| 2025-03-31 | Rank |
| Total securities | $22,768,000 | 3,339 |
| U.S. Government securities | $6,362,000 | 3,754 |
| U.S. Treasury securities | $2,497,000 | 1,876 |
| U.S. Government agency obligations | $3,865,000 | 3,640 |
| Securities issued by states & political subdivisions | $15,872,000 | 1,932 |
| Other domestic debt securities | $198,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $198,000 | 1,791 |
| 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 | $14,427,000 | 2,538 |
| Mortgage-backed securities | $3,293,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,628,000 | 2,893 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,407 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $22,432,000 | 3,131 |
| Total debt securities | $22,434,000 | 3,329 |
| Structured notes |
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank |
| Total securities | $20,009,000 | 3,470 |
| U.S. Government securities | $3,936,000 | 3,945 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $3,936,000 | 3,644 |
| Securities issued by states & political subdivisions | $15,548,000 | 1,981 |
| Other domestic debt securities | $196,000 | 2,255 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $196,000 | 1,805 |
| Foreign debt securities | $0 | 269 |
| 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 | $11,986,000 | 2,716 |
| Mortgage-backed securities | $3,372,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,678,000 | 2,898 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $694,000 | 2,381 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $19,680,000 | 3,249 |
| Total debt securities | $19,680,000 | 3,453 |
| Structured notes |
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank |
| Total securities | $21,812,000 | 3,432 |
| U.S. Government securities | $4,533,000 | 3,929 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $4,533,000 | 3,620 |
| Securities issued by states & political subdivisions | $16,288,000 | 1,966 |
| Other domestic debt securities | $648,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $648,000 | 1,651 |
| 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 | $12,714,000 | 2,715 |
| Mortgage-backed securities | $3,647,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,889,000 | 2,868 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $758,000 | 2,346 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $21,469,000 | 3,215 |
| Total debt securities | $21,470,000 | 3,426 |
| Structured notes |
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank |
| Total securities | $22,205,000 | 3,434 |
| U.S. Government securities | $4,566,000 | 3,947 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $4,566,000 | 3,627 |
| Securities issued by states & political subdivisions | $16,326,000 | 1,960 |
| Other domestic debt securities | $987,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $987,000 | 1,580 |
| 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 | $12,662,000 | 2,724 |
| Mortgage-backed securities | $3,691,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,915,000 | 2,844 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 2,295 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $21,879,000 | 3,207 |
| Total debt securities | $21,881,000 | 3,419 |
| Structured notes |
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank |
| Total securities | $21,092,000 | 3,512 |
| U.S. Government securities | $3,691,000 | 4,032 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $3,691,000 | 3,776 |
| Securities issued by states & political subdivisions | $16,090,000 | 1,973 |
| Other domestic debt securities | $981,000 | 1,981 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $981,000 | 1,555 |
| Foreign debt securities | $0 | 306 |
| 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 | $11,805,000 | 2,794 |
| Mortgage-backed securities | $3,282,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,464,000 | 2,938 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 2,242 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $20,762,000 | 3,278 |
| Total debt securities | $20,762,000 | 3,499 |
| Structured notes |
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank |
| Total securities | $22,118,000 | 3,493 |
| U.S. Government securities | $1,525,000 | 4,217 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,525,000 | 4,008 |
| Securities issued by states & political subdivisions | $16,691,000 | 1,978 |
| Other domestic debt securities | $3,565,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $2,332,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,233,000 | 1,509 |
| 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 | $9,761,000 | 2,956 |
| Mortgage-backed securities | $3,444,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $249,000 | 3,462 |
| Privately issued | $2,332,000 | 125 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 2,208 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $21,781,000 | 3,260 |
| Total debt securities | $21,782,000 | 3,482 |
| 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 | $21,435,000 | 3,534 |
| U.S. Government securities | $3,838,000 | 4,084 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $3,838,000 | 3,799 |
| Securities issued by states & political subdivisions | $16,069,000 | 1,992 |
| Other domestic debt securities | $1,211,000 | 1,927 |
| 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 | $1,211,000 | 1,512 |
| 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 | $9,462,000 | 2,949 |
| Mortgage-backed securities | $3,428,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,544,000 | 2,933 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $884,000 | 2,177 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $21,118,000 | 3,284 |
| Total debt securities | $21,118,000 | 3,521 |
| 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 | $22,590,000 | 3,532 |
| U.S. Government securities | $4,340,000 | 4,087 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $4,340,000 | 3,784 |
| Securities issued by states & political subdivisions | $16,715,000 | 2,018 |
| Other domestic debt securities | $1,202,000 | 1,941 |
| 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 | $1,202,000 | 1,521 |
| 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 | $9,799,000 | 2,914 |
| Mortgage-backed securities | $3,914,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,959,000 | 2,897 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,154 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $22,257,000 | 3,282 |
| Total debt securities | $22,256,000 | 3,519 |
| 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 | $23,616,000 | 3,571 |
| U.S. Government securities | $4,559,000 | 4,144 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $4,559,000 | 3,778 |
| Securities issued by states & political subdivisions | $17,527,000 | 2,029 |
| Other domestic debt securities | $1,191,000 | 1,997 |
| 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 | $1,191,000 | 1,566 |
| 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 | $9,503,000 | 2,848 |
| Mortgage-backed securities | $4,121,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,101,000 | 2,920 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,163 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $23,277,000 | 3,312 |
| Total debt securities | $23,278,000 | 3,555 |
| 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 | $23,535,000 | 3,596 |
| U.S. Government securities | $4,634,000 | 4,158 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $4,634,000 | 3,772 |
| Securities issued by states & political subdivisions | $17,565,000 | 2,063 |
| Other domestic debt securities | $1,003,000 | 2,048 |
| 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 | $1,003,000 | 1,603 |
| 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 | $9,637,000 | 2,750 |
| Mortgage-backed securities | $4,184,000 | 3,202 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,138,000 | 2,932 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 2,177 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $23,202,000 | 3,338 |
| Total debt securities | $23,204,000 | 3,589 |
| 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 | $23,188,000 | 3,616 |
| U.S. Government securities | $1,882,000 | 4,384 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,882,000 | 4,087 |
| Securities issued by states & political subdivisions | $17,250,000 | 2,085 |
| Other domestic debt securities | $3,713,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $2,900,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $813,000 | 1,716 |
| 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 | $9,724,000 | 2,691 |
| Mortgage-backed securities | $4,322,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $306,000 | 3,568 |
| Privately issued | $2,900,000 | 128 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,170 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $22,845,000 | 3,355 |
| Total debt securities | $22,845,000 | 3,607 |
| 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 | $26,257,000 | 3,540 |
| U.S. Government securities | $8,692,000 | 3,874 |
| U.S. Treasury securities | $3,991,000 | 2,163 |
| U.S. Government agency obligations | $4,701,000 | 3,825 |
| Securities issued by states & political subdivisions | $16,971,000 | 2,153 |
| Other domestic debt securities | $243,000 | 2,181 |
| 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 | $243,000 | 1,891 |
| 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 | $14,266,000 | 2,396 |
| Mortgage-backed securities | $4,196,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $2,957,000 | 3,101 |
| Issued or guaranteed by U.S. | $2,957,000 | 3,008 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,239,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $1,239,000 | 2,159 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $25,906,000 | 3,296 |
| Total debt securities | $25,907,000 | 3,536 |
| 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 | $23,852,000 | 3,581 |
| U.S. Government securities | $5,699,000 | 4,029 |
| U.S. Treasury securities | $3,700,000 | 2,006 |
| U.S. Government agency obligations | $1,999,000 | 4,088 |
| Securities issued by states & political subdivisions | $14,692,000 | 2,321 |
| Other domestic debt securities | $3,093,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $2,843,000 | 403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $250,000 | 1,850 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,090,000 | 2,308 |
| Mortgage-backed securities | $4,597,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $3,228,000 | 3,077 |
| Issued or guaranteed by U.S. | $385,000 | 3,586 |
| Privately issued | $2,843,000 | 125 |
| Collaterized mortgage obligations | $1,369,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $1,369,000 | 2,124 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $23,484,000 | 3,378 |
| Total debt securities | $23,485,000 | 3,584 |
| 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 | $17,910,000 | 3,768 |
| U.S. Government securities | $3,823,000 | 4,108 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,823,000 | 3,870 |
| Securities issued by states & political subdivisions | $13,699,000 | 2,416 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,767,000 | 2,757 |
| Mortgage-backed securities | $3,522,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 3,079 |
| Issued or guaranteed by U.S. | $3,044,000 | 2,985 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $478,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,442 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $17,522,000 | 3,571 |
| Total debt securities | $17,522,000 | 3,764 |
| 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 | $18,468,000 | 3,722 |
| U.S. Government securities | $4,101,000 | 4,078 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,101,000 | 3,869 |
| Securities issued by states & political subdivisions | $13,975,000 | 2,375 |
| 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 | $9,020,000 | 2,738 |
| Mortgage-backed securities | $3,772,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $3,240,000 | 3,073 |
| Issued or guaranteed by U.S. | $3,240,000 | 2,988 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $532,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 2,448 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $18,076,000 | 3,514 |
| Total debt securities | $18,072,000 | 3,714 |
| 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 | $16,649,000 | 3,773 |
| U.S. Government securities | $4,455,000 | 4,043 |
| U.S. Treasury securities | $1,600,000 | 1,523 |
| U.S. Government agency obligations | $2,855,000 | 4,038 |
| Securities issued by states & political subdivisions | $11,800,000 | 2,504 |
| 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 | $9,103,000 | 2,719 |
| Mortgage-backed securities | $2,483,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $2,413,000 | 3,214 |
| Issued or guaranteed by U.S. | $2,413,000 | 3,117 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $70,000 | 2,791 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 2,741 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $16,255,000 | 3,582 |
| Total debt securities | $16,255,000 | 3,783 |
| 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 | $18,142,000 | 3,617 |
| U.S. Government securities | $6,947,000 | 3,675 |
| U.S. Treasury securities | $3,800,000 | 935 |
| U.S. Government agency obligations | $3,147,000 | 3,953 |
| Securities issued by states & political subdivisions | $10,799,000 | 2,570 |
| 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 | $11,219,000 | 2,513 |
| Mortgage-backed securities | $2,751,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $2,668,000 | 3,110 |
| Issued or guaranteed by U.S. | $2,668,000 | 3,019 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $83,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 2,706 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $17,746,000 | 3,426 |
| Total debt securities | $17,746,000 | 3,614 |
| 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 | $13,136,000 | 3,825 |
| U.S. Government securities | $2,775,000 | 4,098 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,775,000 | 3,956 |
| Securities issued by states & political subdivisions | $9,959,000 | 2,619 |
| 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 | $6,539,000 | 2,955 |
| Mortgage-backed securities | $2,322,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $2,223,000 | 3,190 |
| Issued or guaranteed by U.S. | $2,223,000 | 3,107 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $99,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,692 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $12,734,000 | 3,620 |
| Total debt securities | $12,734,000 | 3,813 |
| 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 | $12,162,000 | 3,845 |
| U.S. Government securities | $3,058,000 | 4,077 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,058,000 | 3,918 |
| Securities issued by states & political subdivisions | $8,702,000 | 2,612 |
| 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 | $8,100,000 | 2,800 |
| Mortgage-backed securities | $2,588,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $2,468,000 | 3,124 |
| Issued or guaranteed by U.S. | $2,468,000 | 3,032 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $120,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,691 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $11,760,000 | 3,635 |
| Total debt securities | $11,760,000 | 3,850 |
| 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 | $13,229,000 | 3,771 |
| U.S. Government securities | $3,715,000 | 4,013 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,715,000 | 3,843 |
| Securities issued by states & political subdivisions | $9,112,000 | 2,505 |
| 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 | $9,388,000 | 2,658 |
| Mortgage-backed securities | $2,986,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $2,842,000 | 3,042 |
| Issued or guaranteed by U.S. | $2,842,000 | 2,961 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $144,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,694 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $12,827,000 | 3,561 |
| Total debt securities | $12,827,000 | 3,777 |
| 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 | $14,456,000 | 3,675 |
| U.S. Government securities | $5,145,000 | 3,861 |
| U.S. Treasury securities | $1,006,000 | 1,082 |
| U.S. Government agency obligations | $4,139,000 | 3,837 |
| Securities issued by states & political subdivisions | $8,913,000 | 2,435 |
| 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 | $398,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,604,000 | 2,494 |
| Mortgage-backed securities | $3,137,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 3,022 |
| Issued or guaranteed by U.S. | $2,984,000 | 2,929 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $153,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 2,683 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $14,456,000 | 3,438 |
| Total debt securities | $14,058,000 | 3,674 |
| 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 | $11,023,000 | 3,989 |
| U.S. Government securities | $3,709,000 | 4,148 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,709,000 | 3,979 |
| Securities issued by states & political subdivisions | $6,717,000 | 2,726 |
| Other domestic debt securities | $200,000 | 1,870 |
| 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 | $200,000 | 1,454 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $397,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,850,000 | 2,843 |
| Mortgage-backed securities | $2,189,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 3,203 |
| Issued or guaranteed by U.S. | $2,025,000 | 3,109 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $164,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 2,693 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $11,023,000 | 3,740 |
| Total debt securities | $10,626,000 | 4,001 |
| Structured notes |
| Amortized cost | $200,000 | 667 |
| Fair value | $200,000 | 668 |
| 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 | $12,361,000 | 3,940 |
| U.S. Government securities | $5,218,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,218,000 | 3,840 |
| Securities issued by states & political subdivisions | $6,296,000 | 2,804 |
| Other domestic debt securities | $449,000 | 1,783 |
| 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 | $449,000 | 1,351 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $398,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,589,000 | 2,683 |
| Mortgage-backed securities | $2,578,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $2,404,000 | 3,116 |
| Issued or guaranteed by U.S. | $2,404,000 | 3,016 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $174,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,700 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,361,000 | 3,683 |
| Total debt securities | $11,963,000 | 3,952 |
| Structured notes |
| Amortized cost | $643,000 | 650 |
| Fair value | $649,000 | 648 |
| 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 | $14,293,000 | 3,852 |
| U.S. Government securities | $6,844,000 | 3,893 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,844,000 | 3,730 |
| Securities issued by states & political subdivisions | $6,507,000 | 2,826 |
| Other domestic debt securities | $546,000 | 1,680 |
| 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 | $546,000 | 1,287 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $396,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,934,000 | 2,607 |
| Mortgage-backed securities | $4,195,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $4,014,000 | 2,790 |
| Issued or guaranteed by U.S. | $4,014,000 | 2,713 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $181,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 2,700 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $14,293,000 | 3,588 |
| Total debt securities | $13,897,000 | 3,860 |
| Structured notes |
| Amortized cost | $741,000 | 705 |
| Fair value | $745,000 | 699 |
| 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 | $15,839,000 | 3,794 |
| U.S. Government securities | $8,751,000 | 3,699 |
| U.S. Treasury securities | $1,598,000 | 1,079 |
| U.S. Government agency obligations | $7,153,000 | 3,722 |
| Securities issued by states & political subdivisions | $6,154,000 | 2,939 |
| Other domestic debt securities | $542,000 | 1,688 |
| 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 | $542,000 | 1,295 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $392,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,469,000 | 2,497 |
| Mortgage-backed securities | $4,521,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $4,335,000 | 2,745 |
| Issued or guaranteed by U.S. | $4,335,000 | 2,668 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $186,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 2,713 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $15,839,000 | 3,528 |
| Total debt securities | $15,447,000 | 3,795 |
| Structured notes |
| Amortized cost | $741,000 | 718 |
| Fair value | $737,000 | 712 |
| 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 | $11,905,000 | 4,135 |
| U.S. Government securities | $6,290,000 | 4,033 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,290,000 | 3,880 |
| Securities issued by states & political subdivisions | $5,229,000 | 3,147 |
| 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 | $386,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,731,000 | 2,894 |
| Mortgage-backed securities | $4,230,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $4,041,000 | 2,823 |
| Issued or guaranteed by U.S. | $4,041,000 | 2,768 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $189,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 2,720 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,905,000 | 3,861 |
| Total debt securities | $11,519,000 | 4,146 |
| Structured notes |
| Amortized cost | $200,000 | 923 |
| Fair value | $192,000 | 930 |
| 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 | $12,443,000 | 4,143 |
| U.S. Government securities | $6,651,000 | 4,032 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,651,000 | 3,881 |
| Securities issued by states & political subdivisions | $5,408,000 | 3,152 |
| 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 | $384,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,041,000 | 2,858 |
| Mortgage-backed securities | $4,344,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $4,151,000 | 2,833 |
| Issued or guaranteed by U.S. | $4,151,000 | 2,814 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $193,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $193,000 | 2,726 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,443,000 | 3,866 |
| Total debt securities | $12,059,000 | 4,154 |
| Structured notes |
| Amortized cost | $200,000 | 903 |
| Fair value | $191,000 | 910 |
| 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 | $12,874,000 | 4,162 |
| U.S. Government securities | $7,286,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,286,000 | 3,796 |
| Securities issued by states & political subdivisions | $5,200,000 | 3,235 |
| 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 | $388,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,038,000 | 2,777 |
| Mortgage-backed securities | $4,315,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $4,076,000 | 2,899 |
| Issued or guaranteed by U.S. | $4,076,000 | 2,755 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $239,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 2,715 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,874,000 | 3,887 |
| Total debt securities | $12,486,000 | 4,176 |
| Structured notes |
| Amortized cost | $200,000 | 907 |
| Fair value | $192,000 | 916 |
| 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 | $14,664,000 | 4,061 |
| U.S. Government securities | $9,961,000 | 3,717 |
| U.S. Treasury securities | $2,998,000 | 771 |
| U.S. Government agency obligations | $6,963,000 | 3,916 |
| Securities issued by states & political subdivisions | $4,312,000 | 3,439 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $391,000 | 405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,949,000 | 2,628 |
| Mortgage-backed securities | $4,549,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $4,293,000 | 2,896 |
| Issued or guaranteed by U.S. | $4,293,000 | 2,889 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $256,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 2,699 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $14,664,000 | 3,780 |
| Total debt securities | $14,273,000 | 4,067 |
| 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 | $10,462,000 | 4,476 |
| U.S. Government securities | $6,242,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,242,000 | 4,080 |
| Securities issued by states & political subdivisions | $3,821,000 | 3,589 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $399,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,084,000 | 3,109 |
| Mortgage-backed securities | $3,810,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $3,539,000 | 3,091 |
| Issued or guaranteed by U.S. | $3,539,000 | 3,088 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $271,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,678 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $10,462,000 | 4,188 |
| Total debt securities | $10,063,000 | 4,488 |
| Structured notes |
| Amortized cost | $200,000 | 884 |
| Fair value | $196,000 | 895 |
| 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 | $10,662,000 | 4,509 |
| U.S. Government securities | $6,401,000 | 4,268 |
| U.S. Treasury securities | $250,000 | 1,253 |
| U.S. Government agency obligations | $6,151,000 | 4,163 |
| Securities issued by states & political subdivisions | $3,859,000 | 3,630 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $402,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,553,000 | 3,094 |
| Mortgage-backed securities | $3,669,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $3,378,000 | 3,174 |
| Issued or guaranteed by U.S. | $3,378,000 | 3,170 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $291,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 2,687 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $10,662,000 | 4,222 |
| Total debt securities | $10,262,000 | 4,520 |
| Structured notes |
| Amortized cost | $200,000 | 917 |
| Fair value | $197,000 | 927 |
| 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 | $11,327,000 | 4,495 |
| U.S. Government securities | $7,061,000 | 4,192 |
| U.S. Treasury securities | $250,000 | 1,289 |
| U.S. Government agency obligations | $6,811,000 | 4,110 |
| Securities issued by states & political subdivisions | $3,864,000 | 3,670 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $402,000 | 662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,199,000 | 3,026 |
| Mortgage-backed securities | $3,825,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $3,520,000 | 3,183 |
| Issued or guaranteed by U.S. | $3,520,000 | 3,179 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $305,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 2,706 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $11,327,000 | 4,194 |
| Total debt securities | $10,925,000 | 4,508 |
| Structured notes |
| Amortized cost | $200,000 | 980 |
| Fair value | $197,000 | 993 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $12,905,000 | 4,387 |
| U.S. Government securities | $9,260,000 | 3,942 |
| U.S. Treasury securities | $3,399,000 | 733 |
| U.S. Government agency obligations | $5,861,000 | 4,311 |
| Securities issued by states & political subdivisions | $3,242,000 | 3,833 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $403,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,451,000 | 2,892 |
| Mortgage-backed securities | $3,052,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $2,733,000 | 3,423 |
| Issued or guaranteed by U.S. | $2,733,000 | 3,419 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $319,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,739 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,905,000 | 4,084 |
| Total debt securities | $12,499,000 | 4,403 |
| Structured notes |
| Amortized cost | $200,000 | 1,066 |
| Fair value | $195,000 | 1,076 |
| 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 | $8,501,000 | 4,817 |
| U.S. Government securities | $5,148,000 | 4,552 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,148,000 | 4,424 |
| Securities issued by states & political subdivisions | $2,948,000 | 3,916 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $405,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,184,000 | 3,517 |
| Mortgage-backed securities | $2,903,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $2,568,000 | 3,480 |
| Issued or guaranteed by U.S. | $2,568,000 | 3,474 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $335,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 2,725 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $8,501,000 | 4,497 |
| Total debt securities | $8,096,000 | 4,830 |
| Structured notes |
| Amortized cost | $200,000 | 1,058 |
| Fair value | $194,000 | 1,071 |
| 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 | $9,618,000 | 4,727 |
| U.S. Government securities | $6,183,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,183,000 | 4,307 |
| Securities issued by states & political subdivisions | $3,020,000 | 3,917 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $415,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,872,000 | 3,428 |
| Mortgage-backed securities | $3,459,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | $3,089,000 | 3,392 |
| Issued or guaranteed by U.S. | $3,089,000 | 3,390 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $370,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,735 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $9,618,000 | 4,401 |
| Total debt securities | $9,203,000 | 4,752 |
| Structured notes |
| Amortized cost | $200,000 | 1,047 |
| Fair value | $200,000 | 1,051 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $11,171,000 | 4,666 |
| U.S. Government securities | $7,732,000 | 4,274 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,732,000 | 4,148 |
| Securities issued by states & political subdivisions | $3,024,000 | 3,942 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $415,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,530,000 | 3,242 |
| Mortgage-backed securities | $3,641,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $3,241,000 | 3,393 |
| Issued or guaranteed by U.S. | $3,241,000 | 3,389 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $400,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $400,000 | 2,742 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $11,171,000 | 4,322 |
| Total debt securities | $10,756,000 | 4,674 |
| Structured notes |
| Amortized cost | $200,000 | 1,184 |
| Fair value | $200,000 | 1,189 |
| 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 | $12,213,000 | 4,647 |
| U.S. Government securities | $9,418,000 | 4,124 |
| U.S. Treasury securities | $2,500,000 | 739 |
| U.S. Government agency obligations | $6,918,000 | 4,399 |
| Securities issued by states & political subdivisions | $2,381,000 | 4,120 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $414,000 | 700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,254,000 | 3,049 |
| Mortgage-backed securities | $3,605,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $3,185,000 | 3,431 |
| Issued or guaranteed by U.S. | $3,185,000 | 3,430 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $420,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,757 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $12,213,000 | 4,291 |
| Total debt securities | $11,799,000 | 4,660 |
| Structured notes |
| Amortized cost | $300,000 | 1,291 |
| Fair value | $299,000 | 1,297 |
| 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 | $7,823,000 | 5,118 |
| U.S. Government securities | $5,322,000 | 4,797 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,322,000 | 4,678 |
| Securities issued by states & political subdivisions | $2,091,000 | 4,231 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $410,000 | 709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,166,000 | 3,687 |
| Mortgage-backed securities | $3,426,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $2,990,000 | 3,502 |
| Issued or guaranteed by U.S. | $2,990,000 | 3,498 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $436,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,786 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,823,000 | 4,771 |
| Total debt securities | $7,413,000 | 5,129 |
| Structured notes |
| Amortized cost | $450,000 | 1,399 |
| Fair value | $450,000 | 1,399 |
| 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 | $9,111,000 | 5,089 |
| U.S. Government securities | $6,608,000 | 4,689 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,608,000 | 4,571 |
| Securities issued by states & political subdivisions | $2,088,000 | 4,285 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $415,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,723,000 | 3,841 |
| Mortgage-backed securities | $2,586,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $2,124,000 | 3,806 |
| Issued or guaranteed by U.S. | $2,124,000 | 3,803 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $462,000 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,818 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $9,111,000 | 4,717 |
| Total debt securities | $8,696,000 | 5,105 |
| Structured notes |
| Amortized cost | $450,000 | 1,568 |
| Fair value | $450,000 | 1,571 |
| 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 | $11,413,000 | 4,926 |
| U.S. Government securities | $8,773,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,773,000 | 4,366 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,269 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $416,000 | 728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,772,000 | 3,668 |
| Mortgage-backed securities | $3,310,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $2,827,000 | 3,682 |
| Issued or guaranteed by U.S. | $2,827,000 | 3,679 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $483,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,851 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $11,413,000 | 4,560 |
| Total debt securities | $10,997,000 | 4,942 |
| Structured notes |
| Amortized cost | $450,000 | 1,716 |
| Fair value | $449,000 | 1,718 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $11,789,000 | 4,966 |
| U.S. Government securities | $9,269,000 | 4,494 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,269,000 | 4,372 |
| Securities issued by states & political subdivisions | $2,099,000 | 4,323 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $421,000 | 739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,149,000 | 3,487 |
| Mortgage-backed securities | $3,514,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $2,991,000 | 3,700 |
| Issued or guaranteed by U.S. | $2,991,000 | 3,696 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $523,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 2,863 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $11,789,000 | 4,592 |
| Total debt securities | $11,368,000 | 4,981 |
| Structured notes |
| Amortized cost | $700,000 | 1,600 |
| Fair value | $700,000 | 1,604 |
| 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 | $11,963,000 | 5,005 |
| U.S. Government securities | $9,431,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,431,000 | 4,409 |
| Securities issued by states & political subdivisions | $2,110,000 | 4,388 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $422,000 | 736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,623,000 | 3,432 |
| Mortgage-backed securities | $3,604,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $3,067,000 | 3,748 |
| Issued or guaranteed by U.S. | $3,067,000 | 3,744 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $537,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 2,914 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $11,963,000 | 4,625 |
| Total debt securities | $11,541,000 | 5,025 |
| Structured notes |
| Amortized cost | $900,000 | 1,611 |
| Fair value | $896,000 | 1,612 |
| 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 | $14,422,000 | 4,867 |
| U.S. Government securities | $11,072,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,072,000 | 4,297 |
| Securities issued by states & political subdivisions | $2,726,000 | 4,237 |
| Other domestic debt securities | $204,000 | 2,286 |
| 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 | $204,000 | 1,819 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $420,000 | 750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,947,000 | 3,114 |
| Mortgage-backed securities | $3,945,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $3,396,000 | 3,749 |
| Issued or guaranteed by U.S. | $3,396,000 | 3,748 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $549,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 2,952 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $14,422,000 | 4,482 |
| Total debt securities | $14,002,000 | 4,887 |
| Structured notes |
| Amortized cost | $1,200,000 | 1,477 |
| Fair value | $1,183,000 | 1,483 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $15,022,000 | 4,875 |
| U.S. Government securities | $11,664,000 | 4,402 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,664,000 | 4,297 |
| Securities issued by states & political subdivisions | $2,731,000 | 4,278 |
| Other domestic debt securities | $205,000 | 2,338 |
| 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 | $205,000 | 1,877 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $422,000 | 769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,475,000 | 3,063 |
| Mortgage-backed securities | $4,116,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $3,525,000 | 3,782 |
| Issued or guaranteed by U.S. | $3,525,000 | 3,782 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $591,000 | 3,073 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,970 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $15,022,000 | 4,471 |
| Total debt securities | $14,600,000 | 4,892 |
| Structured notes |
| Amortized cost | $1,600,000 | 1,380 |
| Fair value | $1,579,000 | 1,382 |
| 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 | $16,180,000 | 4,815 |
| U.S. Government securities | $12,544,000 | 4,319 |
| U.S. Treasury securities | $1,000,000 | 873 |
| U.S. Government agency obligations | $11,544,000 | 4,355 |
| Securities issued by states & political subdivisions | $3,015,000 | 4,224 |
| Other domestic debt securities | $205,000 | 2,406 |
| 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 | $205,000 | 1,929 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $416,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,588,000 | 2,942 |
| Mortgage-backed securities | $3,931,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $3,313,000 | 3,863 |
| Issued or guaranteed by U.S. | $3,313,000 | 3,863 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $618,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 2,980 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $16,180,000 | 4,423 |
| Total debt securities | $15,764,000 | 4,825 |
| Structured notes |
| Amortized cost | $1,750,000 | 1,368 |
| Fair value | $1,699,000 | 1,372 |
| 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 | $12,716,000 | 5,168 |
| U.S. Government securities | $9,221,000 | 4,741 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,221,000 | 4,645 |
| Securities issued by states & political subdivisions | $2,877,000 | 4,296 |
| Other domestic debt securities | $205,000 | 2,459 |
| 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 | $205,000 | 1,972 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $413,000 | 793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,281,000 | 3,559 |
| Mortgage-backed securities | $3,756,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $3,124,000 | 3,940 |
| Issued or guaranteed by U.S. | $3,124,000 | 3,934 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $632,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 2,959 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,716,000 | 4,766 |
| Total debt securities | $12,303,000 | 5,189 |
| Structured notes |
| Amortized cost | $1,750,000 | 1,349 |
| Fair value | $1,665,000 | 1,355 |
| 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 | $12,788,000 | 5,202 |
| U.S. Government securities | $8,732,000 | 4,857 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,732,000 | 4,755 |
| Securities issued by states & political subdivisions | $3,432,000 | 4,149 |
| Other domestic debt securities | $205,000 | 2,520 |
| 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 | $205,000 | 2,013 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $419,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,278,000 | 3,393 |
| Mortgage-backed securities | $4,436,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $3,773,000 | 3,773 |
| Issued or guaranteed by U.S. | $3,773,000 | 3,768 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $663,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,970 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $12,788,000 | 4,815 |
| Total debt securities | $12,369,000 | 5,224 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,936,000 | 1,228 |
| 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 | $12,881,000 | 5,205 |
| U.S. Government securities | $8,818,000 | 4,838 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,818,000 | 4,735 |
| Securities issued by states & political subdivisions | $3,440,000 | 4,148 |
| Other domestic debt securities | $202,000 | 2,589 |
| 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 | $202,000 | 2,059 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $421,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,445,000 | 3,354 |
| Mortgage-backed securities | $4,659,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $3,946,000 | 3,727 |
| Issued or guaranteed by U.S. | $3,946,000 | 3,722 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $713,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 2,968 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,881,000 | 4,826 |
| Total debt securities | $12,460,000 | 5,212 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $1,939,000 | 1,239 |
| 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 | $11,598,000 | 5,381 |
| U.S. Government securities | $7,573,000 | 5,089 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,573,000 | 4,979 |
| Securities issued by states & political subdivisions | $3,379,000 | 4,153 |
| Other domestic debt securities | $207,000 | 2,587 |
| 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 | $207,000 | 2,030 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $439,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,851,000 | 3,709 |
| Mortgage-backed securities | $4,213,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $3,633,000 | 3,858 |
| Issued or guaranteed by U.S. | $3,633,000 | 3,854 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $580,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $580,000 | 3,052 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $11,598,000 | 5,004 |
| Total debt securities | $11,159,000 | 5,390 |
| Structured notes |
| Amortized cost | $1,600,000 | 1,369 |
| Fair value | $1,595,000 | 1,371 |
| 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 | $11,040,000 | 5,426 |
| U.S. Government securities | $7,219,000 | 5,141 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,219,000 | 5,039 |
| Securities issued by states & political subdivisions | $3,172,000 | 4,211 |
| Other domestic debt securities | $207,000 | 2,583 |
| 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 | $207,000 | 1,998 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $442,000 | 782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,136,000 | 3,803 |
| Mortgage-backed securities | $4,205,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $3,904,000 | 3,794 |
| Issued or guaranteed by U.S. | $3,904,000 | 3,791 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $301,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 3,273 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,040,000 | 5,049 |
| Total debt securities | $10,598,000 | 5,450 |
| Structured notes |
| Amortized cost | $1,900,000 | 1,344 |
| Fair value | $1,898,000 | 1,343 |
| 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 | $12,009,000 | 5,398 |
| U.S. Government securities | $7,835,000 | 5,137 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,835,000 | 5,044 |
| Securities issued by states & political subdivisions | $3,522,000 | 4,102 |
| Other domestic debt securities | $207,000 | 2,668 |
| 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 | $207,000 | 2,073 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $445,000 | 782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,713,000 | 3,742 |
| Mortgage-backed securities | $3,853,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $3,540,000 | 4,029 |
| Issued or guaranteed by U.S. | $3,540,000 | 4,026 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $313,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 3,339 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $12,009,000 | 5,004 |
| Total debt securities | $11,564,000 | 5,416 |
| Structured notes |
| Amortized cost | $2,550,000 | 1,169 |
| Fair value | $2,552,000 | 1,173 |
| 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 | $12,126,000 | 5,443 |
| U.S. Government securities | $8,339,000 | 5,148 |
| U.S. Treasury securities | $1,200,000 | 724 |
| U.S. Government agency obligations | $7,139,000 | 5,279 |
| Securities issued by states & political subdivisions | $3,343,000 | 4,106 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $444,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,342,000 | 3,662 |
| Mortgage-backed securities | $3,047,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $2,971,000 | 4,210 |
| Issued or guaranteed by U.S. | $2,971,000 | 4,208 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $76,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,528 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,126,000 | 5,050 |
| Total debt securities | $11,682,000 | 5,460 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,583 |
| Fair value | $2,007,000 | 1,519 |
| 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 | $13,493,000 | 5,298 |
| U.S. Government securities | $10,704,000 | 4,866 |
| U.S. Treasury securities | $2,526,000 | 595 |
| U.S. Government agency obligations | $8,178,000 | 5,184 |
| Securities issued by states & political subdivisions | $2,345,000 | 4,360 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $444,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,022,000 | 3,372 |
| Mortgage-backed securities | $2,629,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $2,543,000 | 4,332 |
| Issued or guaranteed by U.S. | $2,543,000 | 4,330 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $86,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,539 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,493,000 | 4,898 |
| Total debt securities | $13,049,000 | 5,325 |
| Structured notes |
| Amortized cost | $1,749,000 | 1,865 |
| Fair value | $1,755,000 | 1,863 |
| 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 | $9,686,000 | 5,777 |
| U.S. Government securities | $7,432,000 | 5,393 |
| U.S. Treasury securities | $502,000 | 914 |
| U.S. Government agency obligations | $6,930,000 | 5,395 |
| Securities issued by states & political subdivisions | $1,808,000 | 4,578 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $446,000 | 750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,681,000 | 4,021 |
| Mortgage-backed securities | $2,269,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $2,172,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,172,000 | 4,381 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $97,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,397 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,686,000 | 5,360 |
| Total debt securities | $9,240,000 | 5,792 |
| Structured notes |
| Amortized cost | $1,649,000 | 1,853 |
| Fair value | $1,661,000 | 1,849 |
| 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 | $11,068,000 | 5,582 |
| U.S. Government securities | $9,006,000 | 5,086 |
| U.S. Treasury securities | $502,000 | 962 |
| U.S. Government agency obligations | $8,504,000 | 5,083 |
| Securities issued by states & political subdivisions | $1,612,000 | 4,620 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $450,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,374,000 | 3,841 |
| Mortgage-backed securities | $3,220,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $2,595,000 | 4,204 |
| Issued or guaranteed by U.S. | $2,595,000 | 4,189 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $625,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $625,000 | 3,030 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,068,000 | 5,152 |
| Total debt securities | $10,618,000 | 5,608 |
| Structured notes |
| Amortized cost | $2,249,000 | 1,663 |
| Fair value | $2,265,000 | 1,658 |
| 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 | $11,886,000 | 5,546 |
| U.S. Government securities | $10,686,000 | 4,915 |
| U.S. Treasury securities | $502,000 | 1,044 |
| U.S. Government agency obligations | $10,184,000 | 4,888 |
| Securities issued by states & political subdivisions | $753,000 | 5,069 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $447,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,433,000 | 3,493 |
| Mortgage-backed securities | $3,145,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $2,511,000 | 4,206 |
| Issued or guaranteed by U.S. | $2,511,000 | 4,193 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $634,000 | 3,250 |
| CMOs issued by government agencies or sponsored agencies | $634,000 | 2,985 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,886,000 | 5,118 |
| Total debt securities | $11,439,000 | 5,589 |
| Structured notes |
| Amortized cost | $2,449,000 | 1,846 |
| Fair value | $2,472,000 | 1,839 |
| 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 | $11,994,000 | 5,524 |
| U.S. Government securities | $10,827,000 | 4,888 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,827,000 | 4,766 |
| Securities issued by states & political subdivisions | $725,000 | 5,100 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $442,000 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,227,000 | 3,354 |
| Mortgage-backed securities | $2,282,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,850,000 | 4,393 |
| Issued or guaranteed by U.S. | $1,850,000 | 4,384 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $432,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 3,068 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,994,000 | 5,085 |
| Total debt securities | $11,552,000 | 5,538 |
| Structured notes |
| Amortized cost | $1,693,000 | 2,188 |
| Fair value | $1,695,000 | 2,186 |
| 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 | $6,733,000 | 6,226 |
| U.S. Government securities | $5,453,000 | 5,813 |
| U.S. Treasury securities | $1,500,000 | 840 |
| U.S. Government agency obligations | $3,953,000 | 6,048 |
| Securities issued by states & political subdivisions | $839,000 | 5,046 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $441,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,623,000 | 4,311 |
| Mortgage-backed securities | $1,063,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $897,000 | 4,766 |
| Issued or guaranteed by U.S. | $897,000 | 4,758 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $166,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 3,250 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,733,000 | 5,751 |
| Total debt securities | $6,292,000 | 6,271 |
| Structured notes |
| Amortized cost | $1,674,000 | 2,057 |
| Fair value | $1,682,000 | 2,054 |
| 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 | $6,995,000 | 6,185 |
| U.S. Government securities | $5,961,000 | 5,682 |
| U.S. Treasury securities | $2,250,000 | 644 |
| U.S. Government agency obligations | $3,711,000 | 6,114 |
| Securities issued by states & political subdivisions | $590,000 | 5,145 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $444,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,982,000 | 4,262 |
| Mortgage-backed securities | $972,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $784,000 | 4,842 |
| Issued or guaranteed by U.S. | $784,000 | 4,834 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $188,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 3,202 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,995,000 | 5,694 |
| Total debt securities | $6,551,000 | 6,233 |
| Structured notes |
| Amortized cost | $1,695,000 | 2,093 |
| Fair value | $1,674,000 | 2,099 |
| 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 | $9,743,000 | 5,771 |
| U.S. Government securities | $8,867,000 | 5,153 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,867,000 | 5,040 |
| Securities issued by states & political subdivisions | $428,000 | 5,302 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $448,000 | 865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,765,000 | 3,469 |
| Mortgage-backed securities | $846,000 | 5,285 |
| Certificates of participation in pools of residential mortgages | $635,000 | 5,000 |
| Issued or guaranteed by U.S. | $635,000 | 4,991 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $211,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 3,106 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $9,743,000 | 5,304 |
| Total debt securities | $9,295,000 | 5,809 |
| Structured notes |
| Amortized cost | $2,475,000 | 1,843 |
| Fair value | $2,489,000 | 1,840 |
| 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 | $10,162,000 | 5,761 |
| U.S. Government securities | $9,500,000 | 5,114 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,500,000 | 5,005 |
| Securities issued by states & political subdivisions | $225,000 | 5,552 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $437,000 | 892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,841,000 | 3,531 |
| Mortgage-backed securities | $983,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $749,000 | 5,048 |
| Issued or guaranteed by U.S. | $749,000 | 5,038 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $234,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 3,058 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $10,162,000 | 5,280 |
| Total debt securities | $9,725,000 | 5,812 |
| Structured notes |
| Amortized cost | $2,425,000 | 1,648 |
| Fair value | $2,424,000 | 1,642 |
| 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 | $4,312,000 | 6,861 |
| U.S. Government securities | $3,641,000 | 6,484 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,641,000 | 6,384 |
| Securities issued by states & political subdivisions | $238,000 | 5,576 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $433,000 | 916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,888,000 | 5,121 |
| Mortgage-backed securities | $1,077,000 | 5,345 |
| Certificates of participation in pools of residential mortgages | $816,000 | 5,074 |
| Issued or guaranteed by U.S. | $816,000 | 5,066 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $261,000 | 3,378 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 3,035 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,312,000 | 6,345 |
| Total debt securities | $3,879,000 | 6,916 |
| Structured notes |
| Amortized cost | $1,688,000 | 1,725 |
| Fair value | $1,679,000 | 1,727 |
| 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 | $4,965,000 | 6,815 |
| U.S. Government securities | $4,287,000 | 6,353 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,287,000 | 6,259 |
| Securities issued by states & political subdivisions | $242,000 | 5,596 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $436,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,177,000 | 5,401 |
| Mortgage-backed securities | $1,168,000 | 5,384 |
| Certificates of participation in pools of residential mortgages | $880,000 | 5,132 |
| Issued or guaranteed by U.S. | $880,000 | 5,120 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $288,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 3,020 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $4,965,000 | 6,290 |
| Total debt securities | $4,529,000 | 6,841 |
| Structured notes |
| Amortized cost | $1,725,000 | 1,273 |
| Fair value | $1,719,000 | 1,272 |
| 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 | $5,438,000 | 6,724 |
| U.S. Government securities | $4,775,000 | 6,223 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,775,000 | 6,134 |
| Securities issued by states & political subdivisions | $236,000 | 5,642 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $427,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,771,000 | 4,827 |
| Mortgage-backed securities | $1,170,000 | 5,439 |
| Certificates of participation in pools of residential mortgages | $850,000 | 5,197 |
| Issued or guaranteed by U.S. | $850,000 | 5,179 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $320,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $320,000 | 2,981 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,438,000 | 6,184 |
| Total debt securities | $5,011,000 | 6,760 |
| Structured notes |
| Amortized cost | $725,000 | 1,419 |
| Fair value | $723,000 | 1,417 |
| 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 | $5,958,000 | 6,669 |
| U.S. Government securities | $4,876,000 | 6,324 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,876,000 | 6,242 |
| Securities issued by states & political subdivisions | $656,000 | 5,111 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $426,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,950,000 | 4,832 |
| Mortgage-backed securities | $1,814,000 | 5,286 |
| Certificates of participation in pools of residential mortgages | $1,449,000 | 4,963 |
| Issued or guaranteed by U.S. | $1,449,000 | 4,946 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $365,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 2,965 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,958,000 | 6,113 |
| Total debt securities | $5,532,000 | 6,726 |
| Structured notes |
| Amortized cost | $675,000 | 1,187 |
| Fair value | $672,000 | 1,184 |
| 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 | $5,747,000 | 6,772 |
| U.S. Government securities | $4,702,000 | 6,488 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,702,000 | 6,394 |
| Securities issued by states & political subdivisions | $626,000 | 5,094 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $419,000 | 996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,756,000 | 4,947 |
| Mortgage-backed securities | $2,072,000 | 5,175 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,879 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,865 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $394,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 2,932 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,747,000 | 6,198 |
| Total debt securities | $5,328,000 | 6,818 |
| Structured notes |
| Amortized cost | $200,000 | 1,656 |
| Fair value | $203,000 | 1,655 |
| 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 | $6,382,000 | 6,622 |
| U.S. Government securities | $5,340,000 | 6,289 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,340,000 | 6,200 |
| Securities issued by states & political subdivisions | $626,000 | 5,098 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $416,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,349,000 | 4,732 |
| Mortgage-backed securities | $2,212,000 | 5,076 |
| Certificates of participation in pools of residential mortgages | $1,807,000 | 4,796 |
| Issued or guaranteed by U.S. | $1,807,000 | 4,780 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $405,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,840 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,382,000 | 6,040 |
| Total debt securities | $5,966,000 | 6,660 |
| Structured notes |
| Amortized cost | $200,000 | 1,651 |
| Fair value | $195,000 | 1,679 |
| 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 | $8,565,000 | 6,214 |
| U.S. Government securities | $7,512,000 | 5,721 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,512,000 | 5,640 |
| Securities issued by states & political subdivisions | $630,000 | 5,144 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $423,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,669,000 | 4,072 |
| Mortgage-backed securities | $3,688,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $3,267,000 | 4,202 |
| Issued or guaranteed by U.S. | $3,267,000 | 4,187 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $421,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,841 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,565,000 | 5,673 |
| Total debt securities | $8,142,000 | 6,238 |
| Structured notes |
| Amortized cost | $200,000 | 1,692 |
| Fair value | $195,000 | 1,718 |
| 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 | $8,063,000 | 6,336 |
| U.S. Government securities | $7,304,000 | 5,795 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,304,000 | 5,708 |
| Securities issued by states & political subdivisions | $326,000 | 5,496 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $433,000 | 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 | $6,475,000 | 4,084 |
| Mortgage-backed securities | $3,947,000 | 4,423 |
| Certificates of participation in pools of residential mortgages | $3,479,000 | 4,023 |
| Issued or guaranteed by U.S. | $3,479,000 | 4,009 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $468,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 2,788 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,063,000 | 5,776 |
| Total debt securities | $7,630,000 | 6,353 |
| Structured notes |
| Amortized cost | $200,000 | 1,843 |
| Fair value | $200,000 | 1,856 |
| 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 | $16,739,000 | 4,911 |
| U.S. Government securities | $15,897,000 | 4,147 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,897,000 | 4,058 |
| Securities issued by states & political subdivisions | $404,000 | 5,427 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $438,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,842,000 | 2,699 |
| Mortgage-backed securities | $1,764,000 | 4,960 |
| Certificates of participation in pools of residential mortgages | $1,285,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,285,000 | 4,727 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $479,000 | 3,012 |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 2,690 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $16,739,000 | 4,362 |
| Total debt securities | $16,301,000 | 4,924 |
| Structured notes |
| Amortized cost | $796,000 | 1,775 |
| Fair value | $800,000 | 1,768 |
| 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 | $18,381,000 | 4,687 |
| U.S. Government securities | $17,548,000 | 3,990 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,548,000 | 3,899 |
| Securities issued by states & political subdivisions | $402,000 | 5,452 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $431,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,936,000 | 2,568 |
| Mortgage-backed securities | $1,497,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $997,000 | 4,811 |
| Issued or guaranteed by U.S. | $997,000 | 4,795 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $500,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,613 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $18,381,000 | 4,149 |
| Total debt securities | $17,950,000 | 4,694 |
| Structured notes |
| Amortized cost | $1,584,000 | 1,415 |
| Fair value | $1,587,000 | 1,413 |
| 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 | $20,563,000 | 4,417 |
| U.S. Government securities | $19,735,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,735,000 | 3,591 |
| Securities issued by states & political subdivisions | $399,000 | 5,486 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $429,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,120,000 | 2,343 |
| Mortgage-backed securities | $1,580,000 | 4,937 |
| Certificates of participation in pools of residential mortgages | $1,053,000 | 4,753 |
| Issued or guaranteed by U.S. | $1,053,000 | 4,738 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $527,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $527,000 | 2,579 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $20,563,000 | 3,891 |
| Total debt securities | $20,134,000 | 4,429 |
| Structured notes |
| Amortized cost | $1,086,000 | 1,753 |
| Fair value | $1,082,000 | 1,745 |
| 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 | $21,957,000 | 4,242 |
| U.S. Government securities | $21,117,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $21,117,000 | 3,442 |
| Securities issued by states & political subdivisions | $402,000 | 5,526 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $438,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,100,000 | 2,266 |
| Mortgage-backed securities | $1,714,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 4,706 |
| Issued or guaranteed by U.S. | $1,139,000 | 4,686 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $575,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 2,534 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $21,957,000 | 3,723 |
| Total debt securities | $21,519,000 | 4,253 |
| Structured notes |
| Amortized cost | $989,000 | 2,050 |
| Fair value | $986,000 | 2,033 |
| 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 | $6,084,000 | 7,007 |
| U.S. Government securities | $5,233,000 | 6,743 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,233,000 | 6,616 |
| Securities issued by states & political subdivisions | $413,000 | 5,561 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $438,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,539,000 | 4,727 |
| Mortgage-backed securities | $1,400,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $999,000 | 4,806 |
| Issued or guaranteed by U.S. | $999,000 | 4,789 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $401,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 2,691 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,084,000 | 6,323 |
| Total debt securities | $5,646,000 | 7,070 |
| Structured notes |
| Amortized cost | $988,000 | 2,153 |
| Fair value | $983,000 | 2,122 |
| 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 | $7,467,000 | 6,778 |
| U.S. Government securities | $6,615,000 | 6,383 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,615,000 | 6,251 |
| Securities issued by states & political subdivisions | $413,000 | 5,618 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $439,000 | 1,355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,863,000 | 4,351 |
| Mortgage-backed securities | $1,485,000 | 4,988 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 4,771 |
| Issued or guaranteed by U.S. | $1,057,000 | 4,747 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $428,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,643 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $7,467,000 | 6,077 |
| Total debt securities | $7,028,000 | 6,821 |
| Structured notes |
| Amortized cost | $988,000 | 2,272 |
| Fair value | $980,000 | 2,234 |
| 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 | $9,153,000 | 6,415 |
| U.S. Government securities | $8,313,000 | 5,949 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,313,000 | 5,811 |
| Securities issued by states & political subdivisions | $409,000 | 5,639 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $431,000 | 1,371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,279,000 | 3,972 |
| Mortgage-backed securities | $1,554,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $1,106,000 | 4,761 |
| Issued or guaranteed by U.S. | $1,106,000 | 4,738 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $448,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 2,598 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,153,000 | 5,723 |
| Total debt securities | $8,722,000 | 6,461 |
| Structured notes |
| Amortized cost | $1,234,000 | 2,036 |
| Fair value | $1,217,000 | 2,022 |
| 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 | $9,306,000 | 6,464 |
| U.S. Government securities | $8,455,000 | 5,965 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,455,000 | 5,822 |
| Securities issued by states & political subdivisions | $412,000 | 5,670 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $439,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,334,000 | 3,957 |
| Mortgage-backed securities | $1,666,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $1,180,000 | 4,736 |
| Issued or guaranteed by U.S. | $1,180,000 | 4,717 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $486,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 2,562 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,306,000 | 5,753 |
| Total debt securities | $8,867,000 | 6,480 |
| Structured notes |
| Amortized cost | $1,232,000 | 2,039 |
| Fair value | $1,222,000 | 2,025 |
| 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 | $8,647,000 | 6,620 |
| U.S. Government securities | $7,724,000 | 6,140 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,724,000 | 6,002 |
| Securities issued by states & political subdivisions | $478,000 | 5,614 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $445,000 | 1,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,580,000 | 4,407 |
| Mortgage-backed securities | $1,770,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $1,249,000 | 4,735 |
| Issued or guaranteed by U.S. | $1,249,000 | 4,715 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $521,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 2,536 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $8,647,000 | 5,896 |
| Total debt securities | $8,202,000 | 6,663 |
| Structured notes |
| Amortized cost | $300,000 | 2,869 |
| Fair value | $296,000 | 2,876 |
| 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 | $11,289,000 | 6,066 |
| U.S. Government securities | $9,902,000 | 5,587 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,902,000 | 5,456 |
| Securities issued by states & political subdivisions | $939,000 | 5,157 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $448,000 | 1,430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,874,000 | 4,056 |
| Mortgage-backed securities | $1,932,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $1,366,000 | 4,703 |
| Issued or guaranteed by U.S. | $1,366,000 | 4,684 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $566,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $566,000 | 2,524 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,289,000 | 5,351 |
| Total debt securities | $10,841,000 | 6,102 |
| Structured notes |
| Amortized cost | $300,000 | 2,817 |
| Fair value | $299,000 | 2,820 |
| 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 | $13,458,000 | 5,674 |
| U.S. Government securities | $11,912,000 | 5,157 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,912,000 | 5,015 |
| Securities issued by states & political subdivisions | $1,093,000 | 4,991 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $453,000 | 1,446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,421,000 | 3,681 |
| Mortgage-backed securities | $2,674,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $1,991,000 | 4,365 |
| Issued or guaranteed by U.S. | $1,991,000 | 4,347 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $683,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,516 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $13,458,000 | 4,980 |
| Total debt securities | $13,005,000 | 5,692 |
| Structured notes |
| Amortized cost | $1,350,000 | 1,909 |
| Fair value | $1,347,000 | 1,909 |
| 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 | $13,727,000 | 5,710 |
| U.S. Government securities | $12,086,000 | 5,194 |
| U.S. Treasury securities | $496,000 | 1,601 |
| U.S. Government agency obligations | $11,590,000 | 5,161 |
| Securities issued by states & political subdivisions | $1,192,000 | 4,935 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $449,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,555,000 | 3,455 |
| Mortgage-backed securities | $2,342,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $1,630,000 | 4,671 |
| Issued or guaranteed by U.S. | $1,630,000 | 4,655 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $712,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $712,000 | 2,551 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $13,727,000 | 5,010 |
| Total debt securities | $13,278,000 | 5,717 |
| Structured notes |
| Amortized cost | $1,650,000 | 1,717 |
| Fair value | $1,640,000 | 1,714 |
| 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 | $9,753,000 | 6,519 |
| U.S. Government securities | $7,791,000 | 6,235 |
| U.S. Treasury securities | $494,000 | 1,668 |
| U.S. Government agency obligations | $7,297,000 | 6,245 |
| Securities issued by states & political subdivisions | $1,358,000 | 4,805 |
| Other domestic debt securities | $151,000 | 3,245 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 2,772 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $453,000 | 1,517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,828,000 | 4,345 |
| Mortgage-backed securities | $2,564,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,810,000 | 4,571 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $754,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 2,569 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,753,000 | 5,766 |
| Total debt securities | $9,300,000 | 6,552 |
| Structured notes |
| Amortized cost | $1,349,000 | 1,850 |
| Fair value | $1,349,000 | 1,843 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $10,367,000 | 6,423 |
| U.S. Government securities | $8,091,000 | 6,167 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,091,000 | 6,022 |
| Securities issued by states & political subdivisions | $1,364,000 | 4,818 |
| Other domestic debt securities | $154,000 | 3,299 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $154,000 | 2,841 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $758,000 | 1,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,986,000 | 4,272 |
| Mortgage-backed securities | $2,545,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 4,507 |
| Issued or guaranteed by U.S. | $2,008,000 | 4,492 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $537,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 2,721 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,367,000 | 5,671 |
| Total debt securities | $9,609,000 | 6,523 |
| Structured notes |
| Amortized cost | $1,549,000 | 1,708 |
| Fair value | $1,551,000 | 1,707 |
| 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 | $9,425,000 | 6,694 |
| U.S. Government securities | $7,187,000 | 6,512 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,187,000 | 6,343 |
| Securities issued by states & political subdivisions | $1,339,000 | 4,843 |
| Other domestic debt securities | $155,000 | 3,395 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,000 | 2,941 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $744,000 | 1,380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,999,000 | 4,249 |
| Mortgage-backed securities | $2,557,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $2,193,000 | 4,454 |
| Issued or guaranteed by U.S. | $2,193,000 | 4,438 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $364,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,956 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,425,000 | 5,931 |
| Total debt securities | $8,681,000 | 6,787 |
| Structured notes |
| Amortized cost | $1,199,000 | 1,892 |
| Fair value | $1,189,000 | 1,885 |
| 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 | $12,215,000 | 6,086 |
| U.S. Government securities | $9,795,000 | 5,787 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,795,000 | 5,642 |
| Securities issued by states & political subdivisions | $1,490,000 | 4,730 |
| Other domestic debt securities | $158,000 | 3,488 |
| 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 | $158,000 | 3,011 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $772,000 | 1,438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,820,000 | 3,721 |
| Mortgage-backed securities | $2,703,000 | 4,887 |
| Certificates of participation in pools of residential mortgages | $2,293,000 | 4,456 |
| Issued or guaranteed by U.S. | $2,293,000 | 4,440 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $410,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $410,000 | 2,976 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,215,000 | 5,364 |
| Total debt securities | $11,443,000 | 6,181 |
| Structured notes |
| Amortized cost | $900,000 | 2,009 |
| Fair value | $903,000 | 2,018 |
| 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 | $11,729,000 | 6,269 |
| U.S. Government securities | $9,301,000 | 5,954 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,301,000 | 5,786 |
| Securities issued by states & political subdivisions | $1,509,000 | 4,753 |
| Other domestic debt securities | $158,000 | 3,529 |
| 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 | $158,000 | 3,146 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $761,000 | 1,447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,440,000 | 3,490 |
| Mortgage-backed securities | $2,632,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $2,459,000 | 4,353 |
| Issued or guaranteed by U.S. | $2,459,000 | 4,332 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $173,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,401 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,729,000 | 5,541 |
| Total debt securities | $10,968,000 | 6,312 |
| Structured notes |
| Amortized cost | $900,000 | 1,862 |
| Fair value | $900,000 | 1,866 |
| 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 | $9,265,000 | 6,691 |
| U.S. Government securities | $6,865,000 | 6,514 |
| U.S. Treasury securities | $250,000 | 2,081 |
| U.S. Government agency obligations | $6,615,000 | 6,411 |
| Securities issued by states & political subdivisions | $1,474,000 | 4,790 |
| Other domestic debt securities | $159,000 | 3,651 |
| 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 | $159,000 | 3,263 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $767,000 | 1,503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,332,000 | 4,294 |
| Mortgage-backed securities | $3,054,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $2,667,000 | 4,249 |
| Issued or guaranteed by U.S. | $2,667,000 | 4,231 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $387,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 3,205 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $9,265,000 | 5,934 |
| Total debt securities | $8,498,000 | 6,793 |
| Structured notes |
| Amortized cost | $900,000 | 1,605 |
| Fair value | $898,000 | 1,610 |
| 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 | $10,689,000 | 6,313 |
| U.S. Government securities | $8,099,000 | 6,089 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,099,000 | 5,906 |
| Securities issued by states & political subdivisions | $1,649,000 | 4,626 |
| Other domestic debt securities | $160,000 | 3,700 |
| 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 | $160,000 | 3,291 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $781,000 | 1,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,709,000 | 3,829 |
| Mortgage-backed securities | $2,222,000 | 5,191 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,971 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,951 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $717,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $717,000 | 3,095 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $10,689,000 | 5,582 |
| Total debt securities | $9,908,000 | 6,416 |
| Structured notes |
| Amortized cost | $1,599,000 | 990 |
| Fair value | $1,617,000 | 989 |
| 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 | $12,549,000 | 5,964 |
| U.S. Government securities | $9,891,000 | 5,604 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,891,000 | 5,423 |
| Securities issued by states & political subdivisions | $1,725,000 | 4,498 |
| Other domestic debt securities | $150,000 | 3,758 |
| 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 | $150,000 | 3,341 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $783,000 | 1,500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,527,000 | 3,388 |
| Mortgage-backed securities | $2,331,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 4,985 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,970 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $851,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 3,090 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,549,000 | 5,214 |
| Total debt securities | $11,766,000 | 6,057 |
| Structured notes |
| Amortized cost | $1,498,000 | 800 |
| Fair value | $1,511,000 | 774 |
| 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 | $10,442,000 | 6,419 |
| U.S. Government securities | $7,936,000 | 6,179 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,936,000 | 5,985 |
| Securities issued by states & political subdivisions | $1,728,000 | 4,484 |
| Other domestic debt securities | $2,000 | 4,124 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $776,000 | 1,498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,356,000 | 3,937 |
| Mortgage-backed securities | $2,837,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $1,858,000 | 4,739 |
| Issued or guaranteed by U.S. | $1,858,000 | 4,723 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $979,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 3,054 |
| Privately issued | $2,000 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $10,442,000 | 5,624 |
| Total debt securities | $9,666,000 | 6,488 |
| Structured notes |
| Amortized cost | $949,000 | 994 |
| Fair value | $966,000 | 992 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $12,562,000 | 5,885 |
| U.S. Government securities | $9,876,000 | 5,550 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,876,000 | 5,306 |
| Securities issued by states & political subdivisions | $1,759,000 | 4,499 |
| Other domestic debt securities | $162,000 | 3,842 |
| Privately issued residential mortgage-backed securities | $162,000 | 1,184 |
| 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 | $765,000 | 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 | $5,340,000 | 4,282 |
| Mortgage-backed securities | $4,514,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $2,870,000 | 3,963 |
| Issued or guaranteed by U.S. | $2,870,000 | 3,948 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,644,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,830 |
| Privately issued | $162,000 | 1,061 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $12,562,000 | 5,041 |
| Total debt securities | $11,797,000 | 5,977 |
| 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 | $12,178,000 | 6,200 |
| U.S. Government securities | $10,207,000 | 5,780 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,207,000 | 5,462 |
| Securities issued by states & political subdivisions | $1,309,000 | 4,996 |
| 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 | $662,000 | 3,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,059,000 | 5,052 |
| Mortgage-backed securities | $2,065,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $1,900,000 | 4,037 |
| Issued or guaranteed by U.S. | $1,900,000 | 4,012 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $165,000 | 3,837 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,656 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,178,000 | 5,183 |
| Total debt securities | $11,516,000 | 6,237 |
| Structured notes |
| Amortized cost | $299,000 | 744 |
| Fair value | $300,000 | 724 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $11,355,000 | 6,690 |
| U.S. Government securities | $9,541,000 | 6,251 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,541,000 | 5,736 |
| Securities issued by states & political subdivisions | $1,059,000 | 5,544 |
| 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 | $755,000 | 2,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,852,000 | 5,800 |
| Mortgage-backed securities | $1,007,000 | 5,843 |
| Certificates of participation in pools of residential mortgages | $845,000 | 5,234 |
| Issued or guaranteed by U.S. | $845,000 | 5,224 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $162,000 | 4,069 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,886 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $11,355,000 | 5,515 |
| Total debt securities | $10,600,000 | 6,780 |
| 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 | $9,902,000 | 7,140 |
| U.S. Government securities | $8,852,000 | 6,464 |
| U.S. Treasury securities | $1,818,000 | 4,116 |
| U.S. Government agency obligations | $7,034,000 | 6,282 |
| Securities issued by states & political subdivisions | $283,000 | 7,023 |
| 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 | $767,000 | 2,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,862,000 | 6,269 |
| Mortgage-backed securities | $636,000 | 6,503 |
| Certificates of participation in pools of residential mortgages | $472,000 | 6,036 |
| Issued or guaranteed by U.S. | $472,000 | 6,020 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $164,000 | 4,354 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 4,172 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $9,902,000 | 5,801 |
| Total debt securities | $9,135,000 | 7,240 |
| 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 | $9,268,000 | 7,646 |
| U.S. Government securities | $8,416,000 | 7,084 |
| U.S. Treasury securities | $2,368,000 | 4,810 |
| U.S. Government agency obligations | $6,048,000 | 6,792 |
| Securities issued by states & political subdivisions | $83,000 | 7,935 |
| 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 | $769,000 | 2,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,553,000 | 6,877 |
| Mortgage-backed securities | $210,000 | 7,570 |
| Certificates of participation in pools of residential mortgages | $49,000 | 7,581 |
| Issued or guaranteed by U.S. | $49,000 | 7,554 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $161,000 | 4,614 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 4,444 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $9,268,000 | 5,966 |
| Total debt securities | $8,499,000 | 7,788 |
| 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 | $8,919,000 | 8,302 |
| U.S. Government securities | $7,375,000 | 8,103 |
| U.S. Treasury securities | $2,351,000 | 5,628 |
| U.S. Government agency obligations | $5,024,000 | 7,629 |
| Securities issued by states & political subdivisions | $285,000 | 7,630 |
| Other domestic debt securities | $201,000 | 3,397 |
| 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 | $201,000 | 2,606 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,058,000 | 2,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,757,000 | 6,963 |
| Mortgage-backed securities | $383,000 | 7,774 |
| Certificates of participation in pools of residential mortgages | $49,000 | 8,141 |
| Issued or guaranteed by U.S. | $49,000 | 8,118 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $334,000 | 4,751 |
| CMOs issued by government agencies or sponsored agencies | $334,000 | 4,573 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,919,000 | 6,323 |
| Total debt securities | $7,861,000 | 8,566 |
| Structured notes |
| Amortized cost | $300,000 | 3,044 |
| Fair value | $300,000 | 3,048 |
| 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 | $7,716,000 | 9,114 |
| U.S. Government securities | $5,875,000 | 9,129 |
| U.S. Treasury securities | $1,472,000 | 7,863 |
| U.S. Government agency obligations | $4,403,000 | 8,071 |
| Securities issued by states & political subdivisions | $562,000 | 7,179 |
| Other domestic debt securities | $203,000 | 3,996 |
| 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 | $203,000 | 3,122 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,076,000 | 2,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,508,000 | 7,420 |
| Mortgage-backed securities | $479,000 | 8,034 |
| Certificates of participation in pools of residential mortgages | $67,000 | 8,467 |
| Issued or guaranteed by U.S. | $67,000 | 8,434 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $412,000 | 5,064 |
| CMOs issued by government agencies or sponsored agencies | $412,000 | 4,869 |
| 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) | $100,000 | 8,263 |
| Available-for-sale securities (fair market value) | $7,616,000 | 6,925 |
| Total debt securities | $6,640,000 | 9,411 |
| Structured notes |
| Amortized cost | $950,000 | 2,915 |
| Fair value | $948,000 | 2,879 |
| 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 | $8,307,000 | 9,417 |
| U.S. Government securities | $5,946,000 | 9,679 |
| U.S. Treasury securities | $2,237,000 | 7,943 |
| U.S. Government agency obligations | $3,709,000 | 8,585 |
| Securities issued by states & political subdivisions | $1,526,000 | 5,807 |
| Other domestic debt securities | $247,000 | 4,406 |
| 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 | $247,000 | 3,531 |
| Foreign debt securities | NA | NA |
| Equity securities | $588,000 | 2,802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,599,000 | 6,431 |
| Mortgage-backed securities | $631,000 | 8,303 |
| Certificates of participation in pools of residential mortgages | $77,000 | 8,934 |
| Issued or guaranteed by U.S. | $77,000 | 8,906 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $554,000 | 5,140 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 4,915 |
| 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) | $2,405,000 | 9,732 |
| Available-for-sale securities (fair market value) | $5,902,000 | 6,409 |
| Total debt securities | $7,719,000 | 9,544 |
| 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 | $9,862,000 | 9,144 |
| U.S. Government securities | $7,029,000 | 9,398 |
| U.S. Treasury securities | $2,551,000 | 7,806 |
| U.S. Government agency obligations | $4,478,000 | 8,267 |
| Securities issued by states & political subdivisions | $1,966,000 | 5,352 |
| Other domestic debt securities | $266,000 | 4,957 |
| 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 | $266,000 | 3,860 |
| Foreign debt securities | NA | NA |
| Equity securities | $601,000 | 2,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,149,000 | 6,808 |
| Mortgage-backed securities | $728,000 | 8,838 |
| Certificates of participation in pools of residential mortgages | $144,000 | 9,246 |
| Issued or guaranteed by U.S. | $144,000 | 9,194 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $584,000 | 5,533 |
| CMOs issued by government agencies or sponsored agencies | $584,000 | 5,293 |
| 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 | $9,261,000 | 9,226 |
| 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 | $9,550,000 | 9,348 |
| U.S. Government securities | $7,448,000 | 9,289 |
| U.S. Treasury securities | $3,247,000 | 7,255 |
| U.S. Government agency obligations | $4,201,000 | 8,545 |
| Securities issued by states & political subdivisions | $1,445,000 | 5,776 |
| Other domestic debt securities | $50,000 | 7,040 |
| 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 | $50,000 | 5,475 |
| Foreign debt securities | NA | NA |
| Equity securities | $607,000 | 2,387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,604,000 | 6,379 |
| Mortgage-backed securities | $1,102,000 | 8,759 |
| Certificates of participation in pools of residential mortgages | $304,000 | 9,128 |
| Issued or guaranteed by U.S. | $304,000 | 9,057 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $798,000 | 5,391 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 4,982 |
| 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 | $8,943,000 | 9,484 |
| 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 |
