| 2023-12-31 | Rank |
| Total securities | $44,634,000 | 2,740 |
| U.S. Government securities | $41,746,000 | 2,081 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $41,746,000 | 1,812 |
| Securities issued by states & political subdivisions | $2,888,000 | 3,186 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,532,000 | 1,771 |
| Mortgage-backed securities | $27,328,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,082,000 | 1,262 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 2,471 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $44,634,000 | 2,516 |
| Total debt securities | $44,634,000 | 2,722 |
| 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 | $44,563,000 | 2,730 |
| U.S. Government securities | $41,806,000 | 2,072 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $41,806,000 | 1,774 |
| Securities issued by states & political subdivisions | $2,757,000 | 3,222 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,631,000 | 1,800 |
| Mortgage-backed securities | $27,726,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,469,000 | 1,235 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 2,453 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $44,563,000 | 2,496 |
| Total debt securities | $44,562,000 | 2,713 |
| 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 | $46,288,000 | 2,743 |
| U.S. Government securities | $43,418,000 | 2,080 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $43,418,000 | 1,790 |
| Securities issued by states & political subdivisions | $2,870,000 | 3,247 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,843,000 | 1,747 |
| Mortgage-backed securities | $29,403,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,124,000 | 1,220 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 2,441 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $46,288,000 | 2,514 |
| Total debt securities | $46,288,000 | 2,729 |
| 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 | $48,325,000 | 2,774 |
| U.S. Government securities | $45,419,000 | 2,110 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $45,419,000 | 1,753 |
| Securities issued by states & political subdivisions | $2,906,000 | 3,299 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,436,000 | 1,678 |
| Mortgage-backed securities | $31,267,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,966,000 | 1,210 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,470 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $48,325,000 | 2,540 |
| Total debt securities | $48,325,000 | 2,756 |
| 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 | $50,327,000 | 2,749 |
| U.S. Government securities | $46,241,000 | 2,110 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $46,241,000 | 1,731 |
| Securities issued by states & political subdivisions | $4,086,000 | 3,168 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,655,000 | 1,553 |
| Mortgage-backed securities | $32,252,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,933,000 | 1,204 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,475 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $50,327,000 | 2,512 |
| Total debt securities | $50,327,000 | 2,730 |
| 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 | $51,326,000 | 2,729 |
| U.S. Government securities | $47,319,000 | 2,105 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $47,319,000 | 1,727 |
| Securities issued by states & political subdivisions | $4,007,000 | 3,203 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,134,000 | 1,518 |
| Mortgage-backed securities | $33,449,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,104,000 | 1,189 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 2,488 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $51,326,000 | 2,494 |
| Total debt securities | $51,326,000 | 2,708 |
| 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 | $52,944,000 | 2,709 |
| U.S. Government securities | $48,831,000 | 2,080 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $48,831,000 | 1,714 |
| Securities issued by states & political subdivisions | $4,113,000 | 3,240 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,947,000 | 1,508 |
| Mortgage-backed securities | $36,463,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $36,072,000 | 1,181 |
| Issued or guaranteed by U.S. | $36,072,000 | 1,159 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $391,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,487 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $52,944,000 | 2,505 |
| Total debt securities | $52,945,000 | 2,696 |
| 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 | $55,701,000 | 2,632 |
| U.S. Government securities | $51,531,000 | 1,965 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $51,531,000 | 1,663 |
| Securities issued by states & political subdivisions | $4,170,000 | 3,247 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,311,000 | 1,462 |
| Mortgage-backed securities | $38,952,000 | 1,632 |
| Certificates of participation in pools of residential mortgages | $38,525,000 | 1,153 |
| Issued or guaranteed by U.S. | $38,525,000 | 1,135 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $427,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 2,468 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $55,701,000 | 2,442 |
| Total debt securities | $55,700,000 | 2,617 |
| 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 | $46,122,000 | 2,798 |
| U.S. Government securities | $40,915,000 | 2,090 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $40,915,000 | 1,877 |
| Securities issued by states & political subdivisions | $5,207,000 | 3,187 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,968,000 | 1,418 |
| Mortgage-backed securities | $37,914,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $37,431,000 | 1,169 |
| Issued or guaranteed by U.S. | $37,431,000 | 1,146 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $483,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,439 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $46,122,000 | 2,627 |
| Total debt securities | $46,121,000 | 2,780 |
| 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 | $35,001,000 | 3,077 |
| U.S. Government securities | $29,759,000 | 2,398 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $29,759,000 | 2,216 |
| Securities issued by states & political subdivisions | $5,242,000 | 3,202 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,968,000 | 1,444 |
| Mortgage-backed securities | $29,759,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $29,229,000 | 1,337 |
| Issued or guaranteed by U.S. | $29,229,000 | 1,305 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $530,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $530,000 | 2,451 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $35,001,000 | 2,911 |
| Total debt securities | $35,001,000 | 3,057 |
| 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 | $36,717,000 | 2,965 |
| U.S. Government securities | $31,453,000 | 2,264 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $31,453,000 | 2,096 |
| Securities issued by states & political subdivisions | $5,264,000 | 3,183 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,197,000 | 1,582 |
| Mortgage-backed securities | $31,453,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $30,878,000 | 1,241 |
| Issued or guaranteed by U.S. | $30,878,000 | 1,214 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $575,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 2,420 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $36,717,000 | 2,794 |
| Total debt securities | $36,718,000 | 2,946 |
| 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 | $27,400,000 | 3,205 |
| U.S. Government securities | $22,119,000 | 2,547 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $22,119,000 | 2,391 |
| Securities issued by states & political subdivisions | $5,281,000 | 3,164 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,753,000 | 1,847 |
| Mortgage-backed securities | $22,119,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $21,465,000 | 1,507 |
| Issued or guaranteed by U.S. | $21,465,000 | 1,465 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $654,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $654,000 | 2,366 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $27,400,000 | 3,016 |
| Total debt securities | $27,400,000 | 3,183 |
| 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 | $6,487,000 | 4,281 |
| U.S. Government securities | $1,025,000 | 4,371 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,025,000 | 4,250 |
| Securities issued by states & political subdivisions | $5,462,000 | 3,124 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,142,000 | 3,122 |
| Mortgage-backed securities | $1,025,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $291,000 | 3,763 |
| Issued or guaranteed by U.S. | $291,000 | 3,687 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $734,000 | 2,397 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 2,347 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,487,000 | 4,051 |
| Total debt securities | $6,486,000 | 4,257 |
| 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 | $6,618,000 | 4,254 |
| U.S. Government securities | $1,147,000 | 4,382 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,147,000 | 4,254 |
| Securities issued by states & political subdivisions | $5,471,000 | 3,031 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,510,000 | 3,219 |
| Mortgage-backed securities | $1,147,000 | 3,752 |
| Certificates of participation in pools of residential mortgages | $322,000 | 3,754 |
| Issued or guaranteed by U.S. | $322,000 | 3,677 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $825,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $825,000 | 2,336 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $6,618,000 | 4,012 |
| Total debt securities | $6,618,000 | 4,231 |
| 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 | $5,803,000 | 4,328 |
| U.S. Government securities | $2,295,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,295,000 | 4,077 |
| Securities issued by states & political subdivisions | $3,508,000 | 3,310 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,121,000 | 3,310 |
| Mortgage-backed securities | $1,293,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $359,000 | 3,740 |
| Issued or guaranteed by U.S. | $359,000 | 3,667 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $934,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $934,000 | 2,325 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,803,000 | 4,091 |
| Total debt securities | $5,801,000 | 4,306 |
| 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 | $6,425,000 | 4,312 |
| U.S. Government securities | $3,386,000 | 4,112 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,386,000 | 3,948 |
| Securities issued by states & political subdivisions | $3,039,000 | 3,340 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,016,000 | 3,329 |
| Mortgage-backed securities | $1,387,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $389,000 | 3,754 |
| Issued or guaranteed by U.S. | $389,000 | 3,665 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $998,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,297 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $6,425,000 | 4,079 |
| Total debt securities | $6,425,000 | 4,291 |
| 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 | $4,790,000 | 4,513 |
| U.S. Government securities | $1,473,000 | 4,521 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,473,000 | 4,384 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,288 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,346,000 | 3,322 |
| Mortgage-backed securities | $1,473,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $405,000 | 3,756 |
| Issued or guaranteed by U.S. | $405,000 | 3,678 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,068,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $1,068,000 | 2,284 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $4,790,000 | 4,264 |
| Total debt securities | $4,790,000 | 4,492 |
| 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 | $4,467,000 | 4,627 |
| U.S. Government securities | $1,584,000 | 4,589 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,584,000 | 4,444 |
| Securities issued by states & political subdivisions | $2,883,000 | 3,404 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,467,000 | 3,368 |
| Mortgage-backed securities | $1,584,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $430,000 | 3,785 |
| Issued or guaranteed by U.S. | $430,000 | 3,708 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,154,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,286 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $4,467,000 | 4,383 |
| Total debt securities | $4,467,000 | 4,608 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $4,572,000 | 4,666 |
| U.S. Government securities | $1,699,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,699,000 | 4,487 |
| Securities issued by states & political subdivisions | $2,873,000 | 3,448 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,566,000 | 3,397 |
| Mortgage-backed securities | $1,699,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $458,000 | 3,789 |
| Issued or guaranteed by U.S. | $458,000 | 3,720 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,241,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $1,241,000 | 2,239 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $4,572,000 | 4,411 |
| Total debt securities | $4,571,000 | 4,646 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $4,606,000 | 4,735 |
| U.S. Government securities | $1,786,000 | 4,668 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,786,000 | 4,519 |
| Securities issued by states & political subdivisions | $2,820,000 | 3,528 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,276,000 | 3,700 |
| Mortgage-backed securities | $1,786,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $479,000 | 3,810 |
| Issued or guaranteed by U.S. | $479,000 | 3,727 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,307,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $1,307,000 | 2,221 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $4,606,000 | 4,464 |
| Total debt securities | $4,607,000 | 4,716 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $4,706,000 | 4,765 |
| U.S. Government securities | $1,866,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,866,000 | 4,546 |
| Securities issued by states & political subdivisions | $2,840,000 | 3,585 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,314,000 | 3,941 |
| Mortgage-backed securities | $1,866,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $509,000 | 3,825 |
| Issued or guaranteed by U.S. | $509,000 | 3,760 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,357,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $1,357,000 | 2,217 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $4,706,000 | 4,499 |
| Total debt securities | $4,705,000 | 4,746 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $2,717,000 | 5,008 |
| U.S. Government securities | $1,952,000 | 4,754 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,952,000 | 4,602 |
| Securities issued by states & political subdivisions | $765,000 | 4,206 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,285,000 | 3,994 |
| Mortgage-backed securities | $1,952,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $534,000 | 3,868 |
| Issued or guaranteed by U.S. | $534,000 | 3,842 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,418,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $1,418,000 | 2,199 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,717,000 | 4,727 |
| Total debt securities | $2,717,000 | 4,985 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $2,664,000 | 5,073 |
| U.S. Government securities | $2,094,000 | 4,754 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,094,000 | 4,607 |
| Securities issued by states & political subdivisions | $570,000 | 4,325 |
| 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 | $2,429,000 | 4,011 |
| Mortgage-backed securities | $2,094,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $569,000 | 3,903 |
| Issued or guaranteed by U.S. | $569,000 | 3,742 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,525,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $1,525,000 | 2,181 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,664,000 | 4,795 |
| Total debt securities | $2,664,000 | 5,051 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $2,807,000 | 5,116 |
| U.S. Government securities | $2,236,000 | 4,803 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,236,000 | 4,666 |
| Securities issued by states & political subdivisions | $571,000 | 4,370 |
| 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 | $2,571,000 | 4,012 |
| Mortgage-backed securities | $2,236,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $601,000 | 3,936 |
| Issued or guaranteed by U.S. | $601,000 | 3,928 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,635,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $1,635,000 | 2,135 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,807,000 | 4,837 |
| Total debt securities | $2,807,000 | 5,094 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $2,809,000 | 5,177 |
| U.S. Government securities | $2,401,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,401,000 | 4,691 |
| Securities issued by states & political subdivisions | $408,000 | 4,514 |
| 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 | $2,809,000 | 4,021 |
| Mortgage-backed securities | $2,401,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $649,000 | 3,954 |
| Issued or guaranteed by U.S. | $649,000 | 3,948 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,752,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $1,752,000 | 2,091 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,809,000 | 4,899 |
| Total debt securities | $2,809,000 | 5,156 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $2,996,000 | 5,229 |
| U.S. Government securities | $2,585,000 | 4,835 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,585,000 | 4,708 |
| Securities issued by states & political subdivisions | $411,000 | 4,559 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,879,000 | 4,068 |
| Mortgage-backed securities | $2,585,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $696,000 | 3,982 |
| Issued or guaranteed by U.S. | $696,000 | 3,977 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,889,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $1,889,000 | 2,070 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,996,000 | 4,934 |
| Total debt securities | $2,996,000 | 5,207 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $3,165,000 | 5,256 |
| U.S. Government securities | $2,754,000 | 4,858 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,754,000 | 4,736 |
| Securities issued by states & political subdivisions | $411,000 | 4,601 |
| 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 | $3,036,000 | 4,056 |
| Mortgage-backed securities | $2,754,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $741,000 | 4,003 |
| Issued or guaranteed by U.S. | $741,000 | 3,997 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,013,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $2,013,000 | 2,055 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $3,165,000 | 4,965 |
| Total debt securities | $3,165,000 | 5,232 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $4,024,000 | 5,231 |
| U.S. Government securities | $3,535,000 | 4,775 |
| U.S. Treasury securities | $615,000 | 1,211 |
| U.S. Government agency obligations | $2,920,000 | 4,768 |
| Securities issued by states & political subdivisions | $489,000 | 4,630 |
| 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 | $4,009,000 | 3,888 |
| Mortgage-backed securities | $2,920,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $774,000 | 4,060 |
| Issued or guaranteed by U.S. | $774,000 | 4,056 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,146,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $2,146,000 | 2,042 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $4,024,000 | 4,927 |
| Total debt securities | $4,024,000 | 5,211 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $4,253,000 | 5,244 |
| U.S. Government securities | $3,703,000 | 4,755 |
| U.S. Treasury securities | $614,000 | 1,188 |
| U.S. Government agency obligations | $3,089,000 | 4,747 |
| Securities issued by states & political subdivisions | $550,000 | 4,635 |
| 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 | $4,173,000 | 3,871 |
| Mortgage-backed securities | $3,089,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $800,000 | 4,075 |
| Issued or guaranteed by U.S. | $800,000 | 4,069 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,289,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $2,289,000 | 2,005 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $4,253,000 | 4,921 |
| Total debt securities | $4,253,000 | 5,222 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $4,578,000 | 5,264 |
| U.S. Government securities | $3,392,000 | 4,857 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,392,000 | 4,752 |
| Securities issued by states & political subdivisions | $1,186,000 | 4,424 |
| 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 | $4,498,000 | 3,867 |
| Mortgage-backed securities | $3,392,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $868,000 | 4,090 |
| Issued or guaranteed by U.S. | $868,000 | 4,087 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,524,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $2,524,000 | 1,971 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $4,578,000 | 4,938 |
| Total debt securities | $4,578,000 | 5,239 |
| 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 | $4,854,000 | 5,316 |
| U.S. Government securities | $3,663,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,663,000 | 4,795 |
| Securities issued by states & political subdivisions | $1,191,000 | 4,459 |
| 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 | $4,773,000 | 3,878 |
| Mortgage-backed securities | $3,663,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $916,000 | 4,116 |
| Issued or guaranteed by U.S. | $916,000 | 4,111 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,747,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $2,747,000 | 1,946 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $4,854,000 | 4,987 |
| Total debt securities | $4,854,000 | 5,292 |
| 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 | $5,220,000 | 5,335 |
| U.S. Government securities | $3,969,000 | 4,962 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,969,000 | 4,850 |
| Securities issued by states & political subdivisions | $1,251,000 | 4,461 |
| 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 | $5,220,000 | 3,824 |
| Mortgage-backed securities | $3,969,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $979,000 | 4,124 |
| Issued or guaranteed by U.S. | $979,000 | 4,120 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,990,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,990,000 | 1,895 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,220,000 | 4,995 |
| Total debt securities | $5,220,000 | 5,316 |
| 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 | $5,155,000 | 5,406 |
| U.S. Government securities | $4,214,000 | 4,982 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,214,000 | 4,866 |
| Securities issued by states & political subdivisions | $941,000 | 4,628 |
| 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 | $5,155,000 | 3,878 |
| Mortgage-backed securities | $4,214,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 4,136 |
| Issued or guaranteed by U.S. | $1,017,000 | 4,133 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,197,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $3,197,000 | 1,874 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $5,155,000 | 5,051 |
| Total debt securities | $5,155,000 | 5,383 |
| 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 | $5,509,000 | 5,452 |
| U.S. Government securities | $4,572,000 | 5,021 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,572,000 | 4,909 |
| Securities issued by states & political subdivisions | $937,000 | 4,673 |
| 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 | $4,593,000 | 4,033 |
| Mortgage-backed securities | $4,572,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 4,183 |
| Issued or guaranteed by U.S. | $1,065,000 | 4,178 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,507,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $3,507,000 | 1,847 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,509,000 | 5,088 |
| Total debt securities | $5,509,000 | 5,429 |
| 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 | $5,756,000 | 5,512 |
| U.S. Government securities | $4,927,000 | 5,077 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,927,000 | 4,971 |
| Securities issued by states & political subdivisions | $829,000 | 4,741 |
| 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 | $4,691,000 | 4,065 |
| Mortgage-backed securities | $4,927,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 4,246 |
| Issued or guaranteed by U.S. | $1,118,000 | 4,242 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,809,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $3,809,000 | 1,852 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,756,000 | 5,142 |
| Total debt securities | $5,756,000 | 5,493 |
| 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 | $6,230,000 | 5,514 |
| U.S. Government securities | $5,392,000 | 5,077 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,392,000 | 4,969 |
| Securities issued by states & political subdivisions | $838,000 | 4,740 |
| 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 | $5,027,000 | 4,046 |
| Mortgage-backed securities | $5,392,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $1,208,000 | 4,276 |
| Issued or guaranteed by U.S. | $1,208,000 | 4,269 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,184,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $4,184,000 | 1,824 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $6,230,000 | 5,146 |
| Total debt securities | $6,230,000 | 5,494 |
| 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 | $6,504,000 | 5,581 |
| U.S. Government securities | $5,604,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,604,000 | 5,006 |
| Securities issued by states & political subdivisions | $900,000 | 4,796 |
| 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 | $5,490,000 | 4,012 |
| Mortgage-backed securities | $5,604,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 4,335 |
| Issued or guaranteed by U.S. | $1,242,000 | 4,328 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,362,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $4,362,000 | 1,829 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $6,504,000 | 5,207 |
| Total debt securities | $6,504,000 | 5,559 |
| 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 | $6,834,000 | 5,633 |
| U.S. Government securities | $5,934,000 | 5,153 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,934,000 | 5,038 |
| Securities issued by states & political subdivisions | $900,000 | 4,852 |
| 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 | $6,630,000 | 3,832 |
| Mortgage-backed securities | $5,934,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 4,387 |
| Issued or guaranteed by U.S. | $1,305,000 | 4,384 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,629,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $4,629,000 | 1,806 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $6,834,000 | 5,251 |
| Total debt securities | $6,834,000 | 5,610 |
| 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 | $13,208,000 | 5,061 |
| U.S. Government securities | $12,316,000 | 4,324 |
| U.S. Treasury securities | $6,002,000 | 463 |
| U.S. Government agency obligations | $6,314,000 | 5,046 |
| Securities issued by states & political subdivisions | $892,000 | 4,903 |
| 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 | $13,208,000 | 2,857 |
| Mortgage-backed securities | $6,314,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 4,415 |
| Issued or guaranteed by U.S. | $1,364,000 | 4,413 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,950,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $4,950,000 | 1,776 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,208,000 | 4,653 |
| Total debt securities | $13,208,000 | 5,033 |
| 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 | $13,493,000 | 5,082 |
| U.S. Government securities | $12,610,000 | 4,314 |
| U.S. Treasury securities | $6,004,000 | 428 |
| U.S. Government agency obligations | $6,606,000 | 5,042 |
| Securities issued by states & political subdivisions | $883,000 | 4,940 |
| 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 | $13,493,000 | 2,836 |
| Mortgage-backed securities | $6,606,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 4,434 |
| Issued or guaranteed by U.S. | $1,397,000 | 4,431 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,209,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $5,209,000 | 1,738 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,493,000 | 4,677 |
| Total debt securities | $13,493,000 | 5,056 |
| 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 | $13,687,000 | 5,061 |
| U.S. Government securities | $12,847,000 | 4,274 |
| U.S. Treasury securities | $6,000,000 | 409 |
| U.S. Government agency obligations | $6,847,000 | 5,007 |
| Securities issued by states & political subdivisions | $840,000 | 5,006 |
| 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 | $13,687,000 | 2,816 |
| Mortgage-backed securities | $6,847,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,437 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,432 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,395,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $5,395,000 | 1,720 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $13,687,000 | 4,664 |
| Total debt securities | $13,687,000 | 5,032 |
| 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 | $14,192,000 | 5,061 |
| U.S. Government securities | $13,292,000 | 4,245 |
| U.S. Treasury securities | $6,000,000 | 402 |
| U.S. Government agency obligations | $7,292,000 | 4,985 |
| Securities issued by states & political subdivisions | $900,000 | 4,987 |
| 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 | $11,346,000 | 3,087 |
| Mortgage-backed securities | $7,292,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $1,530,000 | 4,450 |
| Issued or guaranteed by U.S. | $1,530,000 | 4,445 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,762,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $5,762,000 | 1,690 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $14,192,000 | 4,666 |
| Total debt securities | $14,192,000 | 5,030 |
| 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 | $17,165,000 | 4,769 |
| U.S. Government securities | $14,777,000 | 4,054 |
| U.S. Treasury securities | $7,000,000 | 373 |
| U.S. Government agency obligations | $7,777,000 | 4,891 |
| Securities issued by states & political subdivisions | $2,388,000 | 4,436 |
| 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 | $10,679,000 | 3,162 |
| Mortgage-backed securities | $7,777,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $1,585,000 | 4,409 |
| Issued or guaranteed by U.S. | $1,585,000 | 4,405 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,192,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $6,192,000 | 1,681 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $17,165,000 | 4,399 |
| Total debt securities | $17,165,000 | 4,736 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $12,905,000 | 5,233 |
| U.S. Government securities | $10,474,000 | 4,655 |
| U.S. Treasury securities | $7,000,000 | 386 |
| U.S. Government agency obligations | $3,474,000 | 5,729 |
| Securities issued by states & political subdivisions | $2,431,000 | 4,412 |
| 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 | $12,071,000 | 3,019 |
| Mortgage-backed securities | $3,474,000 | 4,377 |
| Certificates of participation in pools of residential mortgages | $677,000 | 4,826 |
| Issued or guaranteed by U.S. | $677,000 | 4,824 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,797,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $2,797,000 | 2,272 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $12,905,000 | 4,859 |
| Total debt securities | $12,905,000 | 5,201 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $13,402,000 | 5,151 |
| U.S. Government securities | $10,818,000 | 4,580 |
| U.S. Treasury securities | $7,000,000 | 375 |
| U.S. Government agency obligations | $3,818,000 | 5,693 |
| Securities issued by states & political subdivisions | $2,584,000 | 4,368 |
| 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 | $12,180,000 | 2,995 |
| Mortgage-backed securities | $3,818,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $704,000 | 4,843 |
| Issued or guaranteed by U.S. | $704,000 | 4,842 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,114,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $3,114,000 | 2,256 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $13,402,000 | 4,774 |
| Total debt securities | $13,402,000 | 5,123 |
| 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 | $13,790,000 | 5,178 |
| U.S. Government securities | $11,132,000 | 4,627 |
| U.S. Treasury securities | $7,000,000 | 343 |
| U.S. Government agency obligations | $4,132,000 | 5,746 |
| Securities issued by states & political subdivisions | $2,658,000 | 4,358 |
| 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 | $11,674,000 | 3,074 |
| Mortgage-backed securities | $4,132,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $786,000 | 4,919 |
| Issued or guaranteed by U.S. | $786,000 | 4,916 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,346,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $3,346,000 | 2,311 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $13,790,000 | 4,788 |
| Total debt securities | $13,790,000 | 5,148 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $6,362,000 | 6,155 |
| U.S. Government securities | $4,315,000 | 5,903 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,315,000 | 5,805 |
| Securities issued by states & political subdivisions | $2,047,000 | 4,542 |
| 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 | $4,107,000 | 4,599 |
| Mortgage-backed securities | $4,315,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $814,000 | 4,929 |
| Issued or guaranteed by U.S. | $814,000 | 4,926 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,501,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $3,501,000 | 2,290 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $6,362,000 | 5,741 |
| Total debt securities | $6,362,000 | 6,127 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $5,087,000 | 6,373 |
| U.S. Government securities | $4,541,000 | 5,950 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,541,000 | 5,852 |
| Securities issued by states & political subdivisions | $546,000 | 5,241 |
| 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 | $4,055,000 | 4,641 |
| Mortgage-backed securities | $4,541,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $881,000 | 4,913 |
| Issued or guaranteed by U.S. | $881,000 | 4,911 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,660,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $3,660,000 | 2,264 |
| 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) | $5,087,000 | 5,957 |
| Total debt securities | $5,087,000 | 6,344 |
| 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 | $5,405,000 | 6,345 |
| U.S. Government securities | $4,758,000 | 5,909 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,758,000 | 5,810 |
| Securities issued by states & political subdivisions | $647,000 | 5,166 |
| 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 | $4,248,000 | 4,389 |
| Mortgage-backed securities | $4,758,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $961,000 | 4,833 |
| Issued or guaranteed by U.S. | $961,000 | 4,826 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,797,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $3,797,000 | 2,140 |
| 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) | $5,405,000 | 5,903 |
| Total debt securities | $5,405,000 | 6,315 |
| 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 | $5,654,000 | 6,341 |
| U.S. Government securities | $5,012,000 | 5,886 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,012,000 | 5,775 |
| Securities issued by states & political subdivisions | $642,000 | 5,160 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,012,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $1,074,000 | 4,770 |
| Issued or guaranteed by U.S. | $1,074,000 | 4,760 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,938,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $3,938,000 | 2,075 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $5,654,000 | 5,890 |
| Total debt securities | $5,654,000 | 6,308 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $5,808,000 | 6,415 |
| U.S. Government securities | $5,176,000 | 5,983 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,176,000 | 5,860 |
| Securities issued by states & political subdivisions | $632,000 | 5,154 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,176,000 | 4,119 |
| Certificates of participation in pools of residential mortgages | $1,047,000 | 4,793 |
| Issued or guaranteed by U.S. | $1,047,000 | 4,785 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,129,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $4,129,000 | 2,005 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $5,808,000 | 5,952 |
| Total debt securities | $5,808,000 | 6,386 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $5,222,000 | 6,538 |
| U.S. Government securities | $5,001,000 | 6,043 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,001,000 | 5,914 |
| Securities issued by states & political subdivisions | $221,000 | 5,553 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,524 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 2,979 |
| Available-for-sale securities (fair market value) | $5,216,000 | 6,066 |
| Total debt securities | $5,222,000 | 6,502 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $5,344,000 | 6,468 |
| U.S. Government securities | $5,001,000 | 5,917 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,001,000 | 5,785 |
| Securities issued by states & political subdivisions | $343,000 | 5,434 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,111 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,508 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 3,012 |
| Available-for-sale securities (fair market value) | $5,338,000 | 5,973 |
| Total debt securities | $5,344,000 | 6,437 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $1,120,000 | 7,262 |
| U.S. Government securities | $775,000 | 7,066 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $775,000 | 6,962 |
| Securities issued by states & political subdivisions | $345,000 | 5,426 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,497 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,120,000 | 6,763 |
| Total debt securities | $1,120,000 | 7,231 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $2,138,000 | 7,178 |
| U.S. Government securities | $1,792,000 | 6,903 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,792,000 | 6,793 |
| Securities issued by states & political subdivisions | $346,000 | 5,391 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,207 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,424 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $2,138,000 | 6,647 |
| Total debt securities | $2,138,000 | 7,144 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $1,875,000 | 7,308 |
| U.S. Government securities | $1,528,000 | 7,054 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,528,000 | 6,946 |
| Securities issued by states & political subdivisions | $347,000 | 5,412 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,302 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,409 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,242 |
| Available-for-sale securities (fair market value) | $1,874,000 | 6,779 |
| Total debt securities | $1,875,000 | 7,276 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $2,714,000 | 7,171 |
| U.S. Government securities | $2,116,000 | 6,927 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,116,000 | 6,829 |
| Securities issued by states & political subdivisions | $598,000 | 5,182 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,357 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,406 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,714,000 | 6,638 |
| Total debt securities | $2,714,000 | 7,132 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $3,821,000 | 7,021 |
| U.S. Government securities | $3,187,000 | 6,654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,187,000 | 6,557 |
| Securities issued by states & political subdivisions | $634,000 | 5,191 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,443 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,400 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $635,000 | 2,622 |
| Available-for-sale securities (fair market value) | $3,186,000 | 6,603 |
| Total debt securities | $3,821,000 | 6,984 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $6,207,000 | 6,556 |
| U.S. Government securities | $5,574,000 | 6,012 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,574,000 | 5,925 |
| Securities issued by states & political subdivisions | $633,000 | 5,203 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,496 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,388 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,207,000 | 6,045 |
| Total debt securities | $6,207,000 | 6,511 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $8,301,000 | 6,206 |
| U.S. Government securities | $7,666,000 | 5,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,666,000 | 5,494 |
| Securities issued by states & political subdivisions | $635,000 | 5,128 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,548 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,387 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,301,000 | 5,683 |
| Total debt securities | $8,301,000 | 6,156 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $10,312,000 | 5,844 |
| U.S. Government securities | $8,143,000 | 5,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,143,000 | 5,481 |
| Securities issued by states & political subdivisions | $2,169,000 | 4,123 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,587 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,391 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $10,312,000 | 5,308 |
| Total debt securities | $10,312,000 | 5,798 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $10,323,000 | 5,819 |
| U.S. Government securities | $8,569,000 | 5,427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,569,000 | 5,342 |
| Securities issued by states & political subdivisions | $1,754,000 | 4,350 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,611 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,339 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $10,323,000 | 5,280 |
| Total debt securities | $10,323,000 | 5,769 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $10,276,000 | 5,876 |
| U.S. Government securities | $8,523,000 | 5,450 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,523,000 | 5,370 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,375 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,639 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,380 |
| 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) | $1,753,000 | 2,276 |
| Available-for-sale securities (fair market value) | $8,523,000 | 5,681 |
| Total debt securities | $10,276,000 | 5,815 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $9,606,000 | 6,018 |
| U.S. Government securities | $7,825,000 | 5,646 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,825,000 | 5,554 |
| Securities issued by states & political subdivisions | $1,781,000 | 4,372 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,374 |
| 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) | $1,599,000 | 2,371 |
| Available-for-sale securities (fair market value) | $8,007,000 | 5,791 |
| Total debt securities | $9,606,000 | 5,950 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $12,811,000 | 5,542 |
| U.S. Government securities | $10,441,000 | 5,166 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,441,000 | 5,064 |
| Securities issued by states & political subdivisions | $2,370,000 | 4,093 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,598 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,332 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,811,000 | 4,981 |
| Total debt securities | $12,811,000 | 5,481 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $9,585,000 | 6,158 |
| U.S. Government securities | $7,543,000 | 5,946 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,543,000 | 5,835 |
| Securities issued by states & political subdivisions | $2,042,000 | 4,252 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,301 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $9,585,000 | 5,553 |
| Total debt securities | $9,585,000 | 6,094 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $9,893,000 | 6,119 |
| U.S. Government securities | $8,050,000 | 5,834 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,050,000 | 5,722 |
| Securities issued by states & political subdivisions | $1,843,000 | 4,356 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,295 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $9,893,000 | 5,505 |
| Total debt securities | $9,893,000 | 6,065 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $10,032,000 | 6,117 |
| U.S. Government securities | $8,209,000 | 5,826 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,209,000 | 5,713 |
| Securities issued by states & political subdivisions | $1,823,000 | 4,376 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,644 |
| 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 | $1,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,299 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,032,000 | 5,475 |
| Total debt securities | $10,032,000 | 6,061 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $9,570,000 | 6,258 |
| U.S. Government securities | $6,810,000 | 6,276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,810,000 | 6,149 |
| Securities issued by states & political subdivisions | $2,760,000 | 3,924 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,676 |
| 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 | $1,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,314 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $9,570,000 | 5,614 |
| Total debt securities | $9,570,000 | 6,198 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $9,400,000 | 6,334 |
| U.S. Government securities | $6,488,000 | 6,435 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,488,000 | 6,298 |
| Securities issued by states & political subdivisions | $2,912,000 | 3,823 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,710 |
| 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 | $2,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,295 |
| 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) | $2,000 | 3,999 |
| Available-for-sale securities (fair market value) | $9,398,000 | 5,655 |
| Total debt securities | $9,400,000 | 6,270 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $11,532,000 | 5,924 |
| U.S. Government securities | $8,333,000 | 5,943 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,333,000 | 5,806 |
| Securities issued by states & political subdivisions | $3,199,000 | 3,699 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,767 |
| 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 | $2,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,289 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $11,532,000 | 5,272 |
| Total debt securities | $11,532,000 | 5,872 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $11,608,000 | 5,955 |
| U.S. Government securities | $8,298,000 | 6,000 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,298,000 | 5,853 |
| Securities issued by states & political subdivisions | $3,310,000 | 3,674 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,807 |
| 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 | $2,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,287 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,608,000 | 5,279 |
| Total debt securities | $11,608,000 | 5,898 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $13,607,000 | 5,620 |
| U.S. Government securities | $9,274,000 | 5,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,274,000 | 5,614 |
| Securities issued by states & political subdivisions | $4,333,000 | 3,301 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,888 |
| 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 | $2,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,308 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,607,000 | 4,946 |
| Total debt securities | $13,607,000 | 5,568 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $16,342,000 | 5,153 |
| U.S. Government securities | $11,449,000 | 5,214 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,449,000 | 5,065 |
| Securities issued by states & political subdivisions | $4,893,000 | 3,104 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,927 |
| 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 | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,316 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,342,000 | 4,490 |
| Total debt securities | $16,342,000 | 5,104 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $17,296,000 | 5,053 |
| U.S. Government securities | $12,601,000 | 5,009 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,601,000 | 4,865 |
| Securities issued by states & political subdivisions | $4,695,000 | 3,142 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,964 |
| 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 | $2,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,353 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,296,000 | 4,409 |
| Total debt securities | $17,296,000 | 5,003 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $16,431,000 | 5,239 |
| U.S. Government securities | $12,581,000 | 5,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,581,000 | 4,942 |
| Securities issued by states & political subdivisions | $3,850,000 | 3,467 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 7,050 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,404 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $16,431,000 | 4,583 |
| Total debt securities | $16,431,000 | 5,181 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $17,787,000 | 5,055 |
| U.S. Government securities | $12,631,000 | 5,100 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,631,000 | 4,941 |
| Securities issued by states & political subdivisions | $5,156,000 | 3,018 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 7,108 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,440 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $17,787,000 | 4,415 |
| Total debt securities | $17,787,000 | 4,990 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $18,438,000 | 4,931 |
| U.S. Government securities | $13,199,000 | 4,991 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,199,000 | 4,840 |
| Securities issued by states & political subdivisions | $5,239,000 | 3,002 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,530,000 | 3,860 |
| Mortgage-backed securities | $2,000 | 7,160 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,888 |
| Issued or guaranteed by U.S. | $2,000 | 6,874 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $18,438,000 | 4,289 |
| Total debt securities | $18,438,000 | 4,868 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $19,084,000 | 4,929 |
| U.S. Government securities | $14,115,000 | 4,873 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,115,000 | 4,703 |
| Securities issued by states & political subdivisions | $4,969,000 | 3,082 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,830,000 | 4,657 |
| Mortgage-backed securities | $3,000 | 7,214 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,933 |
| Issued or guaranteed by U.S. | $3,000 | 6,919 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $19,084,000 | 4,307 |
| Total debt securities | $19,084,000 | 4,866 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $16,760,000 | 5,236 |
| U.S. Government securities | $12,334,000 | 5,164 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,334,000 | 5,023 |
| Securities issued by states & political subdivisions | $4,426,000 | 3,277 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,530,000 | 4,717 |
| Mortgage-backed securities | $3,000 | 7,238 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,951 |
| Issued or guaranteed by U.S. | $3,000 | 6,934 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $16,760,000 | 4,609 |
| Total debt securities | $16,760,000 | 5,156 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $16,841,000 | 5,297 |
| U.S. Government securities | $12,215,000 | 5,269 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,215,000 | 5,105 |
| Securities issued by states & political subdivisions | $4,623,000 | 3,234 |
| Other domestic debt securities | $3,000 | 3,833 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,430,000 | 4,694 |
| Mortgage-backed securities | $3,000 | 7,284 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,019 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $3,000 | 240 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $16,841,000 | 4,619 |
| Total debt securities | $16,841,000 | 5,213 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $11,436,000 | 6,239 |
| U.S. Government securities | $6,898,000 | 6,504 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,898,000 | 6,320 |
| Securities issued by states & political subdivisions | $4,535,000 | 3,236 |
| Other domestic debt securities | $3,000 | 3,947 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,230,000 | 4,731 |
| Mortgage-backed securities | $3,000 | 7,329 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,057 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $3,000 | 248 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $11,436,000 | 5,516 |
| Total debt securities | $11,436,000 | 6,150 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $11,154,000 | 6,209 |
| U.S. Government securities | $7,476,000 | 6,259 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,476,000 | 6,085 |
| Securities issued by states & political subdivisions | $3,675,000 | 3,539 |
| Other domestic debt securities | $3,000 | 4,000 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,230,000 | 4,704 |
| Mortgage-backed securities | $3,000 | 7,373 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,076 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $3,000 | 245 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $11,154,000 | 5,472 |
| Total debt securities | $11,154,000 | 6,123 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $10,053,000 | 6,481 |
| U.S. Government securities | $7,391,000 | 6,324 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,391,000 | 6,145 |
| Securities issued by states & political subdivisions | $2,659,000 | 3,951 |
| Other domestic debt securities | $3,000 | 4,066 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,230,000 | 4,723 |
| Mortgage-backed securities | $3,000 | 7,413 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,107 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $3,000 | 247 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $10,053,000 | 5,708 |
| Total debt securities | $10,052,000 | 6,388 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $8,369,000 | 6,920 |
| U.S. Government securities | $5,932,000 | 6,832 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,932,000 | 6,629 |
| Securities issued by states & political subdivisions | $2,433,000 | 4,049 |
| Other domestic debt securities | $4,000 | 4,096 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,230,000 | 4,726 |
| Mortgage-backed securities | $4,000 | 7,408 |
| Certificates of participation in pools of residential mortgages | $4,000 | 7,079 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $4,000 | 242 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,369,000 | 6,112 |
| Total debt securities | $8,369,000 | 6,820 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $7,470,000 | 7,181 |
| U.S. Government securities | $6,105,000 | 6,790 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,105,000 | 6,556 |
| Securities issued by states & political subdivisions | $1,365,000 | 4,855 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,100,000 | 5,278 |
| Mortgage-backed securities | $215,000 | 6,752 |
| Certificates of participation in pools of residential mortgages | $215,000 | 6,206 |
| Issued or guaranteed by U.S. | $215,000 | 6,182 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,470,000 | 6,282 |
| Total debt securities | $7,470,000 | 7,081 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $6,420,000 | 7,874 |
| U.S. Government securities | $5,175,000 | 7,676 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,175,000 | 7,321 |
| Securities issued by states & political subdivisions | $861,000 | 5,535 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $384,000 | 4,419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,000,000 | 6,261 |
| Mortgage-backed securities | $210,000 | 6,605 |
| Certificates of participation in pools of residential mortgages | $210,000 | 6,040 |
| Issued or guaranteed by U.S. | $210,000 | 6,020 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,420,000 | 6,775 |
| Total debt securities | $6,036,000 | 7,875 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $3,772,000 | 9,098 |
| U.S. Government securities | $2,755,000 | 9,019 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,755,000 | 8,559 |
| Securities issued by states & political subdivisions | $485,000 | 6,420 |
| Other domestic debt securities | $398,000 | 3,019 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $398,000 | 2,583 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 6,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $350,000 | 7,849 |
| Mortgage-backed securities | $3,000 | 7,881 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,467 |
| Issued or guaranteed by U.S. | $3,000 | 7,444 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,772,000 | 7,836 |
| Total debt securities | $3,638,000 | 9,043 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $2,733,000 | 9,591 |
| U.S. Government securities | $2,217,000 | 9,337 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,217,000 | 8,614 |
| Securities issued by states & political subdivisions | $382,000 | 6,834 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 6,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $350,000 | 7,951 |
| Mortgage-backed securities | $21,000 | 7,918 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,616 |
| Issued or guaranteed by U.S. | $7,000 | 7,593 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $14,000 | 4,778 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 4,509 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $2,733,000 | 8,206 |
| Total debt securities | $2,599,000 | 9,505 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $4,997,000 | 9,247 |
| U.S. Government securities | $3,087,000 | 9,514 |
| U.S. Treasury securities | $508,000 | 7,066 |
| U.S. Government agency obligations | $2,579,000 | 8,679 |
| Securities issued by states & political subdivisions | $1,423,000 | 5,222 |
| Other domestic debt securities | $150,000 | 3,060 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $337,000 | 4,401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $350,000 | 8,381 |
| Mortgage-backed securities | $87,000 | 7,970 |
| Certificates of participation in pools of residential mortgages | $15,000 | 7,844 |
| Issued or guaranteed by U.S. | $15,000 | 7,818 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $72,000 | 4,864 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 4,640 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $4,997,000 | 7,480 |
| Total debt securities | $4,660,000 | 9,256 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $12,398,000 | 7,152 |
| U.S. Government securities | $9,788,000 | 7,094 |
| U.S. Treasury securities | $4,572,000 | 3,998 |
| U.S. Government agency obligations | $5,216,000 | 7,525 |
| Securities issued by states & political subdivisions | $2,124,000 | 4,669 |
| Other domestic debt securities | $150,000 | 3,572 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,751 |
| Foreign debt securities | NA | NA |
| Equity securities | $336,000 | 4,294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,900,000 | 6,844 |
| Mortgage-backed securities | $113,000 | 8,449 |
| Certificates of participation in pools of residential mortgages | $24,000 | 8,320 |
| Issued or guaranteed by U.S. | $24,000 | 8,294 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $89,000 | 5,280 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 5,035 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $12,398,000 | 5,313 |
| Total debt securities | $12,062,000 | 7,124 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $10,683,000 | 8,045 |
| U.S. Government securities | $8,086,000 | 8,126 |
| U.S. Treasury securities | $6,136,000 | 3,965 |
| U.S. Government agency obligations | $1,950,000 | 9,799 |
| Securities issued by states & political subdivisions | $2,115,000 | 4,766 |
| Other domestic debt securities | $151,000 | 4,181 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 3,286 |
| Foreign debt securities | NA | NA |
| Equity securities | $331,000 | 4,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $850,000 | 8,358 |
| Mortgage-backed securities | $147,000 | 8,832 |
| Certificates of participation in pools of residential mortgages | $35,000 | 8,650 |
| Issued or guaranteed by U.S. | $35,000 | 8,616 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $112,000 | 5,682 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 5,408 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $10,683,000 | 5,950 |
| Total debt securities | $10,352,000 | 8,019 |
| Structured notes |
| Amortized cost | $800,000 | 3,046 |
| Fair value | $805,000 | 3,040 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $5,259,000 | 10,734 |
| U.S. Government securities | $2,994,000 | 11,263 |
| U.S. Treasury securities | $762,000 | 10,063 |
| U.S. Government agency obligations | $2,232,000 | 9,707 |
| Securities issued by states & political subdivisions | $2,165,000 | 4,977 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 5,962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $400,000 | 9,493 |
| Mortgage-backed securities | $1,108,000 | 7,607 |
| Certificates of participation in pools of residential mortgages | $974,000 | 6,467 |
| Issued or guaranteed by U.S. | $974,000 | 6,445 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $134,000 | 6,075 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 5,780 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,273,000 | 9,128 |
| Available-for-sale securities (fair market value) | $1,986,000 | 8,883 |
| Total debt securities | $5,159,000 | 10,659 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $6,125,000 | 10,717 |
| U.S. Government securities | $2,649,000 | 11,839 |
| U.S. Treasury securities | $681,000 | 10,560 |
| U.S. Government agency obligations | $1,968,000 | 10,299 |
| Securities issued by states & political subdivisions | $2,330,000 | 4,926 |
| Other domestic debt securities | $1,003,000 | 3,333 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 2,554 |
| Foreign debt securities | NA | NA |
| Equity securities | $143,000 | 5,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,930,000 | 7,143 |
| Mortgage-backed securities | $1,267,000 | 8,067 |
| Certificates of participation in pools of residential mortgages | $1,066,000 | 6,965 |
| Issued or guaranteed by U.S. | $1,066,000 | 6,915 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $201,000 | 6,351 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 6,066 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,982,000 | 10,644 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $8,913,000 | 9,624 |
| U.S. Government securities | $4,418,000 | 11,170 |
| U.S. Treasury securities | $1,482,000 | 9,624 |
| U.S. Government agency obligations | $2,936,000 | 9,613 |
| Securities issued by states & political subdivisions | $1,484,000 | 5,721 |
| Other domestic debt securities | $2,437,000 | 2,652 |
| Privately issued residential mortgage-backed securities | $7,000 | 4,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,430,000 | 1,863 |
| Foreign debt securities | NA | NA |
| Equity securities | $574,000 | 2,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,571,000 | 6,414 |
| Mortgage-backed securities | $1,844,000 | 7,837 |
| Certificates of participation in pools of residential mortgages | $1,135,000 | 7,296 |
| Issued or guaranteed by U.S. | $1,135,000 | 7,239 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $709,000 | 5,503 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 5,109 |
| Privately issued | $7,000 | 3,493 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,339,000 | 9,742 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
