| 2023-12-31 | Rank |
| Total securities | $15,811,000 | 3,747 |
| U.S. Government securities | $8,467,000 | 3,697 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $8,467,000 | 3,366 |
| Securities issued by states & political subdivisions | $1,639,000 | 3,396 |
| Other domestic debt securities | $5,613,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $5,613,000 | 914 |
| 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 | $2,900,000 | 3,553 |
| Mortgage-backed securities | $7,474,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,669,000 | 2,741 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,805,000 | 1,569 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $5,613,000 | 1,154 |
| Available-for-sale securities (fair market value) | $10,106,000 | 3,744 |
| Total debt securities | $15,720,000 | 3,726 |
| 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 | $15,661,000 | 3,773 |
| U.S. Government securities | $8,414,000 | 3,719 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $8,414,000 | 3,374 |
| Securities issued by states & political subdivisions | $1,559,000 | 3,433 |
| Other domestic debt securities | $5,609,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $5,609,000 | 912 |
| 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 | $2,556,000 | 3,586 |
| Mortgage-backed securities | $7,438,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,598,000 | 2,746 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,840,000 | 1,544 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $5,609,000 | 1,167 |
| Available-for-sale securities (fair market value) | $9,973,000 | 3,749 |
| Total debt securities | $15,581,000 | 3,755 |
| 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 | $16,167,000 | 3,792 |
| U.S. Government securities | $8,870,000 | 3,725 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $8,870,000 | 3,378 |
| Securities issued by states & political subdivisions | $1,622,000 | 3,467 |
| Other domestic debt securities | $5,605,000 | 1,296 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $5,605,000 | 921 |
| 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 | $3,590,000 | 3,457 |
| Mortgage-backed securities | $7,870,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,852,000 | 2,608 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,018,000 | 1,684 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $5,605,000 | 1,183 |
| Available-for-sale securities (fair market value) | $10,492,000 | 3,761 |
| Total debt securities | $16,095,000 | 3,773 |
| 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 | $13,087,000 | 4,008 |
| U.S. Government securities | $6,283,000 | 4,004 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,283,000 | 3,606 |
| Securities issued by states & political subdivisions | $1,141,000 | 3,627 |
| Other domestic debt securities | $5,600,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $5,600,000 | 954 |
| 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 | $3,745,000 | 3,404 |
| Mortgage-backed securities | $6,283,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,050,000 | 2,762 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,233,000 | 1,863 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $5,600,000 | 1,220 |
| Available-for-sale securities (fair market value) | $7,424,000 | 3,967 |
| Total debt securities | $13,025,000 | 3,991 |
| 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 | $13,220,000 | 4,035 |
| U.S. Government securities | $6,431,000 | 4,024 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $6,431,000 | 3,596 |
| Securities issued by states & political subdivisions | $1,134,000 | 3,661 |
| Other domestic debt securities | $5,597,000 | 1,361 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $5,597,000 | 965 |
| 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 | $3,741,000 | 3,329 |
| Mortgage-backed securities | $6,431,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,134,000 | 2,760 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,297,000 | 1,865 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $5,597,000 | 1,238 |
| Available-for-sale securities (fair market value) | $7,565,000 | 3,989 |
| Total debt securities | $13,161,000 | 4,016 |
| 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 | $11,295,000 | 4,144 |
| U.S. Government securities | $4,511,000 | 4,199 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $4,511,000 | 3,816 |
| Securities issued by states & political subdivisions | $1,115,000 | 3,695 |
| Other domestic debt securities | $5,617,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,617,000 | 957 |
| 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 | $3,563,000 | 3,339 |
| Mortgage-backed securities | $4,511,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,132,000 | 2,789 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 2,470 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $11,243,000 | 3,851 |
| Total debt securities | $11,243,000 | 4,121 |
| 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 | $10,703,000 | 4,197 |
| U.S. Government securities | $4,913,000 | 4,182 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $4,913,000 | 3,798 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $5,742,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,742,000 | 964 |
| 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 | $4,838,000 | 3,174 |
| Mortgage-backed securities | $4,913,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $4,477,000 | 2,862 |
| Issued or guaranteed by U.S. | $4,477,000 | 2,779 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $436,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,465 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $10,655,000 | 3,915 |
| Total debt securities | $10,654,000 | 4,180 |
| 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 | $11,784,000 | 4,106 |
| U.S. Government securities | $5,463,000 | 4,052 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $5,463,000 | 3,726 |
| Securities issued by states & political subdivisions | $475,000 | 3,909 |
| Other domestic debt securities | $5,788,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,788,000 | 938 |
| 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 | $4,374,000 | 3,229 |
| Mortgage-backed securities | $5,463,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $4,954,000 | 2,812 |
| Issued or guaranteed by U.S. | $4,954,000 | 2,734 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $509,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 2,427 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $11,726,000 | 3,852 |
| Total debt securities | $11,726,000 | 4,091 |
| 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 | $12,654,000 | 4,017 |
| U.S. Government securities | $6,156,000 | 3,885 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $6,156,000 | 3,629 |
| Securities issued by states & political subdivisions | $475,000 | 3,950 |
| Other domestic debt securities | $5,963,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,963,000 | 884 |
| 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 | $5,083,000 | 3,133 |
| Mortgage-backed securities | $6,156,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $5,558,000 | 2,733 |
| Issued or guaranteed by U.S. | $5,558,000 | 2,653 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $598,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 2,388 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $12,594,000 | 3,803 |
| Total debt securities | $12,594,000 | 4,002 |
| 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 | $12,649,000 | 4,008 |
| U.S. Government securities | $6,611,000 | 3,822 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,611,000 | 3,596 |
| Securities issued by states & political subdivisions | $475,000 | 3,997 |
| Other domestic debt securities | $5,511,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,511,000 | 871 |
| 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 | $5,503,000 | 3,086 |
| Mortgage-backed securities | $6,611,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $5,935,000 | 2,704 |
| Issued or guaranteed by U.S. | $5,935,000 | 2,631 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $676,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 2,393 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $12,597,000 | 3,799 |
| Total debt securities | $12,597,000 | 3,990 |
| 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 | $11,436,000 | 4,045 |
| U.S. Government securities | $6,042,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,042,000 | 3,651 |
| Securities issued by states & political subdivisions | $475,000 | 4,015 |
| Other domestic debt securities | $4,868,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $4,868,000 | 887 |
| 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 | $5,511,000 | 3,080 |
| Mortgage-backed securities | $6,042,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $5,276,000 | 2,770 |
| Issued or guaranteed by U.S. | $5,276,000 | 2,688 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $766,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $766,000 | 2,344 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $11,385,000 | 3,829 |
| Total debt securities | $11,385,000 | 4,027 |
| 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 | $11,365,000 | 3,993 |
| U.S. Government securities | $6,472,000 | 3,728 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,472,000 | 3,546 |
| Securities issued by states & political subdivisions | $475,000 | 4,027 |
| Other domestic debt securities | $4,370,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $4,370,000 | 848 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,487,000 | 3,549 |
| Mortgage-backed securities | $6,472,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $5,596,000 | 2,679 |
| Issued or guaranteed by U.S. | $5,596,000 | 2,601 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $876,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $876,000 | 2,278 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $11,317,000 | 3,771 |
| Total debt securities | $11,317,000 | 3,970 |
| 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 | $10,350,000 | 4,009 |
| U.S. Government securities | $4,953,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,953,000 | 3,656 |
| Securities issued by states & political subdivisions | $976,000 | 3,901 |
| Other domestic debt securities | $4,385,000 | 1,143 |
| 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 | $4,385,000 | 802 |
| 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 | $2,412,000 | 3,547 |
| Mortgage-backed securities | $4,953,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $3,977,000 | 2,858 |
| Issued or guaranteed by U.S. | $3,977,000 | 2,778 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $976,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 2,259 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,314,000 | 3,780 |
| Total debt securities | $10,313,000 | 3,980 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $10,682,000 | 3,953 |
| U.S. Government securities | $5,306,000 | 3,771 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,306,000 | 3,613 |
| Securities issued by states & political subdivisions | $978,000 | 3,870 |
| Other domestic debt securities | $4,367,000 | 1,093 |
| 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 | $4,367,000 | 757 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,391,000 | 3,593 |
| Mortgage-backed securities | $5,306,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $4,202,000 | 2,800 |
| Issued or guaranteed by U.S. | $4,202,000 | 2,720 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,104,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 2,238 |
| 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) | $10,651,000 | 3,723 |
| Total debt securities | $10,651,000 | 3,929 |
| 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 | $7,884,000 | 4,170 |
| U.S. Government securities | $3,584,000 | 4,030 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,584,000 | 3,865 |
| Securities issued by states & political subdivisions | $980,000 | 3,874 |
| Other domestic debt securities | $3,287,000 | 1,162 |
| 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 | $3,287,000 | 838 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,115,000 | 3,672 |
| Mortgage-backed securities | $3,584,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $2,365,000 | 3,149 |
| Issued or guaranteed by U.S. | $2,365,000 | 3,062 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,219,000 | 2,272 |
| CMOs issued by government agencies or sponsored agencies | $1,219,000 | 2,226 |
| 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) | $7,851,000 | 3,929 |
| Total debt securities | $7,851,000 | 4,146 |
| 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 | $4,804,000 | 4,448 |
| U.S. Government securities | $3,807,000 | 4,051 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,807,000 | 3,884 |
| Securities issued by states & political subdivisions | $972,000 | 3,864 |
| 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 | $2,265,000 | 3,658 |
| Mortgage-backed securities | $3,807,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $2,536,000 | 3,118 |
| Issued or guaranteed by U.S. | $2,536,000 | 3,023 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,271,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,217 |
| 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) | $4,779,000 | 4,209 |
| Total debt securities | $4,779,000 | 4,429 |
| 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 | $5,023,000 | 4,492 |
| U.S. Government securities | $4,001,000 | 4,098 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,001,000 | 3,931 |
| Securities issued by states & political subdivisions | $979,000 | 3,883 |
| 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 | $43,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,222,000 | 3,747 |
| Mortgage-backed securities | $4,001,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $2,641,000 | 3,072 |
| Issued or guaranteed by U.S. | $2,641,000 | 2,982 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,360,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $1,360,000 | 2,201 |
| 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) | $5,023,000 | 4,244 |
| Total debt securities | $4,980,000 | 4,474 |
| 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 | $5,274,000 | 4,537 |
| U.S. Government securities | $4,255,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,255,000 | 3,982 |
| Securities issued by states & political subdivisions | $978,000 | 3,923 |
| 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 | $41,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,225,000 | 3,605 |
| Mortgage-backed securities | $4,255,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $2,811,000 | 3,028 |
| Issued or guaranteed by U.S. | $2,811,000 | 2,937 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,444,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,208 |
| 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) | $5,274,000 | 4,289 |
| Total debt securities | $5,233,000 | 4,519 |
| 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 | $5,515,000 | 4,578 |
| U.S. Government securities | $4,502,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,502,000 | 4,019 |
| Securities issued by states & political subdivisions | $978,000 | 3,986 |
| 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 | $35,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,106,000 | 3,677 |
| Mortgage-backed securities | $4,502,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $2,981,000 | 3,004 |
| Issued or guaranteed by U.S. | $2,981,000 | 2,922 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,521,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $1,521,000 | 2,163 |
| 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) | $5,515,000 | 4,324 |
| Total debt securities | $5,479,000 | 4,564 |
| 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 | $5,729,000 | 4,619 |
| U.S. Government securities | $4,719,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,719,000 | 4,044 |
| Securities issued by states & political subdivisions | $975,000 | 4,050 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $35,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,068,000 | 3,539 |
| Mortgage-backed securities | $4,719,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $3,139,000 | 3,001 |
| Issued or guaranteed by U.S. | $3,139,000 | 2,913 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,580,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 2,147 |
| 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) | $5,729,000 | 4,356 |
| Total debt securities | $5,694,000 | 4,605 |
| 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 | $5,882,000 | 4,650 |
| U.S. Government securities | $4,882,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,882,000 | 4,064 |
| Securities issued by states & political subdivisions | $971,000 | 4,104 |
| 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 | $29,000 | 500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,543,000 | 3,670 |
| Mortgage-backed securities | $4,882,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $3,268,000 | 2,987 |
| Issued or guaranteed by U.S. | $3,268,000 | 2,925 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,614,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,614,000 | 2,142 |
| 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) | $5,882,000 | 4,386 |
| Total debt securities | $5,853,000 | 4,637 |
| 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 | $6,080,000 | 4,683 |
| U.S. Government securities | $5,071,000 | 4,246 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,071,000 | 4,102 |
| Securities issued by states & political subdivisions | $969,000 | 4,145 |
| 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 | $40,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,407,000 | 3,731 |
| Mortgage-backed securities | $5,071,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $3,413,000 | 3,001 |
| Issued or guaranteed by U.S. | $3,413,000 | 2,977 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,658,000 | 2,178 |
| CMOs issued by government agencies or sponsored agencies | $1,658,000 | 2,125 |
| 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) | $6,080,000 | 4,416 |
| Total debt securities | $6,039,000 | 4,668 |
| 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 | $6,419,000 | 4,701 |
| U.S. Government securities | $5,402,000 | 4,236 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,402,000 | 4,085 |
| Securities issued by states & political subdivisions | $970,000 | 4,194 |
| 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 | $47,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,476,000 | 3,766 |
| Mortgage-backed securities | $5,402,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $3,650,000 | 2,997 |
| Issued or guaranteed by U.S. | $3,650,000 | 2,843 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,752,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $1,752,000 | 2,109 |
| 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) | $6,419,000 | 4,426 |
| Total debt securities | $6,371,000 | 4,689 |
| 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 | $6,295,000 | 4,776 |
| U.S. Government securities | $5,755,000 | 4,244 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,755,000 | 4,098 |
| Securities issued by states & political subdivisions | $496,000 | 4,408 |
| 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 | $44,000 | 572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,501,000 | 3,807 |
| Mortgage-backed securities | $5,755,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $3,917,000 | 2,983 |
| Issued or guaranteed by U.S. | $3,917,000 | 2,978 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,838,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $1,838,000 | 2,070 |
| 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) | $6,295,000 | 4,497 |
| Total debt securities | $6,250,000 | 4,759 |
| 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 | $6,680,000 | 4,806 |
| U.S. Government securities | $6,144,000 | 4,240 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,144,000 | 4,102 |
| Securities issued by states & political subdivisions | $497,000 | 4,477 |
| 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 | $39,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,121,000 | 3,937 |
| Mortgage-backed securities | $6,144,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 2,956 |
| Issued or guaranteed by U.S. | $4,208,000 | 2,953 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,936,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $1,936,000 | 2,024 |
| 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) | $6,680,000 | 4,530 |
| Total debt securities | $6,641,000 | 4,789 |
| 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 | $6,629,000 | 4,860 |
| U.S. Government securities | $6,594,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,594,000 | 4,076 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $35,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,067,000 | 4,016 |
| Mortgage-backed securities | $6,594,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $4,544,000 | 2,939 |
| Issued or guaranteed by U.S. | $4,544,000 | 2,937 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,050,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $2,050,000 | 2,013 |
| 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) | $6,629,000 | 4,575 |
| Total debt securities | $6,593,000 | 4,839 |
| 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 | $6,540,000 | 4,907 |
| U.S. Government securities | $6,507,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,507,000 | 4,163 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $33,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,750,000 | 4,131 |
| Mortgage-backed securities | $6,507,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | $4,868,000 | 2,922 |
| Issued or guaranteed by U.S. | $4,868,000 | 2,919 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,639,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $1,639,000 | 2,163 |
| 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) | $6,540,000 | 4,618 |
| Total debt securities | $6,507,000 | 4,888 |
| 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 | $6,978,000 | 4,935 |
| U.S. Government securities | $6,949,000 | 4,283 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,949,000 | 4,145 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $29,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,772,000 | 4,166 |
| Mortgage-backed securities | $6,949,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $5,231,000 | 2,913 |
| Issued or guaranteed by U.S. | $5,231,000 | 2,910 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,718,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $1,718,000 | 2,172 |
| 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) | $6,978,000 | 4,634 |
| Total debt securities | $6,949,000 | 4,916 |
| 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 | $7,326,000 | 4,927 |
| U.S. Government securities | $7,326,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,326,000 | 4,069 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $2,756,000 | 4,201 |
| Mortgage-backed securities | $7,326,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $5,522,000 | 2,882 |
| Issued or guaranteed by U.S. | $5,522,000 | 2,876 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,804,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $1,804,000 | 2,143 |
| 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) | $7,326,000 | 4,609 |
| Total debt securities | $7,326,000 | 4,899 |
| 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 | $8,060,000 | 4,899 |
| U.S. Government securities | $8,060,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,060,000 | 3,997 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $3,039,000 | 4,177 |
| Mortgage-backed securities | $8,060,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $6,089,000 | 2,796 |
| Issued or guaranteed by U.S. | $6,089,000 | 2,793 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,971,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $1,971,000 | 2,115 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $8,060,000 | 4,565 |
| Total debt securities | $8,060,000 | 4,876 |
| 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 | $8,562,000 | 4,911 |
| U.S. Government securities | $8,562,000 | 4,133 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,562,000 | 4,010 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $2,468,000 | 4,421 |
| Mortgage-backed securities | $8,562,000 | 2,980 |
| Certificates of participation in pools of residential mortgages | $6,487,000 | 2,789 |
| Issued or guaranteed by U.S. | $6,487,000 | 2,783 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,075,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $2,075,000 | 2,100 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $8,562,000 | 4,565 |
| Total debt securities | $8,561,000 | 4,887 |
| 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 | $9,048,000 | 4,936 |
| U.S. Government securities | $9,048,000 | 4,178 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,048,000 | 4,063 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $3,764,000 | 4,133 |
| Mortgage-backed securities | $9,048,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $6,879,000 | 2,731 |
| Issued or guaranteed by U.S. | $6,879,000 | 2,726 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,169,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $2,169,000 | 2,103 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $9,048,000 | 4,578 |
| Total debt securities | $9,048,000 | 4,911 |
| 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 | $8,774,000 | 5,027 |
| U.S. Government securities | $8,774,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,774,000 | 4,146 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $3,897,000 | 4,141 |
| Mortgage-backed securities | $8,269,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $6,036,000 | 2,870 |
| Issued or guaranteed by U.S. | $6,036,000 | 2,868 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,233,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $2,233,000 | 2,105 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $8,774,000 | 4,667 |
| Total debt securities | $8,773,000 | 5,008 |
| 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 | $9,308,000 | 5,071 |
| U.S. Government securities | $9,308,000 | 4,283 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,308,000 | 4,169 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $6,823,000 | 3,614 |
| Mortgage-backed securities | $8,798,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $6,440,000 | 2,842 |
| Issued or guaranteed by U.S. | $6,440,000 | 2,840 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,358,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $2,358,000 | 2,082 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $9,308,000 | 4,705 |
| Total debt securities | $9,309,000 | 5,049 |
| 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 | $9,726,000 | 5,106 |
| U.S. Government securities | $9,726,000 | 4,343 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,726,000 | 4,229 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $5,844,000 | 3,862 |
| Mortgage-backed securities | $9,208,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $6,775,000 | 2,876 |
| Issued or guaranteed by U.S. | $6,775,000 | 2,874 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,433,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $2,433,000 | 2,121 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $9,726,000 | 4,738 |
| Total debt securities | $9,726,000 | 5,084 |
| 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 | $8,251,000 | 5,323 |
| U.S. Government securities | $8,251,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,251,000 | 4,519 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $6,271,000 | 3,800 |
| Mortgage-backed securities | $7,727,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $5,695,000 | 3,094 |
| Issued or guaranteed by U.S. | $5,695,000 | 3,092 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,032,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $2,032,000 | 2,267 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $8,251,000 | 4,953 |
| Total debt securities | $8,251,000 | 5,301 |
| 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 | $7,561,000 | 5,469 |
| U.S. Government securities | $7,561,000 | 4,793 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,561,000 | 4,674 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $6,479,000 | 3,809 |
| Mortgage-backed securities | $7,033,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $5,475,000 | 3,183 |
| Issued or guaranteed by U.S. | $5,475,000 | 3,180 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,558,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $1,558,000 | 2,485 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $7,561,000 | 5,088 |
| Total debt securities | $7,561,000 | 5,447 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $7,932,000 | 5,522 |
| U.S. Government securities | $7,892,000 | 4,845 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,892,000 | 4,731 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $40,000 | 2,408 |
| Privately issued residential mortgage-backed securities | $40,000 | 772 |
| 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 | $6,499,000 | 3,861 |
| Mortgage-backed securities | $7,397,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $5,750,000 | 3,223 |
| Issued or guaranteed by U.S. | $5,750,000 | 3,220 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,647,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $1,607,000 | 2,501 |
| Privately issued | $40,000 | 737 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $7,932,000 | 5,141 |
| Total debt securities | $7,931,000 | 5,499 |
| 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 | $8,350,000 | 5,546 |
| U.S. Government securities | $8,304,000 | 4,842 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,304,000 | 4,731 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $46,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $46,000 | 783 |
| 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 | $6,392,000 | 3,918 |
| Mortgage-backed securities | $7,810,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $6,099,000 | 3,222 |
| Issued or guaranteed by U.S. | $6,099,000 | 3,220 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,711,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $1,665,000 | 2,512 |
| Privately issued | $46,000 | 750 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $8,350,000 | 5,142 |
| Total debt securities | $8,350,000 | 5,527 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $8,705,000 | 5,552 |
| U.S. Government securities | $8,656,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,656,000 | 4,735 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $49,000 | 2,527 |
| Privately issued residential mortgage-backed securities | $49,000 | 806 |
| 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 | $7,064,000 | 3,808 |
| Mortgage-backed securities | $8,156,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $6,386,000 | 3,188 |
| Issued or guaranteed by U.S. | $6,386,000 | 3,187 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,770,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $1,721,000 | 2,505 |
| Privately issued | $49,000 | 773 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $8,705,000 | 5,154 |
| Total debt securities | $8,706,000 | 5,528 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $8,061,000 | 5,659 |
| U.S. Government securities | $8,007,000 | 4,934 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,007,000 | 4,838 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $54,000 | 2,581 |
| Privately issued residential mortgage-backed securities | $54,000 | 839 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,410,000 | 3,932 |
| Mortgage-backed securities | $7,514,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $6,708,000 | 3,147 |
| Issued or guaranteed by U.S. | $6,708,000 | 3,145 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $806,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 2,899 |
| Privately issued | $54,000 | 802 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $8,061,000 | 5,267 |
| Total debt securities | $8,060,000 | 5,635 |
| 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 | $7,477,000 | 5,776 |
| U.S. Government securities | $7,417,000 | 5,060 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,417,000 | 4,965 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $60,000 | 2,648 |
| Privately issued residential mortgage-backed securities | $60,000 | 865 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,506,000 | 3,926 |
| Mortgage-backed securities | $6,922,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $6,592,000 | 3,184 |
| Issued or guaranteed by U.S. | $6,592,000 | 3,180 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $330,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 3,201 |
| Privately issued | $60,000 | 829 |
| 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) | $7,477,000 | 5,389 |
| Total debt securities | $7,476,000 | 5,750 |
| 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 | $7,970,000 | 5,737 |
| U.S. Government securities | $7,903,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,903,000 | 4,865 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $67,000 | 2,707 |
| Privately issued residential mortgage-backed securities | $67,000 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,270,000 | 3,970 |
| Mortgage-backed securities | $7,413,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $7,043,000 | 3,085 |
| Issued or guaranteed by U.S. | $7,043,000 | 3,082 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $370,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 3,199 |
| Privately issued | $67,000 | 843 |
| 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) | $7,970,000 | 5,348 |
| Total debt securities | $7,970,000 | 5,699 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $7,684,000 | 5,811 |
| U.S. Government securities | $7,609,000 | 5,085 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,609,000 | 4,976 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $75,000 | 2,700 |
| Privately issued residential mortgage-backed securities | $75,000 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,325,000 | 4,004 |
| Mortgage-backed securities | $7,116,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $6,700,000 | 3,188 |
| Issued or guaranteed by U.S. | $6,700,000 | 3,187 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $416,000 | 3,297 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 3,203 |
| Privately issued | $75,000 | 880 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,684,000 | 5,442 |
| Total debt securities | $7,686,000 | 5,779 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $8,515,000 | 5,724 |
| U.S. Government securities | $8,428,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,428,000 | 4,842 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $87,000 | 2,691 |
| Privately issued residential mortgage-backed securities | $87,000 | 940 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,757,000 | 3,893 |
| Mortgage-backed securities | $7,939,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $7,474,000 | 3,038 |
| Issued or guaranteed by U.S. | $7,474,000 | 3,037 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $465,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $378,000 | 3,222 |
| Privately issued | $87,000 | 904 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,515,000 | 5,348 |
| Total debt securities | $8,515,000 | 5,693 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $9,280,000 | 5,716 |
| U.S. Government securities | $9,180,000 | 4,921 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,180,000 | 4,825 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $100,000 | 2,751 |
| Privately issued residential mortgage-backed securities | $100,000 | 979 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,980,000 | 3,894 |
| Mortgage-backed securities | $8,703,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $8,182,000 | 3,070 |
| Issued or guaranteed by U.S. | $8,182,000 | 3,069 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $521,000 | 3,358 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 3,264 |
| Privately issued | $100,000 | 940 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,280,000 | 5,334 |
| Total debt securities | $9,281,000 | 5,688 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $10,473,000 | 5,628 |
| U.S. Government securities | $10,359,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,359,000 | 4,734 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $114,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $114,000 | 1,020 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,785,000 | 3,773 |
| Mortgage-backed securities | $8,890,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $8,316,000 | 3,073 |
| Issued or guaranteed by U.S. | $8,316,000 | 3,073 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $574,000 | 3,348 |
| CMOs issued by government agencies or sponsored agencies | $460,000 | 3,254 |
| Privately issued | $114,000 | 980 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,473,000 | 5,248 |
| Total debt securities | $10,473,000 | 5,602 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,002,000 | 2,051 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $13,035,000 | 5,363 |
| U.S. Government securities | $12,909,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,909,000 | 4,436 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $126,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,041 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,454,000 | 4,528 |
| Mortgage-backed securities | $9,666,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $8,997,000 | 2,963 |
| Issued or guaranteed by U.S. | $8,997,000 | 2,961 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $669,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $543,000 | 3,220 |
| Privately issued | $126,000 | 1,003 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,035,000 | 4,961 |
| Total debt securities | $13,033,000 | 5,327 |
| Structured notes |
| Amortized cost | $2,800,000 | 1,476 |
| Fair value | $2,786,000 | 1,473 |
| 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 | $16,199,000 | 4,961 |
| U.S. Government securities | $16,060,000 | 4,080 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $16,060,000 | 3,990 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $139,000 | 2,696 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,122 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,453,000 | 4,647 |
| Mortgage-backed securities | $11,067,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $10,290,000 | 2,702 |
| Issued or guaranteed by U.S. | $10,290,000 | 2,701 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $777,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 3,046 |
| Privately issued | $139,000 | 1,066 |
| 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) | $16,199,000 | 4,535 |
| Total debt securities | $16,199,000 | 4,936 |
| Structured notes |
| Amortized cost | $4,550,000 | 1,084 |
| Fair value | $4,551,000 | 1,082 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $11,824,000 | 5,469 |
| U.S. Government securities | $11,668,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,668,000 | 4,552 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $156,000 | 2,662 |
| Privately issued residential mortgage-backed securities | $156,000 | 1,134 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,152,000 | 4,727 |
| Mortgage-backed securities | $6,736,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $6,334,000 | 3,264 |
| Issued or guaranteed by U.S. | $6,334,000 | 3,261 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $402,000 | 3,430 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 3,254 |
| Privately issued | $156,000 | 1,072 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,824,000 | 5,045 |
| Total debt securities | $11,824,000 | 5,434 |
| Structured notes |
| Amortized cost | $4,500,000 | 1,116 |
| Fair value | $4,504,000 | 1,132 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $11,898,000 | 5,539 |
| U.S. Government securities | $11,730,000 | 4,764 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,730,000 | 4,649 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $168,000 | 2,602 |
| Privately issued residential mortgage-backed securities | $168,000 | 1,149 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,506,000 | 4,672 |
| Mortgage-backed securities | $7,312,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $6,831,000 | 3,138 |
| Issued or guaranteed by U.S. | $6,831,000 | 3,133 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $481,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 3,192 |
| Privately issued | $168,000 | 1,094 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,898,000 | 5,112 |
| Total debt securities | $11,898,000 | 5,505 |
| Structured notes |
| Amortized cost | $3,998,000 | 1,383 |
| Fair value | $4,017,000 | 1,354 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $11,345,000 | 5,596 |
| U.S. Government securities | $11,161,000 | 4,822 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,161,000 | 4,695 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $184,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $184,000 | 1,177 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,866,000 | 4,555 |
| Mortgage-backed securities | $7,801,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $7,236,000 | 2,994 |
| Issued or guaranteed by U.S. | $7,236,000 | 2,988 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $565,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 3,103 |
| Privately issued | $184,000 | 1,121 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,345,000 | 5,172 |
| Total debt securities | $11,345,000 | 5,563 |
| Structured notes |
| Amortized cost | $2,997,000 | 1,715 |
| Fair value | $2,985,000 | 1,692 |
| 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 | $7,554,000 | 6,093 |
| U.S. Government securities | $7,344,000 | 5,392 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,344,000 | 5,275 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $210,000 | 2,759 |
| Privately issued residential mortgage-backed securities | $210,000 | 1,204 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,244,000 | 4,424 |
| Mortgage-backed securities | $7,069,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $6,374,000 | 3,041 |
| Issued or guaranteed by U.S. | $6,374,000 | 3,032 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $695,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 3,015 |
| Privately issued | $210,000 | 1,146 |
| 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) | $7,554,000 | 5,630 |
| Total debt securities | $7,545,000 | 6,059 |
| Structured notes |
| Amortized cost | $500,000 | 2,741 |
| Fair value | $485,000 | 2,855 |
| 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 | $8,649,000 | 5,896 |
| U.S. Government securities | $1,392,000 | 6,882 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,392,000 | 6,767 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $7,257,000 | 934 |
| Privately issued residential mortgage-backed securities | $7,257,000 | 465 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,755,000 | 4,320 |
| Mortgage-backed securities | $8,649,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $7,143,000 | 2,860 |
| Issued or guaranteed by U.S. | $197,000 | 5,316 |
| Privately issued | $6,946,000 | 42 |
| Collaterized mortgage obligations | $1,506,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,195,000 | 2,610 |
| Privately issued | $311,000 | 1,175 |
| 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) | $8,649,000 | 5,431 |
| Total debt securities | $8,658,000 | 5,858 |
| 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 | $10,200,000 | 5,702 |
| U.S. Government securities | $9,805,000 | 4,963 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,805,000 | 4,850 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $395,000 | 2,676 |
| Privately issued residential mortgage-backed securities | $395,000 | 1,234 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,630,000 | 4,415 |
| Mortgage-backed securities | $10,200,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $8,403,000 | 2,673 |
| Issued or guaranteed by U.S. | $8,403,000 | 2,666 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,797,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $1,402,000 | 2,431 |
| Privately issued | $395,000 | 1,181 |
| 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) | $10,200,000 | 5,234 |
| Total debt securities | $10,201,000 | 5,661 |
| 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 | $11,447,000 | 5,546 |
| U.S. Government securities | $11,009,000 | 4,798 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,009,000 | 4,683 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $438,000 | 2,694 |
| Privately issued residential mortgage-backed securities | $438,000 | 1,261 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,073,000 | 4,358 |
| Mortgage-backed securities | $11,447,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $9,410,000 | 2,612 |
| Issued or guaranteed by U.S. | $9,410,000 | 2,604 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,037,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 2,298 |
| Privately issued | $438,000 | 1,209 |
| 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) | $11,447,000 | 5,090 |
| Total debt securities | $11,447,000 | 5,505 |
| 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 | $11,443,000 | 5,532 |
| U.S. Government securities | $10,966,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,966,000 | 4,699 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $477,000 | 2,716 |
| Privately issued residential mortgage-backed securities | $477,000 | 1,284 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,060,000 | 4,386 |
| Mortgage-backed securities | $11,443,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $9,191,000 | 2,706 |
| Issued or guaranteed by U.S. | $9,191,000 | 2,699 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,252,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $1,775,000 | 2,240 |
| Privately issued | $477,000 | 1,228 |
| 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) | $11,443,000 | 5,066 |
| Total debt securities | $11,444,000 | 5,494 |
| 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 | $11,763,000 | 5,523 |
| U.S. Government securities | $11,223,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,223,000 | 4,666 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $540,000 | 2,701 |
| Privately issued residential mortgage-backed securities | $540,000 | 1,310 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,167,000 | 4,343 |
| Mortgage-backed securities | $11,763,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $9,270,000 | 2,764 |
| Issued or guaranteed by U.S. | $9,270,000 | 2,754 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,493,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $1,953,000 | 2,158 |
| Privately issued | $540,000 | 1,254 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $11,763,000 | 5,056 |
| Total debt securities | $11,763,000 | 5,480 |
| 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 | $12,823,000 | 5,357 |
| U.S. Government securities | $12,169,000 | 4,593 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,169,000 | 4,496 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $654,000 | 2,679 |
| Privately issued residential mortgage-backed securities | $654,000 | 1,299 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,247,000 | 3,858 |
| Mortgage-backed securities | $12,823,000 | 2,998 |
| Certificates of participation in pools of residential mortgages | $10,027,000 | 2,714 |
| Issued or guaranteed by U.S. | $10,027,000 | 2,703 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,796,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $2,142,000 | 2,076 |
| Privately issued | $654,000 | 1,235 |
| 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) | $12,823,000 | 4,891 |
| Total debt securities | $12,823,000 | 5,314 |
| 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 | $12,732,000 | 5,430 |
| U.S. Government securities | $11,972,000 | 4,709 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,972,000 | 4,624 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $760,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $760,000 | 1,295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,260,000 | 4,134 |
| Mortgage-backed securities | $12,732,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $9,646,000 | 2,823 |
| Issued or guaranteed by U.S. | $9,646,000 | 2,808 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,086,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $2,326,000 | 2,041 |
| Privately issued | $760,000 | 1,235 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $12,732,000 | 4,951 |
| Total debt securities | $12,731,000 | 5,388 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $11,976,000 | 5,585 |
| U.S. Government securities | $11,161,000 | 4,919 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,161,000 | 4,829 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $815,000 | 2,437 |
| Privately issued residential mortgage-backed securities | $815,000 | 1,213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,113,000 | 3,984 |
| Mortgage-backed securities | $11,976,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $8,687,000 | 2,926 |
| Issued or guaranteed by U.S. | $8,687,000 | 2,912 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,289,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $2,474,000 | 1,963 |
| Privately issued | $815,000 | 1,158 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $11,976,000 | 5,073 |
| Total debt securities | $11,977,000 | 5,538 |
| 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 | $12,380,000 | 5,463 |
| U.S. Government securities | $11,524,000 | 4,805 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,524,000 | 4,715 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $856,000 | 2,356 |
| Privately issued residential mortgage-backed securities | $856,000 | 1,189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,459,000 | 4,405 |
| Mortgage-backed securities | $12,380,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $8,927,000 | 2,816 |
| Issued or guaranteed by U.S. | $8,927,000 | 2,802 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,453,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,597,000 | 1,840 |
| Privately issued | $856,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $12,380,000 | 4,949 |
| Total debt securities | $12,379,000 | 5,425 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $11,558,000 | 5,658 |
| U.S. Government securities | $10,671,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,671,000 | 4,909 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $887,000 | 2,357 |
| Privately issued residential mortgage-backed securities | $887,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,131,000 | 4,477 |
| Mortgage-backed securities | $11,558,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $7,944,000 | 2,959 |
| Issued or guaranteed by U.S. | $7,944,000 | 2,944 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,614,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $2,727,000 | 1,815 |
| Privately issued | $887,000 | 1,104 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $11,558,000 | 5,143 |
| Total debt securities | $11,557,000 | 5,598 |
| 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 | $11,400,000 | 5,692 |
| U.S. Government securities | $9,954,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,954,000 | 5,031 |
| Securities issued by states & political subdivisions | $500,000 | 5,295 |
| Other domestic debt securities | $946,000 | 2,248 |
| Privately issued residential mortgage-backed securities | $946,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,111,000 | 5,552 |
| Mortgage-backed securities | $10,900,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $7,453,000 | 2,954 |
| Issued or guaranteed by U.S. | $7,453,000 | 2,942 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,447,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $2,501,000 | 1,859 |
| Privately issued | $946,000 | 1,071 |
| 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) | $11,400,000 | 5,176 |
| Total debt securities | $11,400,000 | 5,621 |
| 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 | $7,760,000 | 6,482 |
| U.S. Government securities | $6,761,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,761,000 | 5,955 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $999,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $999,000 | 1,008 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,211,000 | 6,056 |
| Mortgage-backed securities | $7,660,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $4,091,000 | 3,492 |
| Issued or guaranteed by U.S. | $4,091,000 | 3,479 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,569,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $2,570,000 | 1,763 |
| Privately issued | $999,000 | 957 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,760,000 | 5,868 |
| Total debt securities | $7,761,000 | 6,421 |
| 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 | $2,966,000 | 7,595 |
| U.S. Government securities | $2,966,000 | 7,266 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,966,000 | 7,153 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $386,000 | 6,521 |
| Mortgage-backed securities | $1,967,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $1,524,000 | 4,487 |
| Issued or guaranteed by U.S. | $1,524,000 | 4,473 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $443,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 2,690 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,966,000 | 6,944 |
| Total debt securities | $2,965,000 | 7,554 |
| Structured notes |
| Amortized cost | $895,000 | 1,955 |
| Fair value | $900,000 | 1,949 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
