| 2023-12-31 | Rank |
| Total securities | $71,383,000 | 2,133 |
| U.S. Government securities | $51,082,000 | 1,844 |
| U.S. Treasury securities | $24,412,000 | 809 |
| U.S. Government agency obligations | $26,670,000 | 2,281 |
| Securities issued by states & political subdivisions | $11,390,000 | 2,335 |
| Other domestic debt securities | $6,948,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $1,477,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,851,000 | 1,382 |
| 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 | $27,319,000 | 2,045 |
| Mortgage-backed securities | $19,090,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,639,000 | 2,153 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,063 |
| Privately issued | $1,477,000 | 362 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $7,632,000 | 580 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $69,420,000 | 1,947 |
| Total debt securities | $69,420,000 | 2,146 |
| Structured notes |
| Amortized cost | $936,000 | 887 |
| Fair value | $929,000 | 820 |
| 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 | $69,992,000 | 2,129 |
| U.S. Government securities | $50,065,000 | 1,856 |
| U.S. Treasury securities | $23,753,000 | 846 |
| U.S. Government agency obligations | $26,312,000 | 2,268 |
| Securities issued by states & political subdivisions | $10,816,000 | 2,371 |
| Other domestic debt securities | $7,239,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $1,798,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,841,000 | 1,373 |
| 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 | $26,663,000 | 2,013 |
| Mortgage-backed securities | $19,406,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,504,000 | 2,164 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,331,000 | 2,035 |
| Privately issued | $1,798,000 | 342 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $7,773,000 | 567 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $68,120,000 | 1,936 |
| Total debt securities | $68,120,000 | 2,142 |
| Structured notes |
| Amortized cost | $928,000 | 911 |
| Fair value | $900,000 | 846 |
| 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 | $65,920,000 | 2,288 |
| U.S. Government securities | $41,245,000 | 2,141 |
| U.S. Treasury securities | $10,589,000 | 1,402 |
| U.S. Government agency obligations | $30,656,000 | 2,150 |
| Securities issued by states & political subdivisions | $11,090,000 | 2,405 |
| Other domestic debt securities | $11,647,000 | 943 |
| Privately issued residential mortgage-backed securities | $1,926,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,851,000 | 1,378 |
| 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 | $12,153,000 | 2,744 |
| Mortgage-backed securities | $27,974,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,693,000 | 2,182 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 1,791 |
| Privately issued | $1,926,000 | 338 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,791,000 | 860 |
| Other commercial mortgage-backed securities | $12,116,000 | 468 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $63,982,000 | 2,093 |
| Total debt securities | $63,983,000 | 2,310 |
| Structured notes |
| Amortized cost | $920,000 | 959 |
| Fair value | $901,000 | 891 |
| 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 | $47,280,000 | 2,800 |
| U.S. Government securities | $23,422,000 | 2,904 |
| U.S. Treasury securities | $10,640,000 | 1,461 |
| U.S. Government agency obligations | $12,782,000 | 3,086 |
| Securities issued by states & political subdivisions | $9,956,000 | 2,559 |
| Other domestic debt securities | $11,942,000 | 970 |
| Privately issued residential mortgage-backed securities | $2,131,000 | 458 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,901,000 | 1,414 |
| 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 | $10,468,000 | 2,784 |
| Mortgage-backed securities | $22,823,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,222,000 | 2,186 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,560,000 | 1,636 |
| Privately issued | $2,131,000 | 345 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $7,910,000 | 584 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $45,320,000 | 2,604 |
| Total debt securities | $45,319,000 | 2,828 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $47,059,000 | 2,834 |
| U.S. Government securities | $23,456,000 | 2,927 |
| U.S. Treasury securities | $10,500,000 | 1,521 |
| U.S. Government agency obligations | $12,956,000 | 3,070 |
| Securities issued by states & political subdivisions | $9,708,000 | 2,621 |
| Other domestic debt securities | $11,964,000 | 987 |
| Privately issued residential mortgage-backed securities | $4,287,000 | 385 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,762,000 | 304 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,915,000 | 1,430 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,400,000 | 2,692 |
| Mortgage-backed securities | $17,243,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,170,000 | 2,211 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,786,000 | 1,616 |
| Privately issued | $4,287,000 | 281 |
| 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) | $45,128,000 | 2,643 |
| Total debt securities | $45,128,000 | 2,871 |
| 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 | $47,417,000 | 2,833 |
| U.S. Government securities | $23,457,000 | 2,956 |
| U.S. Treasury securities | $10,431,000 | 1,546 |
| U.S. Government agency obligations | $13,026,000 | 3,073 |
| Securities issued by states & political subdivisions | $9,603,000 | 2,647 |
| Other domestic debt securities | $12,430,000 | 936 |
| Privately issued residential mortgage-backed securities | $4,286,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,230,000 | 295 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,914,000 | 1,434 |
| 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 | $9,002,000 | 2,757 |
| Mortgage-backed securities | $17,312,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,100,000 | 2,242 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,926,000 | 1,609 |
| Privately issued | $4,286,000 | 286 |
| 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) | $45,490,000 | 2,644 |
| Total debt securities | $45,490,000 | 2,866 |
| 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 | $42,408,000 | 3,016 |
| U.S. Government securities | $18,117,000 | 3,270 |
| U.S. Treasury securities | $5,725,000 | 1,941 |
| U.S. Government agency obligations | $12,392,000 | 3,176 |
| Securities issued by states & political subdivisions | $10,035,000 | 2,655 |
| Other domestic debt securities | $13,256,000 | 865 |
| Privately issued residential mortgage-backed securities | $4,401,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,811,000 | 294 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,044,000 | 1,386 |
| 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 | $878,000 | 3,799 |
| Mortgage-backed securities | $16,793,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $8,066,000 | 2,451 |
| Issued or guaranteed by U.S. | $8,066,000 | 2,385 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,727,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $4,326,000 | 1,579 |
| Privately issued | $4,401,000 | 280 |
| 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) | $41,408,000 | 2,823 |
| Total debt securities | $41,408,000 | 3,036 |
| 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 | $42,256,000 | 2,992 |
| U.S. Government securities | $13,898,000 | 3,461 |
| U.S. Treasury securities | $3,814,000 | 1,992 |
| U.S. Government agency obligations | $10,084,000 | 3,322 |
| Securities issued by states & political subdivisions | $10,556,000 | 2,615 |
| Other domestic debt securities | $17,802,000 | 710 |
| Privately issued residential mortgage-backed securities | $6,455,000 | 313 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,151,000 | 282 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $3,196,000 | 1,194 |
| 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 | $947,000 | 3,806 |
| Mortgage-backed securities | $16,539,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $8,287,000 | 2,445 |
| Issued or guaranteed by U.S. | $5,333,000 | 2,690 |
| Privately issued | $2,954,000 | 123 |
| Collaterized mortgage obligations | $8,252,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $4,751,000 | 1,541 |
| Privately issued | $3,501,000 | 279 |
| 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) | $42,256,000 | 2,787 |
| Total debt securities | $42,257,000 | 2,977 |
| 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 | $23,867,000 | 3,522 |
| U.S. Government securities | $6,203,000 | 3,880 |
| U.S. Treasury securities | $999,000 | 1,974 |
| U.S. Government agency obligations | $5,204,000 | 3,728 |
| Securities issued by states & political subdivisions | $5,833,000 | 3,106 |
| Other domestic debt securities | $11,831,000 | 870 |
| Privately issued residential mortgage-backed securities | $3,258,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,911,000 | 327 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,662,000 | 1,204 |
| 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 | $959,000 | 3,838 |
| Mortgage-backed securities | $8,462,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $3,303,000 | 3,042 |
| Issued or guaranteed by U.S. | $45,000 | 3,779 |
| Privately issued | $3,258,000 | 129 |
| Collaterized mortgage obligations | $5,159,000 | 1,556 |
| CMOs issued by government agencies or sponsored agencies | $5,159,000 | 1,501 |
| 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) | $23,867,000 | 3,312 |
| Total debt securities | $23,867,000 | 3,499 |
| 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 | $19,590,000 | 3,660 |
| U.S. Government securities | $5,767,000 | 3,911 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,767,000 | 3,688 |
| Securities issued by states & political subdivisions | $4,253,000 | 3,307 |
| Other domestic debt securities | $9,570,000 | 919 |
| Privately issued residential mortgage-backed securities | $792,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,103,000 | 320 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,675,000 | 1,140 |
| 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 | $1,013,000 | 3,841 |
| Mortgage-backed securities | $6,559,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $845,000 | 3,574 |
| Issued or guaranteed by U.S. | $53,000 | 3,827 |
| Privately issued | $792,000 | 168 |
| Collaterized mortgage obligations | $5,714,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $5,714,000 | 1,456 |
| 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) | $19,590,000 | 3,440 |
| Total debt securities | $19,590,000 | 3,639 |
| 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 | $21,189,000 | 3,549 |
| U.S. Government securities | $6,580,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,580,000 | 3,584 |
| Securities issued by states & political subdivisions | $4,794,000 | 3,246 |
| Other domestic debt securities | $9,815,000 | 878 |
| Privately issued residential mortgage-backed securities | $878,000 | 454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,279,000 | 323 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,658,000 | 1,082 |
| 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 | $1,074,000 | 3,842 |
| Mortgage-backed securities | $7,458,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $945,000 | 3,558 |
| Issued or guaranteed by U.S. | $67,000 | 3,828 |
| Privately issued | $878,000 | 176 |
| Collaterized mortgage obligations | $6,513,000 | 1,372 |
| CMOs issued by government agencies or sponsored agencies | $6,513,000 | 1,329 |
| 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) | $21,189,000 | 3,353 |
| Total debt securities | $21,189,000 | 3,528 |
| 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 | $7,904,000 | 4,224 |
| U.S. Government securities | $2,982,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,982,000 | 3,988 |
| Securities issued by states & political subdivisions | $2,275,000 | 3,606 |
| Other domestic debt securities | $2,647,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $964,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,683,000 | 1,200 |
| 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 | $2,123,000 | 3,595 |
| Mortgage-backed securities | $3,946,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $1,041,000 | 3,526 |
| Issued or guaranteed by U.S. | $77,000 | 3,802 |
| Privately issued | $964,000 | 180 |
| Collaterized mortgage obligations | $2,905,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $2,905,000 | 1,764 |
| 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) | $7,904,000 | 3,991 |
| Total debt securities | $7,905,000 | 4,201 |
| 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 | $8,884,000 | 4,118 |
| U.S. Government securities | $3,503,000 | 3,992 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,503,000 | 3,845 |
| Securities issued by states & political subdivisions | $4,323,000 | 3,285 |
| Other domestic debt securities | $1,058,000 | 1,668 |
| Privately issued residential mortgage-backed securities | $1,058,000 | 398 |
| 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 | $2,124,000 | 3,604 |
| Mortgage-backed securities | $4,561,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $1,144,000 | 3,471 |
| Issued or guaranteed by U.S. | $86,000 | 3,803 |
| Privately issued | $1,058,000 | 153 |
| Collaterized mortgage obligations | $3,417,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $3,417,000 | 1,707 |
| 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) | $8,884,000 | 3,872 |
| Total debt securities | $8,884,000 | 4,093 |
| 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 | $11,778,000 | 3,871 |
| U.S. Government securities | $4,231,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,231,000 | 3,759 |
| Securities issued by states & political subdivisions | $6,387,000 | 2,915 |
| Other domestic debt securities | $1,160,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $1,160,000 | 393 |
| 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 | $2,116,000 | 3,642 |
| Mortgage-backed securities | $5,391,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 3,426 |
| Issued or guaranteed by U.S. | $112,000 | 3,789 |
| Privately issued | $1,160,000 | 163 |
| Collaterized mortgage obligations | $4,119,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $4,119,000 | 1,638 |
| 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) | $11,778,000 | 3,633 |
| Total debt securities | $11,778,000 | 3,848 |
| 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 | $14,176,000 | 3,712 |
| U.S. Government securities | $4,895,000 | 3,841 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,895,000 | 3,679 |
| Securities issued by states & political subdivisions | $6,252,000 | 2,879 |
| Other domestic debt securities | $3,029,000 | 1,192 |
| Privately issued residential mortgage-backed securities | $1,273,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,756,000 | 1,054 |
| 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 | $2,133,000 | 3,667 |
| Mortgage-backed securities | $6,168,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $1,408,000 | 3,391 |
| Issued or guaranteed by U.S. | $135,000 | 3,779 |
| Privately issued | $1,273,000 | 154 |
| Collaterized mortgage obligations | $4,760,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $4,760,000 | 1,595 |
| 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) | $14,176,000 | 3,475 |
| Total debt securities | $14,176,000 | 3,689 |
| 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 | $10,037,000 | 4,024 |
| U.S. Government securities | $4,537,000 | 3,934 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,537,000 | 3,771 |
| Securities issued by states & political subdivisions | $4,140,000 | 3,142 |
| Other domestic debt securities | $1,360,000 | 1,451 |
| Privately issued residential mortgage-backed securities | $1,360,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,149,000 | 3,683 |
| Mortgage-backed securities | $5,897,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $1,509,000 | 3,379 |
| Issued or guaranteed by U.S. | $149,000 | 3,791 |
| Privately issued | $1,360,000 | 163 |
| Collaterized mortgage obligations | $4,388,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $4,388,000 | 1,654 |
| 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) | $10,037,000 | 3,777 |
| Total debt securities | $10,037,000 | 3,999 |
| 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 | $2,277,000 | 4,738 |
| U.S. Government securities | $2,277,000 | 4,381 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,277,000 | 4,223 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,927,000 | 3,812 |
| Mortgage-backed securities | $2,277,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 3,342 |
| Issued or guaranteed by U.S. | $1,554,000 | 3,247 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $723,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 2,423 |
| 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) | $2,277,000 | 4,496 |
| Total debt securities | $2,279,000 | 4,715 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $2,811,000 | 4,776 |
| U.S. Government securities | $2,811,000 | 4,374 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,811,000 | 4,212 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,911,000 | 3,889 |
| Mortgage-backed securities | $2,811,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 3,335 |
| Issued or guaranteed by U.S. | $1,647,000 | 3,237 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,164,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $1,164,000 | 2,280 |
| 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) | $2,811,000 | 4,534 |
| Total debt securities | $2,812,000 | 4,752 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $2,009,000 | 4,913 |
| U.S. Government securities | $2,009,000 | 4,566 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,009,000 | 4,411 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,909,000 | 3,930 |
| Mortgage-backed securities | $2,009,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $1,732,000 | 3,315 |
| Issued or guaranteed by U.S. | $1,732,000 | 3,231 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $277,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,648 |
| 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) | $2,009,000 | 4,647 |
| Total debt securities | $2,009,000 | 4,888 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $2,115,000 | 4,948 |
| U.S. Government securities | $2,115,000 | 4,608 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,115,000 | 4,454 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,949,000 | 3,978 |
| Mortgage-backed securities | $2,115,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $1,815,000 | 3,316 |
| Issued or guaranteed by U.S. | $1,815,000 | 3,227 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $300,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 2,648 |
| 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) | $2,115,000 | 4,676 |
| Total debt securities | $2,115,000 | 4,924 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $2,198,000 | 4,990 |
| U.S. Government securities | $2,198,000 | 4,630 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,198,000 | 4,466 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,954,000 | 4,025 |
| Mortgage-backed securities | $2,198,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $1,882,000 | 3,320 |
| Issued or guaranteed by U.S. | $1,882,000 | 3,248 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $316,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 2,649 |
| 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) | $2,198,000 | 4,719 |
| Total debt securities | $2,199,000 | 4,965 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $2,284,000 | 5,055 |
| U.S. Government securities | $2,284,000 | 4,690 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,284,000 | 4,532 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,904,000 | 4,086 |
| Mortgage-backed securities | $2,284,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $1,947,000 | 3,352 |
| Issued or guaranteed by U.S. | $1,947,000 | 3,321 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $337,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 2,644 |
| 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) | $2,284,000 | 4,780 |
| Total debt securities | $2,284,000 | 5,032 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $2,440,000 | 5,095 |
| U.S. Government securities | $2,440,000 | 4,698 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,440,000 | 4,537 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,286,000 | 4,269 |
| Mortgage-backed securities | $2,440,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $2,059,000 | 3,364 |
| Issued or guaranteed by U.S. | $2,059,000 | 3,199 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $381,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 2,638 |
| 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) | $2,440,000 | 4,817 |
| Total debt securities | $2,440,000 | 5,073 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $2,604,000 | 5,138 |
| U.S. Government securities | $2,604,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,604,000 | 4,593 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,253,000 | 4,328 |
| Mortgage-backed securities | $2,604,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $2,173,000 | 3,379 |
| Issued or guaranteed by U.S. | $2,173,000 | 3,373 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $431,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $431,000 | 2,604 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,604,000 | 4,855 |
| Total debt securities | $2,604,000 | 5,116 |
| 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 | $3,286,000 | 5,132 |
| U.S. Government securities | $2,794,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,794,000 | 4,608 |
| Securities issued by states & political subdivisions | $492,000 | 4,479 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,312,000 | 4,383 |
| Mortgage-backed securities | $2,794,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $2,299,000 | 3,386 |
| Issued or guaranteed by U.S. | $2,299,000 | 3,380 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $495,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,563 |
| 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) | $3,286,000 | 4,853 |
| Total debt securities | $3,286,000 | 5,110 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $3,470,000 | 5,181 |
| U.S. Government securities | $2,975,000 | 4,772 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,975,000 | 4,641 |
| Securities issued by states & political subdivisions | $495,000 | 4,525 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,369,000 | 4,442 |
| Mortgage-backed securities | $2,975,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $2,423,000 | 3,412 |
| Issued or guaranteed by U.S. | $2,423,000 | 3,408 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $552,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $552,000 | 2,551 |
| 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) | $3,470,000 | 4,887 |
| Total debt securities | $3,470,000 | 5,158 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $3,692,000 | 5,201 |
| U.S. Government securities | $3,194,000 | 4,774 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,194,000 | 4,651 |
| Securities issued by states & political subdivisions | $498,000 | 4,570 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,391,000 | 4,465 |
| Mortgage-backed securities | $3,194,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $2,565,000 | 3,414 |
| Issued or guaranteed by U.S. | $2,565,000 | 3,409 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $629,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $629,000 | 2,536 |
| 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) | $3,692,000 | 4,907 |
| Total debt securities | $3,692,000 | 5,179 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $2,416,000 | 5,406 |
| U.S. Government securities | $1,915,000 | 5,089 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,915,000 | 4,965 |
| Securities issued by states & political subdivisions | $501,000 | 4,621 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,420,000 | 4,513 |
| Mortgage-backed securities | $1,915,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 3,888 |
| Issued or guaranteed by U.S. | $1,218,000 | 3,884 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $697,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,551 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,416,000 | 5,093 |
| Total debt securities | $2,416,000 | 5,382 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $2,553,000 | 5,428 |
| U.S. Government securities | $2,049,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,049,000 | 4,946 |
| Securities issued by states & political subdivisions | $504,000 | 4,659 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,504,000 | 4,539 |
| Mortgage-backed securities | $2,049,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 3,902 |
| Issued or guaranteed by U.S. | $1,265,000 | 3,894 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $784,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,515 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,553,000 | 5,104 |
| Total debt securities | $2,554,000 | 5,402 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $5,567,000 | 5,149 |
| U.S. Government securities | $5,063,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,063,000 | 4,469 |
| Securities issued by states & political subdivisions | $504,000 | 4,696 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,627,000 | 4,569 |
| Mortgage-backed securities | $5,063,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $4,144,000 | 3,166 |
| Issued or guaranteed by U.S. | $4,144,000 | 3,165 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $919,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 2,480 |
| 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) | $5,567,000 | 4,821 |
| Total debt securities | $5,567,000 | 5,125 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $5,884,000 | 5,193 |
| U.S. Government securities | $5,377,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,377,000 | 4,507 |
| Securities issued by states & political subdivisions | $507,000 | 4,735 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,479,000 | 4,692 |
| Mortgage-backed securities | $5,377,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $4,360,000 | 3,159 |
| Issued or guaranteed by U.S. | $4,360,000 | 3,155 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,017,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,459 |
| 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) | $5,884,000 | 4,854 |
| Total debt securities | $5,884,000 | 5,174 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $6,165,000 | 5,230 |
| U.S. Government securities | $5,655,000 | 4,681 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,655,000 | 4,567 |
| Securities issued by states & political subdivisions | $510,000 | 4,781 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,490,000 | 4,734 |
| Mortgage-backed securities | $5,655,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $4,545,000 | 3,134 |
| Issued or guaranteed by U.S. | $4,545,000 | 3,133 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,110,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $1,110,000 | 2,441 |
| 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) | $6,165,000 | 4,883 |
| Total debt securities | $6,165,000 | 5,212 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $6,385,000 | 5,253 |
| U.S. Government securities | $5,877,000 | 4,699 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,877,000 | 4,585 |
| Securities issued by states & political subdivisions | $508,000 | 4,810 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,552,000 | 4,751 |
| Mortgage-backed securities | $5,877,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $4,674,000 | 3,095 |
| Issued or guaranteed by U.S. | $4,674,000 | 3,093 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,203,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $1,203,000 | 2,437 |
| 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) | $6,385,000 | 4,904 |
| Total debt securities | $6,385,000 | 5,234 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $6,429,000 | 5,344 |
| U.S. Government securities | $5,917,000 | 4,794 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,917,000 | 4,678 |
| Securities issued by states & political subdivisions | $512,000 | 4,854 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,309,000 | 4,884 |
| Mortgage-backed securities | $5,917,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $4,583,000 | 3,156 |
| Issued or guaranteed by U.S. | $4,583,000 | 3,153 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,334,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $1,334,000 | 2,418 |
| 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) | $6,429,000 | 4,983 |
| Total debt securities | $6,430,000 | 5,325 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $5,177,000 | 5,578 |
| U.S. Government securities | $4,659,000 | 5,111 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,659,000 | 5,004 |
| Securities issued by states & political subdivisions | $518,000 | 4,882 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,442,000 | 4,896 |
| Mortgage-backed securities | $4,659,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $2,951,000 | 3,648 |
| Issued or guaranteed by U.S. | $2,951,000 | 3,645 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,708,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 2,342 |
| 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) | $5,177,000 | 5,208 |
| Total debt securities | $5,177,000 | 5,555 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $5,600,000 | 5,591 |
| U.S. Government securities | $5,083,000 | 5,127 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,083,000 | 5,017 |
| Securities issued by states & political subdivisions | $517,000 | 4,889 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,003,000 | 5,114 |
| Mortgage-backed securities | $5,083,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $3,186,000 | 3,654 |
| Issued or guaranteed by U.S. | $3,186,000 | 3,651 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,897,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $1,897,000 | 2,317 |
| 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) | $5,600,000 | 5,216 |
| Total debt securities | $5,600,000 | 5,569 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $5,863,000 | 5,657 |
| U.S. Government securities | $5,345,000 | 5,172 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,345,000 | 5,050 |
| Securities issued by states & political subdivisions | $518,000 | 4,966 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,086,000 | 5,147 |
| Mortgage-backed securities | $5,345,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $3,352,000 | 3,682 |
| Issued or guaranteed by U.S. | $3,352,000 | 3,677 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,993,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $1,993,000 | 2,335 |
| 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) | $5,863,000 | 5,280 |
| Total debt securities | $5,865,000 | 5,639 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $7,279,000 | 5,585 |
| U.S. Government securities | $6,758,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,758,000 | 4,922 |
| Securities issued by states & political subdivisions | $521,000 | 5,017 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,186,000 | 5,172 |
| Mortgage-backed securities | $6,758,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $4,647,000 | 3,451 |
| Issued or guaranteed by U.S. | $4,647,000 | 3,449 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,111,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,111,000 | 2,337 |
| 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) | $7,279,000 | 5,205 |
| Total debt securities | $7,279,000 | 5,563 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $7,709,000 | 5,604 |
| U.S. Government securities | $7,187,000 | 5,034 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,187,000 | 4,932 |
| Securities issued by states & political subdivisions | $522,000 | 5,079 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,272,000 | 5,200 |
| Mortgage-backed securities | $7,187,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $4,945,000 | 3,452 |
| Issued or guaranteed by U.S. | $4,945,000 | 3,452 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,242,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $2,242,000 | 2,343 |
| 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) | $7,709,000 | 5,206 |
| Total debt securities | $7,710,000 | 5,585 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $8,068,000 | 5,614 |
| U.S. Government securities | $7,549,000 | 5,013 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,549,000 | 4,917 |
| Securities issued by states & political subdivisions | $519,000 | 5,119 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,391,000 | 4,904 |
| Mortgage-backed securities | $7,549,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $5,196,000 | 3,439 |
| Issued or guaranteed by U.S. | $5,196,000 | 3,439 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,353,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $2,353,000 | 2,313 |
| 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) | $8,068,000 | 5,218 |
| Total debt securities | $8,072,000 | 5,589 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $8,399,000 | 5,609 |
| U.S. Government securities | $7,887,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,887,000 | 4,856 |
| Securities issued by states & political subdivisions | $512,000 | 5,174 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,276,000 | 4,956 |
| Mortgage-backed securities | $7,887,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $5,428,000 | 3,395 |
| Issued or guaranteed by U.S. | $5,428,000 | 3,393 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,459,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $2,459,000 | 2,256 |
| 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) | $8,399,000 | 5,227 |
| Total debt securities | $8,400,000 | 5,585 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $8,769,000 | 5,627 |
| U.S. Government securities | $8,256,000 | 4,927 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,256,000 | 4,825 |
| Securities issued by states & political subdivisions | $513,000 | 5,197 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,371,000 | 4,979 |
| Mortgage-backed securities | $8,256,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $5,719,000 | 3,350 |
| Issued or guaranteed by U.S. | $5,719,000 | 3,347 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,537,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $2,537,000 | 2,260 |
| 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) | $8,769,000 | 5,237 |
| Total debt securities | $8,769,000 | 5,599 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $9,474,000 | 5,557 |
| U.S. Government securities | $8,955,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,955,000 | 4,715 |
| Securities issued by states & political subdivisions | $519,000 | 5,199 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,533,000 | 4,942 |
| Mortgage-backed securities | $8,955,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $6,174,000 | 3,236 |
| Issued or guaranteed by U.S. | $6,174,000 | 3,233 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,781,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $2,781,000 | 2,247 |
| 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) | $9,474,000 | 5,174 |
| Total debt securities | $9,475,000 | 5,523 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $12,460,000 | 5,279 |
| U.S. Government securities | $11,920,000 | 4,448 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,920,000 | 4,347 |
| Securities issued by states & political subdivisions | $540,000 | 5,208 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,262,000 | 5,435 |
| Mortgage-backed securities | $11,920,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $8,806,000 | 2,827 |
| Issued or guaranteed by U.S. | $8,806,000 | 2,826 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,114,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $3,114,000 | 2,199 |
| 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) | $12,460,000 | 4,902 |
| Total debt securities | $12,460,000 | 5,248 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $13,875,000 | 5,104 |
| U.S. Government securities | $13,345,000 | 4,237 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,345,000 | 4,130 |
| Securities issued by states & political subdivisions | $530,000 | 5,241 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $185,000 | 5,967 |
| Mortgage-backed securities | $13,345,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $9,889,000 | 2,672 |
| Issued or guaranteed by U.S. | $9,889,000 | 2,669 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,456,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $3,456,000 | 2,197 |
| 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) | $13,875,000 | 4,728 |
| Total debt securities | $13,876,000 | 5,073 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $15,379,000 | 5,013 |
| U.S. Government securities | $14,844,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,844,000 | 4,046 |
| Securities issued by states & political subdivisions | $535,000 | 5,270 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $246,000 | 6,026 |
| Mortgage-backed securities | $14,844,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $11,056,000 | 2,655 |
| Issued or guaranteed by U.S. | $11,056,000 | 2,652 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,788,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $3,788,000 | 2,221 |
| 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) | $15,379,000 | 4,626 |
| Total debt securities | $15,379,000 | 4,985 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $16,588,000 | 4,899 |
| U.S. Government securities | $16,055,000 | 4,059 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,055,000 | 3,974 |
| Securities issued by states & political subdivisions | $533,000 | 5,271 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $303,000 | 6,061 |
| Mortgage-backed securities | $16,055,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $11,984,000 | 2,604 |
| Issued or guaranteed by U.S. | $11,984,000 | 2,602 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,071,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $4,071,000 | 2,181 |
| 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) | $16,588,000 | 4,528 |
| Total debt securities | $16,587,000 | 4,866 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $16,098,000 | 4,999 |
| U.S. Government securities | $15,575,000 | 4,209 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,575,000 | 4,115 |
| Securities issued by states & political subdivisions | $523,000 | 5,274 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $359,000 | 6,061 |
| Mortgage-backed securities | $15,575,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $11,282,000 | 2,681 |
| Issued or guaranteed by U.S. | $11,282,000 | 2,679 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,293,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $4,293,000 | 2,153 |
| 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) | $16,098,000 | 4,603 |
| Total debt securities | $16,097,000 | 4,970 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $13,632,000 | 5,268 |
| U.S. Government securities | $13,632,000 | 4,388 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,632,000 | 4,299 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $401,000 | 5,755 |
| Mortgage-backed securities | $13,632,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $11,603,000 | 2,530 |
| Issued or guaranteed by U.S. | $11,603,000 | 2,527 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,029,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $2,029,000 | 2,548 |
| 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) | $13,632,000 | 4,847 |
| Total debt securities | $13,622,000 | 5,239 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $13,676,000 | 5,229 |
| U.S. Government securities | $13,676,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,676,000 | 4,252 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $424,000 | 5,775 |
| Mortgage-backed securities | $13,676,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $11,493,000 | 2,473 |
| Issued or guaranteed by U.S. | $11,493,000 | 2,468 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,183,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $2,183,000 | 2,479 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,676,000 | 4,806 |
| Total debt securities | $13,678,000 | 5,199 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $10,807,000 | 5,701 |
| U.S. Government securities | $10,807,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,807,000 | 4,798 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $459,000 | 5,804 |
| Mortgage-backed securities | $10,807,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $10,569,000 | 2,540 |
| Issued or guaranteed by U.S. | $10,569,000 | 2,532 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $238,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,249 |
| 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) | $10,807,000 | 5,266 |
| Total debt securities | $10,807,000 | 5,666 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $9,135,000 | 5,935 |
| U.S. Government securities | $9,135,000 | 5,176 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,135,000 | 5,062 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $584,000 | 5,762 |
| Mortgage-backed securities | $9,135,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $8,877,000 | 2,731 |
| Issued or guaranteed by U.S. | $8,877,000 | 2,725 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $258,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,186 |
| 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) | $9,135,000 | 5,479 |
| Total debt securities | $9,135,000 | 5,900 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $9,840,000 | 5,727 |
| U.S. Government securities | $9,840,000 | 4,878 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,840,000 | 4,755 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $382,000 | 5,935 |
| Mortgage-backed securities | $9,840,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $9,554,000 | 2,506 |
| Issued or guaranteed by U.S. | $9,554,000 | 2,500 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $286,000 | 3,447 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 3,149 |
| 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) | $9,840,000 | 5,284 |
| Total debt securities | $9,840,000 | 5,690 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $10,787,000 | 5,560 |
| U.S. Government securities | $10,787,000 | 4,695 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,787,000 | 4,571 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,388,000 | 5,540 |
| Mortgage-backed securities | $10,787,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $10,465,000 | 2,343 |
| Issued or guaranteed by U.S. | $10,465,000 | 2,340 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $322,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 3,101 |
| 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) | $10,787,000 | 5,107 |
| Total debt securities | $10,787,000 | 5,525 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $11,655,000 | 5,469 |
| U.S. Government securities | $11,655,000 | 4,628 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,655,000 | 4,526 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,422,000 | 5,575 |
| Mortgage-backed securities | $11,655,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $11,280,000 | 2,263 |
| Issued or guaranteed by U.S. | $11,280,000 | 2,257 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $375,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 2,972 |
| 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) | $11,655,000 | 5,012 |
| Total debt securities | $11,656,000 | 5,434 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $12,987,000 | 5,305 |
| U.S. Government securities | $12,987,000 | 4,452 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,987,000 | 4,338 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $524,000 | 6,058 |
| Mortgage-backed securities | $12,761,000 | 2,878 |
| Certificates of participation in pools of residential mortgages | $12,346,000 | 2,243 |
| Issued or guaranteed by U.S. | $12,346,000 | 2,238 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $415,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,919 |
| 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) | $12,987,000 | 4,858 |
| Total debt securities | $12,986,000 | 5,264 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $10,394,000 | 5,721 |
| U.S. Government securities | $10,394,000 | 4,908 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,394,000 | 4,803 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,050,000 | 5,435 |
| Mortgage-backed securities | $10,165,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $9,678,000 | 2,627 |
| Issued or guaranteed by U.S. | $9,678,000 | 2,619 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $487,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 2,867 |
| 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) | $10,394,000 | 5,244 |
| Total debt securities | $10,394,000 | 5,687 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $3,503,000 | 7,087 |
| U.S. Government securities | $3,503,000 | 6,581 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,503,000 | 6,487 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $283,000 | 6,271 |
| Mortgage-backed securities | $3,272,000 | 4,685 |
| Certificates of participation in pools of residential mortgages | $2,769,000 | 4,318 |
| Issued or guaranteed by U.S. | $2,769,000 | 4,311 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $503,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 2,853 |
| 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) | $3,503,000 | 6,547 |
| Total debt securities | $3,504,000 | 7,047 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $7,454,000 | 6,291 |
| U.S. Government securities | $7,454,000 | 5,512 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,454,000 | 5,426 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,286,000 | 4,320 |
| Mortgage-backed securities | $3,811,000 | 4,574 |
| Certificates of participation in pools of residential mortgages | $3,306,000 | 4,181 |
| Issued or guaranteed by U.S. | $3,306,000 | 4,168 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $505,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,831 |
| 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) | $7,454,000 | 5,793 |
| Total debt securities | $7,453,000 | 6,248 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $10,067,000 | 5,863 |
| U.S. Government securities | $10,067,000 | 5,054 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,067,000 | 4,971 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $949,000 | 6,053 |
| Mortgage-backed securities | $4,889,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $4,369,000 | 3,946 |
| Issued or guaranteed by U.S. | $4,369,000 | 3,934 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $520,000 | 3,213 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,847 |
| 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) | $10,067,000 | 5,353 |
| Total debt securities | $10,066,000 | 5,812 |
| Structured notes |
| Amortized cost | $500,000 | 1,280 |
| Fair value | $502,000 | 1,298 |
| 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 | $7,599,000 | 6,389 |
| U.S. Government securities | $7,599,000 | 5,695 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,599,000 | 5,615 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $956,000 | 6,084 |
| Mortgage-backed securities | $1,885,000 | 5,252 |
| Certificates of participation in pools of residential mortgages | $1,885,000 | 4,792 |
| Issued or guaranteed by U.S. | $1,885,000 | 4,777 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $7,599,000 | 5,845 |
| Total debt securities | $7,598,000 | 6,348 |
| Structured notes |
| Amortized cost | $999,000 | 1,082 |
| Fair value | $1,003,000 | 1,007 |
| 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 | $5,536,000 | 6,804 |
| U.S. Government securities | $5,536,000 | 6,225 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,536,000 | 6,133 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,860,000 | 5,296 |
| Mortgage-backed securities | $905,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $905,000 | 5,229 |
| Issued or guaranteed by U.S. | $905,000 | 5,215 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,536,000 | 6,220 |
| Total debt securities | $5,536,000 | 6,761 |
| Structured notes |
| Amortized cost | $999,000 | 1,037 |
| Fair value | $1,004,000 | 944 |
| 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 | $4,517,000 | 7,093 |
| U.S. Government securities | $4,517,000 | 6,599 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,517,000 | 6,500 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,086,000 | 5,182 |
| Mortgage-backed securities | $913,000 | 5,659 |
| Certificates of participation in pools of residential mortgages | $913,000 | 5,246 |
| Issued or guaranteed by U.S. | $913,000 | 5,225 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,517,000 | 6,499 |
| Total debt securities | $4,517,000 | 7,036 |
| Structured notes |
| Amortized cost | $498,000 | 1,470 |
| Fair value | $502,000 | 1,395 |
| 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 | $6,573,000 | 6,644 |
| U.S. Government securities | $6,573,000 | 5,993 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,573,000 | 5,901 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,405,000 | 5,420 |
| Mortgage-backed securities | $986,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $986,000 | 5,143 |
| Issued or guaranteed by U.S. | $986,000 | 5,116 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,573,000 | 6,076 |
| Total debt securities | $6,572,000 | 6,573 |
| Structured notes |
| Amortized cost | $498,000 | 1,611 |
| Fair value | $507,000 | 1,510 |
| 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 | $9,717,000 | 6,068 |
| U.S. Government securities | $9,717,000 | 5,312 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,717,000 | 5,210 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,654,000 | 5,382 |
| Mortgage-backed securities | $990,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $990,000 | 4,943 |
| Issued or guaranteed by U.S. | $990,000 | 4,920 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $9,717,000 | 5,494 |
| Total debt securities | $9,717,000 | 5,995 |
| Structured notes |
| Amortized cost | $2,498,000 | 916 |
| Fair value | $2,500,000 | 911 |
| 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 | $4,438,000 | 7,268 |
| U.S. Government securities | $4,438,000 | 6,843 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,438,000 | 6,735 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,591,000 | 5,426 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,438,000 | 6,617 |
| Total debt securities | $4,439,000 | 7,225 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $4,431,000 | 7,300 |
| U.S. Government securities | $3,955,000 | 7,020 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,955,000 | 6,902 |
| Securities issued by states & political subdivisions | $476,000 | 5,396 |
| 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 | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,507,000 | 5,501 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,431,000 | 6,638 |
| Total debt securities | $4,431,000 | 7,256 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $4,431,000 | 7,362 |
| U.S. Government securities | $3,954,000 | 7,063 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,954,000 | 6,929 |
| Securities issued by states & political subdivisions | $477,000 | 5,446 |
| 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 | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,488,000 | 5,525 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,431,000 | 6,673 |
| Total debt securities | $4,428,000 | 7,314 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $6,242,000 | 6,977 |
| U.S. Government securities | $6,242,000 | 6,455 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,242,000 | 6,323 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,582,000 | 5,495 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,242,000 | 6,293 |
| Total debt securities | $6,241,000 | 6,931 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $6,712,000 | 6,961 |
| U.S. Government securities | $6,103,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,103,000 | 6,410 |
| Securities issued by states & political subdivisions | $609,000 | 5,381 |
| 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 | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,070,000 | 5,316 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,712,000 | 6,232 |
| Total debt securities | $6,713,000 | 6,908 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $6,654,000 | 6,986 |
| U.S. Government securities | $6,043,000 | 6,568 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,043,000 | 6,432 |
| Securities issued by states & political subdivisions | $611,000 | 5,395 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,457,000 | 4,808 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,654,000 | 6,243 |
| Total debt securities | $6,654,000 | 6,929 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $6,920,000 | 6,991 |
| U.S. Government securities | $6,307,000 | 6,547 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,307,000 | 6,408 |
| Securities issued by states & political subdivisions | $613,000 | 5,415 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,656,000 | 4,733 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,920,000 | 6,243 |
| Total debt securities | $6,919,000 | 6,932 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $7,818,000 | 6,802 |
| U.S. Government securities | $7,104,000 | 6,315 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,104,000 | 6,176 |
| Securities issued by states & political subdivisions | $714,000 | 5,351 |
| 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 | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,027,000 | 4,930 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $7,818,000 | 6,080 |
| Total debt securities | $7,819,000 | 6,750 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $7,376,000 | 6,916 |
| U.S. Government securities | $6,659,000 | 6,445 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,659,000 | 6,323 |
| Securities issued by states & political subdivisions | $717,000 | 5,363 |
| 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 | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,070,000 | 4,917 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,376,000 | 6,172 |
| Total debt securities | $7,377,000 | 6,858 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $7,394,000 | 6,974 |
| U.S. Government securities | $6,675,000 | 6,497 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,675,000 | 6,361 |
| Securities issued by states & political subdivisions | $719,000 | 5,346 |
| 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 | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,824,000 | 4,325 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,394,000 | 6,197 |
| Total debt securities | $7,394,000 | 6,914 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $7,344,000 | 7,026 |
| U.S. Government securities | $6,622,000 | 6,583 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,622,000 | 6,431 |
| Securities issued by states & political subdivisions | $722,000 | 5,349 |
| 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 | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,685,000 | 4,721 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,344,000 | 6,250 |
| Total debt securities | $7,345,000 | 6,971 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $7,406,000 | 7,029 |
| U.S. Government securities | $6,681,000 | 6,553 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,681,000 | 6,410 |
| Securities issued by states & political subdivisions | $725,000 | 5,372 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,997,000 | 4,604 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,406,000 | 6,257 |
| Total debt securities | $7,406,000 | 6,971 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $8,212,000 | 6,885 |
| U.S. Government securities | $7,483,000 | 6,360 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,483,000 | 6,201 |
| Securities issued by states & political subdivisions | $729,000 | 5,414 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,437,000 | 4,462 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $8,212,000 | 6,108 |
| Total debt securities | $8,212,000 | 6,823 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $9,101,000 | 6,767 |
| U.S. Government securities | $8,371,000 | 6,191 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,371,000 | 6,028 |
| Securities issued by states & political subdivisions | $730,000 | 5,453 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,426,000 | 4,448 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,101,000 | 6,010 |
| Total debt securities | $9,100,000 | 6,694 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $8,304,000 | 6,931 |
| U.S. Government securities | $7,567,000 | 6,352 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,567,000 | 6,200 |
| Securities issued by states & political subdivisions | $737,000 | 5,448 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,506,000 | 4,373 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $8,304,000 | 6,170 |
| Total debt securities | $8,303,000 | 6,856 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $7,357,000 | 7,231 |
| U.S. Government securities | $6,024,000 | 6,909 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,024,000 | 6,732 |
| Securities issued by states & political subdivisions | $1,333,000 | 4,897 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,700,000 | 4,218 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $7,357,000 | 6,409 |
| Total debt securities | $7,356,000 | 7,154 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $9,211,000 | 6,710 |
| U.S. Government securities | $7,869,000 | 6,217 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,869,000 | 6,030 |
| Securities issued by states & political subdivisions | $1,342,000 | 4,904 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,792,000 | 4,162 |
| Mortgage-backed securities | $1,000 | 7,369 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,000 | 4,148 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,895 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,692 |
| Available-for-sale securities (fair market value) | $9,210,000 | 5,943 |
| Total debt securities | $9,210,000 | 6,615 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $9,360,000 | 6,647 |
| U.S. Government securities | $8,009,000 | 6,119 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,009,000 | 5,935 |
| Securities issued by states & political subdivisions | $1,350,000 | 4,876 |
| Other domestic debt securities | $1,000 | 4,038 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,793,000 | 4,110 |
| Mortgage-backed securities | $1,000 | 7,420 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,000 | 4,309 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $1,000 | 1,192 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,711 |
| Available-for-sale securities (fair market value) | $9,359,000 | 5,881 |
| Total debt securities | $9,360,000 | 6,543 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $9,228,000 | 6,665 |
| U.S. Government securities | $7,622,000 | 6,268 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,622,000 | 6,087 |
| Securities issued by states & political subdivisions | $1,605,000 | 4,584 |
| Other domestic debt securities | $1,000 | 4,103 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,660,000 | 4,184 |
| Mortgage-backed securities | $1,000 | 7,457 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,000 | 4,392 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $1,000 | 1,219 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,767 |
| Available-for-sale securities (fair market value) | $9,227,000 | 5,894 |
| Total debt securities | $9,228,000 | 6,566 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $8,698,000 | 6,833 |
| U.S. Government securities | $6,662,000 | 6,592 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,662,000 | 6,400 |
| Securities issued by states & political subdivisions | $2,035,000 | 4,280 |
| Other domestic debt securities | $1,000 | 4,143 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,393 |
| 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 | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,075,000 | 4,029 |
| Mortgage-backed securities | $1,000 | 7,470 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,000 | 4,438 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $1,000 | 1,241 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,852 |
| Available-for-sale securities (fair market value) | $8,697,000 | 6,029 |
| Total debt securities | $8,697,000 | 6,735 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $8,659,000 | 6,846 |
| U.S. Government securities | $6,360,000 | 6,694 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,360,000 | 6,460 |
| Securities issued by states & political subdivisions | $2,298,000 | 4,105 |
| Other domestic debt securities | $1,000 | 4,219 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,484,000 | 5,083 |
| Mortgage-backed securities | $1,000 | 7,536 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,000 | 4,541 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $1,000 | 1,354 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 5,077 |
| Available-for-sale securities (fair market value) | $8,658,000 | 5,964 |
| Total debt securities | $8,659,000 | 6,743 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $8,028,000 | 7,350 |
| U.S. Government securities | $5,054,000 | 7,721 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,054,000 | 7,374 |
| Securities issued by states & political subdivisions | $2,818,000 | 3,814 |
| Other domestic debt securities | $1,000 | 3,982 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,534 |
| 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 | $155,000 | 6,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,427,000 | 6,023 |
| Mortgage-backed securities | $1,000 | 7,557 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,000 | 4,293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $1,000 | 1,338 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 5,682 |
| Available-for-sale securities (fair market value) | $8,027,000 | 6,244 |
| Total debt securities | $7,873,000 | 7,284 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $7,532,000 | 7,810 |
| U.S. Government securities | $4,327,000 | 8,352 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,327,000 | 7,833 |
| Securities issued by states & political subdivisions | $3,048,000 | 3,884 |
| Other domestic debt securities | $2,000 | 3,954 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,635 |
| 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 | $155,000 | 6,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,236,000 | 6,949 |
| Mortgage-backed securities | $2,000 | 7,897 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,000 | 4,572 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $2,000 | 1,434 |
| 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) | $2,000 | 6,093 |
| Available-for-sale securities (fair market value) | $7,530,000 | 6,590 |
| Total debt securities | $7,377,000 | 7,750 |
| 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 | $10,428,000 | 6,968 |
| U.S. Government securities | $6,994,000 | 7,151 |
| U.S. Treasury securities | $754,000 | 5,506 |
| U.S. Government agency obligations | $6,240,000 | 6,623 |
| Securities issued by states & political subdivisions | $3,277,000 | 3,804 |
| Other domestic debt securities | $2,000 | 3,964 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,692 |
| 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 | $155,000 | 5,866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,784,000 | 6,321 |
| Mortgage-backed securities | $2,000 | 8,114 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,000 | 4,858 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $2,000 | 1,468 |
| 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) | $2,000 | 6,593 |
| Available-for-sale securities (fair market value) | $10,426,000 | 5,652 |
| Total debt securities | $10,271,000 | 6,879 |
| 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 | $8,495,000 | 7,918 |
| U.S. Government securities | $6,008,000 | 8,085 |
| U.S. Treasury securities | $1,007,000 | 6,305 |
| U.S. Government agency obligations | $5,001,000 | 7,277 |
| Securities issued by states & political subdivisions | $2,485,000 | 4,189 |
| Other domestic debt securities | $2,000 | 3,885 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,752 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $2,000 | 8,492 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,000 | 5,119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $2,000 | 1,487 |
| 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) | $2,000 | 7,357 |
| Available-for-sale securities (fair market value) | $8,493,000 | 6,205 |
| Total debt securities | $8,495,000 | 7,791 |
| 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 | $10,001,000 | 7,959 |
| U.S. Government securities | $7,593,000 | 8,026 |
| U.S. Treasury securities | $956,000 | 7,458 |
| U.S. Government agency obligations | $6,637,000 | 6,854 |
| Securities issued by states & political subdivisions | $2,404,000 | 4,420 |
| Other domestic debt securities | $4,000 | 4,410 |
| Privately issued residential mortgage-backed securities | $4,000 | 2,072 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,585,000 | 7,127 |
| Mortgage-backed securities | $4,000 | 9,033 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,000 | 5,589 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $4,000 | 1,765 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000 | 8,047 |
| Available-for-sale securities (fair market value) | $9,997,000 | 6,011 |
| Total debt securities | $10,001,000 | 7,817 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $8,523,000 | 8,806 |
| U.S. Government securities | $6,075,000 | 9,024 |
| U.S. Treasury securities | $403,000 | 9,637 |
| U.S. Government agency obligations | $5,672,000 | 7,334 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,445 |
| Other domestic debt securities | $6,000 | 5,093 |
| Privately issued residential mortgage-backed securities | $6,000 | 2,499 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,525,000 | 7,389 |
| Mortgage-backed securities | $6,000 | 9,498 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,000 | 6,083 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $6,000 | 2,155 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 8,434 |
| Available-for-sale securities (fair market value) | $8,517,000 | 6,621 |
| Total debt securities | $8,523,000 | 8,689 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $3,564,000 | 11,449 |
| U.S. Government securities | $1,221,000 | 12,085 |
| U.S. Treasury securities | $389,000 | 10,713 |
| U.S. Government agency obligations | $832,000 | 11,043 |
| Securities issued by states & political subdivisions | $2,334,000 | 4,798 |
| Other domestic debt securities | $9,000 | 5,707 |
| Privately issued residential mortgage-backed securities | $9,000 | 2,791 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,125,000 | 8,214 |
| Mortgage-backed securities | $9,000 | 10,028 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $9,000 | 6,563 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $9,000 | 2,441 |
| 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) | $2,343,000 | 9,764 |
| Available-for-sale securities (fair market value) | $1,221,000 | 9,485 |
| Total debt securities | $3,564,000 | 11,352 |
| 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 | $3,876,000 | 11,784 |
| U.S. Government securities | $1,016,000 | 12,679 |
| U.S. Treasury securities | $401,000 | 11,069 |
| U.S. Government agency obligations | $615,000 | 11,556 |
| Securities issued by states & political subdivisions | $2,860,000 | 4,403 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,225,000 | 8,141 |
| Mortgage-backed securities | $15,000 | 10,626 |
| Certificates of participation in pools of residential mortgages | $15,000 | 9,860 |
| Issued or guaranteed by U.S. | $15,000 | 9,805 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,876,000 | 11,667 |
| 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 | $4,351,000 | 11,944 |
| U.S. Government securities | $1,629,000 | 12,911 |
| U.S. Treasury securities | $1,004,000 | 10,339 |
| U.S. Government agency obligations | $625,000 | 11,967 |
| Securities issued by states & political subdivisions | $2,722,000 | 4,304 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,375,000 | 8,044 |
| Mortgage-backed securities | $25,000 | 11,029 |
| Certificates of participation in pools of residential mortgages | $25,000 | 10,125 |
| Issued or guaranteed by U.S. | $25,000 | 10,046 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,351,000 | 11,805 |
| 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 |
