| 2023-12-31 | Rank |
| Total securities | $14,196,000 | 3,816 |
| U.S. Government securities | $10,669,000 | 3,543 |
| U.S. Treasury securities | $2,241,000 | 2,237 |
| U.S. Government agency obligations | $8,428,000 | 3,371 |
| Securities issued by states & political subdivisions | $3,237,000 | 3,127 |
| Other domestic debt securities | $290,000 | 2,223 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $290,000 | 524 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,067,000 | 3,007 |
| Mortgage-backed securities | $7,166,000 | 2,811 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,441,000 | 3,118 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,154,000 | 1,852 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $3,571,000 | 798 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $14,196,000 | 3,563 |
| Total debt securities | $14,196,000 | 3,796 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $12,719,000 | 3,903 |
| U.S. Government securities | $9,350,000 | 3,641 |
| U.S. Treasury securities | $2,152,000 | 2,304 |
| U.S. Government agency obligations | $7,198,000 | 3,476 |
| Securities issued by states & political subdivisions | $3,070,000 | 3,171 |
| Other domestic debt securities | $299,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $299,000 | 505 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,012,000 | 3,144 |
| Mortgage-backed securities | $5,801,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $671,000 | 3,317 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,368,000 | 2,019 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,762,000 | 771 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $12,719,000 | 3,629 |
| Total debt securities | $12,719,000 | 3,880 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $16,427,000 | 3,775 |
| U.S. Government securities | $12,475,000 | 3,488 |
| U.S. Treasury securities | $3,182,000 | 2,179 |
| U.S. Government agency obligations | $9,293,000 | 3,341 |
| Securities issued by states & political subdivisions | $3,643,000 | 3,124 |
| Other domestic debt securities | $309,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $309,000 | 500 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,269,000 | 3,019 |
| Mortgage-backed securities | $6,748,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $725,000 | 3,315 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,472,000 | 2,002 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $4,551,000 | 728 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $16,427,000 | 3,506 |
| Total debt securities | $16,427,000 | 3,754 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $17,097,000 | 3,836 |
| U.S. Government securities | $13,098,000 | 3,518 |
| U.S. Treasury securities | $3,227,000 | 2,233 |
| U.S. Government agency obligations | $9,871,000 | 3,309 |
| Securities issued by states & political subdivisions | $3,684,000 | 3,168 |
| Other domestic debt securities | $315,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $315,000 | 507 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,556,000 | 2,926 |
| Mortgage-backed securities | $7,182,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $779,000 | 3,348 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,606,000 | 2,002 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $4,797,000 | 724 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $17,097,000 | 3,557 |
| Total debt securities | $17,097,000 | 3,813 |
| 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 | $18,604,000 | 3,796 |
| U.S. Government securities | $14,691,000 | 3,431 |
| U.S. Treasury securities | $2,175,000 | 2,427 |
| U.S. Government agency obligations | $12,516,000 | 3,108 |
| Securities issued by states & political subdivisions | $3,574,000 | 3,225 |
| Other domestic debt securities | $339,000 | 2,315 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $339,000 | 509 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,441,000 | 3,123 |
| Mortgage-backed securities | $7,319,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $806,000 | 3,370 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,605,000 | 2,018 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $4,908,000 | 721 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $18,604,000 | 3,529 |
| Total debt securities | $18,604,000 | 3,774 |
| 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 | $20,517,000 | 3,734 |
| U.S. Government securities | $16,561,000 | 3,332 |
| U.S. Treasury securities | $2,166,000 | 2,460 |
| U.S. Government agency obligations | $14,395,000 | 2,999 |
| Securities issued by states & political subdivisions | $3,586,000 | 3,252 |
| Other domestic debt securities | $370,000 | 2,270 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $370,000 | 495 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,996,000 | 3,140 |
| Mortgage-backed securities | $8,992,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $829,000 | 3,385 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,678,000 | 2,012 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $6,485,000 | 673 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $20,517,000 | 3,454 |
| Total debt securities | $20,517,000 | 3,710 |
| 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 | $22,234,000 | 3,695 |
| U.S. Government securities | $18,133,000 | 3,267 |
| U.S. Treasury securities | $2,245,000 | 2,417 |
| U.S. Government agency obligations | $15,888,000 | 2,937 |
| Securities issued by states & political subdivisions | $3,716,000 | 3,287 |
| Other domestic debt securities | $385,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $385,000 | 494 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,833,000 | 3,175 |
| Mortgage-backed securities | $10,237,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $888,000 | 3,488 |
| Issued or guaranteed by U.S. | $888,000 | 3,395 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,859,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $1,859,000 | 1,999 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,490,000 | 991 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $7,490,000 | 676 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $22,234,000 | 3,433 |
| Total debt securities | $22,234,000 | 3,676 |
| 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 | $20,356,000 | 3,733 |
| U.S. Government securities | $16,021,000 | 3,312 |
| U.S. Treasury securities | $2,335,000 | 2,175 |
| U.S. Government agency obligations | $13,686,000 | 3,070 |
| Securities issued by states & political subdivisions | $3,934,000 | 3,270 |
| Other domestic debt securities | $401,000 | 2,111 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $401,000 | 502 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,173,000 | 3,111 |
| Mortgage-backed securities | $11,057,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $987,000 | 3,478 |
| Issued or guaranteed by U.S. | $987,000 | 3,386 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,109,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $2,109,000 | 1,958 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $7,961,000 | 971 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $7,961,000 | 660 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $20,356,000 | 3,492 |
| Total debt securities | $20,356,000 | 3,714 |
| 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 | $23,921,000 | 3,517 |
| U.S. Government securities | $17,506,000 | 3,091 |
| U.S. Treasury securities | $2,477,000 | 1,694 |
| U.S. Government agency obligations | $15,029,000 | 2,953 |
| Securities issued by states & political subdivisions | $5,990,000 | 3,085 |
| Other domestic debt securities | $425,000 | 2,075 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $425,000 | 504 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,651,000 | 3,073 |
| Mortgage-backed securities | $12,036,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 3,466 |
| Issued or guaranteed by U.S. | $1,098,000 | 3,363 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,424,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $2,424,000 | 1,881 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $8,514,000 | 941 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $8,514,000 | 638 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $23,921,000 | 3,307 |
| Total debt securities | $23,921,000 | 3,494 |
| 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 | $25,364,000 | 3,411 |
| U.S. Government securities | $18,877,000 | 2,950 |
| U.S. Treasury securities | $2,510,000 | 1,466 |
| U.S. Government agency obligations | $16,367,000 | 2,869 |
| Securities issued by states & political subdivisions | $6,054,000 | 3,098 |
| Other domestic debt securities | $433,000 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $433,000 | 514 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,833,000 | 3,051 |
| Mortgage-backed securities | $12,363,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 3,474 |
| Issued or guaranteed by U.S. | $1,183,000 | 3,381 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,634,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,634,000 | 1,875 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $8,546,000 | 944 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $8,546,000 | 639 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $25,364,000 | 3,220 |
| Total debt securities | $25,364,000 | 3,389 |
| 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 | $25,526,000 | 3,381 |
| U.S. Government securities | $18,998,000 | 2,887 |
| U.S. Treasury securities | $2,501,000 | 1,369 |
| U.S. Government agency obligations | $16,497,000 | 2,821 |
| Securities issued by states & political subdivisions | $6,082,000 | 3,088 |
| Other domestic debt securities | $446,000 | 2,015 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $446,000 | 526 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,199,000 | 3,261 |
| Mortgage-backed securities | $12,169,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $1,267,000 | 3,471 |
| Issued or guaranteed by U.S. | $1,267,000 | 3,370 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,262,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $2,262,000 | 1,919 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $8,640,000 | 929 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $8,640,000 | 608 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $25,526,000 | 3,191 |
| Total debt securities | $25,526,000 | 3,358 |
| 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 | $17,417,000 | 3,655 |
| U.S. Government securities | $12,750,000 | 3,205 |
| U.S. Treasury securities | $1,497,000 | 1,240 |
| U.S. Government agency obligations | $11,253,000 | 3,130 |
| Securities issued by states & political subdivisions | $4,209,000 | 3,306 |
| Other domestic debt securities | $458,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $458,000 | 526 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,292,000 | 3,392 |
| Mortgage-backed securities | $6,646,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $1,332,000 | 3,435 |
| Issued or guaranteed by U.S. | $1,332,000 | 3,339 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $890,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,274 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,424,000 | 1,152 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $4,424,000 | 763 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $17,417,000 | 3,439 |
| Total debt securities | $17,417,000 | 3,630 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $13,602,000 | 3,796 |
| U.S. Government securities | $9,186,000 | 3,361 |
| U.S. Treasury securities | $1,007,000 | 969 |
| U.S. Government agency obligations | $8,179,000 | 3,298 |
| Securities issued by states & political subdivisions | $4,316,000 | 3,287 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,831,000 | 3,491 |
| Mortgage-backed securities | $3,337,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $339,000 | 3,742 |
| Issued or guaranteed by U.S. | $339,000 | 3,667 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,000,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,249 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,998,000 | 1,424 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,998,000 | 941 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,502,000 | 3,581 |
| Total debt securities | $13,502,000 | 3,781 |
| 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 | $9,479,000 | 4,046 |
| U.S. Government securities | $5,081,000 | 3,797 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,081,000 | 3,642 |
| Securities issued by states & political subdivisions | $4,298,000 | 3,217 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,005,000 | 3,480 |
| Mortgage-backed securities | $1,490,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $376,000 | 3,730 |
| Issued or guaranteed by U.S. | $376,000 | 3,652 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,114,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,114,000 | 2,236 |
| 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) | $9,379,000 | 3,811 |
| Total debt securities | $9,379,000 | 4,029 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $10,422,000 | 3,965 |
| U.S. Government securities | $5,446,000 | 3,775 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,446,000 | 3,612 |
| Securities issued by states & political subdivisions | $4,876,000 | 3,080 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,153,000 | 3,476 |
| Mortgage-backed securities | $1,635,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $405,000 | 3,722 |
| Issued or guaranteed by U.S. | $405,000 | 3,648 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,230,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $1,230,000 | 2,224 |
| 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) | $10,322,000 | 3,731 |
| Total debt securities | $10,322,000 | 3,948 |
| 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 | $9,921,000 | 4,040 |
| U.S. Government securities | $5,727,000 | 3,795 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,727,000 | 3,617 |
| Securities issued by states & political subdivisions | $4,094,000 | 3,145 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,222,000 | 3,471 |
| Mortgage-backed securities | $1,731,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $441,000 | 3,737 |
| Issued or guaranteed by U.S. | $441,000 | 3,650 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,290,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $1,290,000 | 2,211 |
| 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) | $9,821,000 | 3,800 |
| Total debt securities | $9,821,000 | 4,020 |
| 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 | $7,444,000 | 4,287 |
| U.S. Government securities | $6,385,000 | 3,798 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,385,000 | 3,637 |
| Securities issued by states & political subdivisions | $959,000 | 3,887 |
| 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 | $3,689,000 | 3,443 |
| Mortgage-backed securities | $2,017,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $702,000 | 3,644 |
| Issued or guaranteed by U.S. | $702,000 | 3,559 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,315,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $1,315,000 | 2,209 |
| 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) | $7,344,000 | 4,049 |
| Total debt securities | $7,344,000 | 4,272 |
| 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 | $9,458,000 | 4,189 |
| U.S. Government securities | $8,497,000 | 3,609 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,497,000 | 3,451 |
| Securities issued by states & political subdivisions | $961,000 | 3,926 |
| 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 | $3,508,000 | 3,552 |
| Mortgage-backed securities | $1,628,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $767,000 | 3,647 |
| Issued or guaranteed by U.S. | $767,000 | 3,558 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $861,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $861,000 | 2,387 |
| 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) | $9,458,000 | 3,930 |
| Total debt securities | $9,458,000 | 4,163 |
| 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 | $11,867,000 | 4,038 |
| U.S. Government securities | $11,416,000 | 3,353 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $11,416,000 | 3,196 |
| Securities issued by states & political subdivisions | $451,000 | 4,178 |
| 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 | $4,355,000 | 3,432 |
| Mortgage-backed securities | $4,044,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 3,302 |
| Issued or guaranteed by U.S. | $1,767,000 | 3,215 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,277,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $2,277,000 | 1,981 |
| 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) | $11,867,000 | 3,770 |
| Total debt securities | $11,867,000 | 4,014 |
| 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 | $12,650,000 | 4,035 |
| U.S. Government securities | $10,088,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,088,000 | 3,356 |
| Securities issued by states & political subdivisions | $1,682,000 | 3,816 |
| Other domestic debt securities | $880,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $880,000 | 380 |
| 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 | $2,279,000 | 3,904 |
| Mortgage-backed securities | $3,184,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $880,000 | 3,638 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $880,000 | 150 |
| Collaterized mortgage obligations | $2,304,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,304,000 | 1,983 |
| 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) | $12,650,000 | 3,770 |
| Total debt securities | $12,650,000 | 4,013 |
| 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 | $15,995,000 | 3,818 |
| U.S. Government securities | $10,975,000 | 3,460 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,975,000 | 3,300 |
| Securities issued by states & political subdivisions | $5,020,000 | 3,187 |
| 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 | $3,782,000 | 3,629 |
| Mortgage-backed securities | $4,138,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $1,773,000 | 3,345 |
| Issued or guaranteed by U.S. | $1,773,000 | 3,273 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,365,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $2,365,000 | 1,964 |
| 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) | $15,995,000 | 3,550 |
| Total debt securities | $15,995,000 | 3,794 |
| 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 | $16,678,000 | 3,817 |
| U.S. Government securities | $11,725,000 | 3,429 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,725,000 | 3,274 |
| Securities issued by states & political subdivisions | $4,953,000 | 3,233 |
| 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 | $3,776,000 | 3,670 |
| Mortgage-backed securities | $4,439,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $2,010,000 | 3,338 |
| Issued or guaranteed by U.S. | $2,010,000 | 3,308 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,429,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $2,429,000 | 1,936 |
| 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) | $16,678,000 | 3,535 |
| Total debt securities | $16,678,000 | 3,796 |
| 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 | $18,684,000 | 3,728 |
| U.S. Government securities | $13,180,000 | 3,277 |
| U.S. Treasury securities | $998,000 | 1,134 |
| U.S. Government agency obligations | $12,182,000 | 3,240 |
| Securities issued by states & political subdivisions | $5,504,000 | 3,191 |
| 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 | $3,848,000 | 3,678 |
| Mortgage-backed securities | $4,232,000 | 3,352 |
| Certificates of participation in pools of residential mortgages | $3,185,000 | 3,080 |
| Issued or guaranteed by U.S. | $3,185,000 | 2,924 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,047,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 2,323 |
| 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) | $18,684,000 | 3,446 |
| Total debt securities | $18,684,000 | 3,704 |
| 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 | $18,634,000 | 3,767 |
| U.S. Government securities | $13,129,000 | 3,355 |
| U.S. Treasury securities | $499,000 | 1,272 |
| U.S. Government agency obligations | $12,630,000 | 3,254 |
| Securities issued by states & political subdivisions | $5,505,000 | 3,239 |
| 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 | $3,891,000 | 3,722 |
| Mortgage-backed securities | $4,578,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $3,488,000 | 3,066 |
| Issued or guaranteed by U.S. | $3,488,000 | 3,060 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,090,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $1,090,000 | 2,309 |
| 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) | $18,634,000 | 3,487 |
| Total debt securities | $18,634,000 | 3,746 |
| 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 | $20,773,000 | 3,675 |
| U.S. Government securities | $13,670,000 | 3,338 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,670,000 | 3,198 |
| Securities issued by states & political subdivisions | $7,103,000 | 3,051 |
| 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 | $6,417,000 | 3,347 |
| Mortgage-backed securities | $4,887,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $3,734,000 | 3,049 |
| Issued or guaranteed by U.S. | $3,734,000 | 3,046 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,153,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $1,153,000 | 2,276 |
| 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) | $20,773,000 | 3,389 |
| Total debt securities | $20,773,000 | 3,650 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $21,731,000 | 3,661 |
| U.S. Government securities | $14,558,000 | 3,270 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,558,000 | 3,143 |
| Securities issued by states & political subdivisions | $7,173,000 | 3,075 |
| 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 | $6,507,000 | 3,376 |
| Mortgage-backed securities | $5,304,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $4,030,000 | 3,049 |
| Issued or guaranteed by U.S. | $4,030,000 | 3,047 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,274,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $1,274,000 | 2,262 |
| 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) | $21,731,000 | 3,366 |
| Total debt securities | $21,731,000 | 3,635 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $24,325,000 | 3,531 |
| U.S. Government securities | $15,470,000 | 3,248 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,470,000 | 3,117 |
| Securities issued by states & political subdivisions | $8,855,000 | 2,877 |
| 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 | $7,967,000 | 3,192 |
| Mortgage-backed securities | $5,732,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $4,335,000 | 3,033 |
| Issued or guaranteed by U.S. | $4,335,000 | 3,030 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,397,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $1,397,000 | 2,246 |
| 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) | $24,325,000 | 3,252 |
| Total debt securities | $24,325,000 | 3,504 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $25,524,000 | 3,497 |
| U.S. Government securities | $16,271,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,271,000 | 3,085 |
| Securities issued by states & political subdivisions | $9,253,000 | 2,861 |
| 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 | $7,859,000 | 3,253 |
| Mortgage-backed securities | $6,124,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $4,616,000 | 3,036 |
| Issued or guaranteed by U.S. | $4,616,000 | 3,032 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,508,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,235 |
| 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) | $25,524,000 | 3,211 |
| Total debt securities | $25,524,000 | 3,470 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $22,474,000 | 3,704 |
| U.S. Government securities | $13,690,000 | 3,426 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,690,000 | 3,300 |
| Securities issued by states & political subdivisions | $8,784,000 | 2,953 |
| 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 | $7,856,000 | 3,250 |
| Mortgage-backed securities | $4,631,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $4,308,000 | 3,105 |
| Issued or guaranteed by U.S. | $4,308,000 | 3,101 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $323,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $323,000 | 2,729 |
| 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) | $22,474,000 | 3,401 |
| Total debt securities | $22,474,000 | 3,676 |
| 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 | $27,443,000 | 3,373 |
| U.S. Government securities | $18,213,000 | 3,023 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $18,213,000 | 2,911 |
| Securities issued by states & political subdivisions | $9,230,000 | 2,906 |
| 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 | $8,278,000 | 3,221 |
| Mortgage-backed securities | $6,153,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $4,558,000 | 3,080 |
| Issued or guaranteed by U.S. | $4,558,000 | 3,078 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $423,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,708 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,172,000 | 1,002 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,172,000 | 654 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $27,443,000 | 3,094 |
| Total debt securities | $27,443,000 | 3,347 |
| 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 | $26,279,000 | 3,512 |
| U.S. Government securities | $17,512,000 | 3,167 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $17,512,000 | 3,057 |
| Securities issued by states & political subdivisions | $8,767,000 | 2,961 |
| 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 | $8,477,000 | 3,250 |
| Mortgage-backed securities | $5,400,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $4,231,000 | 3,181 |
| Issued or guaranteed by U.S. | $4,231,000 | 3,177 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,169,000 | 941 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,169,000 | 639 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $26,279,000 | 3,226 |
| Total debt securities | $26,279,000 | 3,486 |
| 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 | $24,490,000 | 3,679 |
| U.S. Government securities | $15,931,000 | 3,387 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,931,000 | 3,278 |
| Securities issued by states & political subdivisions | $8,559,000 | 2,989 |
| 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 | $8,338,000 | 3,292 |
| Mortgage-backed securities | $5,192,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $3,515,000 | 3,360 |
| Issued or guaranteed by U.S. | $3,515,000 | 3,359 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,677,000 | 856 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,677,000 | 576 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $24,490,000 | 3,372 |
| Total debt securities | $24,490,000 | 3,658 |
| 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 | $19,913,000 | 4,044 |
| U.S. Government securities | $8,869,000 | 4,257 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,869,000 | 4,128 |
| Securities issued by states & political subdivisions | $11,044,000 | 2,685 |
| 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 | $4,915,000 | 3,935 |
| Mortgage-backed securities | $1,986,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $973,000 | 4,167 |
| Issued or guaranteed by U.S. | $973,000 | 4,164 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,013,000 | 909 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,013,000 | 588 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,913,000 | 3,698 |
| Total debt securities | $19,913,000 | 4,017 |
| 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 | $20,850,000 | 4,043 |
| U.S. Government securities | $9,397,000 | 4,273 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,397,000 | 4,157 |
| Securities issued by states & political subdivisions | $11,453,000 | 2,643 |
| 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 | $5,922,000 | 3,806 |
| Mortgage-backed securities | $2,522,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $1,042,000 | 4,195 |
| Issued or guaranteed by U.S. | $1,042,000 | 4,190 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $452,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 2,823 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,028,000 | 873 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,028,000 | 563 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $20,850,000 | 3,699 |
| Total debt securities | $20,850,000 | 4,018 |
| 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 | $24,278,000 | 3,857 |
| U.S. Government securities | $11,897,000 | 4,064 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,897,000 | 3,941 |
| Securities issued by states & political subdivisions | $12,381,000 | 2,560 |
| 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 | $547,000 | 5,207 |
| Mortgage-backed securities | $5,250,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $1,093,000 | 4,249 |
| Issued or guaranteed by U.S. | $1,093,000 | 4,245 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,103,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $2,103,000 | 2,217 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,054,000 | 690 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,054,000 | 458 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $24,278,000 | 3,526 |
| Total debt securities | $24,278,000 | 3,834 |
| 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 | $18,589,000 | 4,343 |
| U.S. Government securities | $9,003,000 | 4,529 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,003,000 | 4,408 |
| Securities issued by states & political subdivisions | $9,586,000 | 2,902 |
| 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 | $550,000 | 5,269 |
| Mortgage-backed securities | $3,320,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,272,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $2,272,000 | 2,201 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,048,000 | 812 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,048,000 | 520 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $18,589,000 | 3,975 |
| Total debt securities | $18,589,000 | 4,317 |
| 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 | $20,012,000 | 4,282 |
| U.S. Government securities | $7,590,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,590,000 | 4,667 |
| Securities issued by states & political subdivisions | $12,422,000 | 2,544 |
| 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 | $1,109,000 | 5,130 |
| Mortgage-backed securities | $4,107,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,076,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $3,076,000 | 2,060 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,031,000 | 796 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $1,031,000 | 498 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $20,012,000 | 3,922 |
| Total debt securities | $20,012,000 | 4,260 |
| 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 | $20,538,000 | 4,327 |
| U.S. Government securities | $8,092,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,092,000 | 4,694 |
| Securities issued by states & political subdivisions | $12,446,000 | 2,557 |
| 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 | $1,688,000 | 5,020 |
| Mortgage-backed securities | $5,703,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $408,000 | 4,784 |
| Issued or guaranteed by U.S. | $408,000 | 4,780 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,274,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $4,274,000 | 1,862 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,021,000 | 769 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,021,000 | 465 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $20,538,000 | 3,966 |
| Total debt securities | $20,538,000 | 4,303 |
| 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 | $23,569,000 | 4,141 |
| U.S. Government securities | $9,090,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,090,000 | 4,617 |
| Securities issued by states & political subdivisions | $14,479,000 | 2,352 |
| 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 | $2,242,000 | 4,895 |
| Mortgage-backed securities | $6,651,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $1,147,000 | 4,497 |
| Issued or guaranteed by U.S. | $1,147,000 | 4,495 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,479,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $4,479,000 | 1,855 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,025,000 | 766 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,025,000 | 459 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $23,569,000 | 3,778 |
| Total debt securities | $23,569,000 | 4,112 |
| 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 | $20,811,000 | 4,382 |
| U.S. Government securities | $5,361,000 | 5,369 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,361,000 | 5,256 |
| Securities issued by states & political subdivisions | $15,450,000 | 2,251 |
| 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 | $2,205,000 | 4,954 |
| Mortgage-backed securities | $2,901,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $1,215,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,215,000 | 4,506 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,686,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $1,686,000 | 2,522 |
| 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) | $20,811,000 | 4,013 |
| Total debt securities | $20,811,000 | 4,359 |
| 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 | $22,694,000 | 4,227 |
| U.S. Government securities | $6,559,000 | 5,159 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,559,000 | 5,057 |
| Securities issued by states & political subdivisions | $16,122,000 | 2,179 |
| 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 | $13,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,286,000 | 4,672 |
| Mortgage-backed securities | $5,603,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $3,821,000 | 3,742 |
| Issued or guaranteed by U.S. | $3,821,000 | 3,739 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,782,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $1,782,000 | 2,473 |
| 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) | $22,694,000 | 3,871 |
| Total debt securities | $22,681,000 | 4,203 |
| 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 | $22,214,000 | 4,303 |
| U.S. Government securities | $6,057,000 | 5,294 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,057,000 | 5,192 |
| Securities issued by states & political subdivisions | $15,946,000 | 2,193 |
| 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 | $211,000 | 882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,302,000 | 4,714 |
| Mortgage-backed securities | $5,058,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $3,106,000 | 3,955 |
| Issued or guaranteed by U.S. | $3,106,000 | 3,948 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,952,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 2,413 |
| 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) | $22,214,000 | 3,946 |
| Total debt securities | $22,003,000 | 4,290 |
| 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 | $24,662,000 | 4,113 |
| U.S. Government securities | $9,115,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,115,000 | 4,696 |
| Securities issued by states & political subdivisions | $15,340,000 | 2,239 |
| 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 | $207,000 | 891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,506,000 | 4,390 |
| Mortgage-backed securities | $8,050,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $5,774,000 | 3,318 |
| Issued or guaranteed by U.S. | $5,774,000 | 3,316 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,276,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 2,369 |
| 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) | $24,662,000 | 3,775 |
| Total debt securities | $24,455,000 | 4,095 |
| 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 | $27,417,000 | 3,883 |
| U.S. Government securities | $12,712,000 | 4,343 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,712,000 | 4,234 |
| Securities issued by states & political subdivisions | $14,494,000 | 2,310 |
| 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 | $211,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,697,000 | 4,369 |
| Mortgage-backed securities | $11,616,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $9,056,000 | 2,796 |
| Issued or guaranteed by U.S. | $9,056,000 | 2,795 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,560,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $2,560,000 | 2,347 |
| 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) | $27,417,000 | 3,596 |
| Total debt securities | $27,206,000 | 3,870 |
| 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 | $26,879,000 | 3,896 |
| U.S. Government securities | $13,822,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,822,000 | 4,063 |
| Securities issued by states & political subdivisions | $12,845,000 | 2,460 |
| 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 | $212,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,781,000 | 4,345 |
| Mortgage-backed securities | $12,709,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $10,288,000 | 2,620 |
| Issued or guaranteed by U.S. | $10,288,000 | 2,618 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,841,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,841,000 | 2,604 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $580,000 | 552 |
| Commercial mortgage pass-through securities | $580,000 | 404 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $26,879,000 | 3,599 |
| Total debt securities | $26,667,000 | 3,881 |
| 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 | $22,213,000 | 4,322 |
| U.S. Government securities | $12,043,000 | 4,509 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,043,000 | 4,415 |
| Securities issued by states & political subdivisions | $9,957,000 | 2,807 |
| 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 | $213,000 | 882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,839,000 | 4,387 |
| Mortgage-backed securities | $12,043,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $11,048,000 | 2,656 |
| Issued or guaranteed by U.S. | $11,048,000 | 2,653 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $417,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 3,268 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $578,000 | 524 |
| Commercial mortgage pass-through securities | $578,000 | 371 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $22,213,000 | 3,969 |
| Total debt securities | $22,000,000 | 4,311 |
| 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 | $21,484,000 | 4,449 |
| U.S. Government securities | $12,675,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,675,000 | 4,385 |
| Securities issued by states & political subdivisions | $8,598,000 | 2,962 |
| 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 | $211,000 | 885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,440,000 | 5,543 |
| Mortgage-backed securities | $12,675,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $12,227,000 | 2,565 |
| Issued or guaranteed by U.S. | $12,227,000 | 2,562 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $448,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 3,262 |
| 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) | $21,484,000 | 4,103 |
| Total debt securities | $21,273,000 | 4,433 |
| 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 | $21,949,000 | 4,438 |
| U.S. Government securities | $13,850,000 | 4,416 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,850,000 | 4,320 |
| Securities issued by states & political subdivisions | $7,889,000 | 3,005 |
| 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 | $210,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $13,850,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $12,969,000 | 2,479 |
| Issued or guaranteed by U.S. | $12,969,000 | 2,473 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $881,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $881,000 | 3,077 |
| 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) | $21,949,000 | 4,087 |
| Total debt securities | $21,739,000 | 4,428 |
| 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 | $23,047,000 | 4,275 |
| U.S. Government securities | $14,466,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,466,000 | 4,183 |
| Securities issued by states & political subdivisions | $8,371,000 | 2,883 |
| 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 | $210,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $14,466,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $13,004,000 | 2,370 |
| Issued or guaranteed by U.S. | $13,004,000 | 2,365 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,462,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $1,462,000 | 2,731 |
| 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) | $23,047,000 | 3,928 |
| Total debt securities | $22,837,000 | 4,269 |
| 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 | $21,076,000 | 4,400 |
| U.S. Government securities | $12,553,000 | 4,501 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,553,000 | 4,404 |
| Securities issued by states & political subdivisions | $8,314,000 | 2,839 |
| 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 | $209,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $472,000 | 5,751 |
| Mortgage-backed securities | $12,553,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $11,536,000 | 2,468 |
| Issued or guaranteed by U.S. | $11,536,000 | 2,463 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,017,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,865 |
| 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) | $21,076,000 | 4,038 |
| Total debt securities | $20,867,000 | 4,379 |
| 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 | $17,392,000 | 4,847 |
| U.S. Government securities | $9,586,000 | 5,117 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,586,000 | 5,000 |
| Securities issued by states & political subdivisions | $7,597,000 | 2,908 |
| 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 | $209,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $523,000 | 5,756 |
| Mortgage-backed securities | $9,586,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $9,079,000 | 2,771 |
| Issued or guaranteed by U.S. | $9,079,000 | 2,764 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $507,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 3,056 |
| 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) | $17,392,000 | 4,439 |
| Total debt securities | $17,183,000 | 4,840 |
| 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 | $18,912,000 | 4,674 |
| U.S. Government securities | $11,798,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,798,000 | 4,617 |
| Securities issued by states & political subdivisions | $6,906,000 | 2,985 |
| 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 | $208,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $563,000 | 5,772 |
| Mortgage-backed securities | $9,795,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $9,289,000 | 2,679 |
| Issued or guaranteed by U.S. | $9,289,000 | 2,674 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $506,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 3,005 |
| 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) | $18,912,000 | 4,273 |
| Total debt securities | $18,704,000 | 4,655 |
| 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 | $13,886,000 | 5,178 |
| U.S. Government securities | $6,835,000 | 5,492 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,835,000 | 5,381 |
| Securities issued by states & political subdivisions | $6,843,000 | 3,010 |
| 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 | $208,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $626,000 | 5,804 |
| Mortgage-backed securities | $6,332,000 | 3,752 |
| Certificates of participation in pools of residential mortgages | $6,332,000 | 3,054 |
| Issued or guaranteed by U.S. | $6,332,000 | 3,045 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $13,886,000 | 4,751 |
| Total debt securities | $13,678,000 | 5,168 |
| 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 | $15,015,000 | 4,974 |
| U.S. Government securities | $7,710,000 | 5,249 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,710,000 | 5,132 |
| Securities issued by states & political subdivisions | $7,095,000 | 2,882 |
| 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 | $210,000 | 950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $626,000 | 5,892 |
| Mortgage-backed securities | $6,704,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $6,704,000 | 2,940 |
| Issued or guaranteed by U.S. | $6,704,000 | 2,931 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $15,015,000 | 4,535 |
| Total debt securities | $14,805,000 | 4,963 |
| 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 | $15,236,000 | 4,963 |
| U.S. Government securities | $9,963,000 | 4,935 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,963,000 | 4,823 |
| Securities issued by states & political subdivisions | $5,062,000 | 3,266 |
| 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 | $211,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $646,000 | 5,931 |
| Mortgage-backed securities | $4,953,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $4,953,000 | 3,365 |
| Issued or guaranteed by U.S. | $4,953,000 | 3,358 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $15,236,000 | 4,540 |
| Total debt securities | $15,025,000 | 4,954 |
| 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 | $11,282,000 | 5,573 |
| U.S. Government securities | $9,033,000 | 5,214 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,033,000 | 5,105 |
| Securities issued by states & political subdivisions | $2,040,000 | 4,273 |
| 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 | $209,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $700,000 | 5,991 |
| Mortgage-backed securities | $6,037,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $6,037,000 | 3,219 |
| Issued or guaranteed by U.S. | $6,037,000 | 3,212 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $11,282,000 | 5,112 |
| Total debt securities | $11,073,000 | 5,557 |
| 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 | $10,027,000 | 5,790 |
| U.S. Government securities | $8,546,000 | 5,262 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,546,000 | 5,162 |
| Securities issued by states & political subdivisions | $1,269,000 | 4,711 |
| 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 | $212,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $727,000 | 6,029 |
| Mortgage-backed securities | $6,799,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $6,799,000 | 3,126 |
| Issued or guaranteed by U.S. | $6,799,000 | 3,118 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $10,027,000 | 5,311 |
| Total debt securities | $9,815,000 | 5,793 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $8,752,000 | 6,052 |
| U.S. Government securities | $7,762,000 | 5,463 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,762,000 | 5,368 |
| Securities issued by states & political subdivisions | $775,000 | 5,090 |
| 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 | $215,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $890,000 | 5,984 |
| Mortgage-backed securities | $7,262,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $7,262,000 | 3,109 |
| Issued or guaranteed by U.S. | $7,262,000 | 3,099 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $500,000 | 2,700 |
| Available-for-sale securities (fair market value) | $8,252,000 | 5,628 |
| Total debt securities | $8,537,000 | 6,042 |
| 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 | $7,758,000 | 6,243 |
| U.S. Government securities | $7,547,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,547,000 | 5,403 |
| 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 | $211,000 | 1,136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $888,000 | 6,029 |
| Mortgage-backed securities | $7,547,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $7,547,000 | 3,112 |
| Issued or guaranteed by U.S. | $7,547,000 | 3,100 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,758,000 | 5,739 |
| Total debt securities | $7,547,000 | 6,230 |
| 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 | $8,255,000 | 6,217 |
| U.S. Government securities | $8,044,000 | 5,504 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,044,000 | 5,419 |
| 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 | $211,000 | 1,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $910,000 | 6,067 |
| Mortgage-backed securities | $7,544,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $7,544,000 | 3,180 |
| Issued or guaranteed by U.S. | $7,544,000 | 3,169 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 2,800 |
| Available-for-sale securities (fair market value) | $7,755,000 | 5,776 |
| Total debt securities | $8,044,000 | 6,208 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $8,439,000 | 6,221 |
| U.S. Government securities | $8,212,000 | 5,546 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,212,000 | 5,464 |
| 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 | $227,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $891,000 | 6,111 |
| Mortgage-backed securities | $7,712,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $7,712,000 | 3,104 |
| Issued or guaranteed by U.S. | $7,712,000 | 3,092 |
| 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) | $500,000 | 2,828 |
| Available-for-sale securities (fair market value) | $7,939,000 | 5,775 |
| Total debt securities | $8,212,000 | 6,226 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $8,680,000 | 6,149 |
| U.S. Government securities | $8,406,000 | 5,479 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,406,000 | 5,388 |
| 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 | $274,000 | 1,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $901,000 | 6,139 |
| Mortgage-backed securities | $7,906,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $7,906,000 | 2,981 |
| Issued or guaranteed by U.S. | $7,906,000 | 2,971 |
| 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) | $500,000 | 2,836 |
| Available-for-sale securities (fair market value) | $8,180,000 | 5,680 |
| Total debt securities | $8,406,000 | 6,148 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $9,489,000 | 6,030 |
| U.S. Government securities | $8,874,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,874,000 | 5,291 |
| 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 | $615,000 | 1,179 |
| 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 | 6,066 |
| Mortgage-backed securities | $8,374,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $8,374,000 | 2,893 |
| Issued or guaranteed by U.S. | $8,374,000 | 2,879 |
| 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) | $500,000 | 2,846 |
| Available-for-sale securities (fair market value) | $8,989,000 | 5,587 |
| Total debt securities | $8,874,000 | 6,069 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $2,129,000 | 7,664 |
| U.S. Government securities | $1,439,000 | 7,566 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,439,000 | 7,480 |
| 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 | $690,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $1,439,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 4,885 |
| Issued or guaranteed by U.S. | $1,439,000 | 4,863 |
| 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) | $2,129,000 | 7,042 |
| Total debt securities | $1,439,000 | 7,786 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $1,071,000 | 7,979 |
| U.S. Government securities | $383,000 | 7,969 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $383,000 | 7,874 |
| 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 | $688,000 | 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 | $300,000 | 6,516 |
| Mortgage-backed securities | $83,000 | 6,204 |
| Certificates of participation in pools of residential mortgages | $83,000 | 5,889 |
| Issued or guaranteed by U.S. | $83,000 | 5,869 |
| 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) | $300,000 | 3,099 |
| Available-for-sale securities (fair market value) | $771,000 | 7,409 |
| Total debt securities | $383,000 | 8,075 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $1,138,000 | 8,018 |
| U.S. Government securities | $384,000 | 8,030 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $384,000 | 7,925 |
| 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 | $754,000 | 1,076 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $300,000 | 6,540 |
| Mortgage-backed securities | $84,000 | 6,174 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,850 |
| Issued or guaranteed by U.S. | $84,000 | 5,827 |
| 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) | $300,000 | 3,169 |
| Available-for-sale securities (fair market value) | $838,000 | 7,428 |
| Total debt securities | $384,000 | 8,126 |
| 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 | $1,172,000 | 8,058 |
| U.S. Government securities | $387,000 | 8,080 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $387,000 | 7,977 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $785,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $87,000 | 6,192 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,864 |
| Issued or guaranteed by U.S. | $87,000 | 5,843 |
| 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) | $300,000 | 3,204 |
| Available-for-sale securities (fair market value) | $872,000 | 7,454 |
| Total debt securities | $387,000 | 8,180 |
| 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 | $1,076,000 | 8,115 |
| U.S. Government securities | $286,000 | 8,144 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $286,000 | 8,040 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $790,000 | 1,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $88,000 | 6,203 |
| Certificates of participation in pools of residential mortgages | $88,000 | 5,875 |
| Issued or guaranteed by U.S. | $88,000 | 5,851 |
| 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) | $198,000 | 3,408 |
| Available-for-sale securities (fair market value) | $878,000 | 7,475 |
| Total debt securities | $286,000 | 8,225 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $75,000 | 260 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $1,331,000 | 8,120 |
| U.S. Government securities | $546,000 | 8,114 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $546,000 | 8,011 |
| 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 | $785,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $98,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,866 |
| Issued or guaranteed by U.S. | $98,000 | 5,843 |
| 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) | $448,000 | 3,212 |
| Available-for-sale securities (fair market value) | $883,000 | 7,516 |
| Total debt securities | $546,000 | 8,224 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $89,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $1,427,000 | 8,178 |
| U.S. Government securities | $647,000 | 8,179 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $647,000 | 8,071 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $780,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $100,000 | 6,230 |
| Certificates of participation in pools of residential mortgages | $100,000 | 5,896 |
| Issued or guaranteed by U.S. | $100,000 | 5,865 |
| 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) | $547,000 | 3,182 |
| Available-for-sale securities (fair market value) | $880,000 | 7,572 |
| Total debt securities | $646,000 | 8,293 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $84,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $1,142,000 | 8,283 |
| U.S. Government securities | $397,000 | 8,288 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $397,000 | 8,175 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $745,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $101,000 | 6,273 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,938 |
| Issued or guaranteed by U.S. | $101,000 | 5,911 |
| 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) | $296,000 | 3,498 |
| Available-for-sale securities (fair market value) | $846,000 | 7,626 |
| Total debt securities | $398,000 | 8,378 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $72,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $1,481,000 | 8,260 |
| U.S. Government securities | $398,000 | 8,332 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $398,000 | 8,220 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $299,000 | 2,720 |
| 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 | $299,000 | 2,157 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $784,000 | 1,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $104,000 | 6,309 |
| Certificates of participation in pools of residential mortgages | $104,000 | 5,966 |
| Issued or guaranteed by U.S. | $104,000 | 5,942 |
| 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) | $593,000 | 3,258 |
| Available-for-sale securities (fair market value) | $888,000 | 7,653 |
| Total debt securities | $697,000 | 8,366 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $77,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $1,394,000 | 8,321 |
| U.S. Government securities | $315,000 | 8,403 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $315,000 | 8,291 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $299,000 | 2,801 |
| 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 | $299,000 | 2,266 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $780,000 | 1,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $208,000 | 6,922 |
| Mortgage-backed securities | $107,000 | 6,374 |
| Certificates of participation in pools of residential mortgages | $107,000 | 6,013 |
| Issued or guaranteed by U.S. | $107,000 | 5,987 |
| 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) | $507,000 | 3,392 |
| Available-for-sale securities (fair market value) | $887,000 | 7,689 |
| Total debt securities | $614,000 | 8,432 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $73,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $2,104,000 | 8,181 |
| U.S. Government securities | $324,000 | 8,433 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $324,000 | 8,332 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $997,000 | 2,168 |
| 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 | $997,000 | 1,713 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $783,000 | 1,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $118,000 | 6,395 |
| Certificates of participation in pools of residential mortgages | $118,000 | 6,029 |
| Issued or guaranteed by U.S. | $118,000 | 6,008 |
| 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) | $1,203,000 | 2,998 |
| Available-for-sale securities (fair market value) | $901,000 | 7,717 |
| Total debt securities | $1,321,000 | 8,324 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $67,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $2,149,000 | 8,199 |
| U.S. Government securities | $155,000 | 8,505 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $155,000 | 8,408 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,199,000 | 2,041 |
| 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 | $1,199,000 | 1,609 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $795,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $155,000 | 6,355 |
| Certificates of participation in pools of residential mortgages | $155,000 | 5,982 |
| Issued or guaranteed by U.S. | $155,000 | 5,953 |
| 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) | $1,199,000 | 3,054 |
| Available-for-sale securities (fair market value) | $950,000 | 7,731 |
| Total debt securities | $1,354,000 | 8,340 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $88,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $2,131,000 | 8,281 |
| U.S. Government securities | $158,000 | 8,569 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $158,000 | 8,470 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,197,000 | 2,105 |
| 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 | $1,197,000 | 1,687 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $776,000 | 1,288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $158,000 | 6,420 |
| Certificates of participation in pools of residential mortgages | $158,000 | 6,054 |
| Issued or guaranteed by U.S. | $158,000 | 6,030 |
| 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) | $1,197,000 | 3,101 |
| Available-for-sale securities (fair market value) | $934,000 | 7,814 |
| Total debt securities | $1,355,000 | 8,413 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $199,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $1,976,000 | 8,368 |
| U.S. Government securities | $70,000 | 8,640 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $70,000 | 8,549 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,104,000 | 2,192 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,057 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,953 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $802,000 | 1,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $175,000 | 6,435 |
| Certificates of participation in pools of residential mortgages | $175,000 | 6,056 |
| Issued or guaranteed by U.S. | $70,000 | 6,316 |
| Privately issued | $105,000 | 165 |
| 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) | $999,000 | 3,236 |
| Available-for-sale securities (fair market value) | $977,000 | 7,823 |
| Total debt securities | $1,174,000 | 8,474 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $2,831,000 | 8,221 |
| U.S. Government securities | $203,000 | 8,638 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $203,000 | 8,536 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,827,000 | 1,882 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,827,000 | 1,538 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $801,000 | 1,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $203,000 | 6,447 |
| Certificates of participation in pools of residential mortgages | $203,000 | 6,042 |
| Issued or guaranteed by U.S. | $203,000 | 6,026 |
| 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) | $1,827,000 | 2,894 |
| Available-for-sale securities (fair market value) | $1,004,000 | 7,847 |
| Total debt securities | $2,030,000 | 8,335 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $95,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $2,330,000 | 8,401 |
| U.S. Government securities | $208,000 | 8,700 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $208,000 | 8,594 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,328,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,328,000 | 1,836 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $794,000 | 1,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $208,000 | 6,512 |
| Certificates of participation in pools of residential mortgages | $208,000 | 6,108 |
| Issued or guaranteed by U.S. | $208,000 | 6,091 |
| 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) | $1,328,000 | 3,126 |
| Available-for-sale securities (fair market value) | $1,002,000 | 7,917 |
| Total debt securities | $1,536,000 | 8,524 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $2,889,000 | 8,265 |
| U.S. Government securities | $230,000 | 8,704 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $230,000 | 8,603 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,825,000 | 2,068 |
| 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 | $1,825,000 | 1,720 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $834,000 | 1,408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $230,000 | 6,509 |
| Certificates of participation in pools of residential mortgages | $230,000 | 6,083 |
| Issued or guaranteed by U.S. | $230,000 | 6,061 |
| 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) | $1,825,000 | 2,909 |
| Available-for-sale securities (fair market value) | $1,064,000 | 7,914 |
| Total debt securities | $2,052,000 | 8,396 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $2,438,000 | 8,439 |
| U.S. Government securities | $286,000 | 8,759 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $286,000 | 8,647 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,326,000 | 2,339 |
| 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 | $1,326,000 | 2,042 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $826,000 | 1,423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $286,000 | 6,461 |
| Certificates of participation in pools of residential mortgages | $286,000 | 6,045 |
| Issued or guaranteed by U.S. | $286,000 | 6,021 |
| 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) | $1,326,000 | 3,171 |
| Available-for-sale securities (fair market value) | $1,112,000 | 7,961 |
| Total debt securities | $1,612,000 | 8,573 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $150,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $3,434,000 | 8,182 |
| U.S. Government securities | $294,000 | 8,798 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $294,000 | 8,675 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,326,000 | 1,976 |
| 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 | $2,326,000 | 1,697 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $814,000 | 1,485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $294,000 | 6,501 |
| Certificates of participation in pools of residential mortgages | $294,000 | 6,082 |
| Issued or guaranteed by U.S. | $294,000 | 6,054 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,326,000 | 2,770 |
| Available-for-sale securities (fair market value) | $1,108,000 | 7,985 |
| Total debt securities | $2,620,000 | 8,328 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $141,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $4,355,000 | 7,939 |
| U.S. Government securities | $341,000 | 8,802 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $341,000 | 8,673 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,174,000 | 1,805 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,174,000 | 1,521 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $840,000 | 1,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $341,000 | 6,492 |
| Certificates of participation in pools of residential mortgages | $341,000 | 6,046 |
| Issued or guaranteed by U.S. | $341,000 | 6,025 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,174,000 | 2,507 |
| Available-for-sale securities (fair market value) | $1,181,000 | 7,973 |
| Total debt securities | $3,515,000 | 8,092 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $135,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $4,404,000 | 7,983 |
| U.S. Government securities | $389,000 | 8,837 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $389,000 | 8,705 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,180,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,180,000 | 1,522 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $835,000 | 1,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $389,000 | 6,458 |
| Certificates of participation in pools of residential mortgages | $389,000 | 5,986 |
| Issued or guaranteed by U.S. | $389,000 | 5,967 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,180,000 | 2,545 |
| Available-for-sale securities (fair market value) | $1,224,000 | 8,005 |
| Total debt securities | $3,569,000 | 8,132 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $229,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $2,446,000 | 8,573 |
| U.S. Government securities | $431,000 | 8,875 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $431,000 | 8,739 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,186,000 | 2,661 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,186,000 | 2,328 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $829,000 | 1,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $431,000 | 6,426 |
| Certificates of participation in pools of residential mortgages | $431,000 | 5,919 |
| Issued or guaranteed by U.S. | $431,000 | 5,899 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,186,000 | 3,464 |
| Available-for-sale securities (fair market value) | $1,260,000 | 8,024 |
| Total debt securities | $1,618,000 | 8,687 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $225,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $6,835,000 | 7,380 |
| U.S. Government securities | $538,000 | 9,057 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $538,000 | 8,902 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $4,186,000 | 1,589 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,186,000 | 1,281 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,111,000 | 1,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $538,000 | 6,301 |
| Certificates of participation in pools of residential mortgages | $538,000 | 5,666 |
| Issued or guaranteed by U.S. | $538,000 | 5,645 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,186,000 | 2,456 |
| Available-for-sale securities (fair market value) | $2,649,000 | 7,726 |
| Total debt securities | $4,724,000 | 7,913 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $290,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $7,697,000 | 7,439 |
| U.S. Government securities | $3,713,000 | 8,316 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,713,000 | 7,972 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,764,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,764,000 | 1,742 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,220,000 | 1,473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $717,000 | 5,835 |
| Certificates of participation in pools of residential mortgages | $717,000 | 5,118 |
| Issued or guaranteed by U.S. | $717,000 | 5,104 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,760,000 | 2,838 |
| Available-for-sale securities (fair market value) | $2,937,000 | 7,886 |
| Total debt securities | $5,477,000 | 8,074 |
| 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 | $6,010,000 | 8,340 |
| U.S. Government securities | $3,888,000 | 8,553 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,888,000 | 8,049 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,122,000 | 1,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $892,000 | 5,968 |
| Certificates of participation in pools of residential mortgages | $892,000 | 5,175 |
| Issued or guaranteed by U.S. | $892,000 | 5,164 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,996,000 | 3,776 |
| Available-for-sale securities (fair market value) | $3,014,000 | 8,077 |
| Total debt securities | $3,888,000 | 8,954 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $251,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $7,334,000 | 7,909 |
| U.S. Government securities | $2,132,000 | 9,369 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,132,000 | 8,661 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $3,035,000 | 1,418 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,035,000 | 1,146 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,167,000 | 1,443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $1,330,000 | 5,796 |
| Certificates of participation in pools of residential mortgages | $1,330,000 | 4,918 |
| Issued or guaranteed by U.S. | $1,330,000 | 4,900 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,534,000 | 3,959 |
| Available-for-sale securities (fair market value) | $3,800,000 | 7,802 |
| Total debt securities | $5,167,000 | 8,586 |
| 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 | $7,107,000 | 8,407 |
| U.S. Government securities | $4,468,000 | 8,868 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $4,468,000 | 7,591 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $496,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,000 | 1,920 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,143,000 | 1,404 |
| 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 | $2,006,000 | 5,410 |
| Certificates of participation in pools of residential mortgages | $2,006,000 | 4,381 |
| Issued or guaranteed by U.S. | $2,006,000 | 4,368 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,493,000 | 5,320 |
| Available-for-sale securities (fair market value) | $4,614,000 | 7,624 |
| Total debt securities | $4,964,000 | 9,133 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $8,685,000 | 8,375 |
| U.S. Government securities | $5,785,000 | 8,762 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $5,785,000 | 7,235 |
| Securities issued by states & political subdivisions | $600,000 | 6,841 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,300,000 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,477,000 | 5,552 |
| Certificates of participation in pools of residential mortgages | $2,477,000 | 4,412 |
| Issued or guaranteed by U.S. | $2,477,000 | 4,389 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,447,000 | 5,436 |
| Available-for-sale securities (fair market value) | $5,238,000 | 7,669 |
| Total debt securities | $6,350,000 | 9,141 |
| Structured notes |
| Amortized cost | $400,000 | 2,918 |
| Fair value | $399,000 | 2,937 |
| 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 | $6,962,000 | 9,415 |
| U.S. Government securities | $4,275,000 | 9,919 |
| U.S. Treasury securities | $504,000 | 9,340 |
| U.S. Government agency obligations | $3,771,000 | 8,466 |
| Securities issued by states & political subdivisions | $600,000 | 7,097 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,087,000 | 1,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $1,921,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $1,921,000 | 4,987 |
| Issued or guaranteed by U.S. | $1,921,000 | 4,953 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,450,000 | 6,340 |
| Available-for-sale securities (fair market value) | $4,512,000 | 8,273 |
| Total debt securities | $4,800,000 | 10,194 |
| Structured notes |
| Amortized cost | $900,000 | 2,958 |
| Fair value | $900,000 | 2,949 |
| 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 | $7,676,000 | 9,665 |
| U.S. Government securities | $3,732,000 | 10,838 |
| U.S. Treasury securities | $486,000 | 10,559 |
| U.S. Government agency obligations | $3,246,000 | 8,904 |
| Securities issued by states & political subdivisions | $600,000 | 7,441 |
| Other domestic debt securities | $692,000 | 3,178 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $692,000 | 2,556 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,652,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $2,146,000 | 6,507 |
| Certificates of participation in pools of residential mortgages | $2,146,000 | 5,052 |
| Issued or guaranteed by U.S. | $2,146,000 | 5,027 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,145,000 | 9,914 |
| Available-for-sale securities (fair market value) | $5,531,000 | 6,579 |
| Total debt securities | $5,073,000 | 10,711 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $7,454,000 | 10,107 |
| U.S. Government securities | $2,292,000 | 12,058 |
| U.S. Treasury securities | $701,000 | 10,523 |
| U.S. Government agency obligations | $1,591,000 | 10,615 |
| Securities issued by states & political subdivisions | $600,000 | 7,614 |
| Other domestic debt securities | $1,055,000 | 3,225 |
| 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 | $1,055,000 | 2,454 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,507,000 | 968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $1,591,000 | 7,692 |
| Certificates of participation in pools of residential mortgages | $1,591,000 | 6,186 |
| Issued or guaranteed by U.S. | $1,591,000 | 6,139 |
| 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 | $3,947,000 | 11,640 |
| 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 | $8,443,000 | 9,822 |
| U.S. Government securities | $3,959,000 | 11,504 |
| U.S. Treasury securities | $1,000,000 | 10,403 |
| U.S. Government agency obligations | $2,959,000 | 9,601 |
| Securities issued by states & political subdivisions | $1,230,000 | 6,149 |
| 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 | $3,259,000 | 879 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 495 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,664,000 | 7,032 |
| Certificates of participation in pools of residential mortgages | $2,664,000 | 5,457 |
| Issued or guaranteed by U.S. | $2,664,000 | 5,398 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $5,189,000 | 11,341 |
| 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 |
