| 2023-12-31 | Rank |
| Total securities | $35,307,000 | 3,019 |
| U.S. Government securities | $9,667,000 | 3,601 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $9,667,000 | 3,258 |
| Securities issued by states & political subdivisions | $25,422,000 | 1,539 |
| 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 | $33,400,000 | 1,861 |
| Mortgage-backed securities | $9,667,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,854,000 | 2,237 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,813,000 | 1,945 |
| 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) | $35,089,000 | 2,791 |
| Total debt securities | $35,089,000 | 3,003 |
| 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 | $34,655,000 | 3,041 |
| U.S. Government securities | $9,576,000 | 3,619 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $9,576,000 | 3,254 |
| Securities issued by states & political subdivisions | $24,900,000 | 1,540 |
| 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 | $32,066,000 | 1,847 |
| Mortgage-backed securities | $9,576,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,763,000 | 2,241 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,813,000 | 1,914 |
| 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) | $34,476,000 | 2,804 |
| Total debt securities | $34,476,000 | 3,029 |
| 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 | $42,984,000 | 2,841 |
| U.S. Government securities | $10,236,000 | 3,616 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $10,236,000 | 3,246 |
| Securities issued by states & political subdivisions | $32,583,000 | 1,319 |
| 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 | $40,389,000 | 1,598 |
| Mortgage-backed securities | $10,236,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,326,000 | 2,223 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,910,000 | 1,902 |
| 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) | $42,819,000 | 2,602 |
| Total debt securities | $42,819,000 | 2,826 |
| 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 | $42,195,000 | 2,941 |
| U.S. Government securities | $10,710,000 | 3,672 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $10,710,000 | 3,242 |
| Securities issued by states & political subdivisions | $31,334,000 | 1,399 |
| 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 | $40,247,000 | 1,550 |
| Mortgage-backed securities | $10,710,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,707,000 | 2,245 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,003,000 | 1,913 |
| 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) | $42,044,000 | 2,699 |
| Total debt securities | $42,042,000 | 2,926 |
| 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 | $40,793,000 | 3,011 |
| U.S. Government securities | $10,925,000 | 3,685 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $10,925,000 | 3,238 |
| Securities issued by states & political subdivisions | $29,740,000 | 1,493 |
| 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 | $35,995,000 | 1,570 |
| Mortgage-backed securities | $10,925,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,883,000 | 2,253 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,042,000 | 1,921 |
| 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) | $40,665,000 | 2,763 |
| Total debt securities | $40,665,000 | 2,999 |
| 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 | $38,236,000 | 3,107 |
| U.S. Government securities | $9,132,000 | 3,826 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $9,132,000 | 3,391 |
| Securities issued by states & political subdivisions | $26,896,000 | 1,619 |
| Other domestic debt securities | $2,130,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $2,130,000 | 455 |
| 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 | $35,292,000 | 1,515 |
| Mortgage-backed securities | $11,262,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,132,000 | 2,239 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $2,130,000 | 339 |
| 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) | $38,158,000 | 2,861 |
| Total debt securities | $38,158,000 | 3,086 |
| 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 | $38,520,000 | 3,137 |
| U.S. Government securities | $8,970,000 | 3,850 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $8,970,000 | 3,426 |
| Securities issued by states & political subdivisions | $27,163,000 | 1,656 |
| Other domestic debt securities | $2,311,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $2,311,000 | 451 |
| 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 | $35,760,000 | 1,488 |
| Mortgage-backed securities | $11,281,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $8,970,000 | 2,354 |
| Issued or guaranteed by U.S. | $8,970,000 | 2,292 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,311,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $2,311,000 | 329 |
| 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) | $38,444,000 | 2,907 |
| Total debt securities | $38,441,000 | 3,123 |
| 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 | $27,929,000 | 3,440 |
| U.S. Government securities | $9,752,000 | 3,729 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $9,752,000 | 3,348 |
| Securities issued by states & political subdivisions | $18,085,000 | 2,104 |
| 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 | $22,924,000 | 1,898 |
| Mortgage-backed securities | $9,752,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $7,250,000 | 2,555 |
| Issued or guaranteed by U.S. | $7,250,000 | 2,490 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,502,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $2,502,000 | 1,877 |
| 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) | $120,000 | 1,639 |
| Available-for-sale securities (fair market value) | $27,717,000 | 3,221 |
| Total debt securities | $27,837,000 | 3,419 |
| 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 | $27,022,000 | 3,382 |
| U.S. Government securities | $6,952,000 | 3,820 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $6,952,000 | 3,558 |
| Securities issued by states & political subdivisions | $17,196,000 | 2,211 |
| Other domestic debt securities | $2,779,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $2,779,000 | 386 |
| 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 | $24,405,000 | 1,818 |
| Mortgage-backed securities | $9,731,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $6,952,000 | 2,578 |
| Issued or guaranteed by U.S. | $6,952,000 | 2,498 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,779,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $2,779,000 | 260 |
| 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) | $120,000 | 1,560 |
| Available-for-sale securities (fair market value) | $26,807,000 | 3,195 |
| Total debt securities | $26,926,000 | 3,365 |
| 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 | $27,046,000 | 3,355 |
| U.S. Government securities | $6,811,000 | 3,793 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,811,000 | 3,572 |
| Securities issued by states & political subdivisions | $17,050,000 | 2,184 |
| Other domestic debt securities | $3,102,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $3,102,000 | 331 |
| 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 | $21,933,000 | 1,892 |
| Mortgage-backed securities | $9,913,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | $6,811,000 | 2,612 |
| Issued or guaranteed by U.S. | $6,811,000 | 2,540 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,102,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $3,102,000 | 217 |
| 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) | $140,000 | 1,575 |
| Available-for-sale securities (fair market value) | $26,823,000 | 3,168 |
| Total debt securities | $26,963,000 | 3,333 |
| 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 | $28,115,000 | 3,270 |
| U.S. Government securities | $7,316,000 | 3,737 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,316,000 | 3,513 |
| Securities issued by states & political subdivisions | $17,332,000 | 2,147 |
| Other domestic debt securities | $3,387,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $3,387,000 | 324 |
| 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 | $22,639,000 | 1,850 |
| Mortgage-backed securities | $10,703,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $7,316,000 | 2,540 |
| Issued or guaranteed by U.S. | $7,316,000 | 2,465 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,387,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $3,387,000 | 202 |
| 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) | $141,000 | 1,562 |
| Available-for-sale securities (fair market value) | $27,894,000 | 3,093 |
| Total debt securities | $28,033,000 | 3,253 |
| 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 | $28,755,000 | 3,148 |
| U.S. Government securities | $7,687,000 | 3,602 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,687,000 | 3,424 |
| Securities issued by states & political subdivisions | $17,381,000 | 2,078 |
| Other domestic debt securities | $3,611,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $3,611,000 | 309 |
| 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 | $24,662,000 | 1,724 |
| Mortgage-backed securities | $11,298,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $7,687,000 | 2,431 |
| Issued or guaranteed by U.S. | $7,687,000 | 2,357 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,611,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $3,611,000 | 187 |
| 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) | $141,000 | 1,558 |
| Available-for-sale securities (fair market value) | $28,538,000 | 2,975 |
| Total debt securities | $28,679,000 | 3,132 |
| 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 | $26,806,000 | 3,110 |
| U.S. Government securities | $8,088,000 | 3,455 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $8,088,000 | 3,305 |
| Securities issued by states & political subdivisions | $14,916,000 | 2,211 |
| Other domestic debt securities | $3,745,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $3,745,000 | 280 |
| 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 | $4,015,000 | 3,275 |
| Mortgage-backed securities | $11,833,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $8,088,000 | 2,286 |
| Issued or guaranteed by U.S. | $8,088,000 | 2,224 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,745,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $3,745,000 | 177 |
| 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) | $491,000 | 1,426 |
| Available-for-sale securities (fair market value) | $26,258,000 | 2,946 |
| Total debt securities | $26,748,000 | 3,092 |
| 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 | $6,654,000 | 4,251 |
| U.S. Government securities | $1,552,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,552,000 | 4,184 |
| Securities issued by states & political subdivisions | $4,830,000 | 3,135 |
| Other domestic debt securities | $223,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $223,000 | 535 |
| 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 | $3,477,000 | 3,391 |
| Mortgage-backed securities | $1,775,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $1,552,000 | 3,343 |
| Issued or guaranteed by U.S. | $1,552,000 | 3,253 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $223,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $223,000 | 346 |
| 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) | $511,000 | 1,398 |
| Available-for-sale securities (fair market value) | $6,094,000 | 4,054 |
| Total debt securities | $6,603,000 | 4,233 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $7,223,000 | 4,225 |
| U.S. Government securities | $1,704,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,704,000 | 4,190 |
| Securities issued by states & political subdivisions | $5,200,000 | 3,035 |
| Other domestic debt securities | $270,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $270,000 | 499 |
| 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 | $3,694,000 | 3,375 |
| Mortgage-backed securities | $1,974,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $1,704,000 | 3,311 |
| Issued or guaranteed by U.S. | $1,704,000 | 3,218 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $270,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $270,000 | 316 |
| 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) | $511,000 | 1,411 |
| Available-for-sale securities (fair market value) | $6,663,000 | 4,024 |
| Total debt securities | $7,174,000 | 4,205 |
| 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 | $7,507,000 | 4,229 |
| U.S. Government securities | $1,890,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,890,000 | 4,216 |
| Securities issued by states & political subdivisions | $5,285,000 | 2,950 |
| Other domestic debt securities | $292,000 | 1,834 |
| Privately issued residential mortgage-backed securities | $292,000 | 512 |
| 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 | $3,454,000 | 3,430 |
| Mortgage-backed securities | $2,182,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $1,890,000 | 3,277 |
| Issued or guaranteed by U.S. | $1,890,000 | 3,178 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $292,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $292,000 | 318 |
| 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) | $511,000 | 1,429 |
| Available-for-sale securities (fair market value) | $6,956,000 | 4,032 |
| Total debt securities | $7,467,000 | 4,210 |
| 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 | $7,999,000 | 4,249 |
| U.S. Government securities | $2,007,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,007,000 | 4,273 |
| Securities issued by states & political subdivisions | $5,609,000 | 2,893 |
| Other domestic debt securities | $318,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $318,000 | 475 |
| 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 | $3,564,000 | 3,471 |
| Mortgage-backed securities | $2,325,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $2,007,000 | 3,220 |
| Issued or guaranteed by U.S. | $2,007,000 | 3,125 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $318,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $318,000 | 307 |
| 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) | $511,000 | 1,471 |
| Available-for-sale securities (fair market value) | $7,423,000 | 4,042 |
| Total debt securities | $7,934,000 | 4,230 |
| 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 | $8,700,000 | 4,250 |
| U.S. Government securities | $2,154,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,154,000 | 4,325 |
| Securities issued by states & political subdivisions | $6,133,000 | 2,834 |
| Other domestic debt securities | $348,000 | 1,814 |
| Privately issued residential mortgage-backed securities | $348,000 | 502 |
| 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 | $65,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,084,000 | 3,262 |
| Mortgage-backed securities | $2,502,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $2,154,000 | 3,187 |
| Issued or guaranteed by U.S. | $2,154,000 | 3,086 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $348,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $348,000 | 296 |
| 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) | $532,000 | 1,526 |
| Available-for-sale securities (fair market value) | $8,168,000 | 4,043 |
| Total debt securities | $8,635,000 | 4,232 |
| 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 | $8,920,000 | 4,297 |
| U.S. Government securities | $2,304,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,304,000 | 4,356 |
| Securities issued by states & political subdivisions | $6,187,000 | 2,889 |
| Other domestic debt securities | $376,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $376,000 | 461 |
| 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 | $53,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,355,000 | 3,271 |
| Mortgage-backed securities | $2,680,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $2,304,000 | 3,151 |
| Issued or guaranteed by U.S. | $2,304,000 | 3,063 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $376,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $376,000 | 300 |
| 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) | $532,000 | 1,575 |
| Available-for-sale securities (fair market value) | $8,388,000 | 4,086 |
| Total debt securities | $8,867,000 | 4,284 |
| 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 | $9,193,000 | 4,319 |
| U.S. Government securities | $2,436,000 | 4,556 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,436,000 | 4,388 |
| Securities issued by states & political subdivisions | $6,297,000 | 2,911 |
| Other domestic debt securities | $404,000 | 1,790 |
| Privately issued residential mortgage-backed securities | $404,000 | 465 |
| 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 | $56,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,292,000 | 3,341 |
| Mortgage-backed securities | $2,840,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $2,436,000 | 3,142 |
| Issued or guaranteed by U.S. | $2,436,000 | 3,050 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $404,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $404,000 | 309 |
| 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) | $532,000 | 1,604 |
| Available-for-sale securities (fair market value) | $8,661,000 | 4,108 |
| Total debt securities | $9,135,000 | 4,304 |
| 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 | $9,642,000 | 4,332 |
| U.S. Government securities | $3,055,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,055,000 | 4,327 |
| Securities issued by states & political subdivisions | $6,542,000 | 2,934 |
| 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 | $45,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,305,000 | 3,375 |
| Mortgage-backed securities | $3,055,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $2,623,000 | 3,117 |
| Issued or guaranteed by U.S. | $2,623,000 | 3,050 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $432,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 2,597 |
| 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) | $532,000 | 1,642 |
| Available-for-sale securities (fair market value) | $9,110,000 | 4,100 |
| Total debt securities | $9,595,000 | 4,313 |
| 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 | $10,010,000 | 4,348 |
| U.S. Government securities | $3,340,000 | 4,518 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,340,000 | 4,358 |
| Securities issued by states & political subdivisions | $6,610,000 | 2,951 |
| 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 | $60,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,468,000 | 3,544 |
| Mortgage-backed securities | $3,340,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $2,879,000 | 3,100 |
| Issued or guaranteed by U.S. | $2,879,000 | 3,072 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $461,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,582 |
| 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) | $553,000 | 1,661 |
| Available-for-sale securities (fair market value) | $9,457,000 | 4,118 |
| Total debt securities | $9,950,000 | 4,326 |
| 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 | $5,790,000 | 4,760 |
| U.S. Government securities | $2,292,000 | 4,718 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,292,000 | 4,566 |
| Securities issued by states & political subdivisions | $3,426,000 | 3,546 |
| 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 | $72,000 | 494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,039,000 | 4,089 |
| Mortgage-backed securities | $2,292,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $2,292,000 | 3,307 |
| Issued or guaranteed by U.S. | $2,292,000 | 3,144 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $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) | $553,000 | 1,684 |
| Available-for-sale securities (fair market value) | $5,237,000 | 4,543 |
| Total debt securities | $5,718,000 | 4,745 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $6,042,000 | 4,794 |
| U.S. Government securities | $2,549,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,549,000 | 4,604 |
| Securities issued by states & political subdivisions | $3,426,000 | 3,594 |
| 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 | $67,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,467,000 | 4,039 |
| Mortgage-backed securities | $2,549,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $2,549,000 | 3,288 |
| Issued or guaranteed by U.S. | $2,549,000 | 3,282 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $553,000 | 1,707 |
| Available-for-sale securities (fair market value) | $5,489,000 | 4,578 |
| Total debt securities | $5,975,000 | 4,784 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $6,478,000 | 4,829 |
| U.S. Government securities | $2,937,000 | 4,722 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,937,000 | 4,589 |
| Securities issued by states & political subdivisions | $3,478,000 | 3,648 |
| 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 | $63,000 | 807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,047,000 | 3,963 |
| Mortgage-backed securities | $2,937,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $2,937,000 | 3,219 |
| Issued or guaranteed by U.S. | $2,937,000 | 3,214 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $553,000 | 1,729 |
| Available-for-sale securities (fair market value) | $5,925,000 | 4,601 |
| Total debt securities | $6,415,000 | 4,810 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $6,882,000 | 4,837 |
| U.S. Government securities | $3,306,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,306,000 | 4,578 |
| Securities issued by states & political subdivisions | $3,521,000 | 3,689 |
| 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 | $55,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,338,000 | 3,949 |
| Mortgage-backed securities | $3,306,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $3,306,000 | 3,197 |
| Issued or guaranteed by U.S. | $3,306,000 | 3,193 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $574,000 | 1,786 |
| Available-for-sale securities (fair market value) | $6,308,000 | 4,609 |
| Total debt securities | $6,826,000 | 4,818 |
| 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 | $4,594,000 | 5,120 |
| U.S. Government securities | $3,520,000 | 4,721 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,520,000 | 4,593 |
| Securities issued by states & political subdivisions | $1,021,000 | 4,370 |
| 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 | $53,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,351,000 | 3,974 |
| Mortgage-backed securities | $3,520,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $3,520,000 | 3,183 |
| Issued or guaranteed by U.S. | $3,520,000 | 3,179 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $574,000 | 1,814 |
| Available-for-sale securities (fair market value) | $4,020,000 | 4,875 |
| Total debt securities | $4,539,000 | 5,106 |
| 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 | $4,850,000 | 5,147 |
| U.S. Government securities | $3,787,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,787,000 | 4,617 |
| Securities issued by states & political subdivisions | $1,018,000 | 4,429 |
| 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 | $45,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,495,000 | 3,993 |
| Mortgage-backed securities | $3,787,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $3,787,000 | 3,188 |
| Issued or guaranteed by U.S. | $3,787,000 | 3,185 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $574,000 | 1,842 |
| Available-for-sale securities (fair market value) | $4,276,000 | 4,908 |
| Total debt securities | $4,805,000 | 5,127 |
| 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 | $5,061,000 | 5,157 |
| U.S. Government securities | $3,998,000 | 4,714 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,998,000 | 4,594 |
| Securities issued by states & political subdivisions | $1,016,000 | 4,475 |
| 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 | $47,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,143,000 | 3,877 |
| Mortgage-backed securities | $3,998,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $3,998,000 | 3,161 |
| Issued or guaranteed by U.S. | $3,998,000 | 3,156 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $575,000 | 1,867 |
| Available-for-sale securities (fair market value) | $4,486,000 | 4,900 |
| Total debt securities | $5,014,000 | 5,138 |
| 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 | $5,547,000 | 5,154 |
| U.S. Government securities | $4,450,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,450,000 | 4,568 |
| Securities issued by states & political subdivisions | $1,063,000 | 4,466 |
| 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 | $34,000 | 886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,182,000 | 3,928 |
| Mortgage-backed securities | $4,450,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $4,450,000 | 3,104 |
| Issued or guaranteed by U.S. | $4,450,000 | 3,102 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $595,000 | 1,872 |
| Available-for-sale securities (fair market value) | $4,952,000 | 4,904 |
| Total debt securities | $5,512,000 | 5,136 |
| 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 | $5,656,000 | 5,213 |
| U.S. Government securities | $4,565,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,565,000 | 4,634 |
| Securities issued by states & political subdivisions | $1,063,000 | 4,508 |
| 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 | $28,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,300,000 | 3,967 |
| Mortgage-backed securities | $4,565,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $4,565,000 | 3,122 |
| Issued or guaranteed by U.S. | $4,565,000 | 3,119 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $595,000 | 1,914 |
| Available-for-sale securities (fair market value) | $5,061,000 | 4,958 |
| Total debt securities | $5,629,000 | 5,196 |
| 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 | $5,824,000 | 5,260 |
| U.S. Government securities | $4,702,000 | 4,836 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,702,000 | 4,726 |
| Securities issued by states & political subdivisions | $1,091,000 | 4,520 |
| 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 | $31,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,901,000 | 3,900 |
| Mortgage-backed securities | $4,702,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $4,702,000 | 3,110 |
| Issued or guaranteed by U.S. | $4,702,000 | 3,109 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $625,000 | 1,948 |
| Available-for-sale securities (fair market value) | $5,199,000 | 4,999 |
| Total debt securities | $5,793,000 | 5,246 |
| 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 | $5,935,000 | 5,306 |
| U.S. Government securities | $4,822,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,822,000 | 4,766 |
| Securities issued by states & political subdivisions | $1,088,000 | 4,556 |
| 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 | $25,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,722,000 | 3,969 |
| Mortgage-backed securities | $4,822,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $4,822,000 | 3,065 |
| Issued or guaranteed by U.S. | $4,822,000 | 3,063 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $626,000 | 1,983 |
| Available-for-sale securities (fair market value) | $5,309,000 | 5,030 |
| Total debt securities | $5,910,000 | 5,288 |
| 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 | $6,077,000 | 5,381 |
| U.S. Government securities | $4,929,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,929,000 | 4,859 |
| Securities issued by states & political subdivisions | $1,126,000 | 4,593 |
| 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 | $22,000 | 968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,139,000 | 4,134 |
| Mortgage-backed securities | $4,929,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $4,929,000 | 3,083 |
| Issued or guaranteed by U.S. | $4,929,000 | 3,080 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $646,000 | 1,995 |
| Available-for-sale securities (fair market value) | $5,431,000 | 5,099 |
| Total debt securities | $6,055,000 | 5,363 |
| 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 | $6,261,000 | 5,458 |
| U.S. Government securities | $5,112,000 | 5,037 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,112,000 | 4,925 |
| Securities issued by states & political subdivisions | $1,125,000 | 4,617 |
| 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 | $24,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,896,000 | 4,027 |
| Mortgage-backed securities | $5,112,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $5,112,000 | 3,132 |
| Issued or guaranteed by U.S. | $5,112,000 | 3,130 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $646,000 | 2,031 |
| Available-for-sale securities (fair market value) | $5,615,000 | 5,159 |
| Total debt securities | $6,237,000 | 5,441 |
| 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 | $6,549,000 | 5,468 |
| U.S. Government securities | $5,370,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,370,000 | 4,974 |
| Securities issued by states & political subdivisions | $1,157,000 | 4,609 |
| 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 | $22,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,470,000 | 3,977 |
| Mortgage-backed securities | $5,370,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $5,370,000 | 3,146 |
| Issued or guaranteed by U.S. | $5,370,000 | 3,144 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $677,000 | 2,023 |
| Available-for-sale securities (fair market value) | $5,872,000 | 5,185 |
| Total debt securities | $6,527,000 | 5,452 |
| 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 | $6,474,000 | 5,586 |
| U.S. Government securities | $5,522,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,522,000 | 5,019 |
| Securities issued by states & political subdivisions | $930,000 | 4,788 |
| 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 | $22,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,040,000 | 4,101 |
| Mortgage-backed securities | $5,522,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $5,522,000 | 3,178 |
| Issued or guaranteed by U.S. | $5,522,000 | 3,176 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $677,000 | 2,039 |
| Available-for-sale securities (fair market value) | $5,797,000 | 5,289 |
| Total debt securities | $6,453,000 | 5,566 |
| 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 | $6,762,000 | 5,640 |
| U.S. Government securities | $5,786,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,786,000 | 5,072 |
| Securities issued by states & political subdivisions | $970,000 | 4,820 |
| 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 | $6,000 | 1,156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,532,000 | 4,060 |
| Mortgage-backed securities | $5,786,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $5,786,000 | 3,212 |
| Issued or guaranteed by U.S. | $5,786,000 | 3,209 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $698,000 | 2,064 |
| Available-for-sale securities (fair market value) | $6,064,000 | 5,334 |
| Total debt securities | $6,757,000 | 5,617 |
| 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 | $7,133,000 | 5,658 |
| U.S. Government securities | $6,158,000 | 5,195 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,158,000 | 5,074 |
| Securities issued by states & political subdivisions | $970,000 | 4,870 |
| 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 | $5,000 | 1,186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,487,000 | 4,094 |
| Mortgage-backed securities | $6,158,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $6,158,000 | 3,213 |
| Issued or guaranteed by U.S. | $6,158,000 | 3,211 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $698,000 | 2,076 |
| Available-for-sale securities (fair market value) | $6,435,000 | 5,330 |
| Total debt securities | $7,127,000 | 5,638 |
| 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 | $7,843,000 | 5,634 |
| U.S. Government securities | $6,287,000 | 5,197 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,287,000 | 5,091 |
| Securities issued by states & political subdivisions | $1,550,000 | 4,675 |
| 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 | $6,000 | 1,192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,654,000 | 4,090 |
| Mortgage-backed securities | $6,287,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $6,287,000 | 3,204 |
| Issued or guaranteed by U.S. | $6,287,000 | 3,203 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,278,000 | 1,922 |
| Available-for-sale securities (fair market value) | $6,565,000 | 5,379 |
| Total debt securities | $7,838,000 | 5,613 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $6,912,000 | 5,771 |
| U.S. Government securities | $5,356,000 | 5,379 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,356,000 | 5,277 |
| Securities issued by states & political subdivisions | $1,550,000 | 4,716 |
| 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 | $6,000 | 1,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,975,000 | 4,248 |
| Mortgage-backed securities | $5,356,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $5,356,000 | 3,402 |
| Issued or guaranteed by U.S. | $5,356,000 | 3,400 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,279,000 | 1,910 |
| Available-for-sale securities (fair market value) | $5,633,000 | 5,539 |
| Total debt securities | $6,905,000 | 5,747 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $7,304,000 | 5,787 |
| U.S. Government securities | $5,678,000 | 5,365 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,678,000 | 5,259 |
| Securities issued by states & political subdivisions | $1,619,000 | 4,708 |
| 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 | $7,000 | 1,210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,496,000 | 4,147 |
| Mortgage-backed securities | $5,678,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $5,678,000 | 3,360 |
| Issued or guaranteed by U.S. | $5,678,000 | 3,357 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,328,000 | 1,880 |
| Available-for-sale securities (fair market value) | $5,976,000 | 5,555 |
| Total debt securities | $7,298,000 | 5,761 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $7,730,000 | 5,765 |
| U.S. Government securities | $6,106,000 | 5,294 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,106,000 | 5,183 |
| Securities issued by states & political subdivisions | $1,619,000 | 4,698 |
| 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 | $5,000 | 1,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,756,000 | 4,093 |
| Mortgage-backed securities | $6,106,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $6,106,000 | 3,248 |
| Issued or guaranteed by U.S. | $6,106,000 | 3,245 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,329,000 | 1,813 |
| Available-for-sale securities (fair market value) | $6,401,000 | 5,532 |
| Total debt securities | $7,725,000 | 5,730 |
| 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 | $8,313,000 | 5,742 |
| U.S. Government securities | $6,639,000 | 5,242 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,639,000 | 5,131 |
| Securities issued by states & political subdivisions | $1,668,000 | 4,679 |
| 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 | $6,000 | 1,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,384,000 | 3,992 |
| Mortgage-backed securities | $6,639,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $6,639,000 | 3,195 |
| Issued or guaranteed by U.S. | $6,639,000 | 3,194 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,378,000 | 1,790 |
| Available-for-sale securities (fair market value) | $6,935,000 | 5,528 |
| Total debt securities | $8,307,000 | 5,706 |
| 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 | $9,066,000 | 5,656 |
| U.S. Government securities | $7,394,000 | 5,110 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,394,000 | 5,010 |
| Securities issued by states & political subdivisions | $1,668,000 | 4,685 |
| 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 | $4,000 | 1,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,306,000 | 4,001 |
| Mortgage-backed securities | $7,394,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $7,394,000 | 3,050 |
| Issued or guaranteed by U.S. | $7,394,000 | 3,049 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,379,000 | 1,805 |
| Available-for-sale securities (fair market value) | $7,687,000 | 5,463 |
| Total debt securities | $9,062,000 | 5,622 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $9,925,000 | 5,641 |
| U.S. Government securities | $8,186,000 | 5,080 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,186,000 | 4,987 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,000 | 1,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,972,000 | 3,693 |
| Mortgage-backed securities | $8,186,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $8,186,000 | 3,067 |
| Issued or guaranteed by U.S. | $8,186,000 | 3,066 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,427,000 | 1,823 |
| Available-for-sale securities (fair market value) | $8,498,000 | 5,427 |
| Total debt securities | $9,921,000 | 5,613 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $10,993,000 | 5,574 |
| U.S. Government securities | $9,253,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,253,000 | 4,905 |
| Securities issued by states & political subdivisions | $1,736,000 | 4,661 |
| 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 | $4,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,427,000 | 3,442 |
| Mortgage-backed securities | $9,253,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $9,253,000 | 2,933 |
| Issued or guaranteed by U.S. | $9,253,000 | 2,933 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,428,000 | 1,833 |
| Available-for-sale securities (fair market value) | $9,565,000 | 5,359 |
| Total debt securities | $10,988,000 | 5,544 |
| 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 | $16,192,000 | 4,984 |
| U.S. Government securities | $14,415,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,415,000 | 4,246 |
| Securities issued by states & political subdivisions | $1,773,000 | 4,599 |
| 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 | $4,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,942,000 | 2,806 |
| Mortgage-backed securities | $10,409,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $10,409,000 | 2,791 |
| Issued or guaranteed by U.S. | $10,409,000 | 2,789 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,466,000 | 1,871 |
| Available-for-sale securities (fair market value) | $14,726,000 | 4,755 |
| Total debt securities | $16,188,000 | 4,955 |
| 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 | $17,072,000 | 4,862 |
| U.S. Government securities | $15,295,000 | 4,167 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,295,000 | 4,083 |
| Securities issued by states & political subdivisions | $1,773,000 | 4,596 |
| 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 | $4,000 | 1,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,390,000 | 2,885 |
| Mortgage-backed securities | $11,281,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $11,281,000 | 2,570 |
| Issued or guaranteed by U.S. | $11,281,000 | 2,568 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $1,466,000 | 1,947 |
| Available-for-sale securities (fair market value) | $15,606,000 | 4,594 |
| Total debt securities | $17,068,000 | 4,834 |
| 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 | $21,010,000 | 4,408 |
| U.S. Government securities | $19,184,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,184,000 | 3,587 |
| Securities issued by states & political subdivisions | $1,822,000 | 4,515 |
| 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 | $4,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,350,000 | 2,435 |
| Mortgage-backed securities | $12,160,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $12,160,000 | 2,406 |
| Issued or guaranteed by U.S. | $12,160,000 | 2,401 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $1,496,000 | 1,955 |
| Available-for-sale securities (fair market value) | $19,514,000 | 4,176 |
| Total debt securities | $21,007,000 | 4,367 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $24,488,000 | 4,108 |
| U.S. Government securities | $22,551,000 | 3,389 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,551,000 | 3,296 |
| Securities issued by states & political subdivisions | $1,937,000 | 4,470 |
| 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 | $21,494,000 | 2,063 |
| Mortgage-backed securities | $13,461,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $13,461,000 | 2,203 |
| Issued or guaranteed by U.S. | $13,461,000 | 2,199 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $1,611,000 | 1,942 |
| Available-for-sale securities (fair market value) | $22,877,000 | 3,915 |
| Total debt securities | $24,488,000 | 4,071 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $30,761,000 | 3,573 |
| U.S. Government securities | $28,686,000 | 2,878 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,686,000 | 2,791 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,387 |
| 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 | $26,078,000 | 1,791 |
| Mortgage-backed securities | $14,535,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $14,535,000 | 2,043 |
| Issued or guaranteed by U.S. | $14,535,000 | 2,038 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $1,749,000 | 1,926 |
| Available-for-sale securities (fair market value) | $29,012,000 | 3,405 |
| Total debt securities | $30,761,000 | 3,542 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $19,267,000 | 4,487 |
| U.S. Government securities | $17,192,000 | 3,791 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,192,000 | 3,678 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,372 |
| 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 | $11,531,000 | 2,947 |
| Mortgage-backed securities | $10,995,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $10,995,000 | 2,329 |
| Issued or guaranteed by U.S. | $10,995,000 | 2,323 |
| 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) | $1,750,000 | 1,950 |
| Available-for-sale securities (fair market value) | $17,517,000 | 4,323 |
| Total debt securities | $19,266,000 | 4,454 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $15,177,000 | 4,945 |
| U.S. Government securities | $13,053,000 | 4,323 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,053,000 | 4,211 |
| Securities issued by states & political subdivisions | $2,124,000 | 4,286 |
| 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 | $11,829,000 | 2,934 |
| Mortgage-backed securities | $6,788,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $6,788,000 | 2,922 |
| Issued or guaranteed by U.S. | $6,788,000 | 2,913 |
| 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) | $1,780,000 | 1,987 |
| Available-for-sale securities (fair market value) | $13,397,000 | 4,757 |
| Total debt securities | $15,177,000 | 4,909 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $15,819,000 | 4,892 |
| U.S. Government securities | $14,045,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,045,000 | 4,140 |
| Securities issued by states & political subdivisions | $1,774,000 | 4,418 |
| 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 | $11,668,000 | 2,983 |
| Mortgage-backed securities | $7,726,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $7,726,000 | 2,792 |
| Issued or guaranteed by U.S. | $7,726,000 | 2,784 |
| 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) | $1,430,000 | 2,138 |
| Available-for-sale securities (fair market value) | $14,389,000 | 4,643 |
| Total debt securities | $15,819,000 | 4,854 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $17,031,000 | 4,785 |
| U.S. Government securities | $15,145,000 | 4,128 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,145,000 | 4,028 |
| Securities issued by states & political subdivisions | $1,886,000 | 4,358 |
| 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 | $13,830,000 | 2,809 |
| Mortgage-backed securities | $8,795,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $8,795,000 | 2,705 |
| Issued or guaranteed by U.S. | $8,795,000 | 2,699 |
| 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) | $1,488,000 | 2,150 |
| Available-for-sale securities (fair market value) | $15,543,000 | 4,521 |
| Total debt securities | $17,031,000 | 4,742 |
| 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 | $15,711,000 | 4,917 |
| U.S. Government securities | $13,825,000 | 4,300 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,825,000 | 4,210 |
| Securities issued by states & political subdivisions | $1,886,000 | 4,385 |
| 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 | $11,349,000 | 3,137 |
| Mortgage-backed securities | $7,429,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $7,429,000 | 2,985 |
| Issued or guaranteed by U.S. | $7,429,000 | 2,978 |
| 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) | $1,488,000 | 2,191 |
| Available-for-sale securities (fair market value) | $14,223,000 | 4,701 |
| Total debt securities | $15,711,000 | 4,881 |
| 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 | $16,405,000 | 4,877 |
| U.S. Government securities | $14,470,000 | 4,208 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,470,000 | 4,128 |
| Securities issued by states & political subdivisions | $1,935,000 | 4,406 |
| 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 | $11,661,000 | 3,080 |
| Mortgage-backed securities | $8,009,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $8,009,000 | 2,978 |
| Issued or guaranteed by U.S. | $8,009,000 | 2,968 |
| 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) | $1,517,000 | 2,250 |
| Available-for-sale securities (fair market value) | $14,888,000 | 4,644 |
| Total debt securities | $16,405,000 | 4,833 |
| 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 | $17,647,000 | 4,722 |
| U.S. Government securities | $15,711,000 | 4,018 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,711,000 | 3,927 |
| Securities issued by states & political subdivisions | $1,936,000 | 4,378 |
| 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 | $11,513,000 | 3,125 |
| Mortgage-backed securities | $8,774,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $8,774,000 | 2,906 |
| Issued or guaranteed by U.S. | $8,774,000 | 2,892 |
| 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) | $1,518,000 | 2,281 |
| Available-for-sale securities (fair market value) | $16,129,000 | 4,454 |
| Total debt securities | $17,646,000 | 4,676 |
| 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 | $17,673,000 | 4,709 |
| U.S. Government securities | $15,658,000 | 4,090 |
| U.S. Treasury securities | $1,000,000 | 671 |
| U.S. Government agency obligations | $14,658,000 | 4,160 |
| Securities issued by states & political subdivisions | $2,015,000 | 4,256 |
| 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 | $14,603,000 | 2,767 |
| Mortgage-backed securities | $7,709,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $7,709,000 | 3,139 |
| Issued or guaranteed by U.S. | $7,709,000 | 3,128 |
| 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) | $1,573,000 | 2,301 |
| Available-for-sale securities (fair market value) | $16,100,000 | 4,446 |
| Total debt securities | $17,673,000 | 4,670 |
| 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 | $17,024,000 | 4,816 |
| U.S. Government securities | $15,007,000 | 4,239 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,007,000 | 4,164 |
| Securities issued by states & political subdivisions | $2,017,000 | 4,198 |
| 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 | $11,587,000 | 3,197 |
| Mortgage-backed securities | $6,922,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $6,922,000 | 3,254 |
| Issued or guaranteed by U.S. | $6,922,000 | 3,242 |
| 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) | $1,575,000 | 2,312 |
| Available-for-sale securities (fair market value) | $15,449,000 | 4,564 |
| Total debt securities | $17,024,000 | 4,775 |
| 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 | $15,341,000 | 5,026 |
| U.S. Government securities | $13,239,000 | 4,497 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,239,000 | 4,416 |
| Securities issued by states & political subdivisions | $2,102,000 | 4,147 |
| 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 | $12,083,000 | 3,122 |
| Mortgage-backed securities | $3,455,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $3,455,000 | 4,135 |
| Issued or guaranteed by U.S. | $3,455,000 | 4,124 |
| 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) | $1,642,000 | 2,305 |
| Available-for-sale securities (fair market value) | $13,699,000 | 4,733 |
| Total debt securities | $15,341,000 | 4,983 |
| 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 | $15,310,000 | 5,083 |
| U.S. Government securities | $13,207,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,207,000 | 4,445 |
| Securities issued by states & political subdivisions | $2,103,000 | 4,185 |
| 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 | $12,175,000 | 3,057 |
| Mortgage-backed securities | $3,499,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $3,499,000 | 4,126 |
| Issued or guaranteed by U.S. | $3,499,000 | 4,111 |
| 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) | $1,644,000 | 2,314 |
| Available-for-sale securities (fair market value) | $13,666,000 | 4,815 |
| Total debt securities | $15,310,000 | 5,031 |
| 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 | $14,806,000 | 5,150 |
| U.S. Government securities | $12,593,000 | 4,638 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,593,000 | 4,554 |
| Securities issued by states & political subdivisions | $2,213,000 | 4,148 |
| 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 | $9,422,000 | 3,471 |
| Mortgage-backed securities | $1,029,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 5,102 |
| Issued or guaranteed by U.S. | $1,029,000 | 5,077 |
| 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) | $1,727,000 | 2,323 |
| Available-for-sale securities (fair market value) | $13,079,000 | 4,910 |
| Total debt securities | $14,806,000 | 5,094 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $16,475,000 | 4,946 |
| U.S. Government securities | $14,209,000 | 4,437 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,209,000 | 4,347 |
| Securities issued by states & political subdivisions | $2,266,000 | 4,152 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,494,000 | 3,003 |
| Mortgage-backed securities | $1,084,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 4,870 |
| Issued or guaranteed by U.S. | $1,084,000 | 4,850 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,783,000 | 2,369 |
| Available-for-sale securities (fair market value) | $14,692,000 | 4,654 |
| Total debt securities | $16,475,000 | 4,897 |
| Structured notes |
| Amortized cost | $493,000 | 2,118 |
| Fair value | $500,000 | 1,997 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $15,502,000 | 5,097 |
| U.S. Government securities | $13,129,000 | 4,743 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,129,000 | 4,643 |
| Securities issued by states & political subdivisions | $2,373,000 | 4,089 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,055,000 | 3,077 |
| Mortgage-backed securities | $1,126,000 | 5,197 |
| Certificates of participation in pools of residential mortgages | $1,126,000 | 4,709 |
| Issued or guaranteed by U.S. | $1,126,000 | 4,695 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,873,000 | 2,397 |
| Available-for-sale securities (fair market value) | $13,629,000 | 4,859 |
| Total debt securities | $15,502,000 | 5,050 |
| Structured notes |
| Amortized cost | $492,000 | 2,351 |
| Fair value | $500,000 | 2,183 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $15,529,000 | 5,121 |
| U.S. Government securities | $13,158,000 | 4,747 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,158,000 | 4,638 |
| Securities issued by states & political subdivisions | $2,371,000 | 4,084 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,449,000 | 3,026 |
| Mortgage-backed securities | $1,208,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $1,208,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,208,000 | 4,632 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,875,000 | 2,423 |
| Available-for-sale securities (fair market value) | $13,654,000 | 4,844 |
| Total debt securities | $15,529,000 | 5,081 |
| Structured notes |
| Amortized cost | $492,000 | 2,446 |
| Fair value | $493,000 | 2,390 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $15,700,000 | 5,143 |
| U.S. Government securities | $13,175,000 | 4,761 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,175,000 | 4,639 |
| Securities issued by states & political subdivisions | $2,525,000 | 4,020 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,578,000 | 3,012 |
| Mortgage-backed securities | $1,315,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,315,000 | 4,564 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,029,000 | 2,399 |
| Available-for-sale securities (fair market value) | $13,671,000 | 4,865 |
| Total debt securities | $15,700,000 | 5,105 |
| Structured notes |
| Amortized cost | $1,936,000 | 1,465 |
| Fair value | $1,942,000 | 1,455 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $14,236,000 | 5,402 |
| U.S. Government securities | $11,714,000 | 5,101 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,714,000 | 4,980 |
| Securities issued by states & political subdivisions | $2,522,000 | 4,035 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,549,000 | 3,161 |
| Mortgage-backed securities | $1,397,000 | 5,030 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 4,523 |
| Issued or guaranteed by U.S. | $1,397,000 | 4,509 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,027,000 | 2,453 |
| Available-for-sale securities (fair market value) | $12,209,000 | 5,135 |
| Total debt securities | $14,236,000 | 5,355 |
| Structured notes |
| Amortized cost | $1,934,000 | 1,564 |
| Fair value | $1,939,000 | 1,551 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $14,441,000 | 5,397 |
| U.S. Government securities | $11,868,000 | 5,119 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,868,000 | 5,009 |
| Securities issued by states & political subdivisions | $2,573,000 | 3,991 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,321,000 | 3,211 |
| Mortgage-backed securities | $1,583,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $1,583,000 | 4,424 |
| Issued or guaranteed by U.S. | $1,583,000 | 4,399 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,077,000 | 2,486 |
| Available-for-sale securities (fair market value) | $12,364,000 | 5,133 |
| Total debt securities | $14,441,000 | 5,349 |
| Structured notes |
| Amortized cost | $1,932,000 | 1,654 |
| Fair value | $1,933,000 | 1,644 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $14,175,000 | 5,452 |
| U.S. Government securities | $11,604,000 | 5,211 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,604,000 | 5,073 |
| Securities issued by states & political subdivisions | $2,571,000 | 3,977 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,747,000 | 3,116 |
| Mortgage-backed securities | $1,672,000 | 4,896 |
| Certificates of participation in pools of residential mortgages | $1,672,000 | 4,381 |
| Issued or guaranteed by U.S. | $1,672,000 | 4,364 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,080,000 | 2,507 |
| Available-for-sale securities (fair market value) | $12,095,000 | 5,180 |
| Total debt securities | $14,175,000 | 5,399 |
| Structured notes |
| Amortized cost | $1,931,000 | 1,701 |
| Fair value | $1,926,000 | 1,665 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $14,794,000 | 5,394 |
| U.S. Government securities | $11,845,000 | 5,179 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,845,000 | 5,042 |
| Securities issued by states & political subdivisions | $2,949,000 | 3,831 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,088,000 | 3,061 |
| Mortgage-backed securities | $1,864,000 | 4,834 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 4,303 |
| Issued or guaranteed by U.S. | $1,864,000 | 4,288 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,461,000 | 2,444 |
| Available-for-sale securities (fair market value) | $12,333,000 | 5,157 |
| Total debt securities | $14,794,000 | 5,344 |
| Structured notes |
| Amortized cost | $1,929,000 | 1,707 |
| Fair value | $1,930,000 | 1,680 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $13,039,000 | 5,729 |
| U.S. Government securities | $10,088,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,088,000 | 5,416 |
| Securities issued by states & political subdivisions | $2,951,000 | 3,852 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,574,000 | 3,279 |
| Mortgage-backed securities | $1,998,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $1,998,000 | 4,237 |
| Issued or guaranteed by U.S. | $1,998,000 | 4,221 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,477,000 | 2,482 |
| Available-for-sale securities (fair market value) | $10,562,000 | 5,495 |
| Total debt securities | $13,039,000 | 5,674 |
| Structured notes |
| Amortized cost | $489,000 | 2,813 |
| Fair value | $488,000 | 2,775 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $13,338,000 | 5,653 |
| U.S. Government securities | $10,474,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,474,000 | 5,322 |
| Securities issued by states & political subdivisions | $2,864,000 | 3,891 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,911,000 | 3,217 |
| Mortgage-backed securities | $2,170,000 | 4,745 |
| Certificates of participation in pools of residential mortgages | $2,170,000 | 4,188 |
| Issued or guaranteed by U.S. | $2,170,000 | 4,175 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,385,000 | 2,534 |
| Available-for-sale securities (fair market value) | $10,953,000 | 5,424 |
| Total debt securities | $13,338,000 | 5,597 |
| Structured notes |
| Amortized cost | $489,000 | 2,768 |
| Fair value | $492,000 | 2,720 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $13,873,000 | 5,601 |
| U.S. Government securities | $11,008,000 | 5,376 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,008,000 | 5,227 |
| Securities issued by states & political subdivisions | $2,865,000 | 3,863 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,146,000 | 3,162 |
| Mortgage-backed securities | $2,586,000 | 4,645 |
| Certificates of participation in pools of residential mortgages | $2,586,000 | 4,057 |
| Issued or guaranteed by U.S. | $2,586,000 | 4,043 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,391,000 | 2,581 |
| Available-for-sale securities (fair market value) | $11,482,000 | 5,338 |
| Total debt securities | $13,873,000 | 5,538 |
| Structured notes |
| Amortized cost | $488,000 | 2,748 |
| Fair value | $495,000 | 2,680 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $13,765,000 | 5,701 |
| U.S. Government securities | $10,883,000 | 5,482 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,883,000 | 5,336 |
| Securities issued by states & political subdivisions | $2,882,000 | 3,847 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,454,000 | 3,286 |
| Mortgage-backed securities | $2,534,000 | 4,745 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,163 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,151 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $2,417,000 | 2,596 |
| Available-for-sale securities (fair market value) | $11,348,000 | 5,433 |
| Total debt securities | $13,765,000 | 5,634 |
| Structured notes |
| Amortized cost | $488,000 | 2,716 |
| Fair value | $485,000 | 2,698 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $6,378,000 | 7,295 |
| U.S. Government securities | $4,409,000 | 7,295 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,409,000 | 7,136 |
| Securities issued by states & political subdivisions | $1,969,000 | 4,378 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,031,000 | 4,589 |
| Mortgage-backed securities | $1,922,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $1,922,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,922,000 | 4,504 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $2,073,000 | 2,750 |
| Available-for-sale securities (fair market value) | $4,305,000 | 7,027 |
| Total debt securities | $6,378,000 | 7,225 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $6,602,000 | 7,289 |
| U.S. Government securities | $4,582,000 | 7,254 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,582,000 | 7,103 |
| Securities issued by states & political subdivisions | $2,020,000 | 4,344 |
| 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 | $5,204,000 | 4,528 |
| Mortgage-backed securities | $2,078,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $2,078,000 | 4,465 |
| Issued or guaranteed by U.S. | $2,078,000 | 4,452 |
| 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) | $2,131,000 | 2,770 |
| Available-for-sale securities (fair market value) | $4,471,000 | 7,005 |
| Total debt securities | $6,602,000 | 7,214 |
| 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 | $6,697,000 | 7,342 |
| U.S. Government securities | $4,797,000 | 7,273 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,797,000 | 7,115 |
| Securities issued by states & political subdivisions | $1,900,000 | 4,431 |
| 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 | $5,122,000 | 4,534 |
| Mortgage-backed securities | $2,301,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $2,301,000 | 4,402 |
| Issued or guaranteed by U.S. | $2,301,000 | 4,389 |
| 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) | $2,021,000 | 2,815 |
| Available-for-sale securities (fair market value) | $4,676,000 | 7,037 |
| Total debt securities | $6,696,000 | 7,268 |
| 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 | $7,027,000 | 7,254 |
| U.S. Government securities | $5,175,000 | 7,112 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,175,000 | 6,944 |
| Securities issued by states & political subdivisions | $1,852,000 | 4,464 |
| 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 | $5,188,000 | 4,473 |
| Mortgage-backed securities | $2,636,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $2,636,000 | 4,292 |
| Issued or guaranteed by U.S. | $2,636,000 | 4,282 |
| 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) | $2,017,000 | 2,808 |
| Available-for-sale securities (fair market value) | $5,010,000 | 6,943 |
| Total debt securities | $7,027,000 | 7,167 |
| 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 | $7,149,000 | 7,284 |
| U.S. Government securities | $5,334,000 | 7,122 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,334,000 | 6,931 |
| Securities issued by states & political subdivisions | $1,815,000 | 4,522 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,401,000 | 4,706 |
| Mortgage-backed securities | $2,297,000 | 5,021 |
| Certificates of participation in pools of residential mortgages | $2,297,000 | 4,436 |
| Issued or guaranteed by U.S. | $2,297,000 | 4,415 |
| Privately issued | $0 | 248 |
| 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) | $1,991,000 | 2,878 |
| Available-for-sale securities (fair market value) | $5,158,000 | 6,939 |
| Total debt securities | $7,149,000 | 7,199 |
| Structured notes |
| Amortized cost | $500,000 | 2,031 |
| Fair value | $500,000 | 2,122 |
| 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 | $5,872,000 | 7,562 |
| U.S. Government securities | $3,911,000 | 7,507 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,911,000 | 7,323 |
| Securities issued by states & political subdivisions | $1,961,000 | 4,432 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,483,000 | 4,634 |
| Mortgage-backed securities | $866,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $866,000 | 5,421 |
| Issued or guaranteed by U.S. | $866,000 | 5,396 |
| Privately issued | $0 | 253 |
| 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) | $2,152,000 | 2,833 |
| Available-for-sale securities (fair market value) | $3,720,000 | 7,281 |
| Total debt securities | $5,872,000 | 7,473 |
| Structured notes |
| Amortized cost | $500,000 | 1,773 |
| Fair value | $500,000 | 1,866 |
| 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 | $6,475,000 | 7,364 |
| U.S. Government securities | $4,567,000 | 7,240 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,567,000 | 7,062 |
| Securities issued by states & political subdivisions | $1,908,000 | 4,436 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,622,000 | 4,554 |
| Mortgage-backed securities | $994,000 | 5,945 |
| Certificates of participation in pools of residential mortgages | $994,000 | 5,370 |
| Issued or guaranteed by U.S. | $994,000 | 5,347 |
| Privately issued | $0 | 256 |
| 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) | $2,134,000 | 2,834 |
| Available-for-sale securities (fair market value) | $4,341,000 | 7,120 |
| Total debt securities | $6,474,000 | 7,269 |
| Structured notes |
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| 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 | $7,402,000 | 7,159 |
| U.S. Government securities | $5,199,000 | 7,063 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,199,000 | 6,855 |
| Securities issued by states & political subdivisions | $2,203,000 | 4,174 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,377,000 | 4,294 |
| Mortgage-backed securities | $2,137,000 | 5,250 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 5,233 |
| Issued or guaranteed by U.S. | $1,150,000 | 5,212 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $987,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 3,022 |
| 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) | $2,444,000 | 2,781 |
| Available-for-sale securities (fair market value) | $4,958,000 | 6,974 |
| Total debt securities | $7,403,000 | 7,061 |
| Structured notes |
| Amortized cost | $1,000,000 | 910 |
| Fair value | $997,000 | 1,114 |
| 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 | $7,379,000 | 7,186 |
| U.S. Government securities | $5,676,000 | 6,921 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,676,000 | 6,714 |
| Securities issued by states & political subdivisions | $1,703,000 | 4,503 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,848,000 | 3,782 |
| Mortgage-backed securities | $3,093,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 5,045 |
| Issued or guaranteed by U.S. | $1,391,000 | 5,027 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,702,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,702,000 | 2,640 |
| 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) | $2,003,000 | 3,016 |
| Available-for-sale securities (fair market value) | $5,376,000 | 6,847 |
| Total debt securities | $7,377,000 | 7,100 |
| 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 | $7,558,000 | 7,157 |
| U.S. Government securities | $4,848,000 | 7,298 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,848,000 | 7,051 |
| Securities issued by states & political subdivisions | $2,710,000 | 3,909 |
| 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 | $6,120,000 | 3,972 |
| Mortgage-backed securities | $2,254,000 | 5,112 |
| Certificates of participation in pools of residential mortgages | $2,254,000 | 4,325 |
| Issued or guaranteed by U.S. | $2,254,000 | 4,307 |
| 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) | $3,188,000 | 2,723 |
| Available-for-sale securities (fair market value) | $4,370,000 | 7,171 |
| Total debt securities | $7,558,000 | 7,054 |
| 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 | $10,278,000 | 6,715 |
| U.S. Government securities | $7,267,000 | 6,797 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,267,000 | 6,422 |
| Securities issued by states & political subdivisions | $2,787,000 | 3,839 |
| 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 | $224,000 | 5,591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,550,000 | 3,275 |
| Mortgage-backed securities | $2,119,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,119,000 | 3,889 |
| Issued or guaranteed by U.S. | $2,119,000 | 3,869 |
| 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) | $4,407,000 | 2,932 |
| Available-for-sale securities (fair market value) | $5,871,000 | 6,954 |
| Total debt securities | $10,054,000 | 6,632 |
| 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 | $8,906,000 | 7,404 |
| U.S. Government securities | $6,251,000 | 7,501 |
| U.S. Treasury securities | $501,000 | 4,374 |
| U.S. Government agency obligations | $5,750,000 | 7,194 |
| Securities issued by states & political subdivisions | $2,483,000 | 4,248 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $172,000 | 5,973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,259,000 | 3,854 |
| Mortgage-backed securities | $2,353,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $2,353,000 | 3,971 |
| Issued or guaranteed by U.S. | $2,353,000 | 3,953 |
| 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) | $4,627,000 | 3,181 |
| Available-for-sale securities (fair market value) | $4,279,000 | 7,660 |
| Total debt securities | $8,743,000 | 7,329 |
| 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 | $9,874,000 | 7,147 |
| U.S. Government securities | $7,580,000 | 6,922 |
| U.S. Treasury securities | $3,028,000 | 3,134 |
| U.S. Government agency obligations | $4,552,000 | 7,434 |
| Securities issued by states & political subdivisions | $2,114,000 | 4,609 |
| 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 | $180,000 | 5,616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,880,000 | 3,318 |
| Mortgage-backed securities | $2,361,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $2,361,000 | 4,149 |
| Issued or guaranteed by U.S. | $2,361,000 | 4,130 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $6,666,000 | 2,946 |
| Available-for-sale securities (fair market value) | $3,208,000 | 8,025 |
| Total debt securities | $9,694,000 | 7,064 |
| 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 | $9,746,000 | 7,483 |
| U.S. Government securities | $7,857,000 | 7,323 |
| U.S. Treasury securities | $4,268,000 | 3,510 |
| U.S. Government agency obligations | $3,589,000 | 8,050 |
| Securities issued by states & political subdivisions | $1,839,000 | 4,760 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 7,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,495,000 | 3,288 |
| Mortgage-backed securities | $1,094,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $1,094,000 | 5,250 |
| Issued or guaranteed by U.S. | $1,094,000 | 5,231 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $5,428,000 | 3,975 |
| Available-for-sale securities (fair market value) | $4,318,000 | 7,750 |
| Total debt securities | $9,696,000 | 7,388 |
| Structured notes |
| Amortized cost | $500,000 | 1,789 |
| Fair value | $499,000 | 1,905 |
| 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 | $8,087,000 | 8,596 |
| U.S. Government securities | $6,551,000 | 8,443 |
| U.S. Treasury securities | $4,697,000 | 3,959 |
| U.S. Government agency obligations | $1,854,000 | 9,593 |
| Securities issued by states & political subdivisions | $1,486,000 | 5,372 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 7,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,515,000 | 4,361 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $3,340,000 | 5,479 |
| Available-for-sale securities (fair market value) | $4,747,000 | 7,893 |
| Total debt securities | $8,037,000 | 8,498 |
| Structured notes |
| Amortized cost | $500,000 | 2,460 |
| Fair value | $495,000 | 2,663 |
| 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 | $5,414,000 | 10,026 |
| U.S. Government securities | $4,598,000 | 9,756 |
| U.S. Treasury securities | $2,226,000 | 6,774 |
| U.S. Government agency obligations | $2,372,000 | 9,461 |
| Securities issued by states & political subdivisions | $766,000 | 6,766 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,845,000 | 5,347 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $3,138,000 | 5,925 |
| Available-for-sale securities (fair market value) | $2,276,000 | 9,273 |
| Total debt securities | $5,364,000 | 9,937 |
| Structured notes |
| Amortized cost | $750,000 | 3,114 |
| Fair value | $736,000 | 3,151 |
| 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 | $6,271,000 | 10,254 |
| U.S. Government securities | $5,062,000 | 10,129 |
| U.S. Treasury securities | $2,183,000 | 8,008 |
| U.S. Government agency obligations | $2,879,000 | 9,233 |
| Securities issued by states & political subdivisions | $985,000 | 6,690 |
| 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 | $224,000 | 4,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,430,000 | 5,732 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $3,790,000 | 8,769 |
| Available-for-sale securities (fair market value) | $2,481,000 | 8,492 |
| Total debt securities | $5,973,000 | 10,298 |
| 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 | $7,337,000 | 10,160 |
| U.S. Government securities | $5,855,000 | 10,011 |
| U.S. Treasury securities | $2,717,000 | 7,659 |
| U.S. Government agency obligations | $3,138,000 | 9,272 |
| Securities issued by states & political subdivisions | $953,000 | 6,906 |
| Other domestic debt securities | $529,000 | 4,136 |
| 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 | $529,000 | 3,160 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,965,000 | 7,109 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $7,337,000 | 10,025 |
| 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 | $6,647,000 | 10,728 |
| U.S. Government securities | $4,657,000 | 11,014 |
| U.S. Treasury securities | $1,965,000 | 8,937 |
| U.S. Government agency obligations | $2,692,000 | 9,840 |
| Securities issued by states & political subdivisions | $1,232,000 | 6,144 |
| Other domestic debt securities | $758,000 | 4,519 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $758,000 | 3,318 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,016,000 | 8,614 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,647,000 | 10,581 |
| 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 |
