| 2016-09-30 | Rank |
| Total securities | $3,114,000 | 5,424 |
| U.S. Government securities | $2,296,000 | 5,072 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,296,000 | 4,965 |
| Securities issued by states & political subdivisions | $818,000 | 4,558 |
| 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 | $68,000 | 5,091 |
| Mortgage-backed securities | $1,312,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 4,016 |
| Issued or guaranteed by U.S. | $1,039,000 | 4,012 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $273,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,804 |
| 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) | $3,114,000 | 5,087 |
| Total debt securities | $3,114,000 | 5,396 |
| 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 | $21,378,000 | 3,831 |
| U.S. Government securities | $15,508,000 | 3,344 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,508,000 | 3,229 |
| Securities issued by states & political subdivisions | $5,870,000 | 3,392 |
| 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 | $6,816,000 | 3,492 |
| Mortgage-backed securities | $12,191,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $6,019,000 | 2,856 |
| Issued or guaranteed by U.S. | $6,019,000 | 2,853 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,172,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $5,172,000 | 1,526 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,000,000 | 1,013 |
| Commercial mortgage pass-through securities | $1,000,000 | 661 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $21,378,000 | 3,520 |
| Total debt securities | $21,378,000 | 3,800 |
| 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 | $25,820,000 | 3,585 |
| U.S. Government securities | $19,533,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $19,533,000 | 2,966 |
| Securities issued by states & political subdivisions | $6,287,000 | 3,319 |
| 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 | $6,137,000 | 3,671 |
| Mortgage-backed securities | $13,986,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $6,128,000 | 2,862 |
| Issued or guaranteed by U.S. | $6,128,000 | 2,861 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,856,000 | 1,424 |
| CMOs issued by government agencies or sponsored agencies | $6,856,000 | 1,364 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,002,000 | 981 |
| Commercial mortgage pass-through securities | $1,002,000 | 637 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $25,820,000 | 3,289 |
| Total debt securities | $25,820,000 | 3,561 |
| Structured notes |
| Amortized cost | $1,000,000 | 864 |
| Fair value | $999,000 | 942 |
| 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 | $27,185,000 | 3,543 |
| U.S. Government securities | $21,652,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,652,000 | 2,832 |
| Securities issued by states & political subdivisions | $5,533,000 | 3,455 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,098,000 | 4,088 |
| Mortgage-backed securities | $11,022,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $1,186,000 | 4,062 |
| Issued or guaranteed by U.S. | $1,186,000 | 4,058 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,854,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $8,854,000 | 1,199 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $982,000 | 946 |
| Commercial mortgage pass-through securities | $982,000 | 614 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $27,185,000 | 3,254 |
| Total debt securities | $27,185,000 | 3,519 |
| Structured notes |
| Amortized cost | $4,000,000 | 460 |
| Fair value | $3,948,000 | 484 |
| 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 | $23,053,000 | 3,874 |
| U.S. Government securities | $17,401,000 | 3,369 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $17,401,000 | 3,270 |
| Securities issued by states & political subdivisions | $5,652,000 | 3,469 |
| 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 | $4,126,000 | 4,137 |
| Mortgage-backed securities | $7,358,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 4,095 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,089 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,112,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $6,112,000 | 1,455 |
| 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) | $23,053,000 | 3,538 |
| Total debt securities | $23,053,000 | 3,848 |
| Structured notes |
| Amortized cost | $4,000,000 | 545 |
| Fair value | $3,984,000 | 561 |
| 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 | $23,051,000 | 3,961 |
| U.S. Government securities | $16,761,000 | 3,512 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,761,000 | 3,406 |
| Securities issued by states & political subdivisions | $6,290,000 | 3,373 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,157,000 | 4,688 |
| Mortgage-backed securities | $6,232,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $1,285,000 | 4,170 |
| Issued or guaranteed by U.S. | $1,285,000 | 4,166 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,947,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $4,947,000 | 1,655 |
| 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) | $23,051,000 | 3,627 |
| Total debt securities | $23,051,000 | 3,938 |
| Structured notes |
| Amortized cost | $3,500,000 | 707 |
| Fair value | $3,406,000 | 729 |
| 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 | $21,816,000 | 4,099 |
| U.S. Government securities | $16,571,000 | 3,603 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,571,000 | 3,490 |
| Securities issued by states & political subdivisions | $5,245,000 | 3,572 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,167,000 | 4,757 |
| Mortgage-backed securities | $6,703,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $1,388,000 | 4,198 |
| Issued or guaranteed by U.S. | $1,388,000 | 4,191 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,315,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $5,315,000 | 1,648 |
| 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) | $21,816,000 | 3,743 |
| Total debt securities | $21,816,000 | 4,075 |
| Structured notes |
| Amortized cost | $2,500,000 | 908 |
| Fair value | $2,497,000 | 926 |
| 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 | $17,688,000 | 4,471 |
| U.S. Government securities | $14,264,000 | 3,916 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,264,000 | 3,788 |
| Securities issued by states & political subdivisions | $3,424,000 | 4,008 |
| 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 | $2,796,000 | 4,665 |
| Mortgage-backed securities | $5,843,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $1,431,000 | 4,257 |
| Issued or guaranteed by U.S. | $1,431,000 | 4,249 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,412,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $4,412,000 | 1,825 |
| 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) | $17,688,000 | 4,104 |
| Total debt securities | $17,688,000 | 4,451 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,266 |
| Fair value | $1,475,000 | 1,305 |
| 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 | $17,311,000 | 4,602 |
| U.S. Government securities | $14,818,000 | 3,959 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,818,000 | 3,836 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,313 |
| 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 | $5,761,000 | 4,012 |
| Mortgage-backed securities | $6,909,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 4,496 |
| Issued or guaranteed by U.S. | $1,026,000 | 4,493 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,883,000 | 1,705 |
| CMOs issued by government agencies or sponsored agencies | $5,883,000 | 1,631 |
| 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) | $17,311,000 | 4,220 |
| Total debt securities | $17,311,000 | 4,583 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,357 |
| Fair value | $1,429,000 | 1,416 |
| 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 | $16,415,000 | 4,746 |
| U.S. Government securities | $14,141,000 | 4,092 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,141,000 | 3,975 |
| Securities issued by states & political subdivisions | $2,274,000 | 4,418 |
| 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 | $5,888,000 | 4,017 |
| Mortgage-backed securities | $6,158,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 4,525 |
| Issued or guaranteed by U.S. | $1,062,000 | 4,523 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,096,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $5,096,000 | 1,750 |
| 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) | $16,415,000 | 4,346 |
| Total debt securities | $16,415,000 | 4,729 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,401 |
| Fair value | $1,411,000 | 1,460 |
| 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 | $15,666,000 | 4,863 |
| U.S. Government securities | $12,599,000 | 4,316 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,599,000 | 4,208 |
| Securities issued by states & political subdivisions | $3,067,000 | 4,211 |
| 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 | $5,964,000 | 4,023 |
| Mortgage-backed securities | $3,670,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,067,000 | 4,557 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,603,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $2,603,000 | 2,224 |
| 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) | $15,666,000 | 4,468 |
| Total debt securities | $15,666,000 | 4,832 |
| Structured notes |
| Amortized cost | $3,500,000 | 932 |
| Fair value | $3,368,000 | 947 |
| 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 | $12,991,000 | 5,134 |
| U.S. Government securities | $9,972,000 | 4,639 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,972,000 | 4,539 |
| Securities issued by states & political subdivisions | $3,019,000 | 4,251 |
| 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 | $5,995,000 | 4,023 |
| Mortgage-backed securities | $1,993,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 4,581 |
| Issued or guaranteed by U.S. | $1,079,000 | 4,576 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $914,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,808 |
| 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) | $12,991,000 | 4,729 |
| Total debt securities | $12,991,000 | 5,102 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,087 |
| Fair value | $2,305,000 | 1,129 |
| 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 | $15,252,000 | 4,961 |
| U.S. Government securities | $12,196,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,196,000 | 4,278 |
| Securities issued by states & political subdivisions | $3,056,000 | 4,254 |
| 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 | $6,154,000 | 3,990 |
| Mortgage-backed securities | $2,093,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 4,597 |
| Issued or guaranteed by U.S. | $1,115,000 | 4,593 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $978,000 | 2,918 |
| CMOs issued by government agencies or sponsored agencies | $978,000 | 2,807 |
| 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) | $15,252,000 | 4,566 |
| Total debt securities | $15,252,000 | 4,933 |
| Structured notes |
| Amortized cost | $3,500,000 | 907 |
| Fair value | $3,346,000 | 910 |
| 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 | $11,644,000 | 5,329 |
| U.S. Government securities | $8,559,000 | 4,876 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,559,000 | 4,773 |
| Securities issued by states & political subdivisions | $3,085,000 | 4,249 |
| 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 | $6,435,000 | 3,946 |
| Mortgage-backed securities | $2,257,000 | 4,602 |
| Certificates of participation in pools of residential mortgages | $1,148,000 | 4,570 |
| Issued or guaranteed by U.S. | $1,148,000 | 4,566 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,109,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $1,109,000 | 2,777 |
| 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) | $11,644,000 | 4,945 |
| Total debt securities | $11,644,000 | 5,296 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,355 |
| Fair value | $1,432,000 | 1,418 |
| 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 | $12,182,000 | 5,312 |
| U.S. Government securities | $8,916,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,916,000 | 4,785 |
| Securities issued by states & political subdivisions | $3,266,000 | 4,181 |
| 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 | $67,000 | 5,961 |
| Mortgage-backed securities | $3,381,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 4,562 |
| Issued or guaranteed by U.S. | $1,265,000 | 4,560 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,116,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $2,116,000 | 2,479 |
| 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) | $12,182,000 | 4,936 |
| Total debt securities | $12,182,000 | 5,282 |
| Structured notes |
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $11,967,000 | 5,314 |
| U.S. Government securities | $8,648,000 | 4,899 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,648,000 | 4,802 |
| Securities issued by states & political subdivisions | $3,319,000 | 4,165 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,168,000 | 5,505 |
| Mortgage-backed securities | $2,389,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,389,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $2,389,000 | 2,457 |
| 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) | $11,967,000 | 4,934 |
| Total debt securities | $11,967,000 | 5,286 |
| 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 | $12,242,000 | 5,379 |
| U.S. Government securities | $8,888,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,888,000 | 4,868 |
| Securities issued by states & political subdivisions | $3,354,000 | 4,148 |
| 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 | $68,000 | 6,099 |
| Mortgage-backed securities | $3,898,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $1,293,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,293,000 | 4,700 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,605,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $2,605,000 | 2,477 |
| 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) | $12,242,000 | 4,974 |
| Total debt securities | $12,242,000 | 5,352 |
| 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 | $12,263,000 | 5,421 |
| U.S. Government securities | $10,018,000 | 4,887 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,018,000 | 4,790 |
| Securities issued by states & political subdivisions | $2,245,000 | 4,463 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,169,000 | 5,644 |
| Mortgage-backed securities | $4,867,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $2,095,000 | 4,457 |
| Issued or guaranteed by U.S. | $2,095,000 | 4,456 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,772,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $2,772,000 | 2,453 |
| 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) | $12,263,000 | 5,028 |
| Total debt securities | $12,263,000 | 5,392 |
| Structured notes |
| Amortized cost | $1,098,000 | 1,925 |
| Fair value | $1,101,000 | 1,925 |
| 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 | $11,183,000 | 5,593 |
| U.S. Government securities | $11,183,000 | 4,798 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,183,000 | 4,707 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,000 | 6,208 |
| Mortgage-backed securities | $7,104,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $4,213,000 | 3,892 |
| Issued or guaranteed by U.S. | $4,213,000 | 3,887 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,891,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $2,891,000 | 2,438 |
| 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) | $11,183,000 | 5,195 |
| Total debt securities | $11,183,000 | 5,564 |
| Structured notes |
| Amortized cost | $1,098,000 | 2,136 |
| Fair value | $1,098,000 | 2,132 |
| 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 | $11,679,000 | 5,534 |
| U.S. Government securities | $11,679,000 | 4,675 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,679,000 | 4,589 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,000 | 5,900 |
| Mortgage-backed securities | $7,657,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $4,670,000 | 3,685 |
| Issued or guaranteed by U.S. | $4,670,000 | 3,680 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,987,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $2,987,000 | 2,312 |
| 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) | $11,679,000 | 5,114 |
| Total debt securities | $11,679,000 | 5,511 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $999,000 | 2,311 |
| 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 | $13,475,000 | 5,253 |
| U.S. Government securities | $13,475,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,475,000 | 4,283 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,000 | 5,923 |
| Mortgage-backed securities | $8,378,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $5,343,000 | 3,475 |
| Issued or guaranteed by U.S. | $5,343,000 | 3,470 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,035,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $3,035,000 | 2,272 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,475,000 | 4,830 |
| Total debt securities | $13,475,000 | 5,223 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,735 |
| Fair value | $2,001,000 | 1,824 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $11,949,000 | 5,532 |
| U.S. Government securities | $11,949,000 | 4,736 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,949,000 | 4,620 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,000 | 5,988 |
| Mortgage-backed securities | $5,677,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $3,592,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,592,000 | 3,867 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,085,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $2,085,000 | 2,462 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,949,000 | 5,105 |
| Total debt securities | $11,949,000 | 5,499 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,953 |
| Fair value | $2,004,000 | 1,997 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $10,016,000 | 5,793 |
| U.S. Government securities | $10,016,000 | 5,024 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,016,000 | 4,903 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,000 | 6,023 |
| Mortgage-backed securities | $2,506,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $1,510,000 | 4,545 |
| Issued or guaranteed by U.S. | $1,510,000 | 4,537 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $996,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,760 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $10,016,000 | 5,354 |
| Total debt securities | $10,016,000 | 5,764 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,661 |
| Fair value | $2,968,000 | 1,706 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $4,055,000 | 6,699 |
| U.S. Government securities | $4,055,000 | 6,136 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,055,000 | 6,006 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,000 | 6,102 |
| Mortgage-backed securities | $0 | 6,134 |
| 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 | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,055,000 | 6,193 |
| Total debt securities | $4,055,000 | 6,665 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $1,992,000 | 1,918 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $5,565,000 | 6,451 |
| U.S. Government securities | $5,565,000 | 5,783 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,565,000 | 5,658 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,070,000 | 5,254 |
| Mortgage-backed securities | $0 | 6,191 |
| 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 | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,565,000 | 5,944 |
| Total debt securities | $5,565,000 | 6,409 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,033,000 | 2,367 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $5,558,000 | 6,529 |
| U.S. Government securities | $5,558,000 | 5,888 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,558,000 | 5,779 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,079,000 | 5,295 |
| Mortgage-backed securities | $0 | 6,235 |
| 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 | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,558,000 | 6,017 |
| Total debt securities | $5,558,000 | 6,487 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,010,000 | 2,489 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $6,495,000 | 6,455 |
| U.S. Government securities | $6,495,000 | 5,757 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,495,000 | 5,643 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,054,000 | 4,656 |
| Mortgage-backed securities | $0 | 6,328 |
| 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 | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,495,000 | 5,934 |
| Total debt securities | $6,495,000 | 6,415 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $10,064,000 | 5,785 |
| U.S. Government securities | $10,064,000 | 4,980 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,064,000 | 4,882 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,093,000 | 4,669 |
| Mortgage-backed securities | $0 | 6,385 |
| 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 | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $10,064,000 | 5,306 |
| Total debt securities | $10,064,000 | 5,750 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $8,095,000 | 6,162 |
| U.S. Government securities | $8,095,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,095,000 | 5,286 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,580,000 | 4,513 |
| Mortgage-backed securities | $0 | 6,466 |
| 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 | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,095,000 | 5,660 |
| Total debt securities | $8,095,000 | 6,120 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $9,052,000 | 5,995 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $9,052,000 | 2,362 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,561,000 | 4,524 |
| Mortgage-backed securities | $0 | 6,522 |
| 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 | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,052,000 | 5,493 |
| Total debt securities | $9,052,000 | 5,941 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $7,063,000 | 6,445 |
| U.S. Government securities | $7,063,000 | 5,753 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,063,000 | 5,667 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,563,000 | 4,615 |
| Mortgage-backed securities | $0 | 6,573 |
| 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 | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,063,000 | 5,909 |
| Total debt securities | $7,063,000 | 6,403 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $7,593,000 | 6,390 |
| U.S. Government securities | $7,593,000 | 5,700 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,593,000 | 5,620 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,551,000 | 5,011 |
| Mortgage-backed securities | $0 | 6,615 |
| 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 | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $7,593,000 | 5,846 |
| Total debt securities | $7,593,000 | 6,349 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $4,992,000 | 6,917 |
| U.S. Government securities | $4,992,000 | 6,394 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,992,000 | 6,299 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $995,000 | 6,103 |
| Mortgage-backed securities | $0 | 6,644 |
| 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 | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,992,000 | 6,326 |
| Total debt securities | $4,992,000 | 6,876 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $5,877,000 | 6,787 |
| U.S. Government securities | $5,877,000 | 6,181 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,877,000 | 6,099 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| 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 | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,877,000 | 6,197 |
| Total debt securities | $5,877,000 | 6,723 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $5,026,000 | 7,005 |
| U.S. Government securities | $5,026,000 | 6,465 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,026,000 | 6,370 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| 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 | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,026,000 | 6,423 |
| Total debt securities | $5,026,000 | 6,941 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
