| 2022-03-31 | Rank |
| Total securities | $1,708,000 | 4,566 |
| U.S. Government securities | $1,708,000 | 4,365 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,708,000 | 4,129 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $392,000 | 3,921 |
| Mortgage-backed securities | $1,708,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $1,659,000 | 3,338 |
| Issued or guaranteed by U.S. | $1,659,000 | 3,246 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $49,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 2,733 |
| 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) | $1,708,000 | 4,320 |
| Total debt securities | $1,708,000 | 4,548 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $1,955,000 | 4,559 |
| U.S. Government securities | $1,955,000 | 4,294 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,955,000 | 4,096 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $774,000 | 3,866 |
| Mortgage-backed securities | $1,955,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $1,888,000 | 3,303 |
| Issued or guaranteed by U.S. | $1,888,000 | 3,200 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $67,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,710 |
| 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) | $1,955,000 | 4,331 |
| Total debt securities | $1,955,000 | 4,538 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $2,151,000 | 4,596 |
| U.S. Government securities | $2,151,000 | 4,286 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,151,000 | 4,110 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $863,000 | 3,879 |
| Mortgage-backed securities | $2,151,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $2,070,000 | 3,288 |
| Issued or guaranteed by U.S. | $2,070,000 | 3,198 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $81,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,726 |
| 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) | $2,151,000 | 4,362 |
| Total debt securities | $2,151,000 | 4,574 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $2,425,000 | 4,602 |
| U.S. Government securities | $2,425,000 | 4,280 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,425,000 | 4,101 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $982,000 | 3,880 |
| Mortgage-backed securities | $2,425,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $2,309,000 | 3,238 |
| Issued or guaranteed by U.S. | $2,309,000 | 3,140 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $116,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 2,692 |
| 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) | $2,425,000 | 4,364 |
| Total debt securities | $2,424,000 | 4,581 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $2,285,000 | 4,599 |
| U.S. Government securities | $2,285,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,285,000 | 4,091 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,132,000 | 3,843 |
| Mortgage-backed securities | $2,285,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $2,120,000 | 3,237 |
| Issued or guaranteed by U.S. | $2,120,000 | 3,145 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $165,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 2,640 |
| 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) | $2,285,000 | 4,366 |
| Total debt securities | $2,285,000 | 4,577 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $2,707,000 | 4,551 |
| U.S. Government securities | $2,707,000 | 4,118 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,707,000 | 3,976 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,293,000 | 3,812 |
| Mortgage-backed securities | $2,707,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 3,144 |
| Issued or guaranteed by U.S. | $2,424,000 | 3,063 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $283,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 2,575 |
| 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) | $2,707,000 | 4,317 |
| Total debt securities | $2,707,000 | 4,532 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $3,253,000 | 4,522 |
| U.S. Government securities | $3,253,000 | 4,054 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,253,000 | 3,893 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,494,000 | 3,791 |
| Mortgage-backed securities | $3,253,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 3,052 |
| Issued or guaranteed by U.S. | $2,821,000 | 2,962 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $432,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 2,524 |
| 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) | $3,253,000 | 4,289 |
| Total debt securities | $3,253,000 | 4,502 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $3,766,000 | 4,497 |
| U.S. Government securities | $3,766,000 | 4,006 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,766,000 | 3,835 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,688,000 | 3,794 |
| Mortgage-backed securities | $3,766,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $3,191,000 | 2,976 |
| Issued or guaranteed by U.S. | $3,191,000 | 2,895 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $575,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 2,473 |
| 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) | $3,766,000 | 4,262 |
| Total debt securities | $3,766,000 | 4,477 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $4,274,000 | 4,493 |
| U.S. Government securities | $4,274,000 | 3,974 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,274,000 | 3,813 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $1,899,000 | 3,756 |
| Mortgage-backed securities | $4,274,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $3,590,000 | 2,902 |
| Issued or guaranteed by U.S. | $3,590,000 | 2,809 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $684,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $684,000 | 2,433 |
| 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) | $4,274,000 | 4,246 |
| Total debt securities | $4,275,000 | 4,471 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $4,525,000 | 4,544 |
| U.S. Government securities | $4,525,000 | 4,022 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,525,000 | 3,858 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,982,000 | 3,799 |
| Mortgage-backed securities | $4,525,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $3,770,000 | 2,827 |
| Issued or guaranteed by U.S. | $3,770,000 | 2,742 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $755,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,408 |
| 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) | $4,525,000 | 4,298 |
| Total debt securities | $4,525,000 | 4,521 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $4,882,000 | 4,582 |
| U.S. Government securities | $4,882,000 | 4,054 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,882,000 | 3,896 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,150,000 | 3,825 |
| Mortgage-backed securities | $4,882,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $4,065,000 | 2,769 |
| Issued or guaranteed by U.S. | $4,065,000 | 2,684 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $817,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $817,000 | 2,400 |
| 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) | $4,882,000 | 4,338 |
| Total debt securities | $4,882,000 | 4,562 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $5,126,000 | 4,612 |
| U.S. Government securities | $5,126,000 | 4,088 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,126,000 | 3,931 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,266,000 | 3,849 |
| Mortgage-backed securities | $5,126,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $4,273,000 | 2,724 |
| Issued or guaranteed by U.S. | $4,273,000 | 2,652 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $853,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,373 |
| 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) | $5,126,000 | 4,362 |
| Total debt securities | $5,126,000 | 4,592 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $5,304,000 | 4,655 |
| U.S. Government securities | $5,304,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,304,000 | 3,967 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,179,000 | 4,151 |
| Mortgage-backed securities | $5,304,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $4,417,000 | 2,723 |
| Issued or guaranteed by U.S. | $4,417,000 | 2,650 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $887,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $887,000 | 2,367 |
| 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) | $5,304,000 | 4,387 |
| Total debt securities | $5,303,000 | 4,636 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $5,366,000 | 4,694 |
| U.S. Government securities | $5,366,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,366,000 | 4,007 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,199,000 | 4,192 |
| Mortgage-backed securities | $5,366,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $4,465,000 | 2,727 |
| Issued or guaranteed by U.S. | $4,465,000 | 2,681 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $901,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $901,000 | 2,371 |
| 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) | $5,366,000 | 4,425 |
| Total debt securities | $5,366,000 | 4,675 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $5,481,000 | 4,734 |
| U.S. Government securities | $5,481,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,481,000 | 4,045 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,241,000 | 4,232 |
| Mortgage-backed securities | $5,481,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $4,565,000 | 2,748 |
| Issued or guaranteed by U.S. | $4,565,000 | 2,730 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $916,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 2,365 |
| 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) | $5,481,000 | 4,461 |
| Total debt securities | $5,481,000 | 4,715 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $4,753,000 | 4,882 |
| U.S. Government securities | $4,753,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,753,000 | 4,178 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,388,000 | 4,245 |
| Mortgage-backed securities | $4,753,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $3,785,000 | 2,954 |
| Issued or guaranteed by U.S. | $3,785,000 | 2,806 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $968,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,360 |
| 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) | $4,753,000 | 4,609 |
| Total debt securities | $4,753,000 | 4,859 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $4,964,000 | 4,907 |
| U.S. Government securities | $4,964,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,964,000 | 4,218 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,388,000 | 4,297 |
| Mortgage-backed securities | $4,964,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $3,935,000 | 2,977 |
| Issued or guaranteed by U.S. | $3,935,000 | 2,972 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,029,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,029,000 | 2,325 |
| 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) | $4,964,000 | 4,633 |
| Total debt securities | $4,965,000 | 4,887 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $5,247,000 | 4,947 |
| U.S. Government securities | $5,247,000 | 4,372 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,247,000 | 4,232 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,469,000 | 4,351 |
| Mortgage-backed securities | $5,247,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $4,148,000 | 2,972 |
| Issued or guaranteed by U.S. | $4,148,000 | 2,969 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,099,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $1,099,000 | 2,293 |
| 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) | $5,247,000 | 4,664 |
| Total debt securities | $5,248,000 | 4,925 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $6,334,000 | 4,890 |
| U.S. Government securities | $6,334,000 | 4,279 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,334,000 | 4,133 |
| 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 | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,377,000 | 4,190 |
| Mortgage-backed securities | $6,334,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $5,153,000 | 2,826 |
| Issued or guaranteed by U.S. | $5,153,000 | 2,823 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,181,000 | 2,343 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,284 |
| 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) | $6,334,000 | 4,604 |
| Total debt securities | $6,334,000 | 4,864 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $6,133,000 | 4,963 |
| U.S. Government securities | $6,028,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,028,000 | 4,239 |
| Securities issued by states & political subdivisions | $105,000 | 4,756 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,640,000 | 4,400 |
| Mortgage-backed securities | $6,028,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $4,768,000 | 2,940 |
| Issued or guaranteed by U.S. | $4,768,000 | 2,937 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,260,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000 | 2,281 |
| 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) | $6,133,000 | 4,669 |
| Total debt securities | $6,133,000 | 4,941 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $6,385,000 | 4,995 |
| U.S. Government securities | $6,272,000 | 4,386 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,272,000 | 4,254 |
| Securities issued by states & political subdivisions | $113,000 | 4,812 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,602,000 | 4,198 |
| Mortgage-backed securities | $6,272,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $4,968,000 | 2,958 |
| Issued or guaranteed by U.S. | $4,968,000 | 2,954 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,304,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $1,304,000 | 2,300 |
| 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) | $6,385,000 | 4,686 |
| Total debt securities | $6,384,000 | 4,971 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $6,665,000 | 4,993 |
| U.S. Government securities | $6,540,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,540,000 | 4,213 |
| Securities issued by states & political subdivisions | $125,000 | 4,861 |
| 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 | $2,715,000 | 4,209 |
| Mortgage-backed securities | $6,540,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $5,189,000 | 2,938 |
| Issued or guaranteed by U.S. | $5,189,000 | 2,933 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,351,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $1,351,000 | 2,293 |
| 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) | $6,665,000 | 4,671 |
| Total debt securities | $6,666,000 | 4,969 |
| 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 | $7,265,000 | 4,980 |
| U.S. Government securities | $7,136,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,136,000 | 4,153 |
| Securities issued by states & political subdivisions | $129,000 | 4,886 |
| 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 | $2,960,000 | 4,208 |
| Mortgage-backed securities | $7,136,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $5,649,000 | 2,869 |
| Issued or guaranteed by U.S. | $5,649,000 | 2,868 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,487,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $1,487,000 | 2,276 |
| 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) | $7,265,000 | 4,648 |
| Total debt securities | $7,265,000 | 4,959 |
| 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 | $7,492,000 | 5,020 |
| U.S. Government securities | $7,492,000 | 4,311 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,492,000 | 4,187 |
| 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 | $3,115,000 | 4,234 |
| Mortgage-backed securities | $7,457,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $5,925,000 | 2,875 |
| Issued or guaranteed by U.S. | $5,925,000 | 2,873 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,532,000 | 2,339 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,269 |
| 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) | $7,492,000 | 4,688 |
| Total debt securities | $7,492,000 | 4,997 |
| 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 | $7,676,000 | 5,075 |
| U.S. Government securities | $7,676,000 | 4,389 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,676,000 | 4,272 |
| 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 | $3,205,000 | 4,261 |
| Mortgage-backed securities | $7,676,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $6,133,000 | 2,859 |
| Issued or guaranteed by U.S. | $6,133,000 | 2,858 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,543,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $1,543,000 | 2,294 |
| 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) | $7,676,000 | 4,737 |
| Total debt securities | $7,676,000 | 5,054 |
| 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 | $7,888,000 | 5,114 |
| U.S. Government securities | $7,888,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,888,000 | 4,285 |
| 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 | $1,880,000 | 4,673 |
| Mortgage-backed securities | $7,888,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $6,340,000 | 2,818 |
| Issued or guaranteed by U.S. | $6,340,000 | 2,816 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,548,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 2,317 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,888,000 | 4,766 |
| Total debt securities | $7,887,000 | 5,093 |
| 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 | $8,218,000 | 5,167 |
| U.S. Government securities | $8,218,000 | 4,431 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,218,000 | 4,319 |
| 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 | $1,966,000 | 4,724 |
| Mortgage-backed securities | $8,218,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $6,619,000 | 2,809 |
| Issued or guaranteed by U.S. | $6,619,000 | 2,807 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,599,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 2,317 |
| 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) | $8,218,000 | 4,799 |
| Total debt securities | $8,219,000 | 5,144 |
| 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 | $8,437,000 | 5,225 |
| U.S. Government securities | $8,437,000 | 4,521 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,437,000 | 4,413 |
| 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 | $2,020,000 | 4,725 |
| Mortgage-backed securities | $8,437,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $8,367,000 | 2,635 |
| Issued or guaranteed by U.S. | $8,367,000 | 2,631 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $70,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,135 |
| 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) | $8,437,000 | 4,860 |
| Total debt securities | $8,438,000 | 5,205 |
| 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 | $7,749,000 | 5,364 |
| U.S. Government securities | $7,749,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,749,000 | 4,602 |
| 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 | $2,110,000 | 4,773 |
| Mortgage-backed securities | $7,749,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $7,677,000 | 2,781 |
| Issued or guaranteed by U.S. | $7,677,000 | 2,780 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $72,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,161 |
| 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) | $7,749,000 | 5,001 |
| Total debt securities | $7,750,000 | 5,342 |
| 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 | $7,944,000 | 5,434 |
| U.S. Government securities | $7,944,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,944,000 | 4,612 |
| 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 | $1,549,000 | 4,987 |
| Mortgage-backed securities | $6,970,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $6,893,000 | 2,960 |
| Issued or guaranteed by U.S. | $6,893,000 | 2,959 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $77,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,200 |
| 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) | $7,944,000 | 5,047 |
| Total debt securities | $7,945,000 | 5,413 |
| 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 | $8,159,000 | 5,499 |
| U.S. Government securities | $8,159,000 | 4,798 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,159,000 | 4,686 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,558,000 | 5,049 |
| Mortgage-backed securities | $7,184,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $7,098,000 | 3,001 |
| Issued or guaranteed by U.S. | $7,098,000 | 2,999 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $86,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,242 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $8,159,000 | 5,116 |
| Total debt securities | $8,160,000 | 5,477 |
| 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 | $8,501,000 | 5,529 |
| U.S. Government securities | $8,501,000 | 4,810 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,501,000 | 4,700 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,579,000 | 5,103 |
| Mortgage-backed securities | $7,524,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $7,432,000 | 3,004 |
| Issued or guaranteed by U.S. | $7,432,000 | 3,004 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $92,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,276 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $8,501,000 | 5,129 |
| Total debt securities | $8,500,000 | 5,507 |
| 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 | $8,647,000 | 5,557 |
| U.S. Government securities | $8,647,000 | 4,840 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,647,000 | 4,739 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,568,000 | 5,151 |
| Mortgage-backed securities | $7,689,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $7,591,000 | 3,008 |
| Issued or guaranteed by U.S. | $7,591,000 | 3,008 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $98,000 | 3,426 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 3,298 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $8,647,000 | 5,158 |
| Total debt securities | $8,647,000 | 5,533 |
| 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 | $8,826,000 | 5,560 |
| U.S. Government securities | $8,826,000 | 4,793 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,826,000 | 4,702 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,228,000 | 5,312 |
| Mortgage-backed securities | $6,009,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $5,902,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,902,000 | 3,278 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $107,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 3,292 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $8,826,000 | 5,174 |
| Total debt securities | $8,826,000 | 5,534 |
| 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 | $9,128,000 | 5,583 |
| U.S. Government securities | $9,128,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,128,000 | 4,697 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,233,000 | 5,368 |
| Mortgage-backed securities | $6,309,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $6,193,000 | 3,246 |
| Issued or guaranteed by U.S. | $6,193,000 | 3,242 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $116,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 3,315 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $9,128,000 | 5,200 |
| Total debt securities | $9,128,000 | 5,556 |
| 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 | $2,926,000 | 6,350 |
| U.S. Government securities | $2,926,000 | 5,897 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,926,000 | 5,792 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,227,000 | 5,390 |
| Mortgage-backed securities | $121,000 | 5,393 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,511 |
| Issued or guaranteed by U.S. | $1,000 | 5,501 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $120,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,334 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,926,000 | 5,953 |
| Total debt securities | $2,926,000 | 6,320 |
| 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 | $2,642,000 | 6,427 |
| U.S. Government securities | $2,642,000 | 5,991 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,642,000 | 5,885 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,256,000 | 5,439 |
| Mortgage-backed securities | $131,000 | 5,442 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,560 |
| Issued or guaranteed by U.S. | $1,000 | 5,552 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $130,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,344 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,642,000 | 6,031 |
| Total debt securities | $2,642,000 | 6,394 |
| 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 | $2,657,000 | 6,466 |
| U.S. Government securities | $2,657,000 | 6,015 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,657,000 | 5,911 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,256,000 | 5,467 |
| Mortgage-backed securities | $141,000 | 5,478 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,589 |
| Issued or guaranteed by U.S. | $1,000 | 5,583 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $140,000 | 3,544 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,391 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,657,000 | 6,061 |
| Total debt securities | $2,657,000 | 6,436 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $3,677,000 | 6,428 |
| U.S. Government securities | $3,677,000 | 5,919 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,677,000 | 5,827 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,260,000 | 5,545 |
| Mortgage-backed securities | $150,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,691 |
| Issued or guaranteed by U.S. | $1,000 | 5,680 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $149,000 | 3,608 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,445 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,677,000 | 6,020 |
| Total debt securities | $3,677,000 | 6,399 |
| 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 | $3,693,000 | 6,488 |
| U.S. Government securities | $3,693,000 | 6,016 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,693,000 | 5,916 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,272,000 | 5,603 |
| Mortgage-backed securities | $157,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,727 |
| Issued or guaranteed by U.S. | $1,000 | 5,717 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $156,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,447 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,693,000 | 6,070 |
| Total debt securities | $3,693,000 | 6,461 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $3,689,000 | 6,562 |
| U.S. Government securities | $3,689,000 | 6,112 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,689,000 | 6,010 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,303,000 | 4,899 |
| Mortgage-backed securities | $169,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,764 |
| Issued or guaranteed by U.S. | $1,000 | 5,756 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $168,000 | 3,646 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 3,469 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $3,689,000 | 6,132 |
| Total debt securities | $3,689,000 | 6,534 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $3,698,000 | 6,581 |
| U.S. Government securities | $3,698,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,698,000 | 6,021 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,303,000 | 4,685 |
| Mortgage-backed securities | $178,000 | 5,614 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,768 |
| Issued or guaranteed by U.S. | $1,000 | 5,757 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $177,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,330 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $3,698,000 | 6,129 |
| Total debt securities | $3,698,000 | 6,549 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $3,712,000 | 6,635 |
| U.S. Government securities | $3,712,000 | 6,173 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,712,000 | 6,058 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,564,000 | 4,929 |
| Mortgage-backed securities | $188,000 | 5,635 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,791 |
| Issued or guaranteed by U.S. | $1,000 | 5,779 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $187,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 3,309 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $3,712,000 | 6,171 |
| Total debt securities | $3,712,000 | 6,602 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $4,209,000 | 6,671 |
| U.S. Government securities | $4,209,000 | 6,199 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,209,000 | 6,076 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,576,000 | 4,960 |
| Mortgage-backed securities | $203,000 | 5,633 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,816 |
| Issued or guaranteed by U.S. | $1,000 | 5,809 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $202,000 | 3,568 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,282 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $4,209,000 | 6,195 |
| Total debt securities | $4,209,000 | 6,635 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $4,152,000 | 6,705 |
| U.S. Government securities | $4,152,000 | 6,212 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,152,000 | 6,084 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,519,000 | 4,666 |
| Mortgage-backed securities | $208,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,827 |
| Issued or guaranteed by U.S. | $1,000 | 5,815 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $207,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,241 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $4,152,000 | 6,224 |
| Total debt securities | $4,152,000 | 6,664 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $4,163,000 | 6,685 |
| U.S. Government securities | $4,163,000 | 6,111 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,163,000 | 5,980 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,515,000 | 4,673 |
| Mortgage-backed securities | $231,000 | 5,628 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,844 |
| Issued or guaranteed by U.S. | $1,000 | 5,831 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $230,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 3,205 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,163,000 | 6,181 |
| Total debt securities | $4,163,000 | 6,648 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $4,760,000 | 6,602 |
| U.S. Government securities | $4,760,000 | 5,968 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,760,000 | 5,840 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,101,000 | 4,519 |
| Mortgage-backed securities | $234,000 | 5,678 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,888 |
| Issued or guaranteed by U.S. | $1,000 | 5,872 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $233,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 3,174 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,760,000 | 6,088 |
| Total debt securities | $4,760,000 | 6,567 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,008,000 | 1,940 |
| 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 | $5,259,000 | 6,588 |
| U.S. Government securities | $5,259,000 | 5,961 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,259,000 | 5,843 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,094,000 | 4,929 |
| Mortgage-backed securities | $250,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,844 |
| Issued or guaranteed by U.S. | $7,000 | 5,832 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $243,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 3,076 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,259,000 | 6,069 |
| Total debt securities | $5,259,000 | 6,546 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,006,000 | 2,063 |
| 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 | $262,000 | 7,603 |
| U.S. Government securities | $262,000 | 7,419 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $262,000 | 7,320 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $93,000 | 6,312 |
| Mortgage-backed securities | $262,000 | 5,790 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,949 |
| Issued or guaranteed by U.S. | $7,000 | 5,938 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $255,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,030 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $262,000 | 7,091 |
| Total debt securities | $262,000 | 7,574 |
| 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 | $278,000 | 7,654 |
| U.S. Government securities | $278,000 | 7,441 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $278,000 | 7,344 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $99,000 | 6,364 |
| Mortgage-backed securities | $278,000 | 5,830 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,000 |
| Issued or guaranteed by U.S. | $8,000 | 5,986 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $270,000 | 3,372 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 3,031 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $278,000 | 7,130 |
| Total debt securities | $278,000 | 7,626 |
| 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 | $289,000 | 7,725 |
| U.S. Government securities | $289,000 | 7,518 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $289,000 | 7,426 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $102,000 | 6,369 |
| Mortgage-backed securities | $289,000 | 5,888 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,090 |
| Issued or guaranteed by U.S. | $8,000 | 6,071 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $281,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 3,027 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $289,000 | 7,192 |
| Total debt securities | $289,000 | 7,692 |
| 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 | $315,000 | 7,792 |
| U.S. Government securities | $315,000 | 7,574 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $315,000 | 7,492 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $111,000 | 6,428 |
| Mortgage-backed securities | $315,000 | 5,938 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,144 |
| Issued or guaranteed by U.S. | $8,000 | 6,122 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $307,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 2,995 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $315,000 | 7,242 |
| Total debt securities | $315,000 | 7,762 |
| 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 | $327,000 | 7,869 |
| U.S. Government securities | $327,000 | 7,661 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $327,000 | 7,580 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $115,000 | 6,475 |
| Mortgage-backed securities | $327,000 | 5,978 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,206 |
| Issued or guaranteed by U.S. | $8,000 | 6,188 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $319,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 3,011 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $327,000 | 7,309 |
| Total debt securities | $326,000 | 7,840 |
| 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 | $326,000 | 7,929 |
| U.S. Government securities | $326,000 | 7,724 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $326,000 | 7,648 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $115,000 | 6,497 |
| Mortgage-backed securities | $326,000 | 5,984 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,241 |
| Issued or guaranteed by U.S. | $8,000 | 6,219 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $318,000 | 3,323 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,996 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $326,000 | 7,348 |
| Total debt securities | $326,000 | 7,900 |
| 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 | $360,000 | 7,981 |
| U.S. Government securities | $360,000 | 7,778 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $360,000 | 7,697 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $128,000 | 6,515 |
| Mortgage-backed securities | $360,000 | 5,955 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,265 |
| Issued or guaranteed by U.S. | $9,000 | 6,244 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $351,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 2,895 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $360,000 | 7,388 |
| Total debt securities | $360,000 | 7,947 |
| 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 | $382,000 | 8,019 |
| U.S. Government securities | $382,000 | 7,824 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $382,000 | 7,746 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $135,000 | 6,547 |
| Mortgage-backed securities | $382,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,286 |
| Issued or guaranteed by U.S. | $9,000 | 6,261 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $373,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,892 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $382,000 | 7,438 |
| Total debt securities | $382,000 | 7,976 |
| 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 | $413,000 | 8,061 |
| U.S. Government securities | $413,000 | 7,856 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $413,000 | 7,781 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $147,000 | 6,562 |
| Mortgage-backed securities | $413,000 | 5,923 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,255 |
| Issued or guaranteed by U.S. | $12,000 | 6,224 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $401,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 2,848 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $413,000 | 7,473 |
| Total debt securities | $413,000 | 8,013 |
| 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 | $418,000 | 8,109 |
| U.S. Government securities | $418,000 | 7,955 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $418,000 | 7,862 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $136,000 | 6,614 |
| Mortgage-backed securities | $418,000 | 5,797 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,167 |
| Issued or guaranteed by U.S. | $15,000 | 6,146 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $403,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 2,771 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $418,000 | 7,489 |
| Total debt securities | $418,000 | 8,067 |
| 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 | $428,000 | 8,156 |
| U.S. Government securities | $428,000 | 8,015 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $428,000 | 7,913 |
| 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 | $139,000 | 6,631 |
| Mortgage-backed securities | $428,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,125 |
| Issued or guaranteed by U.S. | $15,000 | 6,102 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $413,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 2,722 |
| 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) | $428,000 | 7,528 |
| Total debt securities | $428,000 | 8,115 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $447,000 | 8,208 |
| U.S. Government securities | $447,000 | 8,065 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $447,000 | 7,962 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $143,000 | 6,707 |
| Mortgage-backed securities | $447,000 | 5,724 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,112 |
| Issued or guaranteed by U.S. | $21,000 | 6,091 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $426,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,698 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $447,000 | 7,561 |
| Total debt securities | $447,000 | 8,170 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $470,000 | 8,238 |
| U.S. Government securities | $470,000 | 8,099 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $470,000 | 7,998 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $151,000 | 6,731 |
| Mortgage-backed securities | $470,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,134 |
| Issued or guaranteed by U.S. | $21,000 | 6,111 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $449,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 2,658 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $470,000 | 7,573 |
| Total debt securities | $470,000 | 8,199 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $487,000 | 8,286 |
| U.S. Government securities | $487,000 | 8,143 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $487,000 | 8,039 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $141,000 | 6,783 |
| Mortgage-backed securities | $487,000 | 5,692 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,162 |
| Issued or guaranteed by U.S. | $21,000 | 6,136 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $466,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 2,634 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $487,000 | 7,624 |
| Total debt securities | $487,000 | 8,245 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $504,000 | 8,351 |
| U.S. Government securities | $504,000 | 8,205 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $504,000 | 8,100 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $145,000 | 6,838 |
| Mortgage-backed securities | $504,000 | 5,679 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,203 |
| Issued or guaranteed by U.S. | $22,000 | 6,175 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $482,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 2,588 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $504,000 | 7,653 |
| Total debt securities | $504,000 | 8,310 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $542,000 | 8,386 |
| U.S. Government securities | $542,000 | 8,236 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $542,000 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $146,000 | 6,895 |
| Mortgage-backed securities | $542,000 | 5,668 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,250 |
| Issued or guaranteed by U.S. | $22,000 | 6,225 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $520,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,527 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $542,000 | 7,686 |
| Total debt securities | $542,000 | 8,346 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $572,000 | 8,420 |
| U.S. Government securities | $572,000 | 8,282 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $572,000 | 8,172 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $154,000 | 6,914 |
| Mortgage-backed securities | $572,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,276 |
| Issued or guaranteed by U.S. | $22,000 | 6,254 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $550,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $550,000 | 2,502 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $572,000 | 7,719 |
| Total debt securities | $572,000 | 8,383 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $598,000 | 8,478 |
| U.S. Government securities | $598,000 | 8,324 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $598,000 | 8,206 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $161,000 | 6,957 |
| Mortgage-backed securities | $598,000 | 5,709 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,331 |
| Issued or guaranteed by U.S. | $23,000 | 6,310 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $575,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 2,497 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $598,000 | 7,753 |
| Total debt securities | $598,000 | 8,437 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $642,000 | 8,506 |
| U.S. Government securities | $642,000 | 8,346 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $642,000 | 8,239 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $173,000 | 6,999 |
| Mortgage-backed securities | $642,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,370 |
| Issued or guaranteed by U.S. | $23,000 | 6,353 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $619,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $619,000 | 2,486 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $642,000 | 7,777 |
| Total debt securities | $642,000 | 8,462 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $690,000 | 8,525 |
| U.S. Government securities | $690,000 | 8,362 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $690,000 | 8,249 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $163,000 | 7,007 |
| Mortgage-backed securities | $690,000 | 5,731 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,394 |
| Issued or guaranteed by U.S. | $27,000 | 6,374 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $663,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,531 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $690,000 | 7,795 |
| Total debt securities | $690,000 | 8,484 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $774,000 | 8,580 |
| U.S. Government securities | $774,000 | 8,407 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $774,000 | 8,291 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $184,000 | 7,056 |
| Mortgage-backed securities | $774,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,470 |
| Issued or guaranteed by U.S. | $28,000 | 6,452 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $746,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $746,000 | 2,528 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $774,000 | 7,850 |
| Total debt securities | $774,000 | 8,537 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $856,000 | 8,594 |
| U.S. Government securities | $856,000 | 8,410 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $856,000 | 8,294 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $219,000 | 7,042 |
| Mortgage-backed securities | $856,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,413 |
| Issued or guaranteed by U.S. | $50,000 | 6,398 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $806,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,542 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $856,000 | 7,852 |
| Total debt securities | $856,000 | 8,548 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $945,000 | 8,627 |
| U.S. Government securities | $945,000 | 8,443 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $945,000 | 8,328 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $241,000 | 7,070 |
| Mortgage-backed securities | $945,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,443 |
| Issued or guaranteed by U.S. | $50,000 | 6,427 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $895,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 2,498 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $945,000 | 7,875 |
| Total debt securities | $945,000 | 8,586 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $1,000,000 | 8,672 |
| U.S. Government securities | $1,000,000 | 8,488 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,000,000 | 8,363 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $253,000 | 7,080 |
| Mortgage-backed securities | $1,000,000 | 5,709 |
| Certificates of participation in pools of residential mortgages | $58,000 | 6,477 |
| Issued or guaranteed by U.S. | $58,000 | 6,463 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $942,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,516 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,000,000 | 7,918 |
| Total debt securities | $1,000,000 | 8,633 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $1,020,000 | 8,688 |
| U.S. Government securities | $1,020,000 | 8,472 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,020,000 | 8,347 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $256,000 | 7,077 |
| Mortgage-backed securities | $1,020,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $65,000 | 6,467 |
| Issued or guaranteed by U.S. | $65,000 | 6,448 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $955,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,585 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,020,000 | 7,931 |
| Total debt securities | $1,020,000 | 8,634 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $1,016,000 | 8,763 |
| U.S. Government securities | $1,016,000 | 8,558 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,016,000 | 8,423 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,000 | 7,111 |
| Mortgage-backed securities | $1,016,000 | 5,756 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,483 |
| Issued or guaranteed by U.S. | $78,000 | 6,461 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $938,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 2,714 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,016,000 | 7,994 |
| Total debt securities | $1,016,000 | 8,709 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $1,043,000 | 8,786 |
| U.S. Government securities | $1,043,000 | 8,547 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,043,000 | 8,398 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $254,000 | 7,134 |
| Mortgage-backed securities | $1,043,000 | 5,762 |
| Certificates of participation in pools of residential mortgages | $86,000 | 6,509 |
| Issued or guaranteed by U.S. | $86,000 | 6,484 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $957,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 2,724 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,043,000 | 8,008 |
| Total debt securities | $1,043,000 | 8,725 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $1,063,000 | 8,795 |
| U.S. Government securities | $1,063,000 | 8,549 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,063,000 | 8,400 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $258,000 | 7,159 |
| Mortgage-backed securities | $1,063,000 | 5,884 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,520 |
| Issued or guaranteed by U.S. | $88,000 | 6,503 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $975,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,914 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,063,000 | 8,010 |
| Total debt securities | $1,063,000 | 8,732 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $1,058,000 | 8,853 |
| U.S. Government securities | $1,058,000 | 8,610 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,058,000 | 8,448 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $230,000 | 7,213 |
| Mortgage-backed securities | $1,058,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,525 |
| Issued or guaranteed by U.S. | $88,000 | 6,506 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $970,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 3,029 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,058,000 | 8,049 |
| Total debt securities | $1,058,000 | 8,782 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $1,067,000 | 8,889 |
| U.S. Government securities | $1,067,000 | 8,654 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,067,000 | 8,498 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $183,000 | 7,298 |
| Mortgage-backed securities | $1,067,000 | 5,862 |
| Certificates of participation in pools of residential mortgages | $93,000 | 6,504 |
| Issued or guaranteed by U.S. | $93,000 | 6,484 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $974,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $974,000 | 3,059 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,067,000 | 8,067 |
| Total debt securities | $1,067,000 | 8,816 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $3,075,000 | 8,545 |
| U.S. Government securities | $3,075,000 | 8,033 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,075,000 | 7,808 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $405,000 | 7,305 |
| Mortgage-backed securities | $3,075,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $107,000 | 6,477 |
| Issued or guaranteed by U.S. | $107,000 | 6,453 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,968,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $2,968,000 | 2,228 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,075,000 | 7,596 |
| Total debt securities | $3,075,000 | 8,450 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $3,671,000 | 8,798 |
| U.S. Government securities | $3,330,000 | 8,462 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,330,000 | 8,125 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $341,000 | 4,707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $455,000 | 7,587 |
| Mortgage-backed securities | $3,330,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $129,000 | 6,276 |
| Issued or guaranteed by U.S. | $129,000 | 6,256 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,201,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $3,201,000 | 1,755 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $3,671,000 | 7,657 |
| Total debt securities | $3,330,000 | 8,804 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $5,365,000 | 8,549 |
| U.S. Government securities | $5,041,000 | 8,017 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,041,000 | 7,496 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $324,000 | 4,689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $428,000 | 7,788 |
| Mortgage-backed securities | $5,041,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $162,000 | 6,492 |
| Issued or guaranteed by U.S. | $162,000 | 6,474 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,879,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $4,879,000 | 1,500 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,365,000 | 7,306 |
| Total debt securities | $5,041,000 | 8,538 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $7,423,000 | 7,885 |
| U.S. Government securities | $7,162,000 | 7,092 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,162,000 | 6,220 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $261,000 | 4,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $820,000 | 7,380 |
| Mortgage-backed securities | $7,162,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $256,000 | 6,473 |
| Issued or guaranteed by U.S. | $256,000 | 6,451 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,906,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $6,906,000 | 1,385 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $7,423,000 | 6,543 |
| Total debt securities | $7,162,000 | 7,845 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $8,502,000 | 7,914 |
| U.S. Government securities | $8,256,000 | 7,151 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $8,256,000 | 5,855 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $246,000 | 5,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $836,000 | 7,750 |
| Mortgage-backed securities | $8,256,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $284,000 | 6,671 |
| Issued or guaranteed by U.S. | $284,000 | 6,650 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,972,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $7,972,000 | 1,246 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,502,000 | 6,199 |
| Total debt securities | $8,256,000 | 7,876 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $17,032,000 | 5,937 |
| U.S. Government securities | $17,032,000 | 4,984 |
| U.S. Treasury securities | $3,975,000 | 4,451 |
| U.S. Government agency obligations | $13,057,000 | 4,646 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $949,000 | 8,002 |
| Mortgage-backed securities | $13,057,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $4,745,000 | 3,299 |
| Issued or guaranteed by U.S. | $4,745,000 | 3,279 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $8,312,000 | 1,433 |
| CMOs issued by government agencies or sponsored agencies | $8,312,000 | 1,359 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $17,032,000 | 4,322 |
| Total debt securities | $17,032,000 | 5,819 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $20,072,000 | 5,529 |
| U.S. Government securities | $20,072,000 | 4,629 |
| U.S. Treasury securities | $4,987,000 | 4,662 |
| U.S. Government agency obligations | $15,085,000 | 4,181 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,363,000 | 4,500 |
| Mortgage-backed securities | $15,085,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $6,216,000 | 2,918 |
| Issued or guaranteed by U.S. | $6,216,000 | 2,890 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $8,869,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $8,869,000 | 1,456 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $20,072,000 | 3,952 |
| Total debt securities | $20,072,000 | 5,432 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $27,988,000 | 4,525 |
| U.S. Government securities | $27,988,000 | 3,695 |
| U.S. Treasury securities | $4,852,000 | 5,664 |
| U.S. Government agency obligations | $23,136,000 | 2,832 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,597,000 | 5,620 |
| Mortgage-backed securities | $23,136,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $7,734,000 | 2,642 |
| Issued or guaranteed by U.S. | $7,734,000 | 2,632 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $15,402,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $15,402,000 | 1,021 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,258,000 | 4,713 |
| Available-for-sale securities (fair market value) | $14,730,000 | 3,624 |
| Total debt securities | $27,988,000 | 4,434 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $31,413,000 | 4,314 |
| U.S. Government securities | $31,413,000 | 3,441 |
| U.S. Treasury securities | $5,557,000 | 5,320 |
| U.S. Government agency obligations | $25,856,000 | 2,640 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,073,000 | 4,575 |
| Mortgage-backed securities | $25,856,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $10,352,000 | 2,430 |
| Issued or guaranteed by U.S. | $10,352,000 | 2,402 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $15,504,000 | 1,235 |
| CMOs issued by government agencies or sponsored agencies | $15,504,000 | 1,151 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $31,413,000 | 4,209 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $24,492,000 | 5,249 |
| U.S. Government securities | $24,492,000 | 4,289 |
| U.S. Treasury securities | $5,073,000 | 5,720 |
| U.S. Government agency obligations | $19,419,000 | 3,316 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,009,000 | 5,976 |
| Mortgage-backed securities | $17,922,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $12,297,000 | 2,187 |
| Issued or guaranteed by U.S. | $12,297,000 | 2,146 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,625,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $5,625,000 | 2,216 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $24,492,000 | 5,146 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
