| 2023-12-31 | Rank |
| Total securities | $35,451,000 | 3,008 |
| U.S. Government securities | $24,411,000 | 2,719 |
| U.S. Treasury securities | $1,970,000 | 2,290 |
| U.S. Government agency obligations | $22,441,000 | 2,465 |
| Securities issued by states & political subdivisions | $2,882,000 | 3,189 |
| Other domestic debt securities | $8,208,000 | 1,131 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $8,208,000 | 731 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $240,000 | 3,887 |
| Mortgage-backed securities | $17,808,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,456,000 | 1,941 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,373,000 | 1,486 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $817,000 | 1,292 |
| Other commercial mortgage-backed securities | $1,162,000 | 1,066 |
| Held to maturity securities (book value) | $5,050,000 | 1,178 |
| Available-for-sale securities (fair market value) | $30,451,000 | 2,933 |
| Total debt securities | $35,501,000 | 2,985 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $35,140,000 | 3,020 |
| U.S. Government securities | $24,284,000 | 2,722 |
| U.S. Treasury securities | $1,946,000 | 2,360 |
| U.S. Government agency obligations | $22,338,000 | 2,453 |
| Securities issued by states & political subdivisions | $2,759,000 | 3,221 |
| Other domestic debt securities | $8,147,000 | 1,119 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $8,147,000 | 727 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $235,000 | 3,900 |
| Mortgage-backed securities | $17,486,000 | 2,104 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,184,000 | 1,930 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,310,000 | 1,473 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $777,000 | 1,282 |
| Other commercial mortgage-backed securities | $1,215,000 | 1,050 |
| Held to maturity securities (book value) | $5,050,000 | 1,196 |
| Available-for-sale securities (fair market value) | $30,140,000 | 2,937 |
| Total debt securities | $35,191,000 | 2,999 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $36,073,000 | 3,042 |
| U.S. Government securities | $25,626,000 | 2,708 |
| U.S. Treasury securities | $1,940,000 | 2,385 |
| U.S. Government agency obligations | $23,686,000 | 2,438 |
| Securities issued by states & political subdivisions | $2,834,000 | 3,254 |
| Other domestic debt securities | $8,113,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $8,113,000 | 737 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $236,000 | 3,902 |
| Mortgage-backed securities | $18,530,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,925,000 | 1,923 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,573,000 | 1,461 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $803,000 | 1,273 |
| Other commercial mortgage-backed securities | $1,229,000 | 1,053 |
| Held to maturity securities (book value) | $5,050,000 | 1,208 |
| Available-for-sale securities (fair market value) | $31,523,000 | 2,946 |
| Total debt securities | $36,574,000 | 3,006 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $38,105,000 | 3,061 |
| U.S. Government securities | $27,560,000 | 2,706 |
| U.S. Treasury securities | $1,959,000 | 2,446 |
| U.S. Government agency obligations | $25,601,000 | 2,357 |
| Securities issued by states & political subdivisions | $2,905,000 | 3,300 |
| Other domestic debt securities | $8,140,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $8,140,000 | 773 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $240,000 | 3,915 |
| Mortgage-backed securities | $19,722,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,597,000 | 1,925 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,736,000 | 1,476 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $824,000 | 1,289 |
| Other commercial mortgage-backed securities | $1,565,000 | 1,016 |
| Held to maturity securities (book value) | $5,050,000 | 1,252 |
| Available-for-sale securities (fair market value) | $33,555,000 | 2,950 |
| Total debt securities | $38,606,000 | 3,027 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $38,103,000 | 3,107 |
| U.S. Government securities | $27,634,000 | 2,720 |
| U.S. Treasury securities | $1,937,000 | 2,485 |
| U.S. Government agency obligations | $25,697,000 | 2,354 |
| Securities issued by states & political subdivisions | $2,796,000 | 3,364 |
| Other domestic debt securities | $8,173,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $8,173,000 | 782 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $236,000 | 3,886 |
| Mortgage-backed securities | $19,478,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,455,000 | 1,951 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,659,000 | 1,503 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $806,000 | 1,277 |
| Other commercial mortgage-backed securities | $1,558,000 | 1,018 |
| Held to maturity securities (book value) | $5,050,000 | 1,266 |
| Available-for-sale securities (fair market value) | $33,553,000 | 2,986 |
| Total debt securities | $38,602,000 | 3,061 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $39,558,000 | 3,068 |
| U.S. Government securities | $29,004,000 | 2,675 |
| U.S. Treasury securities | $1,937,000 | 2,516 |
| U.S. Government agency obligations | $27,067,000 | 2,329 |
| Securities issued by states & political subdivisions | $2,890,000 | 3,378 |
| Other domestic debt securities | $8,164,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $8,164,000 | 778 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $235,000 | 3,908 |
| Mortgage-backed securities | $20,317,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,008,000 | 1,934 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,832,000 | 1,507 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $816,000 | 1,287 |
| Other commercial mortgage-backed securities | $1,661,000 | 1,037 |
| Held to maturity securities (book value) | $5,050,000 | 1,240 |
| Available-for-sale securities (fair market value) | $35,008,000 | 2,954 |
| Total debt securities | $40,057,000 | 3,031 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $39,743,000 | 3,104 |
| U.S. Government securities | $28,336,000 | 2,746 |
| U.S. Treasury securities | $1,978,000 | 2,456 |
| U.S. Government agency obligations | $26,358,000 | 2,396 |
| Securities issued by states & political subdivisions | $3,197,000 | 3,365 |
| Other domestic debt securities | $8,210,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $8,210,000 | 786 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $243,000 | 3,942 |
| Mortgage-backed securities | $20,800,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $12,782,000 | 2,041 |
| Issued or guaranteed by U.S. | $12,782,000 | 1,992 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,239,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $3,239,000 | 1,750 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,779,000 | 1,189 |
| Commercial mortgage pass-through securities | $855,000 | 1,278 |
| Other commercial mortgage-backed securities | $3,924,000 | 877 |
| Held to maturity securities (book value) | $5,050,000 | 1,162 |
| Available-for-sale securities (fair market value) | $34,693,000 | 3,022 |
| Total debt securities | $39,743,000 | 3,087 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $33,502,000 | 3,253 |
| U.S. Government securities | $23,984,000 | 2,880 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $23,984,000 | 2,495 |
| Securities issued by states & political subdivisions | $1,219,000 | 3,741 |
| Other domestic debt securities | $8,299,000 | 1,059 |
| 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 | $8,299,000 | 769 |
| 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 | $260,000 | 3,956 |
| Mortgage-backed securities | $19,015,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $12,404,000 | 2,100 |
| Issued or guaranteed by U.S. | $12,404,000 | 2,054 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,721,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $3,721,000 | 1,697 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,890,000 | 1,379 |
| Commercial mortgage pass-through securities | $902,000 | 1,245 |
| Other commercial mortgage-backed securities | $1,988,000 | 1,054 |
| Held to maturity securities (book value) | $5,050,000 | 1,074 |
| Available-for-sale securities (fair market value) | $28,452,000 | 3,205 |
| Total debt securities | $33,503,000 | 3,233 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $34,268,000 | 3,157 |
| U.S. Government securities | $26,481,000 | 2,610 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $26,481,000 | 2,368 |
| Securities issued by states & political subdivisions | $1,340,000 | 3,735 |
| Other domestic debt securities | $6,447,000 | 1,160 |
| 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 | $6,447,000 | 840 |
| 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 | $273,000 | 3,984 |
| Mortgage-backed securities | $21,038,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $13,571,000 | 2,019 |
| Issued or guaranteed by U.S. | $13,571,000 | 1,960 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,321,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $4,321,000 | 1,606 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,146,000 | 1,335 |
| Commercial mortgage pass-through securities | $976,000 | 1,214 |
| Other commercial mortgage-backed securities | $2,170,000 | 1,017 |
| Held to maturity securities (book value) | $3,050,000 | 1,091 |
| Available-for-sale securities (fair market value) | $31,218,000 | 3,074 |
| Total debt securities | $34,267,000 | 3,135 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $33,164,000 | 3,141 |
| U.S. Government securities | $26,703,000 | 2,529 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $26,703,000 | 2,336 |
| Securities issued by states & political subdivisions | $2,015,000 | 3,641 |
| Other domestic debt securities | $4,446,000 | 1,282 |
| 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 | $4,446,000 | 956 |
| 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 | $278,000 | 4,010 |
| Mortgage-backed securities | $21,301,000 | 2,142 |
| Certificates of participation in pools of residential mortgages | $13,152,000 | 2,048 |
| Issued or guaranteed by U.S. | $13,152,000 | 1,994 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,729,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $4,729,000 | 1,568 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,420,000 | 1,298 |
| Commercial mortgage pass-through securities | $990,000 | 1,227 |
| Other commercial mortgage-backed securities | $2,430,000 | 982 |
| Held to maturity securities (book value) | $1,000,000 | 1,345 |
| Available-for-sale securities (fair market value) | $32,164,000 | 2,998 |
| Total debt securities | $33,164,000 | 3,118 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $14,615,000 | 3,891 |
| U.S. Government securities | $12,203,000 | 3,342 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $12,203,000 | 3,115 |
| Securities issued by states & political subdivisions | $2,155,000 | 3,635 |
| Other domestic debt securities | $257,000 | 2,078 |
| 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 | $257,000 | 1,699 |
| 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 | $279,000 | 4,054 |
| Mortgage-backed securities | $6,521,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $1,047,000 | 3,526 |
| Issued or guaranteed by U.S. | $1,047,000 | 3,430 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,977,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $2,977,000 | 1,784 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,497,000 | 1,404 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,497,000 | 951 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $14,615,000 | 3,676 |
| Total debt securities | $14,615,000 | 3,870 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $11,066,000 | 4,013 |
| U.S. Government securities | $9,833,000 | 3,432 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,833,000 | 3,244 |
| Securities issued by states & political subdivisions | $980,000 | 3,877 |
| Other domestic debt securities | $253,000 | 2,061 |
| 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 | $253,000 | 1,656 |
| 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 | $263,000 | 4,075 |
| Mortgage-backed securities | $3,568,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $1,061,000 | 3,520 |
| Issued or guaranteed by U.S. | $1,061,000 | 3,428 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,507,000 | 1,385 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,507,000 | 922 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $11,066,000 | 3,789 |
| Total debt securities | $11,066,000 | 3,987 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $9,219,000 | 4,093 |
| U.S. Government securities | $7,979,000 | 3,468 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,979,000 | 3,318 |
| Securities issued by states & political subdivisions | $985,000 | 3,896 |
| Other domestic debt securities | $255,000 | 1,995 |
| 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 | $255,000 | 1,589 |
| 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 | $264,000 | 4,098 |
| Mortgage-backed securities | $1,546,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $106,000 | 3,856 |
| Issued or guaranteed by U.S. | $106,000 | 3,786 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,440,000 | 1,530 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,440,000 | 1,020 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $9,219,000 | 3,854 |
| Total debt securities | $9,221,000 | 4,068 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $8,765,000 | 4,098 |
| U.S. Government securities | $7,272,000 | 3,534 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,272,000 | 3,377 |
| Securities issued by states & political subdivisions | $1,240,000 | 3,795 |
| Other domestic debt securities | $253,000 | 1,975 |
| 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 | $253,000 | 1,568 |
| 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 | $265,000 | 4,118 |
| Mortgage-backed securities | $554,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $116,000 | 3,856 |
| Issued or guaranteed by U.S. | $116,000 | 3,785 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $438,000 | 1,825 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $438,000 | 1,236 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,765,000 | 3,856 |
| Total debt securities | $8,764,000 | 4,074 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $9,222,000 | 4,065 |
| U.S. Government securities | $7,580,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,580,000 | 3,366 |
| Securities issued by states & political subdivisions | $1,396,000 | 3,763 |
| Other domestic debt securities | $246,000 | 1,939 |
| 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 | $246,000 | 1,548 |
| 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 | $22,000 | 4,236 |
| Mortgage-backed securities | $570,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $131,000 | 3,852 |
| Issued or guaranteed by U.S. | $131,000 | 3,783 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $439,000 | 1,819 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $439,000 | 1,218 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $9,222,000 | 3,827 |
| Total debt securities | $9,222,000 | 4,038 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $9,383,000 | 4,085 |
| U.S. Government securities | $7,779,000 | 3,550 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,779,000 | 3,392 |
| Securities issued by states & political subdivisions | $1,381,000 | 3,741 |
| Other domestic debt securities | $223,000 | 1,888 |
| 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 | $223,000 | 1,473 |
| 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 | $22,000 | 4,264 |
| Mortgage-backed securities | $575,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $134,000 | 3,882 |
| Issued or guaranteed by U.S. | $134,000 | 3,803 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $441,000 | 1,790 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $441,000 | 1,191 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $9,383,000 | 3,839 |
| Total debt securities | $9,382,000 | 4,058 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $9,767,000 | 4,101 |
| U.S. Government securities | $8,133,000 | 3,601 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,133,000 | 3,444 |
| Securities issued by states & political subdivisions | $1,380,000 | 3,741 |
| Other domestic debt securities | $254,000 | 1,818 |
| 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 | $254,000 | 1,406 |
| 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 | $29,000 | 4,331 |
| Mortgage-backed securities | $626,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $147,000 | 3,890 |
| Issued or guaranteed by U.S. | $147,000 | 3,823 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $479,000 | 1,752 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $479,000 | 1,152 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $9,767,000 | 3,846 |
| Total debt securities | $9,767,000 | 4,076 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $10,805,000 | 4,070 |
| U.S. Government securities | $9,173,000 | 3,512 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $9,173,000 | 3,359 |
| Securities issued by states & political subdivisions | $1,381,000 | 3,786 |
| Other domestic debt securities | $251,000 | 1,862 |
| 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 | $251,000 | 1,412 |
| 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 | $29,000 | 4,411 |
| Mortgage-backed securities | $634,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $154,000 | 3,926 |
| Issued or guaranteed by U.S. | $154,000 | 3,854 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $480,000 | 1,729 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $480,000 | 1,118 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $10,805,000 | 3,814 |
| Total debt securities | $10,805,000 | 4,046 |
| Structured notes |
| Amortized cost | $500,000 | 667 |
| Fair value | $500,000 | 678 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $11,148,000 | 4,094 |
| U.S. Government securities | $9,519,000 | 3,554 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,519,000 | 3,396 |
| Securities issued by states & political subdivisions | $1,382,000 | 3,844 |
| Other domestic debt securities | $247,000 | 1,879 |
| 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 | $247,000 | 1,463 |
| 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 | $39,000 | 4,453 |
| Mortgage-backed securities | $659,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $178,000 | 3,937 |
| Issued or guaranteed by U.S. | $178,000 | 3,871 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $481,000 | 1,703 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $481,000 | 1,091 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,148,000 | 3,823 |
| Total debt securities | $11,148,000 | 4,074 |
| Structured notes |
| Amortized cost | $500,000 | 736 |
| Fair value | $500,000 | 741 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $11,755,000 | 4,105 |
| U.S. Government securities | $10,026,000 | 3,529 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,026,000 | 3,364 |
| Securities issued by states & political subdivisions | $1,363,000 | 3,913 |
| Other domestic debt securities | $366,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $120,000 | 565 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $246,000 | 1,467 |
| 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 | $39,000 | 4,498 |
| Mortgage-backed securities | $669,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $187,000 | 3,966 |
| Issued or guaranteed by U.S. | $67,000 | 3,997 |
| Privately issued | $120,000 | 212 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $482,000 | 1,630 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $482,000 | 1,005 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $11,755,000 | 3,839 |
| Total debt securities | $11,756,000 | 4,084 |
| Structured notes |
| Amortized cost | $500,000 | 744 |
| Fair value | $492,000 | 799 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $11,092,000 | 4,202 |
| U.S. Government securities | $9,493,000 | 3,630 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,493,000 | 3,472 |
| Securities issued by states & political subdivisions | $1,359,000 | 3,967 |
| Other domestic debt securities | $240,000 | 1,877 |
| 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 | $240,000 | 1,473 |
| 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 | $39,000 | 4,547 |
| Mortgage-backed securities | $678,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $193,000 | 3,994 |
| Issued or guaranteed by U.S. | $193,000 | 3,937 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $485,000 | 1,588 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $485,000 | 962 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,092,000 | 3,924 |
| Total debt securities | $11,093,000 | 4,181 |
| Structured notes |
| Amortized cost | $500,000 | 771 |
| Fair value | $488,000 | 823 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $9,120,000 | 4,435 |
| U.S. Government securities | $7,530,000 | 3,915 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,530,000 | 3,757 |
| Securities issued by states & political subdivisions | $1,340,000 | 4,009 |
| Other domestic debt securities | $250,000 | 1,825 |
| 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 | $250,000 | 1,455 |
| 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 | $56,000 | 4,604 |
| Mortgage-backed securities | $722,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $234,000 | 4,028 |
| Issued or guaranteed by U.S. | $234,000 | 4,008 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $488,000 | 1,575 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $488,000 | 956 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $9,120,000 | 4,155 |
| Total debt securities | $9,121,000 | 4,410 |
| Structured notes |
| Amortized cost | $500,000 | 750 |
| Fair value | $480,000 | 799 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $9,132,000 | 4,488 |
| U.S. Government securities | $7,788,000 | 3,890 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,788,000 | 3,736 |
| Securities issued by states & political subdivisions | $1,344,000 | 4,064 |
| 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 | $56,000 | 4,655 |
| Mortgage-backed securities | $760,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $266,000 | 4,064 |
| Issued or guaranteed by U.S. | $266,000 | 3,928 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $494,000 | 1,542 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $494,000 | 947 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $9,132,000 | 4,201 |
| Total debt securities | $9,131,000 | 4,463 |
| Structured notes |
| Amortized cost | $500,000 | 749 |
| Fair value | $483,000 | 801 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $9,569,000 | 4,490 |
| U.S. Government securities | $8,220,000 | 3,911 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,220,000 | 3,754 |
| Securities issued by states & political subdivisions | $1,349,000 | 4,106 |
| 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 | $64,000 | 4,720 |
| Mortgage-backed securities | $782,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $287,000 | 4,090 |
| Issued or guaranteed by U.S. | $287,000 | 4,083 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $495,000 | 1,369 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $495,000 | 930 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $9,569,000 | 4,208 |
| Total debt securities | $9,569,000 | 4,466 |
| Structured notes |
| Amortized cost | $500,000 | 718 |
| Fair value | $483,000 | 769 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $9,978,000 | 4,524 |
| U.S. Government securities | $8,603,000 | 3,896 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,603,000 | 3,752 |
| Securities issued by states & political subdivisions | $1,375,000 | 4,172 |
| 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 | $65,000 | 4,796 |
| Mortgage-backed securities | $803,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $305,000 | 4,124 |
| Issued or guaranteed by U.S. | $305,000 | 4,119 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $498,000 | 1,361 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $498,000 | 900 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $9,978,000 | 4,241 |
| Total debt securities | $9,979,000 | 4,498 |
| Structured notes |
| Amortized cost | $500,000 | 725 |
| Fair value | $493,000 | 761 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $10,140,000 | 4,549 |
| U.S. Government securities | $8,755,000 | 3,915 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,755,000 | 3,771 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,221 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $817,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $319,000 | 4,174 |
| Issued or guaranteed by U.S. | $319,000 | 4,170 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $498,000 | 1,353 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $498,000 | 887 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $10,140,000 | 4,259 |
| Total debt securities | $10,140,000 | 4,527 |
| Structured notes |
| Amortized cost | $500,000 | 753 |
| Fair value | $496,000 | 796 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $10,320,000 | 4,592 |
| U.S. Government securities | $8,926,000 | 3,945 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,926,000 | 3,804 |
| Securities issued by states & political subdivisions | $1,394,000 | 4,238 |
| 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 | $1,000 | 4,928 |
| Mortgage-backed securities | $848,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $349,000 | 4,193 |
| Issued or guaranteed by U.S. | $349,000 | 4,188 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $499,000 | 1,307 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $499,000 | 849 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $10,320,000 | 4,291 |
| Total debt securities | $10,320,000 | 4,567 |
| Structured notes |
| Amortized cost | $500,000 | 804 |
| Fair value | $498,000 | 842 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $10,440,000 | 4,613 |
| U.S. Government securities | $9,062,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,062,000 | 3,828 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,292 |
| 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 | $2,000 | 4,982 |
| Mortgage-backed securities | $868,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $370,000 | 4,252 |
| Issued or guaranteed by U.S. | $370,000 | 4,248 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $498,000 | 1,285 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $498,000 | 846 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $10,440,000 | 4,303 |
| Total debt securities | $10,440,000 | 4,589 |
| Structured notes |
| Amortized cost | $500,000 | 851 |
| Fair value | $490,000 | 912 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $8,952,000 | 4,774 |
| U.S. Government securities | $7,843,000 | 4,137 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,843,000 | 4,000 |
| Securities issued by states & political subdivisions | $1,109,000 | 4,434 |
| 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 | $4,000 | 5,028 |
| Mortgage-backed securities | $1,595,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $402,000 | 4,268 |
| Issued or guaranteed by U.S. | $402,000 | 4,262 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,193,000 | 1,044 |
| Commercial mortgage pass-through securities | $700,000 | 823 |
| Other commercial mortgage-backed securities | $493,000 | 812 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $8,952,000 | 4,457 |
| Total debt securities | $8,954,000 | 4,748 |
| Structured notes |
| Amortized cost | $500,000 | 851 |
| Fair value | $490,000 | 897 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $8,068,000 | 4,897 |
| U.S. Government securities | $7,453,000 | 4,215 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,453,000 | 4,097 |
| Securities issued by states & political subdivisions | $615,000 | 4,638 |
| 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 | $5,000 | 5,108 |
| Mortgage-backed securities | $1,637,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $438,000 | 4,287 |
| Issued or guaranteed by U.S. | $438,000 | 4,284 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,199,000 | 1,000 |
| Commercial mortgage pass-through securities | $704,000 | 755 |
| Other commercial mortgage-backed securities | $495,000 | 783 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $8,068,000 | 4,563 |
| Total debt securities | $8,068,000 | 4,874 |
| 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 | $6,085,000 | 5,174 |
| U.S. Government securities | $6,085,000 | 4,546 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,085,000 | 4,414 |
| 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 | $7,000 | 5,191 |
| Mortgage-backed securities | $1,155,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $447,000 | 4,337 |
| Issued or guaranteed by U.S. | $447,000 | 4,332 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $708,000 | 1,076 |
| Commercial mortgage pass-through securities | $708,000 | 712 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $6,085,000 | 4,832 |
| Total debt securities | $6,085,000 | 5,154 |
| 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 | $4,739,000 | 5,392 |
| U.S. Government securities | $4,739,000 | 4,829 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,739,000 | 4,721 |
| 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 | $8,000 | 5,246 |
| Mortgage-backed securities | $1,187,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $476,000 | 4,360 |
| Issued or guaranteed by U.S. | $476,000 | 4,356 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $711,000 | 1,050 |
| Commercial mortgage pass-through securities | $711,000 | 689 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $4,739,000 | 5,050 |
| Total debt securities | $4,739,000 | 5,370 |
| 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 | $4,927,000 | 5,445 |
| U.S. Government securities | $4,927,000 | 4,868 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,927,000 | 4,753 |
| 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 | $9,000 | 5,291 |
| Mortgage-backed securities | $1,265,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $551,000 | 4,349 |
| Issued or guaranteed by U.S. | $551,000 | 4,345 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $714,000 | 1,002 |
| Commercial mortgage pass-through securities | $714,000 | 658 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $4,927,000 | 5,089 |
| Total debt securities | $4,926,000 | 5,422 |
| 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 | $5,076,000 | 5,501 |
| U.S. Government securities | $5,076,000 | 4,932 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,076,000 | 4,816 |
| 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 | $10,000 | 5,361 |
| Mortgage-backed securities | $1,757,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $572,000 | 4,400 |
| Issued or guaranteed by U.S. | $572,000 | 4,394 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,185,000 | 843 |
| Commercial mortgage pass-through securities | $1,185,000 | 529 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,076,000 | 5,139 |
| Total debt securities | $5,076,000 | 5,476 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $5,337,000 | 5,555 |
| U.S. Government securities | $5,337,000 | 5,007 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,337,000 | 4,892 |
| 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 | $11,000 | 5,418 |
| Mortgage-backed securities | $1,793,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $604,000 | 4,460 |
| Issued or guaranteed by U.S. | $604,000 | 4,456 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,189,000 | 803 |
| Commercial mortgage pass-through securities | $1,189,000 | 502 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,337,000 | 5,188 |
| Total debt securities | $5,336,000 | 5,533 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $5,524,000 | 5,596 |
| U.S. Government securities | $5,524,000 | 5,053 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,524,000 | 4,949 |
| 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 | $13,000 | 5,476 |
| Mortgage-backed securities | $1,852,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $653,000 | 4,490 |
| Issued or guaranteed by U.S. | $653,000 | 4,485 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,199,000 | 786 |
| Commercial mortgage pass-through securities | $1,199,000 | 486 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,524,000 | 5,226 |
| Total debt securities | $5,523,000 | 5,575 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $5,831,000 | 5,659 |
| U.S. Government securities | $5,831,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,831,000 | 4,971 |
| 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 | $1,667,000 | 4,958 |
| Mortgage-backed securities | $1,882,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $683,000 | 4,550 |
| Issued or guaranteed by U.S. | $683,000 | 4,543 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,199,000 | 770 |
| Commercial mortgage pass-through securities | $1,199,000 | 486 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $5,831,000 | 5,282 |
| Total debt securities | $5,833,000 | 5,641 |
| 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 | $5,988,000 | 5,725 |
| U.S. Government securities | $5,988,000 | 5,145 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,988,000 | 5,029 |
| 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 | $1,694,000 | 5,019 |
| Mortgage-backed securities | $1,912,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $704,000 | 4,632 |
| Issued or guaranteed by U.S. | $704,000 | 4,628 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,208,000 | 737 |
| Commercial mortgage pass-through securities | $1,208,000 | 481 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,988,000 | 5,348 |
| Total debt securities | $5,988,000 | 5,705 |
| 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 | $6,273,000 | 5,749 |
| U.S. Government securities | $6,273,000 | 5,175 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,273,000 | 5,054 |
| 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 | $1,703,000 | 5,073 |
| Mortgage-backed securities | $1,929,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $724,000 | 4,670 |
| Issued or guaranteed by U.S. | $724,000 | 4,667 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,205,000 | 722 |
| Commercial mortgage pass-through securities | $1,205,000 | 478 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $6,273,000 | 5,351 |
| Total debt securities | $6,275,000 | 5,728 |
| 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 | $6,666,000 | 5,757 |
| U.S. Government securities | $6,666,000 | 5,139 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,666,000 | 5,035 |
| 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 | $1,728,000 | 5,113 |
| Mortgage-backed securities | $1,974,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $769,000 | 4,690 |
| Issued or guaranteed by U.S. | $769,000 | 4,685 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,205,000 | 710 |
| Commercial mortgage pass-through securities | $1,205,000 | 465 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $6,666,000 | 5,367 |
| Total debt securities | $6,666,000 | 5,730 |
| 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 | $6,934,000 | 5,766 |
| U.S. Government securities | $6,934,000 | 5,092 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,934,000 | 4,989 |
| 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 | $1,746,000 | 5,144 |
| Mortgage-backed securities | $1,996,000 | 4,627 |
| Certificates of participation in pools of residential mortgages | $788,000 | 4,706 |
| Issued or guaranteed by U.S. | $788,000 | 4,701 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,208,000 | 668 |
| Commercial mortgage pass-through securities | $1,208,000 | 429 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $6,934,000 | 5,374 |
| Total debt securities | $6,934,000 | 5,742 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $7,344,000 | 5,785 |
| U.S. Government securities | $7,344,000 | 5,073 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,344,000 | 4,980 |
| 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 | $1,752,000 | 5,195 |
| Mortgage-backed securities | $2,014,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $814,000 | 4,734 |
| Issued or guaranteed by U.S. | $814,000 | 4,730 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,200,000 | 658 |
| Commercial mortgage pass-through securities | $1,200,000 | 410 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,344,000 | 5,403 |
| Total debt securities | $7,344,000 | 5,759 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $7,571,000 | 5,780 |
| U.S. Government securities | $7,571,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,571,000 | 4,923 |
| 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 | $563,000 | 5,673 |
| Mortgage-backed securities | $2,063,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $850,000 | 4,702 |
| Issued or guaranteed by U.S. | $850,000 | 4,698 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,213,000 | 626 |
| Commercial mortgage pass-through securities | $1,213,000 | 403 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $7,571,000 | 5,396 |
| Total debt securities | $7,570,000 | 5,748 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $7,935,000 | 5,783 |
| U.S. Government securities | $7,935,000 | 5,034 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,935,000 | 4,926 |
| 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 | $589,000 | 5,728 |
| Mortgage-backed securities | $2,137,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $899,000 | 4,738 |
| Issued or guaranteed by U.S. | $899,000 | 4,736 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,238,000 | 544 |
| Commercial mortgage pass-through securities | $1,238,000 | 365 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,935,000 | 5,409 |
| Total debt securities | $7,935,000 | 5,748 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $8,349,000 | 5,752 |
| U.S. Government securities | $8,349,000 | 4,955 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,349,000 | 4,853 |
| 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 | $639,000 | 5,731 |
| Mortgage-backed securities | $2,203,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $965,000 | 4,734 |
| Issued or guaranteed by U.S. | $965,000 | 4,733 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,238,000 | 453 |
| Commercial mortgage pass-through securities | $1,238,000 | 320 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,349,000 | 5,379 |
| Total debt securities | $8,349,000 | 5,721 |
| 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 | $8,097,000 | 5,869 |
| U.S. Government securities | $8,097,000 | 5,096 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,097,000 | 5,004 |
| 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 | $671,000 | 5,798 |
| Mortgage-backed securities | $2,287,000 | 4,775 |
| Certificates of participation in pools of residential mortgages | $1,550,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,550,000 | 4,594 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $737,000 | 510 |
| Commercial mortgage pass-through securities | $737,000 | 362 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,097,000 | 5,485 |
| Total debt securities | $8,097,000 | 5,842 |
| Structured notes |
| Amortized cost | $500,000 | 2,199 |
| Fair value | $499,000 | 2,326 |
| 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 | $6,588,000 | 6,117 |
| U.S. Government securities | $6,588,000 | 5,469 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,588,000 | 5,358 |
| 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 | $723,000 | 5,856 |
| Mortgage-backed securities | $1,351,000 | 5,082 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 4,799 |
| Issued or guaranteed by U.S. | $1,119,000 | 4,796 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $232,000 | 554 |
| Commercial mortgage pass-through securities | $232,000 | 390 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $6,588,000 | 5,711 |
| Total debt securities | $6,587,000 | 6,089 |
| Structured notes |
| Amortized cost | $500,000 | 2,450 |
| Fair value | $500,000 | 2,527 |
| 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 | $2,954,000 | 6,666 |
| U.S. Government securities | $2,954,000 | 6,267 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,954,000 | 6,161 |
| 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 | $1,918,000 | 5,401 |
| Mortgage-backed securities | $1,189,000 | 5,160 |
| Certificates of participation in pools of residential mortgages | $1,189,000 | 4,787 |
| Issued or guaranteed by U.S. | $1,189,000 | 4,785 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $2,954,000 | 6,226 |
| Total debt securities | $2,954,000 | 6,628 |
| 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 | $7,726,000 | 6,039 |
| U.S. Government securities | $7,726,000 | 5,347 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,726,000 | 5,255 |
| 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 | $3,010,000 | 4,774 |
| Mortgage-backed securities | $3,375,000 | 4,559 |
| Certificates of participation in pools of residential mortgages | $2,913,000 | 4,160 |
| Issued or guaranteed by U.S. | $2,913,000 | 4,153 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $462,000 | 3,384 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 3,138 |
| 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) | $7,726,000 | 5,606 |
| Total debt securities | $7,726,000 | 6,009 |
| 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 | $8,018,000 | 6,008 |
| U.S. Government securities | $8,018,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,018,000 | 5,180 |
| 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 | $2,158,000 | 5,070 |
| Mortgage-backed securities | $3,537,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $3,062,000 | 4,058 |
| Issued or guaranteed by U.S. | $3,062,000 | 4,042 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $475,000 | 3,380 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 3,115 |
| 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) | $8,018,000 | 5,569 |
| Total debt securities | $8,018,000 | 5,973 |
| 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 | $8,278,000 | 6,064 |
| U.S. Government securities | $8,278,000 | 5,341 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,278,000 | 5,227 |
| 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 | $2,415,000 | 5,019 |
| Mortgage-backed securities | $3,726,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $3,233,000 | 3,976 |
| Issued or guaranteed by U.S. | $3,233,000 | 3,961 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $493,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 3,069 |
| 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) | $8,278,000 | 5,610 |
| Total debt securities | $8,278,000 | 6,033 |
| 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 | $8,473,000 | 6,039 |
| U.S. Government securities | $8,473,000 | 5,311 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,473,000 | 5,190 |
| 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 | $1,911,000 | 5,242 |
| Mortgage-backed securities | $3,816,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $3,318,000 | 3,885 |
| Issued or guaranteed by U.S. | $3,318,000 | 3,874 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $498,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 3,014 |
| 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) | $8,473,000 | 5,577 |
| Total debt securities | $8,473,000 | 5,998 |
| 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 | $8,899,000 | 5,873 |
| U.S. Government securities | $8,899,000 | 5,073 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,899,000 | 4,957 |
| 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 | $2,126,000 | 5,164 |
| Mortgage-backed securities | $4,097,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $3,591,000 | 3,713 |
| Issued or guaranteed by U.S. | $3,591,000 | 3,701 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $506,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,996 |
| 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) | $8,899,000 | 5,421 |
| Total debt securities | $8,899,000 | 5,832 |
| 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 | $9,275,000 | 5,792 |
| U.S. Government securities | $9,275,000 | 4,978 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,275,000 | 4,867 |
| 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 | $2,298,000 | 5,164 |
| Mortgage-backed securities | $4,418,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $3,843,000 | 3,637 |
| Issued or guaranteed by U.S. | $3,843,000 | 3,629 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $575,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 2,929 |
| 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) | $9,275,000 | 5,329 |
| Total debt securities | $9,275,000 | 5,755 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $7,843,000 | 6,128 |
| U.S. Government securities | $7,843,000 | 5,378 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,843,000 | 5,263 |
| 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 | $7,843,000 | 3,635 |
| Mortgage-backed securities | $7,843,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $7,843,000 | 2,767 |
| Issued or guaranteed by U.S. | $7,843,000 | 2,758 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $7,843,000 | 5,636 |
| Total debt securities | $7,843,000 | 6,087 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $17,254,000 | 4,754 |
| U.S. Government securities | $10,710,000 | 4,855 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,710,000 | 4,742 |
| Securities issued by states & political subdivisions | $6,544,000 | 2,852 |
| 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 | $8,947,000 | 3,512 |
| Mortgage-backed securities | $8,442,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $8,442,000 | 2,749 |
| Issued or guaranteed by U.S. | $8,442,000 | 2,743 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $17,254,000 | 4,329 |
| Total debt securities | $17,254,000 | 4,711 |
| 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 | $17,923,000 | 4,641 |
| U.S. Government securities | $11,427,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,427,000 | 4,609 |
| Securities issued by states & political subdivisions | $6,496,000 | 2,870 |
| 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 | $9,541,000 | 3,419 |
| Mortgage-backed securities | $9,032,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $9,032,000 | 2,734 |
| Issued or guaranteed by U.S. | $9,032,000 | 2,727 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $17,923,000 | 4,222 |
| Total debt securities | $17,924,000 | 4,600 |
| 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 | $17,079,000 | 4,783 |
| U.S. Government securities | $10,457,000 | 4,920 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,457,000 | 4,825 |
| Securities issued by states & political subdivisions | $6,622,000 | 2,867 |
| 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 | $9,229,000 | 3,478 |
| Mortgage-backed securities | $9,441,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $9,441,000 | 2,747 |
| Issued or guaranteed by U.S. | $9,441,000 | 2,738 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $17,079,000 | 4,353 |
| Total debt securities | $17,079,000 | 4,737 |
| 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 | $21,320,000 | 4,279 |
| U.S. Government securities | $14,916,000 | 4,123 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,916,000 | 4,031 |
| Securities issued by states & political subdivisions | $6,404,000 | 2,868 |
| 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 | $4,471,000 | 4,563 |
| Mortgage-backed securities | $13,903,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $9,682,000 | 2,770 |
| Issued or guaranteed by U.S. | $9,682,000 | 2,758 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,221,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $4,221,000 | 1,642 |
| 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) | $21,320,000 | 3,848 |
| Total debt securities | $21,321,000 | 4,236 |
| 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 | $20,932,000 | 4,334 |
| U.S. Government securities | $16,466,000 | 3,965 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,466,000 | 3,893 |
| Securities issued by states & political subdivisions | $4,466,000 | 3,306 |
| 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 | $1,236,000 | 5,886 |
| Mortgage-backed securities | $14,691,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $10,240,000 | 2,738 |
| Issued or guaranteed by U.S. | $10,240,000 | 2,722 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,451,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $4,451,000 | 1,605 |
| 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) | $250,000 | 3,004 |
| Available-for-sale securities (fair market value) | $20,682,000 | 3,923 |
| Total debt securities | $20,932,000 | 4,293 |
| 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 | $5,464,000 | 6,829 |
| U.S. Government securities | $5,464,000 | 6,269 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,464,000 | 6,185 |
| 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 | $1,245,000 | 5,924 |
| Mortgage-backed securities | $4,694,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $4,306,000 | 3,919 |
| Issued or guaranteed by U.S. | $4,306,000 | 3,906 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $388,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 2,938 |
| 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) | $250,000 | 3,032 |
| Available-for-sale securities (fair market value) | $5,214,000 | 6,307 |
| Total debt securities | $5,464,000 | 6,793 |
| 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 | $5,413,000 | 6,838 |
| U.S. Government securities | $5,413,000 | 6,268 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,413,000 | 6,178 |
| 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 | $1,223,000 | 5,961 |
| Mortgage-backed securities | $4,663,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $4,294,000 | 3,847 |
| Issued or guaranteed by U.S. | $4,294,000 | 3,837 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $369,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,877 |
| 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) | $750,000 | 2,689 |
| Available-for-sale securities (fair market value) | $4,663,000 | 6,394 |
| Total debt securities | $5,412,000 | 6,795 |
| 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 | $6,469,000 | 6,646 |
| U.S. Government securities | $5,483,000 | 6,290 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,483,000 | 6,207 |
| 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 | $986,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,227,000 | 5,977 |
| Mortgage-backed securities | $4,733,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $4,348,000 | 3,835 |
| Issued or guaranteed by U.S. | $4,348,000 | 3,822 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $385,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,877 |
| 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) | $750,000 | 2,690 |
| Available-for-sale securities (fair market value) | $5,719,000 | 6,237 |
| Total debt securities | $5,484,000 | 6,817 |
| 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 | $6,266,000 | 6,706 |
| U.S. Government securities | $5,777,000 | 6,224 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,777,000 | 6,127 |
| 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 | $489,000 | 1,309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $749,000 | 6,236 |
| Mortgage-backed securities | $5,028,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $4,622,000 | 3,634 |
| Issued or guaranteed by U.S. | $4,622,000 | 3,618 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $406,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 2,842 |
| 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) | $749,000 | 2,725 |
| Available-for-sale securities (fair market value) | $5,517,000 | 6,313 |
| Total debt securities | $5,776,000 | 6,755 |
| 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 | $4,862,000 | 7,122 |
| U.S. Government securities | $4,349,000 | 6,798 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,349,000 | 6,688 |
| 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 | $513,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,244,000 | 6,038 |
| Mortgage-backed securities | $3,105,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $2,673,000 | 4,050 |
| Issued or guaranteed by U.S. | $2,673,000 | 4,034 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $432,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 2,737 |
| 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) | $1,244,000 | 2,561 |
| Available-for-sale securities (fair market value) | $3,618,000 | 6,765 |
| Total debt securities | $4,349,000 | 7,190 |
| 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 | $3,655,000 | 7,456 |
| U.S. Government securities | $3,655,000 | 7,061 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,655,000 | 6,946 |
| 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 | $1,493,000 | 5,945 |
| Mortgage-backed securities | $2,162,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $2,162,000 | 4,122 |
| Issued or guaranteed by U.S. | $2,162,000 | 4,109 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,493,000 | 2,528 |
| Available-for-sale securities (fair market value) | $2,162,000 | 7,110 |
| Total debt securities | $3,655,000 | 7,419 |
| 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 | $3,171,000 | 7,607 |
| U.S. Government securities | $3,171,000 | 7,261 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,171,000 | 7,132 |
| 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 | $992,000 | 6,259 |
| Mortgage-backed securities | $1,679,000 | 4,887 |
| Certificates of participation in pools of residential mortgages | $1,679,000 | 4,379 |
| Issued or guaranteed by U.S. | $1,679,000 | 4,366 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,492,000 | 2,555 |
| Available-for-sale securities (fair market value) | $1,679,000 | 7,259 |
| Total debt securities | $3,171,000 | 7,563 |
| 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 | $990,000 | 8,146 |
| U.S. Government securities | $990,000 | 7,969 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $990,000 | 7,865 |
| 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 | $990,000 | 6,284 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $990,000 | 2,819 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $990,000 | 8,105 |
| 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 | $989,000 | 8,194 |
| U.S. Government securities | $989,000 | 8,014 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $989,000 | 7,909 |
| 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 | $989,000 | 6,322 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $989,000 | 2,877 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $988,000 | 8,149 |
| 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 | $744,000 | 8,316 |
| U.S. Government securities | $744,000 | 8,153 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $744,000 | 8,047 |
| 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 | $744,000 | 6,492 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $744,000 | 3,069 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $744,000 | 8,273 |
| 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 | $743,000 | 8,361 |
| U.S. Government securities | $743,000 | 8,200 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $743,000 | 8,085 |
| 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 | $743,000 | 6,529 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $743,000 | 3,101 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $743,000 | 8,320 |
| 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 | $742,000 | 8,396 |
| U.S. Government securities | $742,000 | 8,247 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $742,000 | 8,130 |
| 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 | $742,000 | 6,557 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $742,000 | 3,152 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $742,000 | 8,357 |
| 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 | $492,000 | 8,502 |
| U.S. Government securities | $492,000 | 8,358 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $492,000 | 8,244 |
| 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 | $492,000 | 6,757 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $492,000 | 3,419 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $492,000 | 8,459 |
| 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 | $491,000 | 8,538 |
| U.S. Government securities | $491,000 | 8,398 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $491,000 | 8,293 |
| 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 | $491,000 | 6,801 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $491,000 | 3,468 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $491,000 | 8,493 |
| 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 | $489,000 | 8,561 |
| U.S. Government securities | $489,000 | 8,425 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $489,000 | 8,312 |
| 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 | $489,000 | 6,816 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $489,000 | 3,536 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $489,000 | 8,520 |
| 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 |
