value) | $2,330,000 | 7,439 |
| Total debt securities | $2,522,000 | 8,137 |
| 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 | $2,525,000 | 8,253 |
| U.S. Government securities | $1,497,000 | 8,223 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,497,000 | 8,091 |
| Securities issued by states & political subdivisions | $763,000 | 5,327 |
| Other domestic debt securities | $265,000 | 3,032 |
| 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 | $265,000 | 2,582 |
| 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 | $696,000 | 6,697 |
| Mortgage-backed securities | $198,000 | 6,395 |
| 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 | $198,000 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 3,025 |
| 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) | $95,000 | 4,193 |
| Available-for-sale securities (fair market value) | $2,430,000 | 7,461 |
| Total debt securities | $2,525,000 | 8,190 |
| 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 | $2,591,000 | 8,275 |
| U.S. Government securities | $1,309,000 | 8,327 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,309,000 | 8,197 |
| Securities issued by states & political subdivisions | $766,000 | 5,371 |
| Other domestic debt securities | $516,000 | 2,760 |
| 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 | $516,000 | 2,357 |
| 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 | $704,000 | 6,710 |
| 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) | $314,000 | 3,878 |
| Available-for-sale securities (fair market value) | $2,277,000 | 7,526 |
| Total debt securities | $2,591,000 | 8,218 |
| 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 | $2,647,000 | 8,333 |
| U.S. Government securities | $1,444,000 | 8,376 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,444,000 | 8,238 |
| Securities issued by states & political subdivisions | $662,000 | 5,519 |
| Other domestic debt securities | $541,000 | 2,807 |
| 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 | $541,000 | 2,405 |
| 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 | $705,000 | 6,736 |
| 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) | $318,000 | 3,918 |
| Available-for-sale securities (fair market value) | $2,329,000 | 7,588 |
| Total debt securities | $2,647,000 | 8,284 |
| 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 | $2,694,000 | 8,303 |
| U.S. Government securities | $1,467,000 | 8,345 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,467,000 | 8,207 |
| Securities issued by states & political subdivisions | $672,000 | 5,510 |
| Other domestic debt securities | $555,000 | 2,888 |
| 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 | $555,000 | 2,472 |
| 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 | $705,000 | 6,711 |
| 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) | $627,000 | 3,639 |
| Available-for-sale securities (fair market value) | $2,067,000 | 7,661 |
| Total debt securities | $2,694,000 | 8,236 |
| 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 | $2,740,000 | 8,365 |
| U.S. Government securities | $1,564,000 | 8,362 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,564,000 | 8,219 |
| Securities issued by states & political subdivisions | $597,000 | 5,652 |
| Other domestic debt securities | $579,000 | 2,919 |
| 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 | $579,000 | 2,588 |
| 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 | $604,000 | 6,774 |
| 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) | $643,000 | 3,675 |
| Available-for-sale securities (fair market value) | $2,097,000 | 7,706 |
| Total debt securities | $2,740,000 | 8,295 |
| 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 | $2,488,000 | 8,436 |
| U.S. Government securities | $1,366,000 | 8,429 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,366,000 | 8,280 |
| Securities issued by states & political subdivisions | $600,000 | 5,688 |
| Other domestic debt securities | $522,000 | 3,124 |
| 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 | $522,000 | 2,785 |
| 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 | $854,000 | 6,656 |
| 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) | $1,303,000 | 3,233 |
| Available-for-sale securities (fair market value) | $1,185,000 | 7,959 |
| Total debt securities | $2,488,000 | 8,358 |
| 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 | $2,710,000 | 8,400 |
| U.S. Government securities | $1,371,000 | 8,438 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,371,000 | 8,288 |
| Securities issued by states & political subdivisions | $602,000 | 5,681 |
| Other domestic debt securities | $737,000 | 3,013 |
| 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 | $737,000 | 2,678 |
| 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 | $853,000 | 6,682 |
| 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) | $1,720,000 | 3,037 |
| Available-for-sale securities (fair market value) | $990,000 | 8,058 |
| Total debt securities | $2,710,000 | 8,320 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $2,799,000 | 8,430 |
| U.S. Government securities | $1,611,000 | 8,431 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,611,000 | 8,258 |
| Securities issued by states & political subdivisions | $598,000 | 5,659 |
| Other domestic debt securities | $590,000 | 3,144 |
| 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 | $590,000 | 2,782 |
| 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 | $850,000 | 6,716 |
| Mortgage-backed securities | $238,000 | 6,653 |
| 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 | $238,000 | 3,856 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,680 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,574,000 | 3,149 |
| Available-for-sale securities (fair market value) | $1,225,000 | 8,003 |
| Total debt securities | $2,799,000 | 8,352 |
| 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 | $3,181,000 | 8,375 |
| U.S. Government securities | $2,108,000 | 8,271 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,108,000 | 8,081 |
| Securities issued by states & political subdivisions | $483,000 | 5,852 |
| Other domestic debt securities | $590,000 | 3,162 |
| 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 | $590,000 | 2,794 |
| 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 | $850,000 | 6,748 |
| Mortgage-backed securities | $631,000 | 6,219 |
| 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 | $631,000 | 3,456 |
| CMOs issued by government agencies or sponsored agencies | $631,000 | 3,305 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,575,000 | 3,221 |
| Available-for-sale securities (fair market value) | $1,606,000 | 7,933 |
| Total debt securities | $3,181,000 | 8,289 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $2,850,000 | 8,620 |
| U.S. Government securities | $2,005,000 | 8,480 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,005,000 | 8,284 |
| Securities issued by states & political subdivisions | $257,000 | 6,399 |
| Other domestic debt securities | $588,000 | 3,247 |
| 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 | $588,000 | 2,800 |
| 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 | $851,000 | 6,896 |
| Mortgage-backed securities | $255,000 | 6,687 |
| 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 | $255,000 | 4,037 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,855 |
| 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) | $1,703,000 | 3,376 |
| Available-for-sale securities (fair market value) | $1,147,000 | 8,181 |
| Total debt securities | $2,850,000 | 8,524 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $3,597,000 | 8,821 |
| U.S. Government securities | $3,096,000 | 8,562 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,096,000 | 8,222 |
| Securities issued by states & political subdivisions | $215,000 | 6,666 |
| Other domestic debt securities | $201,000 | 3,436 |
| 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 | $201,000 | 3,002 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 6,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,200,000 | 6,871 |
| Mortgage-backed securities | $1,000 | 7,557 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,177 |
| Issued or guaranteed by U.S. | $1,000 | 7,148 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,512,000 | 3,219 |
| Available-for-sale securities (fair market value) | $85,000 | 9,128 |
| Total debt securities | $3,512,000 | 8,737 |
| 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 | $4,737,000 | 8,766 |
| U.S. Government securities | $4,532,000 | 8,253 |
| U.S. Treasury securities | $2,930,000 | 2,281 |
| U.S. Government agency obligations | $1,602,000 | 9,115 |
| Securities issued by states & political subdivisions | $120,000 | 7,246 |
| 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 | $85,000 | 6,926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,102,000 | 7,050 |
| Mortgage-backed securities | $2,000 | 7,897 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,486 |
| Issued or guaranteed by U.S. | $2,000 | 7,462 |
| 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) | $4,652,000 | 3,173 |
| Available-for-sale securities (fair market value) | $85,000 | 9,389 |
| Total debt securities | $4,652,000 | 8,690 |
| 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 | $2,029,000 | 9,785 |
| U.S. Government securities | $1,807,000 | 9,527 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,807,000 | 8,866 |
| Securities issued by states & political subdivisions | $115,000 | 7,508 |
| 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 | $107,000 | 6,412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,006,000 | 7,127 |
| Mortgage-backed securities | $6,000 | 8,061 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,635 |
| Issued or guaranteed by U.S. | $6,000 | 7,612 |
| 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) | $1,922,000 | 4,812 |
| Available-for-sale securities (fair market value) | $107,000 | 9,492 |
| Total debt securities | $1,922,000 | 9,722 |
| 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 | $1,444,000 | 10,466 |
| U.S. Government securities | $1,229,000 | 10,331 |
| U.S. Treasury securities | $100,000 | 7,848 |
| U.S. Government agency obligations | $1,129,000 | 9,607 |
| Securities issued by states & political subdivisions | $145,000 | 7,691 |
| 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 | $70,000 | 6,762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,109,000 | 7,354 |
| Mortgage-backed securities | $29,000 | 8,247 |
| Certificates of participation in pools of residential mortgages | $29,000 | 7,716 |
| Issued or guaranteed by U.S. | $29,000 | 7,688 |
| 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) | $1,374,000 | 6,022 |
| Available-for-sale securities (fair market value) | $70,000 | 9,931 |
| Total debt securities | $1,374,000 | 10,396 |
| 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 | $1,160,000 | 11,095 |
| U.S. Government securities | $998,000 | 10,972 |
| U.S. Treasury securities | $296,000 | 8,430 |
| U.S. Government agency obligations | $702,000 | 10,342 |
| Securities issued by states & political subdivisions | $115,000 | 8,188 |
| 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 | $47,000 | 7,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $933,000 | 8,012 |
| Mortgage-backed securities | $602,000 | 7,360 |
| Certificates of participation in pools of residential mortgages | $385,000 | 6,950 |
| Issued or guaranteed by U.S. | $385,000 | 6,931 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $217,000 | 4,983 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 4,796 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,113,000 | 6,905 |
| Available-for-sale securities (fair market value) | $47,000 | 10,353 |
| Total debt securities | $1,113,000 | 11,009 |
| 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 |
