| 2023-12-31 | Rank |
| Total securities | $17,167,000 | 3,694 |
| U.S. Government securities | $7,205,000 | 3,799 |
| U.S. Treasury securities | $578,000 | 2,629 |
| U.S. Government agency obligations | $6,627,000 | 3,517 |
| Securities issued by states & political subdivisions | $9,060,000 | 2,537 |
| Other domestic debt securities | $902,000 | 2,029 |
| 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 | $902,000 | 1,601 |
| 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 | $7,738,000 | 3,114 |
| Mortgage-backed securities | $5,682,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,131,000 | 2,668 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,551,000 | 2,007 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $975,000 | 1,530 |
| Available-for-sale securities (fair market value) | $16,192,000 | 3,482 |
| Total debt securities | $17,167,000 | 3,672 |
| 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 | $18,139,000 | 3,671 |
| U.S. Government securities | $8,468,000 | 3,715 |
| U.S. Treasury securities | $569,000 | 2,694 |
| U.S. Government agency obligations | $7,899,000 | 3,413 |
| Securities issued by states & political subdivisions | $8,690,000 | 2,569 |
| Other domestic debt securities | $981,000 | 1,985 |
| 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 | $981,000 | 1,573 |
| 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 | $8,755,000 | 2,993 |
| Mortgage-backed securities | $5,297,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,019,000 | 2,679 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,278,000 | 2,049 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $977,000 | 1,549 |
| Available-for-sale securities (fair market value) | $17,162,000 | 3,457 |
| Total debt securities | $18,140,000 | 3,647 |
| 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 | $19,179,000 | 3,666 |
| U.S. Government securities | $8,934,000 | 3,720 |
| U.S. Treasury securities | $566,000 | 2,715 |
| U.S. Government agency obligations | $8,368,000 | 3,416 |
| Securities issued by states & political subdivisions | $9,258,000 | 2,574 |
| Other domestic debt securities | $987,000 | 1,993 |
| 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 | $987,000 | 1,575 |
| 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 | $8,292,000 | 3,016 |
| Mortgage-backed securities | $5,731,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,364,000 | 2,663 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,367,000 | 2,033 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $980,000 | 1,563 |
| Available-for-sale securities (fair market value) | $18,199,000 | 3,450 |
| Total debt securities | $19,180,000 | 3,645 |
| 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 | $19,632,000 | 3,726 |
| U.S. Government securities | $9,166,000 | 3,774 |
| U.S. Treasury securities | $568,000 | 2,786 |
| U.S. Government agency obligations | $8,598,000 | 3,417 |
| Securities issued by states & political subdivisions | $9,475,000 | 2,596 |
| Other domestic debt securities | $991,000 | 2,049 |
| 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 | $991,000 | 1,620 |
| 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 | $8,414,000 | 2,940 |
| Mortgage-backed securities | $5,952,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,514,000 | 2,691 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,438,000 | 2,054 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $982,000 | 1,612 |
| Available-for-sale securities (fair market value) | $18,650,000 | 3,502 |
| Total debt securities | $19,632,000 | 3,704 |
| 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 | $19,820,000 | 3,751 |
| U.S. Government securities | $8,860,000 | 3,832 |
| U.S. Treasury securities | $562,000 | 2,828 |
| U.S. Government agency obligations | $8,298,000 | 3,450 |
| Securities issued by states & political subdivisions | $10,081,000 | 2,583 |
| Other domestic debt securities | $879,000 | 2,135 |
| 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 | $879,000 | 1,687 |
| 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 | $10,251,000 | 2,703 |
| Mortgage-backed securities | $6,066,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,608,000 | 2,696 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,458,000 | 2,065 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,687,000 | 1,522 |
| Available-for-sale securities (fair market value) | $18,133,000 | 3,552 |
| Total debt securities | $19,821,000 | 3,728 |
| 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 | $17,759,000 | 3,850 |
| U.S. Government securities | $6,918,000 | 4,001 |
| U.S. Treasury securities | $557,000 | 2,848 |
| U.S. Government agency obligations | $6,361,000 | 3,621 |
| Securities issued by states & political subdivisions | $9,963,000 | 2,609 |
| Other domestic debt securities | $878,000 | 2,102 |
| 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 | $878,000 | 1,703 |
| 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 | $11,103,000 | 2,594 |
| Mortgage-backed securities | $6,131,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,632,000 | 2,716 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,065 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,693,000 | 1,509 |
| Available-for-sale securities (fair market value) | $16,066,000 | 3,640 |
| Total debt securities | $17,763,000 | 3,825 |
| 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 | $19,066,000 | 3,814 |
| U.S. Government securities | $7,564,000 | 3,958 |
| U.S. Treasury securities | $569,000 | 2,803 |
| U.S. Government agency obligations | $6,995,000 | 3,597 |
| Securities issued by states & political subdivisions | $10,688,000 | 2,599 |
| Other domestic debt securities | $814,000 | 1,992 |
| 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 | $814,000 | 1,709 |
| 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 | $11,549,000 | 2,559 |
| Mortgage-backed securities | $6,739,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $5,092,000 | 2,784 |
| Issued or guaranteed by U.S. | $5,092,000 | 2,704 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,647,000 | 2,134 |
| CMOs issued by government agencies or sponsored agencies | $1,647,000 | 2,057 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,699,000 | 1,432 |
| Available-for-sale securities (fair market value) | $17,367,000 | 3,632 |
| Total debt securities | $19,065,000 | 3,797 |
| 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 | $18,404,000 | 3,804 |
| U.S. Government securities | $7,596,000 | 3,880 |
| U.S. Treasury securities | $330,000 | 2,628 |
| U.S. Government agency obligations | $7,266,000 | 3,564 |
| Securities issued by states & political subdivisions | $10,227,000 | 2,638 |
| Other domestic debt securities | $581,000 | 2,009 |
| 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 | $581,000 | 1,715 |
| 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 | $3,271,000 | 3,373 |
| Mortgage-backed securities | $6,985,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $5,170,000 | 2,789 |
| Issued or guaranteed by U.S. | $5,170,000 | 2,713 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,815,000 | 2,092 |
| CMOs issued by government agencies or sponsored agencies | $1,815,000 | 2,025 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,705,000 | 1,335 |
| Available-for-sale securities (fair market value) | $16,699,000 | 3,632 |
| Total debt securities | $18,404,000 | 3,787 |
| 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 | $17,687,000 | 3,774 |
| U.S. Government securities | $6,475,000 | 3,852 |
| U.S. Treasury securities | $95,000 | 2,207 |
| U.S. Government agency obligations | $6,380,000 | 3,610 |
| Securities issued by states & political subdivisions | $11,013,000 | 2,612 |
| Other domestic debt securities | $199,000 | 2,158 |
| 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 | $199,000 | 1,826 |
| 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 | $10,148,000 | 2,633 |
| Mortgage-backed securities | $6,062,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $5,219,000 | 2,764 |
| Issued or guaranteed by U.S. | $5,219,000 | 2,678 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $843,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 2,297 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,481,000 | 1,149 |
| Available-for-sale securities (fair market value) | $15,206,000 | 3,672 |
| Total debt securities | $17,687,000 | 3,756 |
| 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 | $17,727,000 | 3,753 |
| U.S. Government securities | $6,664,000 | 3,815 |
| U.S. Treasury securities | $96,000 | 2,003 |
| U.S. Government agency obligations | $6,568,000 | 3,602 |
| Securities issued by states & political subdivisions | $11,063,000 | 2,593 |
| 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 | $10,650,000 | 2,603 |
| Mortgage-backed securities | $6,568,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $5,383,000 | 2,772 |
| Issued or guaranteed by U.S. | $5,383,000 | 2,698 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,185,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 2,212 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,487,000 | 1,138 |
| Available-for-sale securities (fair market value) | $15,240,000 | 3,664 |
| Total debt securities | $17,728,000 | 3,729 |
| 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 | $16,394,000 | 3,793 |
| U.S. Government securities | $6,619,000 | 3,807 |
| U.S. Treasury securities | $96,000 | 1,906 |
| U.S. Government agency obligations | $6,523,000 | 3,594 |
| Securities issued by states & political subdivisions | $9,775,000 | 2,689 |
| 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 | $10,647,000 | 2,572 |
| Mortgage-backed securities | $6,523,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $5,480,000 | 2,736 |
| Issued or guaranteed by U.S. | $5,480,000 | 2,657 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,043,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $1,043,000 | 2,231 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $2,593,000 | 1,106 |
| Available-for-sale securities (fair market value) | $13,801,000 | 3,718 |
| Total debt securities | $16,394,000 | 3,769 |
| 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 | $12,743,000 | 3,918 |
| U.S. Government securities | $5,222,000 | 3,863 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,222,000 | 3,677 |
| Securities issued by states & political subdivisions | $7,521,000 | 2,897 |
| 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 | $9,934,000 | 2,624 |
| Mortgage-backed securities | $5,222,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $4,521,000 | 2,838 |
| Issued or guaranteed by U.S. | $4,521,000 | 2,747 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $701,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 2,344 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $2,700,000 | 1,075 |
| Available-for-sale securities (fair market value) | $10,043,000 | 3,868 |
| Total debt securities | $12,743,000 | 3,892 |
| 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 | $11,354,000 | 3,933 |
| U.S. Government securities | $4,359,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,359,000 | 3,723 |
| Securities issued by states & political subdivisions | $6,995,000 | 2,925 |
| 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 | $7,712,000 | 2,837 |
| Mortgage-backed securities | $4,359,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $3,511,000 | 2,927 |
| Issued or guaranteed by U.S. | $3,511,000 | 2,849 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $848,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,299 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,276,000 | 996 |
| Available-for-sale securities (fair market value) | $8,078,000 | 3,928 |
| Total debt securities | $11,355,000 | 3,906 |
| 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 | $10,891,000 | 3,938 |
| U.S. Government securities | $4,834,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,834,000 | 3,673 |
| Securities issued by states & political subdivisions | $6,057,000 | 2,957 |
| 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 | $6,742,000 | 2,952 |
| Mortgage-backed securities | $4,333,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $3,294,000 | 2,946 |
| Issued or guaranteed by U.S. | $3,294,000 | 2,860 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,039,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $1,039,000 | 2,258 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $4,277,000 | 920 |
| Available-for-sale securities (fair market value) | $6,614,000 | 4,013 |
| Total debt securities | $10,891,000 | 3,912 |
| 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 | $10,347,000 | 3,971 |
| U.S. Government securities | $4,274,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,274,000 | 3,768 |
| Securities issued by states & political subdivisions | $6,073,000 | 2,907 |
| 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 | $6,169,000 | 3,032 |
| Mortgage-backed securities | $3,770,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $3,229,000 | 2,967 |
| Issued or guaranteed by U.S. | $3,229,000 | 2,885 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $541,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,491 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $4,286,000 | 930 |
| Available-for-sale securities (fair market value) | $6,061,000 | 4,064 |
| Total debt securities | $10,347,000 | 3,946 |
| 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 | $8,044,000 | 4,195 |
| U.S. Government securities | $2,984,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,984,000 | 4,024 |
| Securities issued by states & political subdivisions | $5,060,000 | 2,988 |
| 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 | $6,365,000 | 2,962 |
| Mortgage-backed securities | $2,984,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $2,979,000 | 3,024 |
| Issued or guaranteed by U.S. | $2,979,000 | 2,931 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,802 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $4,400,000 | 935 |
| Available-for-sale securities (fair market value) | $3,644,000 | 4,303 |
| Total debt securities | $8,043,000 | 4,168 |
| 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 | $8,473,000 | 4,205 |
| U.S. Government securities | $3,213,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,213,000 | 4,069 |
| Securities issued by states & political subdivisions | $5,260,000 | 2,954 |
| 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 | $5,724,000 | 3,115 |
| Mortgage-backed securities | $3,213,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $3,206,000 | 2,936 |
| Issued or guaranteed by U.S. | $3,206,000 | 2,850 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,000 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,818 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $4,671,000 | 955 |
| Available-for-sale securities (fair market value) | $3,802,000 | 4,370 |
| Total debt securities | $8,472,000 | 4,182 |
| 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 | $8,215,000 | 4,297 |
| U.S. Government securities | $3,497,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,497,000 | 4,098 |
| Securities issued by states & political subdivisions | $4,718,000 | 3,063 |
| 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 | $5,899,000 | 3,142 |
| Mortgage-backed securities | $3,497,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $3,472,000 | 2,881 |
| Issued or guaranteed by U.S. | $3,472,000 | 2,792 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $25,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 2,804 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $4,718,000 | 1,003 |
| Available-for-sale securities (fair market value) | $3,497,000 | 4,470 |
| Total debt securities | $8,214,000 | 4,274 |
| 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 | $8,455,000 | 4,346 |
| U.S. Government securities | $3,680,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,680,000 | 4,130 |
| Securities issued by states & political subdivisions | $4,775,000 | 3,103 |
| 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 | $6,700,000 | 3,089 |
| Mortgage-backed securities | $3,212,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $3,160,000 | 2,960 |
| Issued or guaranteed by U.S. | $3,160,000 | 2,882 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $52,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,782 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $4,775,000 | 1,035 |
| Available-for-sale securities (fair market value) | $3,680,000 | 4,506 |
| Total debt securities | $8,456,000 | 4,323 |
| 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 | $8,863,000 | 4,362 |
| U.S. Government securities | $4,194,000 | 4,285 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,194,000 | 4,123 |
| Securities issued by states & political subdivisions | $4,669,000 | 3,180 |
| 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 | $6,025,000 | 3,232 |
| Mortgage-backed securities | $2,645,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $2,568,000 | 3,114 |
| Issued or guaranteed by U.S. | $2,568,000 | 3,020 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $77,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 2,785 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $4,669,000 | 1,069 |
| Available-for-sale securities (fair market value) | $4,194,000 | 4,501 |
| Total debt securities | $8,864,000 | 4,342 |
| 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 | $9,047,000 | 4,394 |
| U.S. Government securities | $4,274,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,274,000 | 4,147 |
| Securities issued by states & political subdivisions | $4,773,000 | 3,226 |
| 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 | $5,396,000 | 3,354 |
| Mortgage-backed securities | $1,571,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $1,465,000 | 3,437 |
| Issued or guaranteed by U.S. | $1,465,000 | 3,366 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $106,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 2,778 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $4,773,000 | 1,096 |
| Available-for-sale securities (fair market value) | $4,274,000 | 4,533 |
| Total debt securities | $9,047,000 | 4,373 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $9,119,000 | 4,436 |
| U.S. Government securities | $4,340,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,340,000 | 4,207 |
| Securities issued by states & political subdivisions | $4,779,000 | 3,260 |
| 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 | $6,321,000 | 3,227 |
| Mortgage-backed securities | $1,650,000 | 3,780 |
| Certificates of participation in pools of residential mortgages | $1,519,000 | 3,462 |
| Issued or guaranteed by U.S. | $1,519,000 | 3,434 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $131,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,770 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $4,779,000 | 1,109 |
| Available-for-sale securities (fair market value) | $4,340,000 | 4,582 |
| Total debt securities | $9,119,000 | 4,411 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $9,161,000 | 4,485 |
| U.S. Government securities | $4,487,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,487,000 | 4,211 |
| Securities issued by states & political subdivisions | $4,674,000 | 3,325 |
| 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 | $8,227,000 | 3,013 |
| Mortgage-backed securities | $1,784,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $1,616,000 | 3,481 |
| Issued or guaranteed by U.S. | $1,616,000 | 3,316 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $168,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 2,763 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $4,674,000 | 1,138 |
| Available-for-sale securities (fair market value) | $4,487,000 | 4,634 |
| Total debt securities | $9,161,000 | 4,459 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $9,061,000 | 4,539 |
| U.S. Government securities | $4,616,000 | 4,418 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,616,000 | 4,271 |
| Securities issued by states & political subdivisions | $4,244,000 | 3,454 |
| Other domestic debt securities | $201,000 | 1,895 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $201,000 | 1,540 |
| 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 | $7,835,000 | 3,100 |
| Mortgage-backed securities | $1,900,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $1,710,000 | 3,497 |
| Issued or guaranteed by U.S. | $1,710,000 | 3,490 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $190,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,745 |
| 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) | $4,244,000 | 1,184 |
| Available-for-sale securities (fair market value) | $4,817,000 | 4,655 |
| Total debt securities | $9,060,000 | 4,511 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $9,140,000 | 4,605 |
| U.S. Government securities | $4,776,000 | 4,441 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,776,000 | 4,307 |
| Securities issued by states & political subdivisions | $4,162,000 | 3,528 |
| Other domestic debt securities | $202,000 | 1,893 |
| 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 | $202,000 | 1,552 |
| 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 | $6,434,000 | 3,343 |
| Mortgage-backed securities | $2,031,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $1,822,000 | 3,508 |
| Issued or guaranteed by U.S. | $1,822,000 | 3,500 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $209,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,729 |
| 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) | $4,162,000 | 1,213 |
| Available-for-sale securities (fair market value) | $4,978,000 | 4,695 |
| Total debt securities | $9,138,000 | 4,579 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $10,555,000 | 4,516 |
| U.S. Government securities | $6,291,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,291,000 | 4,142 |
| Securities issued by states & political subdivisions | $4,060,000 | 3,586 |
| Other domestic debt securities | $204,000 | 1,919 |
| 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 | $204,000 | 1,591 |
| 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 | $8,045,000 | 3,158 |
| Mortgage-backed securities | $2,203,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $1,945,000 | 3,535 |
| Issued or guaranteed by U.S. | $1,945,000 | 3,529 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $258,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 2,712 |
| 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) | $4,060,000 | 1,259 |
| Available-for-sale securities (fair market value) | $6,495,000 | 4,586 |
| Total debt securities | $10,555,000 | 4,492 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $10,950,000 | 4,531 |
| U.S. Government securities | $6,947,000 | 4,217 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,947,000 | 4,086 |
| Securities issued by states & political subdivisions | $3,796,000 | 3,683 |
| Other domestic debt securities | $207,000 | 1,956 |
| 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 | $207,000 | 1,619 |
| 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 | $8,836,000 | 3,073 |
| Mortgage-backed securities | $2,355,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $2,057,000 | 3,547 |
| Issued or guaranteed by U.S. | $2,057,000 | 3,541 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $298,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,712 |
| 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) | $3,796,000 | 1,311 |
| Available-for-sale securities (fair market value) | $7,154,000 | 4,557 |
| Total debt securities | $10,950,000 | 4,505 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $11,676,000 | 4,504 |
| U.S. Government securities | $7,650,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,650,000 | 4,031 |
| Securities issued by states & political subdivisions | $3,817,000 | 3,712 |
| Other domestic debt securities | $209,000 | 2,014 |
| 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 | $209,000 | 1,660 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,791,000 | 3,115 |
| Mortgage-backed securities | $3,064,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 3,347 |
| Issued or guaranteed by U.S. | $3,064,000 | 3,344 |
| 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) | $3,817,000 | 1,339 |
| Available-for-sale securities (fair market value) | $7,859,000 | 4,547 |
| Total debt securities | $11,676,000 | 4,481 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $11,802,000 | 4,497 |
| U.S. Government securities | $8,975,000 | 3,981 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,975,000 | 3,837 |
| Securities issued by states & political subdivisions | $2,616,000 | 3,998 |
| Other domestic debt securities | $211,000 | 2,027 |
| 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 | $211,000 | 1,667 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,731,000 | 2,983 |
| Mortgage-backed securities | $3,206,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $3,206,000 | 3,332 |
| Issued or guaranteed by U.S. | $3,206,000 | 3,328 |
| 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) | $2,616,000 | 1,487 |
| Available-for-sale securities (fair market value) | $9,186,000 | 4,435 |
| Total debt securities | $11,802,000 | 4,473 |
| 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 | $12,447,000 | 4,463 |
| U.S. Government securities | $9,616,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,616,000 | 3,778 |
| Securities issued by states & political subdivisions | $2,617,000 | 4,022 |
| Other domestic debt securities | $214,000 | 2,037 |
| 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 | $214,000 | 1,671 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,197,000 | 3,093 |
| Mortgage-backed securities | $3,470,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $3,470,000 | 3,302 |
| Issued or guaranteed by U.S. | $3,470,000 | 3,301 |
| 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) | $2,617,000 | 1,496 |
| Available-for-sale securities (fair market value) | $9,830,000 | 4,383 |
| Total debt securities | $12,447,000 | 4,443 |
| 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 | $12,693,000 | 4,525 |
| U.S. Government securities | $9,858,000 | 3,971 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,858,000 | 3,849 |
| Securities issued by states & political subdivisions | $2,618,000 | 4,037 |
| Other domestic debt securities | $217,000 | 2,069 |
| 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 | $217,000 | 1,684 |
| 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 | $10,999,000 | 2,911 |
| Mortgage-backed securities | $3,691,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $3,691,000 | 3,292 |
| Issued or guaranteed by U.S. | $3,691,000 | 3,288 |
| 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) | $2,618,000 | 1,534 |
| Available-for-sale securities (fair market value) | $10,075,000 | 4,414 |
| Total debt securities | $12,693,000 | 4,499 |
| 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 | $12,939,000 | 4,573 |
| U.S. Government securities | $10,002,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,002,000 | 3,933 |
| Securities issued by states & political subdivisions | $2,718,000 | 4,030 |
| Other domestic debt securities | $219,000 | 2,082 |
| 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 | $219,000 | 1,696 |
| 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 | $11,347,000 | 2,921 |
| Mortgage-backed securities | $3,284,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $3,284,000 | 3,407 |
| Issued or guaranteed by U.S. | $3,284,000 | 3,406 |
| 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) | $2,718,000 | 1,561 |
| Available-for-sale securities (fair market value) | $10,221,000 | 4,457 |
| Total debt securities | $12,939,000 | 4,553 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $13,252,000 | 4,600 |
| U.S. Government securities | $10,315,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,315,000 | 3,919 |
| Securities issued by states & political subdivisions | $2,719,000 | 4,069 |
| Other domestic debt securities | $218,000 | 2,071 |
| 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 | $218,000 | 1,685 |
| 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 | $9,685,000 | 3,143 |
| Mortgage-backed securities | $2,854,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $2,854,000 | 3,545 |
| Issued or guaranteed by U.S. | $2,854,000 | 3,541 |
| 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) | $2,719,000 | 1,595 |
| Available-for-sale securities (fair market value) | $10,533,000 | 4,479 |
| Total debt securities | $13,252,000 | 4,577 |
| 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 | $13,404,000 | 4,666 |
| U.S. Government securities | $10,672,000 | 4,098 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,672,000 | 3,971 |
| Securities issued by states & political subdivisions | $2,510,000 | 4,166 |
| Other domestic debt securities | $222,000 | 2,102 |
| 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 | $222,000 | 1,702 |
| 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 | $11,894,000 | 2,897 |
| Mortgage-backed securities | $1,706,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $1,706,000 | 3,934 |
| Issued or guaranteed by U.S. | $1,706,000 | 3,929 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,510,000 | 1,627 |
| Available-for-sale securities (fair market value) | $10,894,000 | 4,530 |
| Total debt securities | $13,404,000 | 4,642 |
| 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 | $13,551,000 | 4,724 |
| U.S. Government securities | $10,729,000 | 4,205 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,729,000 | 4,087 |
| Securities issued by states & political subdivisions | $2,600,000 | 4,167 |
| Other domestic debt securities | $222,000 | 2,126 |
| 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 | $222,000 | 1,727 |
| 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 | $12,044,000 | 2,899 |
| Mortgage-backed securities | $1,809,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $1,809,000 | 3,976 |
| Issued or guaranteed by U.S. | $1,809,000 | 3,971 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,600,000 | 1,648 |
| Available-for-sale securities (fair market value) | $10,951,000 | 4,608 |
| Total debt securities | $13,551,000 | 4,702 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $13,370,000 | 4,824 |
| U.S. Government securities | $10,545,000 | 4,303 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,545,000 | 4,180 |
| Securities issued by states & political subdivisions | $2,600,000 | 4,182 |
| Other domestic debt securities | $225,000 | 2,183 |
| 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 | $225,000 | 1,757 |
| 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 | $11,653,000 | 2,982 |
| Mortgage-backed securities | $1,949,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $1,949,000 | 3,999 |
| Issued or guaranteed by U.S. | $1,949,000 | 3,993 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $2,600,000 | 1,648 |
| Available-for-sale securities (fair market value) | $10,770,000 | 4,702 |
| Total debt securities | $13,370,000 | 4,799 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $13,680,000 | 4,850 |
| U.S. Government securities | $11,071,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,071,000 | 4,190 |
| Securities issued by states & political subdivisions | $2,385,000 | 4,297 |
| Other domestic debt securities | $224,000 | 2,210 |
| 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 | $224,000 | 1,777 |
| 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 | $11,040,000 | 3,076 |
| Mortgage-backed securities | $2,045,000 | 4,402 |
| Certificates of participation in pools of residential mortgages | $2,045,000 | 4,041 |
| Issued or guaranteed by U.S. | $2,045,000 | 4,035 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $2,385,000 | 1,694 |
| Available-for-sale securities (fair market value) | $11,295,000 | 4,698 |
| Total debt securities | $13,680,000 | 4,827 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $14,363,000 | 4,874 |
| U.S. Government securities | $11,752,000 | 4,321 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,752,000 | 4,212 |
| Securities issued by states & political subdivisions | $2,385,000 | 4,341 |
| Other domestic debt securities | $226,000 | 2,272 |
| 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 | $226,000 | 1,805 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,703,000 | 3,022 |
| Mortgage-backed securities | $2,150,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $2,150,000 | 4,105 |
| Issued or guaranteed by U.S. | $2,150,000 | 4,102 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $2,385,000 | 1,710 |
| Available-for-sale securities (fair market value) | $11,978,000 | 4,717 |
| Total debt securities | $14,363,000 | 4,852 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $14,757,000 | 4,903 |
| U.S. Government securities | $11,929,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,929,000 | 4,263 |
| Securities issued by states & political subdivisions | $2,600,000 | 4,318 |
| Other domestic debt securities | $228,000 | 2,327 |
| 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 | $228,000 | 1,866 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,420,000 | 2,940 |
| Mortgage-backed securities | $2,292,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $2,292,000 | 4,120 |
| Issued or guaranteed by U.S. | $2,292,000 | 4,118 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $2,600,000 | 1,706 |
| Available-for-sale securities (fair market value) | $12,157,000 | 4,756 |
| Total debt securities | $14,757,000 | 4,877 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $15,049,000 | 4,926 |
| U.S. Government securities | $12,249,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,249,000 | 4,256 |
| Securities issued by states & political subdivisions | $2,571,000 | 4,359 |
| Other domestic debt securities | $229,000 | 2,390 |
| 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 | $229,000 | 1,915 |
| 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 | $12,764,000 | 2,918 |
| Mortgage-backed securities | $2,382,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $2,382,000 | 4,132 |
| Issued or guaranteed by U.S. | $2,382,000 | 4,130 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $2,571,000 | 1,706 |
| Available-for-sale securities (fair market value) | $12,478,000 | 4,761 |
| Total debt securities | $15,049,000 | 4,901 |
| 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 | $15,612,000 | 4,867 |
| U.S. Government securities | $12,484,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,484,000 | 4,226 |
| Securities issued by states & political subdivisions | $2,898,000 | 4,290 |
| Other domestic debt securities | $230,000 | 2,442 |
| 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 | $230,000 | 1,959 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,029,000 | 3,146 |
| Mortgage-backed securities | $2,099,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $2,099,000 | 4,240 |
| Issued or guaranteed by U.S. | $2,099,000 | 4,235 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $2,898,000 | 1,651 |
| Available-for-sale securities (fair market value) | $12,714,000 | 4,767 |
| Total debt securities | $15,612,000 | 4,841 |
| 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 | $15,737,000 | 4,925 |
| U.S. Government securities | $12,483,000 | 4,348 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,483,000 | 4,246 |
| Securities issued by states & political subdivisions | $3,024,000 | 4,264 |
| Other domestic debt securities | $230,000 | 2,505 |
| 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 | $230,000 | 2,003 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,543,000 | 3,059 |
| Mortgage-backed securities | $2,263,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $2,263,000 | 4,211 |
| Issued or guaranteed by U.S. | $2,263,000 | 4,204 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $3,024,000 | 1,597 |
| Available-for-sale securities (fair market value) | $12,713,000 | 4,824 |
| Total debt securities | $15,737,000 | 4,891 |
| 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 | $15,922,000 | 4,895 |
| U.S. Government securities | $12,669,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,669,000 | 4,217 |
| Securities issued by states & political subdivisions | $3,026,000 | 4,263 |
| Other domestic debt securities | $227,000 | 2,569 |
| 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 | $227,000 | 2,045 |
| 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 | $11,595,000 | 3,044 |
| Mortgage-backed securities | $2,433,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $2,433,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,433,000 | 4,135 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $3,026,000 | 1,536 |
| Available-for-sale securities (fair market value) | $12,896,000 | 4,823 |
| Total debt securities | $15,922,000 | 4,862 |
| 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 | $16,424,000 | 4,859 |
| U.S. Government securities | $13,567,000 | 4,243 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,567,000 | 4,134 |
| Securities issued by states & political subdivisions | $2,620,000 | 4,365 |
| Other domestic debt securities | $237,000 | 2,564 |
| 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 | $237,000 | 2,017 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,924,000 | 3,041 |
| Mortgage-backed securities | $2,375,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,375,000 | 4,191 |
| Issued or guaranteed by U.S. | $2,375,000 | 4,187 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $2,620,000 | 1,560 |
| Available-for-sale securities (fair market value) | $13,804,000 | 4,760 |
| Total debt securities | $16,424,000 | 4,825 |
| 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 | $10,735,000 | 5,465 |
| U.S. Government securities | $7,887,000 | 5,037 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,887,000 | 4,936 |
| Securities issued by states & political subdivisions | $2,611,000 | 4,363 |
| Other domestic debt securities | $237,000 | 2,552 |
| 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 | $237,000 | 1,980 |
| 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 | $7,977,000 | 3,656 |
| Mortgage-backed securities | $633,000 | 5,186 |
| Certificates of participation in pools of residential mortgages | $633,000 | 4,882 |
| Issued or guaranteed by U.S. | $633,000 | 4,881 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $2,611,000 | 1,570 |
| Available-for-sale securities (fair market value) | $8,124,000 | 5,407 |
| Total debt securities | $10,735,000 | 5,436 |
| 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 | $9,705,000 | 5,662 |
| U.S. Government securities | $6,505,000 | 5,414 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,505,000 | 5,302 |
| Securities issued by states & political subdivisions | $2,672,000 | 4,352 |
| Other domestic debt securities | $528,000 | 2,353 |
| 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 | $528,000 | 1,802 |
| 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 | $6,996,000 | 3,891 |
| Mortgage-backed securities | $324,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,168 |
| Issued or guaranteed by U.S. | $324,000 | 5,161 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $2,672,000 | 1,590 |
| Available-for-sale securities (fair market value) | $7,033,000 | 5,606 |
| Total debt securities | $9,705,000 | 5,636 |
| 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 | $10,448,000 | 5,631 |
| U.S. Government securities | $7,333,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,333,000 | 5,242 |
| Securities issued by states & political subdivisions | $2,618,000 | 4,346 |
| Other domestic debt securities | $497,000 | 2,402 |
| 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 | $497,000 | 1,863 |
| 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 | $8,177,000 | 3,694 |
| Mortgage-backed securities | $348,000 | 5,469 |
| Certificates of participation in pools of residential mortgages | $348,000 | 5,186 |
| Issued or guaranteed by U.S. | $348,000 | 5,178 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $2,618,000 | 1,595 |
| Available-for-sale securities (fair market value) | $7,830,000 | 5,570 |
| Total debt securities | $10,448,000 | 5,605 |
| 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 | $12,634,000 | 5,419 |
| U.S. Government securities | $9,549,000 | 5,067 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,549,000 | 4,967 |
| Securities issued by states & political subdivisions | $2,583,000 | 4,279 |
| Other domestic debt securities | $502,000 | 2,331 |
| 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 | $502,000 | 1,802 |
| 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 | $9,106,000 | 3,525 |
| Mortgage-backed securities | $369,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,190 |
| Issued or guaranteed by U.S. | $369,000 | 5,184 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $2,583,000 | 1,626 |
| Available-for-sale securities (fair market value) | $10,051,000 | 5,338 |
| Total debt securities | $12,634,000 | 5,391 |
| 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 | $9,854,000 | 5,749 |
| U.S. Government securities | $6,898,000 | 5,501 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,898,000 | 5,399 |
| Securities issued by states & political subdivisions | $2,480,000 | 4,311 |
| Other domestic debt securities | $476,000 | 2,381 |
| 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 | $476,000 | 1,792 |
| 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 | $7,459,000 | 3,655 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $2,480,000 | 1,694 |
| Available-for-sale securities (fair market value) | $7,374,000 | 5,650 |
| Total debt securities | $9,854,000 | 5,722 |
| 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 | $10,613,000 | 5,644 |
| U.S. Government securities | $7,542,000 | 5,363 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,542,000 | 5,257 |
| Securities issued by states & political subdivisions | $2,595,000 | 4,236 |
| Other domestic debt securities | $476,000 | 2,384 |
| 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 | $476,000 | 1,774 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,103,000 | 3,521 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $2,595,000 | 1,693 |
| Available-for-sale securities (fair market value) | $8,018,000 | 5,569 |
| Total debt securities | $10,613,000 | 5,609 |
| 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 | $11,395,000 | 5,635 |
| U.S. Government securities | $8,295,000 | 5,336 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,295,000 | 5,223 |
| Securities issued by states & political subdivisions | $2,606,000 | 4,203 |
| Other domestic debt securities | $494,000 | 2,316 |
| 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 | $494,000 | 1,685 |
| 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 | $8,200,000 | 3,539 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| 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) | $2,606,000 | 1,730 |
| Available-for-sale securities (fair market value) | $8,789,000 | 5,540 |
| Total debt securities | $11,395,000 | 5,598 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $10,023,000 | 5,792 |
| U.S. Government securities | $6,709,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,709,000 | 5,551 |
| Securities issued by states & political subdivisions | $2,827,000 | 4,092 |
| Other domestic debt securities | $487,000 | 2,376 |
| 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 | $487,000 | 1,729 |
| 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 | $7,255,000 | 3,707 |
| Mortgage-backed securities | $387,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $387,000 | 5,152 |
| Issued or guaranteed by U.S. | $387,000 | 5,140 |
| 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) | $2,827,000 | 1,699 |
| Available-for-sale securities (fair market value) | $7,196,000 | 5,757 |
| Total debt securities | $10,023,000 | 5,762 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $9,337,000 | 5,807 |
| U.S. Government securities | $5,868,000 | 5,716 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,868,000 | 5,594 |
| Securities issued by states & political subdivisions | $2,980,000 | 4,041 |
| Other domestic debt securities | $489,000 | 2,514 |
| 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 | $489,000 | 1,734 |
| 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 | $5,860,000 | 3,988 |
| Mortgage-backed securities | $438,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,063 |
| Issued or guaranteed by U.S. | $438,000 | 5,051 |
| 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) | $2,980,000 | 1,688 |
| Available-for-sale securities (fair market value) | $6,357,000 | 5,810 |
| Total debt securities | $9,337,000 | 5,770 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $9,584,000 | 5,729 |
| U.S. Government securities | $6,284,000 | 5,594 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,284,000 | 5,472 |
| Securities issued by states & political subdivisions | $2,804,000 | 4,029 |
| Other domestic debt securities | $496,000 | 2,597 |
| 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 | $496,000 | 1,752 |
| 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 | $6,275,000 | 3,923 |
| Mortgage-backed securities | $521,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,011 |
| Issued or guaranteed by U.S. | $521,000 | 4,999 |
| 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) | $2,804,000 | 1,770 |
| Available-for-sale securities (fair market value) | $6,780,000 | 5,732 |
| Total debt securities | $9,584,000 | 5,697 |
| 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 | $9,316,000 | 5,846 |
| U.S. Government securities | $6,227,000 | 5,744 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,227,000 | 5,634 |
| Securities issued by states & political subdivisions | $2,620,000 | 4,048 |
| Other domestic debt securities | $469,000 | 2,615 |
| 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 | $469,000 | 1,728 |
| 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 | $6,546,000 | 3,901 |
| Mortgage-backed securities | $267,000 | 5,688 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,306 |
| Issued or guaranteed by U.S. | $267,000 | 5,295 |
| 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) | $2,620,000 | 1,862 |
| Available-for-sale securities (fair market value) | $6,696,000 | 5,832 |
| Total debt securities | $9,316,000 | 5,806 |
| 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 | $9,972,000 | 5,808 |
| U.S. Government securities | $7,195,000 | 5,579 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,195,000 | 5,471 |
| Securities issued by states & political subdivisions | $2,307,000 | 4,157 |
| Other domestic debt securities | $470,000 | 2,668 |
| 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 | $470,000 | 1,742 |
| 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 | $6,354,000 | 4,023 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $2,307,000 | 1,957 |
| Available-for-sale securities (fair market value) | $7,665,000 | 5,723 |
| Total debt securities | $9,972,000 | 5,766 |
| 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 | $9,584,000 | 5,876 |
| U.S. Government securities | $7,027,000 | 5,585 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,027,000 | 5,485 |
| Securities issued by states & political subdivisions | $2,084,000 | 4,288 |
| Other domestic debt securities | $473,000 | 2,722 |
| 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 | $473,000 | 1,779 |
| 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 | $6,387,000 | 4,041 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| 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) | $2,084,000 | 2,029 |
| Available-for-sale securities (fair market value) | $7,500,000 | 5,743 |
| Total debt securities | $9,584,000 | 5,840 |
| 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 | $10,696,000 | 5,709 |
| U.S. Government securities | $7,884,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,884,000 | 5,341 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,364 |
| Other domestic debt securities | $804,000 | 2,529 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $22,000 | 252 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $782,000 | 1,621 |
| 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 | $7,565,000 | 3,790 |
| Mortgage-backed securities | $190,000 | 5,984 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,657 |
| Issued or guaranteed by U.S. | $190,000 | 5,637 |
| 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) | $2,030,000 | 2,128 |
| Available-for-sale securities (fair market value) | $8,666,000 | 5,548 |
| Total debt securities | $10,674,000 | 5,674 |
| 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 | $11,059,000 | 5,637 |
| U.S. Government securities | $8,302,000 | 5,325 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,302,000 | 5,235 |
| Securities issued by states & political subdivisions | $1,909,000 | 4,387 |
| Other domestic debt securities | $848,000 | 2,548 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $127,000 | 249 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $721,000 | 1,687 |
| 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 | $8,587,000 | 3,612 |
| Mortgage-backed securities | $209,000 | 6,024 |
| Certificates of participation in pools of residential mortgages | $209,000 | 5,696 |
| Issued or guaranteed by U.S. | $209,000 | 5,677 |
| 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) | $2,036,000 | 2,127 |
| Available-for-sale securities (fair market value) | $9,023,000 | 5,503 |
| Total debt securities | $10,933,000 | 5,612 |
| 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 | $10,965,000 | 5,719 |
| U.S. Government securities | $8,308,000 | 5,440 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,308,000 | 5,360 |
| Securities issued by states & political subdivisions | $1,831,000 | 4,356 |
| Other domestic debt securities | $826,000 | 2,485 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $142,000 | 311 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $684,000 | 1,778 |
| 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 | $8,853,000 | 3,618 |
| Mortgage-backed securities | $229,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $229,000 | 5,728 |
| Issued or guaranteed by U.S. | $229,000 | 5,711 |
| 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) | $1,973,000 | 2,191 |
| Available-for-sale securities (fair market value) | $8,992,000 | 5,561 |
| Total debt securities | $10,824,000 | 5,692 |
| 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 | $11,200,000 | 5,707 |
| U.S. Government securities | $8,535,000 | 5,463 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,535,000 | 5,380 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,349 |
| Other domestic debt securities | $913,000 | 2,378 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $168,000 | 287 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $745,000 | 1,707 |
| 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 | $7,796,000 | 3,839 |
| Mortgage-backed securities | $244,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $244,000 | 5,720 |
| Issued or guaranteed by U.S. | $244,000 | 5,700 |
| 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) | $1,920,000 | 2,219 |
| Available-for-sale securities (fair market value) | $9,280,000 | 5,523 |
| Total debt securities | $11,032,000 | 5,697 |
| 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 | $11,599,000 | 5,601 |
| U.S. Government securities | $8,872,000 | 5,349 |
| U.S. Treasury securities | $402,000 | 834 |
| U.S. Government agency obligations | $8,470,000 | 5,373 |
| Securities issued by states & political subdivisions | $1,644,000 | 4,393 |
| Other domestic debt securities | $1,083,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $395,000 | 247 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $688,000 | 1,718 |
| 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 | $9,163,000 | 3,574 |
| Mortgage-backed securities | $249,000 | 6,037 |
| Certificates of participation in pools of residential mortgages | $249,000 | 5,710 |
| Issued or guaranteed by U.S. | $249,000 | 5,692 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,039,000 | 2,185 |
| Available-for-sale securities (fair market value) | $9,560,000 | 5,423 |
| Total debt securities | $11,599,000 | 5,562 |
| 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 | $11,684,000 | 5,635 |
| U.S. Government securities | $9,127,000 | 5,315 |
| U.S. Treasury securities | $403,000 | 830 |
| U.S. Government agency obligations | $8,724,000 | 5,321 |
| Securities issued by states & political subdivisions | $1,705,000 | 4,406 |
| Other domestic debt securities | $852,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $415,000 | 235 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $437,000 | 2,006 |
| 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 | $9,015,000 | 3,551 |
| Mortgage-backed securities | $257,000 | 6,052 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,724 |
| Issued or guaranteed by U.S. | $257,000 | 5,700 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,120,000 | 2,174 |
| Available-for-sale securities (fair market value) | $9,564,000 | 5,500 |
| Total debt securities | $11,684,000 | 5,577 |
| 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 | $10,562,000 | 5,827 |
| U.S. Government securities | $8,580,000 | 5,442 |
| U.S. Treasury securities | $406,000 | 864 |
| U.S. Government agency obligations | $8,174,000 | 5,448 |
| Securities issued by states & political subdivisions | $1,561,000 | 4,497 |
| Other domestic debt securities | $421,000 | 2,673 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $421,000 | 234 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,642,000 | 3,610 |
| Mortgage-backed securities | $279,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $279,000 | 5,691 |
| Issued or guaranteed by U.S. | $279,000 | 5,660 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,982,000 | 2,259 |
| Available-for-sale securities (fair market value) | $8,580,000 | 5,667 |
| Total debt securities | $10,562,000 | 5,758 |
| 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 | $10,154,000 | 5,989 |
| U.S. Government securities | $8,276,000 | 5,662 |
| U.S. Treasury securities | $700,000 | 846 |
| U.S. Government agency obligations | $7,576,000 | 5,750 |
| Securities issued by states & political subdivisions | $1,437,000 | 4,577 |
| Other domestic debt securities | $441,000 | 2,493 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $441,000 | 219 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,898,000 | 3,800 |
| Mortgage-backed securities | $285,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $285,000 | 5,568 |
| Issued or guaranteed by U.S. | $285,000 | 5,546 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,878,000 | 2,344 |
| Available-for-sale securities (fair market value) | $8,276,000 | 5,780 |
| Total debt securities | $10,154,000 | 5,921 |
| 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 | $9,389,000 | 6,205 |
| U.S. Government securities | $7,577,000 | 5,938 |
| U.S. Treasury securities | $696,000 | 904 |
| U.S. Government agency obligations | $6,881,000 | 6,019 |
| Securities issued by states & political subdivisions | $1,347,000 | 4,631 |
| Other domestic debt securities | $465,000 | 2,421 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $465,000 | 208 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,585,000 | 3,874 |
| Mortgage-backed securities | $298,000 | 5,856 |
| Certificates of participation in pools of residential mortgages | $298,000 | 5,473 |
| Issued or guaranteed by U.S. | $298,000 | 5,451 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,812,000 | 2,416 |
| Available-for-sale securities (fair market value) | $7,577,000 | 5,950 |
| Total debt securities | $9,389,000 | 6,140 |
| 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 | $9,563,000 | 6,185 |
| U.S. Government securities | $7,683,000 | 5,930 |
| U.S. Treasury securities | $1,086,000 | 818 |
| U.S. Government agency obligations | $6,597,000 | 6,130 |
| Securities issued by states & political subdivisions | $1,347,000 | 4,646 |
| Other domestic debt securities | $533,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $533,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,595,000 | 3,856 |
| Mortgage-backed securities | $314,000 | 5,850 |
| Certificates of participation in pools of residential mortgages | $314,000 | 5,468 |
| Issued or guaranteed by U.S. | $314,000 | 5,447 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,880,000 | 2,421 |
| Available-for-sale securities (fair market value) | $7,683,000 | 5,923 |
| Total debt securities | $9,563,000 | 6,131 |
| 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 | $9,889,000 | 6,152 |
| U.S. Government securities | $7,887,000 | 5,926 |
| U.S. Treasury securities | $1,083,000 | 877 |
| U.S. Government agency obligations | $6,804,000 | 6,110 |
| Securities issued by states & political subdivisions | $1,348,000 | 4,664 |
| Other domestic debt securities | $654,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $554,000 | 199 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,118 |
| 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 | $7,699,000 | 3,859 |
| Mortgage-backed securities | $339,000 | 5,822 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,447 |
| Issued or guaranteed by U.S. | $339,000 | 5,422 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,002,000 | 2,407 |
| Available-for-sale securities (fair market value) | $7,887,000 | 5,909 |
| Total debt securities | $9,889,000 | 6,099 |
| 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 | $9,472,000 | 6,279 |
| U.S. Government securities | $7,135,000 | 6,168 |
| U.S. Treasury securities | $1,078,000 | 920 |
| U.S. Government agency obligations | $6,057,000 | 6,362 |
| Securities issued by states & political subdivisions | $1,558,000 | 4,556 |
| Other domestic debt securities | $779,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $579,000 | 193 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,085 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,811,000 | 4,329 |
| Mortgage-backed securities | $111,000 | 6,164 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,830 |
| Issued or guaranteed by U.S. | $111,000 | 5,806 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,337,000 | 2,369 |
| Available-for-sale securities (fair market value) | $7,135,000 | 6,096 |
| Total debt securities | $9,472,000 | 6,221 |
| 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 | $9,188,000 | 6,385 |
| U.S. Government securities | $7,021,000 | 6,254 |
| U.S. Treasury securities | $1,275,000 | 937 |
| U.S. Government agency obligations | $5,746,000 | 6,511 |
| Securities issued by states & political subdivisions | $1,350,000 | 4,720 |
| Other domestic debt securities | $817,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $617,000 | 201 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,122 |
| 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 | $5,703,000 | 4,389 |
| Mortgage-backed securities | $122,000 | 6,173 |
| Certificates of participation in pools of residential mortgages | $122,000 | 5,838 |
| Issued or guaranteed by U.S. | $122,000 | 5,809 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,167,000 | 2,463 |
| Available-for-sale securities (fair market value) | $7,021,000 | 6,158 |
| Total debt securities | $9,188,000 | 6,325 |
| 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 | $9,726,000 | 6,284 |
| U.S. Government securities | $7,447,000 | 6,148 |
| U.S. Treasury securities | $1,758,000 | 899 |
| U.S. Government agency obligations | $5,689,000 | 6,537 |
| Securities issued by states & political subdivisions | $1,351,000 | 4,738 |
| Other domestic debt securities | $928,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $728,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,184 |
| 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 | $5,603,000 | 4,426 |
| Mortgage-backed securities | $133,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,850 |
| Issued or guaranteed by U.S. | $133,000 | 5,824 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,279,000 | 2,459 |
| Available-for-sale securities (fair market value) | $7,447,000 | 6,071 |
| Total debt securities | $9,726,000 | 6,224 |
| 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 | $9,881,000 | 6,310 |
| U.S. Government securities | $7,461,000 | 6,210 |
| U.S. Treasury securities | $1,758,000 | 953 |
| U.S. Government agency obligations | $5,703,000 | 6,567 |
| Securities issued by states & political subdivisions | $1,417,000 | 4,733 |
| Other domestic debt securities | $1,003,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $803,000 | 197 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,297 |
| 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 | $7,043,000 | 4,012 |
| Mortgage-backed securities | $182,000 | 6,139 |
| Certificates of participation in pools of residential mortgages | $148,000 | 5,853 |
| Issued or guaranteed by U.S. | $148,000 | 5,829 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $34,000 | 3,487 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,154 |
| 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) | $2,420,000 | 2,454 |
| Available-for-sale securities (fair market value) | $7,461,000 | 6,127 |
| Total debt securities | $9,882,000 | 6,249 |
| 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 | $10,639,000 | 6,196 |
| U.S. Government securities | $7,558,000 | 6,181 |
| U.S. Treasury securities | $1,763,000 | 964 |
| U.S. Government agency obligations | $5,795,000 | 6,570 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,520 |
| Other domestic debt securities | $1,328,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $829,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 2,071 |
| 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 | $6,005,000 | 4,282 |
| Mortgage-backed securities | $267,000 | 6,097 |
| Certificates of participation in pools of residential mortgages | $158,000 | 5,889 |
| Issued or guaranteed by U.S. | $158,000 | 5,864 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $109,000 | 3,321 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,011 |
| 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) | $2,782,000 | 2,407 |
| Available-for-sale securities (fair market value) | $7,857,000 | 6,071 |
| Total debt securities | $10,639,000 | 6,137 |
| 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 | $10,085,000 | 6,306 |
| U.S. Government securities | $7,114,000 | 6,318 |
| U.S. Treasury securities | $1,374,000 | 1,044 |
| U.S. Government agency obligations | $5,740,000 | 6,601 |
| Securities issued by states & political subdivisions | $1,574,000 | 4,644 |
| Other domestic debt securities | $1,397,000 | 1,911 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $895,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,088 |
| 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 | $6,285,000 | 4,215 |
| Mortgage-backed securities | $395,000 | 5,977 |
| Certificates of participation in pools of residential mortgages | $182,000 | 5,871 |
| Issued or guaranteed by U.S. | $182,000 | 5,852 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $213,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 2,883 |
| 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) | $2,669,000 | 2,450 |
| Available-for-sale securities (fair market value) | $7,416,000 | 6,163 |
| Total debt securities | $10,084,000 | 6,240 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $10,134,000 | 6,342 |
| U.S. Government securities | $7,135,000 | 6,363 |
| U.S. Treasury securities | $1,381,000 | 1,076 |
| U.S. Government agency obligations | $5,754,000 | 6,630 |
| Securities issued by states & political subdivisions | $1,575,000 | 4,615 |
| Other domestic debt securities | $1,424,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $922,000 | 189 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,172 |
| 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 | $6,195,000 | 4,195 |
| Mortgage-backed securities | $517,000 | 5,887 |
| Certificates of participation in pools of residential mortgages | $217,000 | 5,868 |
| Issued or guaranteed by U.S. | $217,000 | 5,840 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $300,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 2,819 |
| 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) | $2,697,000 | 2,481 |
| Available-for-sale securities (fair market value) | $7,437,000 | 6,190 |
| Total debt securities | $10,134,000 | 6,276 |
| 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 | $9,785,000 | 6,476 |
| U.S. Government securities | $6,801,000 | 6,531 |
| U.S. Treasury securities | $980,000 | 1,374 |
| U.S. Government agency obligations | $5,821,000 | 6,679 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,695 |
| Other domestic debt securities | $1,484,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $980,000 | 175 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,255 |
| 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 | $5,543,000 | 4,441 |
| Mortgage-backed securities | $555,000 | 5,924 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,908 |
| Issued or guaranteed by U.S. | $236,000 | 5,887 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $319,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,863 |
| 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) | $2,680,000 | 2,517 |
| Available-for-sale securities (fair market value) | $7,105,000 | 6,304 |
| Total debt securities | $9,785,000 | 6,420 |
| 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 | $9,128,000 | 6,651 |
| U.S. Government securities | $6,340,000 | 6,669 |
| U.S. Treasury securities | $695,000 | 1,484 |
| U.S. Government agency obligations | $5,645,000 | 6,728 |
| Securities issued by states & political subdivisions | $1,703,000 | 4,563 |
| Other domestic debt securities | $1,085,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $576,000 | 221 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $509,000 | 2,302 |
| 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 | $5,103,000 | 4,560 |
| Mortgage-backed securities | $620,000 | 5,910 |
| Certificates of participation in pools of residential mortgages | $274,000 | 5,877 |
| Issued or guaranteed by U.S. | $274,000 | 5,863 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $346,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 2,879 |
| 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) | $2,479,000 | 2,608 |
| Available-for-sale securities (fair market value) | $6,649,000 | 6,421 |
| Total debt securities | $9,128,000 | 6,594 |
| 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 | $9,685,000 | 6,572 |
| U.S. Government securities | $6,830,000 | 6,539 |
| U.S. Treasury securities | $199,000 | 1,864 |
| U.S. Government agency obligations | $6,631,000 | 6,443 |
| Securities issued by states & political subdivisions | $1,694,000 | 4,572 |
| Other domestic debt securities | $1,161,000 | 2,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $647,000 | 225 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $514,000 | 2,365 |
| 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 | $6,463,000 | 4,139 |
| Mortgage-backed securities | $680,000 | 5,905 |
| Certificates of participation in pools of residential mortgages | $310,000 | 5,859 |
| Issued or guaranteed by U.S. | $310,000 | 5,846 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $370,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,876 |
| 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) | $2,541,000 | 2,622 |
| Available-for-sale securities (fair market value) | $7,144,000 | 6,343 |
| Total debt securities | $9,685,000 | 6,505 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $7,853,000 | 7,063 |
| U.S. Government securities | $4,946,000 | 7,227 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,946,000 | 7,071 |
| Securities issued by states & political subdivisions | $1,695,000 | 4,581 |
| Other domestic debt securities | $1,212,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $697,000 | 231 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $515,000 | 2,460 |
| 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 | $4,701,000 | 4,704 |
| Mortgage-backed securities | $743,000 | 5,925 |
| Certificates of participation in pools of residential mortgages | $344,000 | 5,882 |
| Issued or guaranteed by U.S. | $344,000 | 5,871 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $399,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 2,923 |
| 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) | $2,592,000 | 2,621 |
| Available-for-sale securities (fair market value) | $5,261,000 | 6,881 |
| Total debt securities | $7,855,000 | 6,999 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $7,953,000 | 7,008 |
| U.S. Government securities | $5,737,000 | 6,934 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,737,000 | 6,769 |
| Securities issued by states & political subdivisions | $1,697,000 | 4,567 |
| Other domestic debt securities | $519,000 | 2,947 |
| 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 | $519,000 | 2,532 |
| 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 | $4,846,000 | 4,604 |
| Mortgage-backed securities | $871,000 | 5,881 |
| Certificates of participation in pools of residential mortgages | $395,000 | 5,838 |
| Issued or guaranteed by U.S. | $395,000 | 5,823 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $476,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,931 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,897,000 | 2,871 |
| Available-for-sale securities (fair market value) | $6,056,000 | 6,682 |
| Total debt securities | $7,953,000 | 6,933 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $8,809,000 | 6,863 |
| U.S. Government securities | $6,452,000 | 6,777 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,452,000 | 6,601 |
| Securities issued by states & political subdivisions | $1,675,000 | 4,628 |
| Other domestic debt securities | $482,000 | 3,145 |
| 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 | $482,000 | 2,812 |
| Foreign debt securities | $200,000 | 190 |
| 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 | $4,121,000 | 4,801 |
| Mortgage-backed securities | $906,000 | 5,856 |
| Certificates of participation in pools of residential mortgages | $424,000 | 5,853 |
| Issued or guaranteed by U.S. | $424,000 | 5,835 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $482,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 3,056 |
| 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) | $2,357,000 | 2,737 |
| Available-for-sale securities (fair market value) | $6,452,000 | 6,635 |
| Total debt securities | $8,809,000 | 6,788 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $7,530,000 | 7,117 |
| U.S. Government securities | $5,736,000 | 6,896 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,736,000 | 6,719 |
| Securities issued by states & political subdivisions | $1,594,000 | 4,709 |
| Other domestic debt securities | $200,000 | 3,601 |
| 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 | $200,000 | 3,221 |
| 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 | $4,625,000 | 4,583 |
| Mortgage-backed securities | $961,000 | 5,840 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,846 |
| Issued or guaranteed by U.S. | $466,000 | 5,822 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $495,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 3,087 |
| 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) | $1,794,000 | 2,991 |
| Available-for-sale securities (fair market value) | $5,736,000 | 6,785 |
| Total debt securities | $7,530,000 | 7,021 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $7,947,000 | 6,968 |
| U.S. Government securities | $6,153,000 | 6,670 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,153,000 | 6,493 |
| Securities issued by states & political subdivisions | $1,594,000 | 4,662 |
| Other domestic debt securities | $200,000 | 3,652 |
| 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 | $200,000 | 3,257 |
| 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 | $5,040,000 | 4,376 |
| Mortgage-backed securities | $1,085,000 | 5,859 |
| Certificates of participation in pools of residential mortgages | $586,000 | 5,741 |
| Issued or guaranteed by U.S. | $586,000 | 5,720 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $499,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 3,299 |
| 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) | $1,794,000 | 3,001 |
| Available-for-sale securities (fair market value) | $6,153,000 | 6,624 |
| Total debt securities | $7,947,000 | 6,867 |
| 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 | $8,146,000 | 6,929 |
| U.S. Government securities | $6,677,000 | 6,553 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,677,000 | 6,362 |
| Securities issued by states & political subdivisions | $1,269,000 | 4,887 |
| Other domestic debt securities | $200,000 | 3,695 |
| 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 | $200,000 | 3,290 |
| 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 | $4,663,000 | 4,558 |
| Mortgage-backed securities | $1,208,000 | 5,796 |
| Certificates of participation in pools of residential mortgages | $702,000 | 5,662 |
| Issued or guaranteed by U.S. | $702,000 | 5,644 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $506,000 | 3,536 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 3,368 |
| 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) | $1,469,000 | 3,207 |
| Available-for-sale securities (fair market value) | $6,677,000 | 6,536 |
| Total debt securities | $8,146,000 | 6,835 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $8,213,000 | 6,963 |
| U.S. Government securities | $6,744,000 | 6,568 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,744,000 | 6,377 |
| Securities issued by states & political subdivisions | $1,269,000 | 4,893 |
| Other domestic debt securities | $200,000 | 3,739 |
| 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 | $200,000 | 3,316 |
| 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 | $3,631,000 | 4,995 |
| Mortgage-backed securities | $760,000 | 6,122 |
| Certificates of participation in pools of residential mortgages | $760,000 | 5,583 |
| Issued or guaranteed by U.S. | $760,000 | 5,566 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,469,000 | 3,274 |
| Available-for-sale securities (fair market value) | $6,744,000 | 6,512 |
| Total debt securities | $8,213,000 | 6,868 |
| 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 | $6,855,000 | 7,368 |
| U.S. Government securities | $6,119,000 | 6,785 |
| U.S. Treasury securities | $715,000 | 2,255 |
| U.S. Government agency obligations | $5,404,000 | 6,828 |
| Securities issued by states & political subdivisions | $736,000 | 5,588 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,811,000 | 4,090 |
| Mortgage-backed securities | $308,000 | 6,596 |
| Certificates of participation in pools of residential mortgages | $308,000 | 6,020 |
| Issued or guaranteed by U.S. | $308,000 | 5,996 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $736,000 | 4,046 |
| Available-for-sale securities (fair market value) | $6,119,000 | 6,643 |
| Total debt securities | $6,855,000 | 7,267 |
| 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 | $8,712,000 | 7,171 |
| U.S. Government securities | $8,322,000 | 6,404 |
| U.S. Treasury securities | $1,108,000 | 2,485 |
| U.S. Government agency obligations | $7,214,000 | 6,443 |
| Securities issued by states & political subdivisions | $343,000 | 6,369 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $47,000 | 7,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,271,000 | 4,156 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $343,000 | 5,107 |
| Available-for-sale securities (fair market value) | $8,369,000 | 6,159 |
| Total debt securities | $8,665,000 | 7,061 |
| 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 | $8,733,000 | 7,448 |
| U.S. Government securities | $8,351,000 | 6,652 |
| U.S. Treasury securities | $1,249,000 | 3,344 |
| U.S. Government agency obligations | $7,102,000 | 6,610 |
| Securities issued by states & political subdivisions | $335,000 | 6,683 |
| 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 | $47,000 | 7,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,473,000 | 4,098 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $335,000 | 5,537 |
| Available-for-sale securities (fair market value) | $8,398,000 | 6,315 |
| Total debt securities | $8,686,000 | 7,341 |
| 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 | $6,467,000 | 8,216 |
| U.S. Government securities | $6,185,000 | 7,483 |
| U.S. Treasury securities | $1,832,000 | 4,103 |
| U.S. Government agency obligations | $4,353,000 | 7,524 |
| Securities issued by states & political subdivisions | $250,000 | 7,119 |
| 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 | $32,000 | 7,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,305,000 | 4,652 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $609,000 | 5,758 |
| Available-for-sale securities (fair market value) | $5,858,000 | 7,044 |
| Total debt securities | $6,435,000 | 8,101 |
| 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 | $5,530,000 | 9,000 |
| U.S. Government securities | $5,318,000 | 8,408 |
| U.S. Treasury securities | $1,569,000 | 5,585 |
| U.S. Government agency obligations | $3,749,000 | 7,971 |
| Securities issued by states & political subdivisions | $180,000 | 7,586 |
| 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 | $32,000 | 7,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,018,000 | 5,000 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $739,000 | 6,562 |
| Available-for-sale securities (fair market value) | $4,791,000 | 7,554 |
| Total debt securities | $5,498,000 | 8,884 |
| 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 | $5,512,000 | 9,559 |
| U.S. Government securities | $5,480,000 | 8,912 |
| U.S. Treasury securities | $1,519,000 | 6,480 |
| U.S. Government agency obligations | $3,961,000 | 8,253 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,918,000 | 6,832 |
| Mortgage-backed securities | $73,000 | 8,613 |
| Certificates of participation in pools of residential mortgages | $73,000 | 8,013 |
| Issued or guaranteed by U.S. | $73,000 | 7,993 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,059,000 | 6,950 |
| Available-for-sale securities (fair market value) | $4,453,000 | 8,030 |
| Total debt securities | $5,480,000 | 9,464 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $4,619,000 | 10,378 |
| U.S. Government securities | $4,587,000 | 9,761 |
| U.S. Treasury securities | $1,937,000 | 7,290 |
| U.S. Government agency obligations | $2,650,000 | 9,251 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,564,000 | 4,930 |
| Mortgage-backed securities | $101,000 | 9,010 |
| Certificates of participation in pools of residential mortgages | $101,000 | 8,285 |
| Issued or guaranteed by U.S. | $101,000 | 8,250 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,498,000 | 7,039 |
| Available-for-sale securities (fair market value) | $3,121,000 | 8,880 |
| Total debt securities | $4,587,000 | 10,284 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $6,941,000 | 9,955 |
| U.S. Government securities | $6,909,000 | 9,181 |
| U.S. Treasury securities | $2,301,000 | 7,876 |
| U.S. Government agency obligations | $4,608,000 | 7,944 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,208,000 | 8,093 |
| Mortgage-backed securities | $130,000 | 9,475 |
| Certificates of participation in pools of residential mortgages | $130,000 | 8,659 |
| Issued or guaranteed by U.S. | $130,000 | 8,629 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,596,000 | 7,665 |
| Available-for-sale securities (fair market value) | $1,345,000 | 9,386 |
| Total debt securities | $6,909,000 | 9,871 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $7,210,000 | 10,220 |
| U.S. Government securities | $7,178,000 | 9,321 |
| U.S. Treasury securities | $2,202,000 | 8,197 |
| U.S. Government agency obligations | $4,976,000 | 7,943 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,863,000 | 4,707 |
| Mortgage-backed securities | $376,000 | 9,504 |
| Certificates of participation in pools of residential mortgages | $376,000 | 8,436 |
| Issued or guaranteed by U.S. | $376,000 | 8,378 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,178,000 | 10,098 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $7,757,000 | 10,146 |
| U.S. Government securities | $7,725,000 | 9,148 |
| U.S. Treasury securities | $2,404,000 | 8,248 |
| U.S. Government agency obligations | $5,321,000 | 7,786 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,692,000 | 5,360 |
| Mortgage-backed securities | $568,000 | 9,637 |
| Certificates of participation in pools of residential mortgages | $568,000 | 8,413 |
| Issued or guaranteed by U.S. | $568,000 | 8,347 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,725,000 | 10,024 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
