| 2023-12-31 | Rank |
| Total securities | $8,092,000 | 4,091 |
| U.S. Government securities | $992,000 | 4,255 |
| U.S. Treasury securities | $988,000 | 2,513 |
| U.S. Government agency obligations | $4,000 | 4,244 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $7,100,000 | 1,186 |
| 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 | $7,100,000 | 789 |
| 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 | $989,000 | 3,763 |
| Mortgage-backed securities | $4,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,000 | 3,646 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $8,092,000 | 3,831 |
| Total debt securities | $8,092,000 | 4,067 |
| 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 | $8,480,000 | 4,099 |
| U.S. Government securities | $1,480,000 | 4,243 |
| U.S. Treasury securities | $1,473,000 | 2,473 |
| U.S. Government agency obligations | $7,000 | 4,264 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $7,000,000 | 1,187 |
| 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 | $7,000,000 | 794 |
| 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 | $1,475,000 | 3,706 |
| Mortgage-backed securities | $7,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,000 | 3,651 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $8,480,000 | 3,820 |
| Total debt securities | $8,480,000 | 4,076 |
| 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 | $8,966,000 | 4,116 |
| U.S. Government securities | $1,966,000 | 4,257 |
| U.S. Treasury securities | $1,956,000 | 2,370 |
| U.S. Government agency obligations | $10,000 | 4,292 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $7,000,000 | 1,207 |
| 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 | $7,000,000 | 813 |
| 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 | $1,462,000 | 3,702 |
| Mortgage-backed securities | $10,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,000 | 3,658 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| 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) | $8,966,000 | 3,831 |
| Total debt securities | $8,966,000 | 4,093 |
| 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 | $9,660,000 | 4,154 |
| U.S. Government securities | $2,460,000 | 4,287 |
| U.S. Treasury securities | $2,447,000 | 2,360 |
| U.S. Government agency obligations | $13,000 | 4,315 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $7,200,000 | 1,246 |
| 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 | $7,200,000 | 844 |
| 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 | $1,459,000 | 3,687 |
| Mortgage-backed securities | $13,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,000 | 3,699 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| 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) | $9,660,000 | 3,863 |
| Total debt securities | $9,660,000 | 4,130 |
| 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 | $10,442,000 | 4,150 |
| U.S. Government securities | $2,942,000 | 4,280 |
| U.S. Treasury securities | $2,925,000 | 2,309 |
| U.S. Government agency obligations | $17,000 | 4,333 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $7,500,000 | 1,236 |
| 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 | $7,500,000 | 822 |
| 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 | $1,447,000 | 3,646 |
| Mortgage-backed securities | $17,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,000 | 3,728 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| 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) | $10,442,000 | 3,856 |
| Total debt securities | $10,442,000 | 4,128 |
| 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 | $11,436,000 | 4,138 |
| U.S. Government securities | $3,436,000 | 4,269 |
| U.S. Treasury securities | $3,415,000 | 2,298 |
| U.S. Government agency obligations | $21,000 | 4,370 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $8,000,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $8,000,000 | 785 |
| 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 | $1,443,000 | 3,647 |
| Mortgage-backed securities | $21,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,000 | 3,745 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $11,436,000 | 3,845 |
| Total debt securities | $11,436,000 | 4,116 |
| 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 | $12,220,000 | 4,123 |
| U.S. Government securities | $3,970,000 | 4,248 |
| U.S. Treasury securities | $3,944,000 | 2,177 |
| U.S. Government agency obligations | $26,000 | 4,411 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $8,250,000 | 1,087 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $8,250,000 | 781 |
| 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 | $1,467,000 | 3,671 |
| Mortgage-backed securities | $26,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $26,000 | 3,836 |
| Issued or guaranteed by U.S. | $26,000 | 3,770 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $12,220,000 | 3,844 |
| Total debt securities | $12,219,000 | 4,107 |
| 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 | $13,004,000 | 4,050 |
| U.S. Government securities | $4,504,000 | 4,137 |
| U.S. Treasury securities | $4,474,000 | 1,894 |
| U.S. Government agency obligations | $30,000 | 4,417 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $8,500,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $8,500,000 | 759 |
| 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 | $1,480,000 | 3,684 |
| Mortgage-backed securities | $30,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $30,000 | 3,849 |
| Issued or guaranteed by U.S. | $30,000 | 3,789 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $13,004,000 | 3,802 |
| Total debt securities | $13,005,000 | 4,034 |
| 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 | $16,347,000 | 3,836 |
| U.S. Government securities | $6,597,000 | 3,841 |
| U.S. Treasury securities | $6,561,000 | 1,249 |
| U.S. Government agency obligations | $36,000 | 4,428 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $9,750,000 | 963 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $9,750,000 | 672 |
| 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 | $3,021,000 | 3,423 |
| Mortgage-backed securities | $36,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $36,000 | 3,861 |
| Issued or guaranteed by U.S. | $36,000 | 3,790 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $16,347,000 | 3,623 |
| Total debt securities | $16,347,000 | 3,818 |
| 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 | $17,128,000 | 3,780 |
| U.S. Government securities | $7,152,000 | 3,768 |
| U.S. Treasury securities | $7,110,000 | 1,003 |
| U.S. Government agency obligations | $42,000 | 4,488 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $9,976,000 | 902 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $9,976,000 | 613 |
| 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 | $3,544,000 | 3,368 |
| Mortgage-backed securities | $42,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $42,000 | 3,905 |
| Issued or guaranteed by U.S. | $42,000 | 3,839 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $17,128,000 | 3,562 |
| Total debt securities | $17,128,000 | 3,758 |
| 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 | $17,661,000 | 3,728 |
| U.S. Government securities | $7,686,000 | 3,695 |
| U.S. Treasury securities | $7,638,000 | 893 |
| U.S. Government agency obligations | $48,000 | 4,520 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $9,975,000 | 870 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $9,975,000 | 571 |
| 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 | $6,108,000 | 3,025 |
| Mortgage-backed securities | $48,000 | 4,054 |
| Certificates of participation in pools of residential mortgages | $48,000 | 3,915 |
| Issued or guaranteed by U.S. | $48,000 | 3,846 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $17,661,000 | 3,498 |
| Total debt securities | $17,662,000 | 3,704 |
| 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 | $9,738,000 | 4,121 |
| U.S. Government securities | $9,738,000 | 3,439 |
| U.S. Treasury securities | $9,680,000 | 605 |
| U.S. Government agency obligations | $58,000 | 4,526 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,120,000 | 2,909 |
| Mortgage-backed securities | $58,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $58,000 | 3,898 |
| Issued or guaranteed by U.S. | $58,000 | 3,822 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $9,738,000 | 3,885 |
| Total debt securities | $9,738,000 | 4,094 |
| 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 | $8,701,000 | 4,126 |
| U.S. Government securities | $8,701,000 | 3,400 |
| U.S. Treasury securities | $8,636,000 | 468 |
| U.S. Government agency obligations | $65,000 | 4,520 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,093,000 | 2,902 |
| Mortgage-backed securities | $65,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $65,000 | 3,890 |
| Issued or guaranteed by U.S. | $65,000 | 3,822 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $8,701,000 | 3,883 |
| Total debt securities | $8,701,000 | 4,101 |
| 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 | $9,746,000 | 4,031 |
| U.S. Government securities | $9,746,000 | 3,288 |
| U.S. Treasury securities | $9,674,000 | 429 |
| U.S. Government agency obligations | $72,000 | 4,548 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,187,000 | 2,791 |
| Mortgage-backed securities | $72,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $72,000 | 3,889 |
| Issued or guaranteed by U.S. | $72,000 | 3,821 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $9,746,000 | 3,790 |
| Total debt securities | $9,748,000 | 4,008 |
| 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 | $10,801,000 | 3,935 |
| U.S. Government securities | $10,801,000 | 3,173 |
| U.S. Treasury securities | $10,710,000 | 404 |
| U.S. Government agency obligations | $91,000 | 4,572 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,201,000 | 2,795 |
| Mortgage-backed securities | $91,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $81,000 | 3,889 |
| Issued or guaranteed by U.S. | $81,000 | 3,822 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,788 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,801,000 | 3,702 |
| Total debt securities | $10,801,000 | 3,911 |
| 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 | $11,390,000 | 3,901 |
| U.S. Government securities | $11,390,000 | 3,171 |
| U.S. Treasury securities | $11,250,000 | 397 |
| U.S. Government agency obligations | $140,000 | 4,616 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,287,000 | 2,757 |
| Mortgage-backed securities | $140,000 | 4,051 |
| Certificates of participation in pools of residential mortgages | $121,000 | 3,891 |
| Issued or guaranteed by U.S. | $121,000 | 3,813 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $19,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 2,776 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $11,390,000 | 3,657 |
| Total debt securities | $11,389,000 | 3,878 |
| 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 | $8,174,000 | 4,232 |
| U.S. Government securities | $8,174,000 | 3,593 |
| U.S. Treasury securities | $8,017,000 | 521 |
| U.S. Government agency obligations | $157,000 | 4,684 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,666,000 | 2,971 |
| Mortgage-backed securities | $157,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $130,000 | 3,905 |
| Issued or guaranteed by U.S. | $130,000 | 3,837 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $27,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 2,785 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $8,174,000 | 3,983 |
| Total debt securities | $8,174,000 | 4,209 |
| 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 | $9,183,000 | 4,211 |
| U.S. Government securities | $9,183,000 | 3,510 |
| U.S. Treasury securities | $9,007,000 | 496 |
| U.S. Government agency obligations | $176,000 | 4,765 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,175,000 | 2,957 |
| Mortgage-backed securities | $176,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $138,000 | 3,939 |
| Issued or guaranteed by U.S. | $138,000 | 3,867 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $38,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 2,794 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,183,000 | 3,953 |
| Total debt securities | $9,183,000 | 4,186 |
| 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 | $10,189,000 | 4,183 |
| U.S. Government securities | $10,189,000 | 3,469 |
| U.S. Treasury securities | $9,990,000 | 472 |
| U.S. Government agency obligations | $199,000 | 4,812 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,188,000 | 3,019 |
| Mortgage-backed securities | $199,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $151,000 | 3,953 |
| Issued or guaranteed by U.S. | $151,000 | 3,888 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $48,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 2,785 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,189,000 | 3,916 |
| Total debt securities | $10,189,000 | 4,162 |
| 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 | $9,143,000 | 4,324 |
| U.S. Government securities | $9,143,000 | 3,635 |
| U.S. Treasury securities | $8,927,000 | 515 |
| U.S. Government agency obligations | $216,000 | 4,863 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,167,000 | 3,201 |
| Mortgage-backed securities | $216,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $160,000 | 3,982 |
| Issued or guaranteed by U.S. | $160,000 | 3,911 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $56,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 2,798 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,143,000 | 4,049 |
| Total debt securities | $9,144,000 | 4,303 |
| 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 | $10,114,000 | 4,284 |
| U.S. Government securities | $10,114,000 | 3,562 |
| U.S. Treasury securities | $9,881,000 | 469 |
| U.S. Government agency obligations | $233,000 | 4,901 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,159,000 | 3,225 |
| Mortgage-backed securities | $233,000 | 4,168 |
| Certificates of participation in pools of residential mortgages | $170,000 | 4,008 |
| Issued or guaranteed by U.S. | $170,000 | 3,952 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $63,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,806 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,114,000 | 4,005 |
| Total debt securities | $10,114,000 | 4,262 |
| 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 | $11,064,000 | 4,263 |
| U.S. Government securities | $11,064,000 | 3,508 |
| U.S. Treasury securities | $10,804,000 | 406 |
| U.S. Government agency obligations | $260,000 | 4,954 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,641,000 | 3,195 |
| Mortgage-backed securities | $260,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $187,000 | 4,052 |
| Issued or guaranteed by U.S. | $187,000 | 4,030 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $73,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 2,809 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,064,000 | 3,987 |
| Total debt securities | $11,065,000 | 4,241 |
| 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 | $11,614,000 | 4,279 |
| U.S. Government securities | $11,614,000 | 3,462 |
| U.S. Treasury securities | $11,320,000 | 387 |
| U.S. Government agency obligations | $294,000 | 4,993 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,687,000 | 3,224 |
| Mortgage-backed securities | $294,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $209,000 | 4,094 |
| Issued or guaranteed by U.S. | $209,000 | 3,963 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $85,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 2,822 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,614,000 | 3,998 |
| Total debt securities | $11,614,000 | 4,254 |
| 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 | $11,186,000 | 4,364 |
| U.S. Government securities | $11,186,000 | 3,559 |
| U.S. Treasury securities | $10,862,000 | 392 |
| U.S. Government agency obligations | $324,000 | 5,066 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,730,000 | 3,247 |
| Mortgage-backed securities | $324,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $226,000 | 4,121 |
| Issued or guaranteed by U.S. | $226,000 | 4,114 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $98,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 2,811 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,186,000 | 4,080 |
| Total debt securities | $11,186,000 | 4,341 |
| 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 | $11,773,000 | 4,348 |
| U.S. Government securities | $11,773,000 | 3,509 |
| U.S. Treasury securities | $11,417,000 | 364 |
| U.S. Government agency obligations | $356,000 | 5,123 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,804,000 | 3,297 |
| Mortgage-backed securities | $356,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $244,000 | 4,157 |
| Issued or guaranteed by U.S. | $244,000 | 4,152 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $112,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 2,803 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,773,000 | 4,065 |
| Total debt securities | $11,774,000 | 4,326 |
| 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 | $11,878,000 | 4,389 |
| U.S. Government securities | $11,878,000 | 3,548 |
| U.S. Treasury securities | $11,479,000 | 349 |
| U.S. Government agency obligations | $399,000 | 5,177 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,896,000 | 3,329 |
| Mortgage-backed securities | $399,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $268,000 | 4,199 |
| Issued or guaranteed by U.S. | $268,000 | 4,195 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $131,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,812 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $11,878,000 | 4,103 |
| Total debt securities | $11,878,000 | 4,366 |
| 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 | $12,925,000 | 4,346 |
| U.S. Government securities | $12,925,000 | 3,480 |
| U.S. Treasury securities | $12,490,000 | 343 |
| U.S. Government agency obligations | $435,000 | 5,219 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,940,000 | 3,338 |
| Mortgage-backed securities | $435,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $284,000 | 4,224 |
| Issued or guaranteed by U.S. | $284,000 | 4,219 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $151,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,818 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,925,000 | 4,051 |
| Total debt securities | $12,925,000 | 4,326 |
| 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 | $14,006,000 | 4,310 |
| U.S. Government securities | $14,006,000 | 3,413 |
| U.S. Treasury securities | $13,498,000 | 339 |
| U.S. Government agency obligations | $508,000 | 5,267 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,514,000 | 3,781 |
| Mortgage-backed securities | $508,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $336,000 | 4,270 |
| Issued or guaranteed by U.S. | $336,000 | 4,266 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $172,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 2,844 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $14,006,000 | 4,004 |
| Total debt securities | $14,006,000 | 4,291 |
| 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 | $14,058,000 | 4,299 |
| U.S. Government securities | $14,058,000 | 3,391 |
| U.S. Treasury securities | $13,505,000 | 334 |
| U.S. Government agency obligations | $553,000 | 5,303 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,566,000 | 3,800 |
| Mortgage-backed securities | $553,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $357,000 | 4,292 |
| Issued or guaranteed by U.S. | $357,000 | 4,286 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $196,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,824 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $14,058,000 | 3,982 |
| Total debt securities | $14,059,000 | 4,280 |
| 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 | $9,223,000 | 4,778 |
| U.S. Government securities | $9,223,000 | 3,957 |
| U.S. Treasury securities | $8,609,000 | 398 |
| U.S. Government agency obligations | $614,000 | 5,351 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,657,000 | 3,654 |
| Mortgage-backed securities | $614,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $389,000 | 4,307 |
| Issued or guaranteed by U.S. | $389,000 | 4,304 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $225,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $225,000 | 2,840 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $9,223,000 | 4,440 |
| Total debt securities | $9,224,000 | 4,750 |
| 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 | $9,328,000 | 4,828 |
| U.S. Government securities | $9,328,000 | 4,042 |
| U.S. Treasury securities | $8,649,000 | 402 |
| U.S. Government agency obligations | $679,000 | 5,441 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,742,000 | 3,684 |
| Mortgage-backed securities | $679,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $420,000 | 4,347 |
| Issued or guaranteed by U.S. | $420,000 | 4,342 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $259,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 2,842 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $9,328,000 | 4,483 |
| Total debt securities | $9,328,000 | 4,804 |
| 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 | $9,370,000 | 4,891 |
| U.S. Government securities | $9,370,000 | 4,130 |
| U.S. Treasury securities | $8,628,000 | 408 |
| U.S. Government agency obligations | $742,000 | 5,499 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,798,000 | 3,729 |
| Mortgage-backed securities | $742,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $447,000 | 4,369 |
| Issued or guaranteed by U.S. | $447,000 | 4,365 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $295,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,848 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $9,370,000 | 4,536 |
| Total debt securities | $9,371,000 | 4,868 |
| 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 | $9,367,000 | 4,967 |
| U.S. Government securities | $9,367,000 | 4,195 |
| U.S. Treasury securities | $8,536,000 | 442 |
| U.S. Government agency obligations | $831,000 | 5,543 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,846,000 | 3,764 |
| Mortgage-backed securities | $831,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $480,000 | 4,376 |
| Issued or guaranteed by U.S. | $480,000 | 4,373 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $351,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 2,842 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $9,367,000 | 4,614 |
| Total debt securities | $9,367,000 | 4,945 |
| 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 | $11,572,000 | 4,826 |
| U.S. Government securities | $10,572,000 | 4,109 |
| U.S. Treasury securities | $9,627,000 | 381 |
| U.S. Government agency obligations | $945,000 | 5,622 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,000,000 | 1,630 |
| 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 | $1,000,000 | 1,301 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,984,000 | 3,791 |
| Mortgage-backed securities | $945,000 | 4,499 |
| Certificates of participation in pools of residential mortgages | $524,000 | 4,417 |
| Issued or guaranteed by U.S. | $524,000 | 4,413 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $421,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,847 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $11,572,000 | 4,460 |
| Total debt securities | $11,572,000 | 4,801 |
| 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 | $9,134,000 | 5,160 |
| U.S. Government securities | $6,230,000 | 4,865 |
| U.S. Treasury securities | $5,037,000 | 541 |
| U.S. Government agency obligations | $1,193,000 | 5,642 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $2,904,000 | 1,135 |
| 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 | $2,904,000 | 885 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,612,000 | 3,698 |
| Mortgage-backed securities | $1,193,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $605,000 | 4,459 |
| Issued or guaranteed by U.S. | $605,000 | 4,455 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $588,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $588,000 | 2,794 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $9,134,000 | 4,792 |
| Total debt securities | $9,132,000 | 5,140 |
| 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 | $9,385,000 | 5,184 |
| U.S. Government securities | $6,462,000 | 4,909 |
| U.S. Treasury securities | $5,050,000 | 533 |
| U.S. Government agency obligations | $1,412,000 | 5,671 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $2,923,000 | 1,145 |
| 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 | $2,923,000 | 879 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,856,000 | 3,684 |
| Mortgage-backed securities | $1,412,000 | 4,490 |
| Certificates of participation in pools of residential mortgages | $663,000 | 4,486 |
| Issued or guaranteed by U.S. | $663,000 | 4,481 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $749,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 2,748 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $9,385,000 | 4,824 |
| Total debt securities | $9,385,000 | 5,166 |
| 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 | $10,445,000 | 5,170 |
| U.S. Government securities | $6,623,000 | 4,952 |
| U.S. Treasury securities | $5,011,000 | 557 |
| U.S. Government agency obligations | $1,612,000 | 5,722 |
| Securities issued by states & political subdivisions | $886,000 | 4,800 |
| Other domestic debt securities | $2,936,000 | 1,136 |
| 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 | $2,936,000 | 878 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,037,000 | 3,693 |
| Mortgage-backed securities | $1,612,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $727,000 | 4,530 |
| Issued or guaranteed by U.S. | $727,000 | 4,523 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $885,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $885,000 | 2,741 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $10,445,000 | 4,782 |
| Total debt securities | $10,445,000 | 5,147 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $8,143,000 | 5,502 |
| U.S. Government securities | $1,938,000 | 5,855 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,938,000 | 5,765 |
| Securities issued by states & political subdivisions | $1,884,000 | 4,495 |
| Other domestic debt securities | $4,321,000 | 975 |
| 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 | $4,321,000 | 714 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,806,000 | 4,453 |
| Mortgage-backed securities | $1,938,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $768,000 | 4,601 |
| Issued or guaranteed by U.S. | $768,000 | 4,597 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,170,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $1,170,000 | 2,642 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $8,143,000 | 5,118 |
| Total debt securities | $8,143,000 | 5,480 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $8,635,000 | 5,515 |
| U.S. Government securities | $2,409,000 | 5,826 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,409,000 | 5,729 |
| Securities issued by states & political subdivisions | $1,889,000 | 4,539 |
| Other domestic debt securities | $4,337,000 | 998 |
| 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 | $4,337,000 | 733 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,280,000 | 4,378 |
| Mortgage-backed securities | $2,409,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $832,000 | 4,620 |
| Issued or guaranteed by U.S. | $832,000 | 4,617 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,577,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $1,577,000 | 2,545 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $8,635,000 | 5,114 |
| Total debt securities | $8,635,000 | 5,494 |
| 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 | $9,074,000 | 5,512 |
| U.S. Government securities | $2,834,000 | 5,790 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,834,000 | 5,692 |
| Securities issued by states & political subdivisions | $1,889,000 | 4,554 |
| Other domestic debt securities | $4,351,000 | 1,039 |
| 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 | $4,351,000 | 768 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,816,000 | 4,796 |
| Mortgage-backed securities | $2,834,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $882,000 | 4,641 |
| Issued or guaranteed by U.S. | $882,000 | 4,637 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,952,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 2,417 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $9,074,000 | 5,114 |
| Total debt securities | $9,074,000 | 5,487 |
| Structured notes |
| Amortized cost | $1,867,000 | 1,348 |
| Fair value | $1,863,000 | 1,323 |
| 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 | $9,672,000 | 5,470 |
| U.S. Government securities | $3,391,000 | 5,723 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,391,000 | 5,631 |
| Securities issued by states & political subdivisions | $1,919,000 | 4,580 |
| Other domestic debt securities | $4,362,000 | 1,071 |
| 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 | $4,362,000 | 786 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,371,000 | 4,639 |
| Mortgage-backed securities | $3,391,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $983,000 | 4,614 |
| Issued or guaranteed by U.S. | $983,000 | 4,609 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,408,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $2,408,000 | 2,267 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $9,672,000 | 5,082 |
| Total debt securities | $9,671,000 | 5,445 |
| Structured notes |
| Amortized cost | $1,870,000 | 1,327 |
| Fair value | $1,864,000 | 1,285 |
| 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 | $10,544,000 | 5,430 |
| U.S. Government securities | $4,245,000 | 5,630 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,245,000 | 5,533 |
| Securities issued by states & political subdivisions | $1,926,000 | 4,592 |
| Other domestic debt securities | $4,373,000 | 1,100 |
| 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 | $4,373,000 | 807 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,224,000 | 4,447 |
| Mortgage-backed securities | $4,245,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 4,605 |
| Issued or guaranteed by U.S. | $1,109,000 | 4,601 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,136,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $3,136,000 | 2,112 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $10,544,000 | 5,044 |
| Total debt securities | $10,543,000 | 5,402 |
| Structured notes |
| Amortized cost | $1,873,000 | 1,314 |
| Fair value | $1,865,000 | 1,276 |
| 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 | $12,155,000 | 5,277 |
| U.S. Government securities | $5,845,000 | 5,335 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,845,000 | 5,226 |
| Securities issued by states & political subdivisions | $1,936,000 | 4,584 |
| Other domestic debt securities | $4,374,000 | 1,118 |
| 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 | $4,374,000 | 814 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,824,000 | 4,081 |
| Mortgage-backed securities | $5,845,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 4,544 |
| Issued or guaranteed by U.S. | $1,217,000 | 4,540 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,628,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $4,628,000 | 1,888 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,155,000 | 4,900 |
| Total debt securities | $12,155,000 | 5,243 |
| Structured notes |
| Amortized cost | $1,876,000 | 1,304 |
| Fair value | $1,865,000 | 1,291 |
| 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 | $14,493,000 | 5,057 |
| U.S. Government securities | $8,160,000 | 4,998 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,160,000 | 4,892 |
| Securities issued by states & political subdivisions | $1,940,000 | 4,575 |
| Other domestic debt securities | $4,393,000 | 1,122 |
| 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 | $4,393,000 | 797 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,140,000 | 3,645 |
| Mortgage-backed securities | $8,160,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $1,340,000 | 4,538 |
| Issued or guaranteed by U.S. | $1,340,000 | 4,536 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,820,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $6,820,000 | 1,651 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $14,493,000 | 4,694 |
| Total debt securities | $14,491,000 | 5,022 |
| Structured notes |
| Amortized cost | $1,879,000 | 1,326 |
| Fair value | $1,864,000 | 1,325 |
| 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 | $17,639,000 | 4,698 |
| U.S. Government securities | $11,288,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,288,000 | 4,414 |
| Securities issued by states & political subdivisions | $1,986,000 | 4,568 |
| Other domestic debt securities | $4,365,000 | 1,100 |
| 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 | $4,365,000 | 776 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,417,000 | 3,588 |
| Mortgage-backed securities | $11,288,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $1,486,000 | 4,502 |
| Issued or guaranteed by U.S. | $1,486,000 | 4,501 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,802,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $9,802,000 | 1,423 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $17,639,000 | 4,341 |
| Total debt securities | $17,639,000 | 4,667 |
| Structured notes |
| Amortized cost | $1,882,000 | 1,349 |
| Fair value | $1,835,000 | 1,351 |
| 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 | $14,300,000 | 5,116 |
| U.S. Government securities | $14,300,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,300,000 | 4,116 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,781,000 | 3,363 |
| Mortgage-backed securities | $14,300,000 | 2,978 |
| Certificates of participation in pools of residential mortgages | $14,238,000 | 2,322 |
| Issued or guaranteed by U.S. | $14,238,000 | 2,321 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $62,000 | 3,705 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,537 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,300,000 | 4,735 |
| Total debt securities | $14,300,000 | 5,088 |
| 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 | $17,312,000 | 4,832 |
| U.S. Government securities | $17,312,000 | 3,911 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,312,000 | 3,830 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,011,000 | 2,706 |
| Mortgage-backed securities | $17,312,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $17,198,000 | 2,095 |
| Issued or guaranteed by U.S. | $17,198,000 | 2,094 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $114,000 | 3,660 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,487 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $17,312,000 | 4,458 |
| Total debt securities | $17,312,000 | 4,800 |
| 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 | $18,108,000 | 4,779 |
| U.S. Government securities | $18,108,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,108,000 | 3,826 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $18,108,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $2,494,000 | 4,344 |
| Issued or guaranteed by U.S. | $2,494,000 | 4,341 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,614,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $15,614,000 | 1,200 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $18,108,000 | 4,415 |
| Total debt securities | $18,108,000 | 4,749 |
| 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 | $18,516,000 | 4,696 |
| U.S. Government securities | $18,516,000 | 3,786 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,516,000 | 3,712 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,516,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,549 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,542 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $16,843,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $16,843,000 | 1,063 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $18,516,000 | 4,306 |
| Total debt securities | $18,516,000 | 4,667 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $20,024,000 | 4,507 |
| U.S. Government securities | $20,024,000 | 3,583 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,024,000 | 3,504 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,024,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,476 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,463 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $18,193,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $18,193,000 | 1,003 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $20,024,000 | 4,136 |
| Total debt securities | $20,024,000 | 4,474 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $27,333,000 | 3,822 |
| U.S. Government securities | $27,333,000 | 2,997 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,333,000 | 2,912 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,333,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $1,905,000 | 4,423 |
| Issued or guaranteed by U.S. | $1,905,000 | 4,413 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $25,428,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $25,428,000 | 770 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $27,333,000 | 3,524 |
| Total debt securities | $27,333,000 | 3,788 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $25,895,000 | 3,955 |
| U.S. Government securities | $25,895,000 | 3,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,895,000 | 3,008 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,895,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $1,962,000 | 4,347 |
| Issued or guaranteed by U.S. | $1,962,000 | 4,337 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $23,933,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $23,933,000 | 777 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $25,895,000 | 3,640 |
| Total debt securities | $25,895,000 | 3,924 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $28,798,000 | 3,604 |
| U.S. Government securities | $28,798,000 | 2,739 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,798,000 | 2,655 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,798,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $2,107,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,107,000 | 4,192 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,691,000 | 843 |
| CMOs issued by government agencies or sponsored agencies | $26,691,000 | 710 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $28,798,000 | 3,303 |
| Total debt securities | $28,798,000 | 3,577 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $29,501,000 | 3,512 |
| U.S. Government securities | $29,501,000 | 2,664 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,501,000 | 2,578 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,501,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $2,254,000 | 4,140 |
| Issued or guaranteed by U.S. | $2,254,000 | 4,131 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,247,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $27,247,000 | 706 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $29,501,000 | 3,209 |
| Total debt securities | $29,501,000 | 3,482 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $24,282,000 | 3,954 |
| U.S. Government securities | $24,282,000 | 3,076 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,282,000 | 2,990 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,282,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $2,422,000 | 4,122 |
| Issued or guaranteed by U.S. | $2,422,000 | 4,113 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $21,860,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $21,860,000 | 766 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $24,282,000 | 3,617 |
| Total debt securities | $24,282,000 | 3,916 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $23,238,000 | 4,086 |
| U.S. Government securities | $23,238,000 | 3,222 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,238,000 | 3,142 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,238,000 | 2,055 |
| Certificates of participation in pools of residential mortgages | $2,616,000 | 4,176 |
| Issued or guaranteed by U.S. | $2,616,000 | 4,169 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,622,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $20,622,000 | 758 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $23,238,000 | 3,714 |
| Total debt securities | $23,238,000 | 4,054 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $21,241,000 | 4,274 |
| U.S. Government securities | $21,241,000 | 3,385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,241,000 | 3,307 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,241,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $5,561,000 | 3,381 |
| Issued or guaranteed by U.S. | $5,561,000 | 3,373 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,680,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $15,680,000 | 891 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,241,000 | 3,881 |
| Total debt securities | $21,241,000 | 4,243 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $22,824,000 | 4,123 |
| U.S. Government securities | $22,824,000 | 3,213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,824,000 | 3,143 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,824,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | $5,888,000 | 3,388 |
| Issued or guaranteed by U.S. | $5,888,000 | 3,378 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,936,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $16,936,000 | 821 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $22,824,000 | 3,730 |
| Total debt securities | $22,824,000 | 4,090 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $22,700,000 | 4,111 |
| U.S. Government securities | $22,700,000 | 3,188 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,700,000 | 3,120 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,700,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $6,160,000 | 3,388 |
| Issued or guaranteed by U.S. | $6,160,000 | 3,374 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $16,540,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $16,540,000 | 795 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $22,700,000 | 3,704 |
| Total debt securities | $22,700,000 | 4,068 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $22,529,000 | 4,133 |
| U.S. Government securities | $22,529,000 | 3,254 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,529,000 | 3,193 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,529,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $6,623,000 | 3,358 |
| Issued or guaranteed by U.S. | $6,623,000 | 3,346 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,906,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $15,906,000 | 803 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $22,529,000 | 3,716 |
| Total debt securities | $22,529,000 | 4,099 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $23,550,000 | 4,037 |
| U.S. Government securities | $23,550,000 | 3,151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,550,000 | 3,087 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,550,000 | 2,112 |
| 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 | $16,628,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $16,628,000 | 756 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $23,550,000 | 3,611 |
| Total debt securities | $23,550,000 | 3,999 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $25,323,000 | 3,782 |
| U.S. Government securities | $25,323,000 | 2,932 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,323,000 | 2,878 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,322,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $7,158,000 | 3,111 |
| Issued or guaranteed by U.S. | $7,158,000 | 3,100 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $17,164,000 | 903 |
| CMOs issued by government agencies or sponsored agencies | $17,164,000 | 689 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $25,323,000 | 3,371 |
| Total debt securities | $25,323,000 | 3,752 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $26,183,000 | 3,771 |
| U.S. Government securities | $26,183,000 | 2,915 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,183,000 | 2,865 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,167,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $7,316,000 | 3,080 |
| Issued or guaranteed by U.S. | $7,316,000 | 3,066 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $16,851,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $16,851,000 | 695 |
| 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) | $1,000 | 3,569 |
| Available-for-sale securities (fair market value) | $26,182,000 | 3,355 |
| Total debt securities | $26,183,000 | 3,726 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $27,607,000 | 3,640 |
| U.S. Government securities | $26,571,000 | 2,884 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,571,000 | 2,832 |
| Securities issued by states & political subdivisions | $1,036,000 | 4,842 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,526,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $7,821,000 | 2,888 |
| Issued or guaranteed by U.S. | $7,821,000 | 2,876 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,705,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $14,705,000 | 751 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $27,607,000 | 3,252 |
| Total debt securities | $27,607,000 | 3,583 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $28,397,000 | 3,580 |
| U.S. Government securities | $27,388,000 | 2,867 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,388,000 | 2,809 |
| Securities issued by states & political subdivisions | $1,009,000 | 4,883 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,395,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $8,067,000 | 2,571 |
| Issued or guaranteed by U.S. | $8,067,000 | 2,557 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,328,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $12,328,000 | 797 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $28,397,000 | 3,164 |
| Total debt securities | $28,397,000 | 3,531 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $28,927,000 | 3,533 |
| U.S. Government securities | $27,940,000 | 2,860 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,940,000 | 2,800 |
| Securities issued by states & political subdivisions | $987,000 | 4,911 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,234,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $8,451,000 | 2,351 |
| Issued or guaranteed by U.S. | $8,451,000 | 2,340 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,783,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $12,783,000 | 735 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $28,927,000 | 3,110 |
| Total debt securities | $28,927,000 | 3,492 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $30,771,000 | 3,367 |
| U.S. Government securities | $28,800,000 | 2,765 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,800,000 | 2,701 |
| Securities issued by states & political subdivisions | $1,971,000 | 4,273 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,148,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $8,771,000 | 2,238 |
| Issued or guaranteed by U.S. | $8,771,000 | 2,225 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,377,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $13,377,000 | 691 |
| 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) | $1,000 | 3,757 |
| Available-for-sale securities (fair market value) | $30,770,000 | 2,955 |
| Total debt securities | $30,771,000 | 3,330 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $30,519,000 | 3,414 |
| U.S. Government securities | $28,535,000 | 2,809 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,535,000 | 2,742 |
| Securities issued by states & political subdivisions | $1,984,000 | 4,283 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,880,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $8,593,000 | 2,267 |
| Issued or guaranteed by U.S. | $8,593,000 | 2,255 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,287,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $13,287,000 | 703 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $30,519,000 | 2,970 |
| Total debt securities | $30,519,000 | 3,372 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $29,326,000 | 3,530 |
| U.S. Government securities | $27,347,000 | 2,930 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,347,000 | 2,854 |
| Securities issued by states & political subdivisions | $1,979,000 | 4,312 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,464,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $8,894,000 | 2,235 |
| Issued or guaranteed by U.S. | $8,894,000 | 2,222 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,570,000 | 921 |
| CMOs issued by government agencies or sponsored agencies | $12,570,000 | 742 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $29,326,000 | 3,070 |
| Total debt securities | $29,326,000 | 3,484 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $29,627,000 | 3,525 |
| U.S. Government securities | $27,648,000 | 2,948 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,648,000 | 2,862 |
| Securities issued by states & political subdivisions | $1,979,000 | 4,312 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,788,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $9,383,000 | 2,183 |
| Issued or guaranteed by U.S. | $9,383,000 | 2,167 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,405,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $12,405,000 | 734 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $29,627,000 | 3,064 |
| Total debt securities | $29,627,000 | 3,473 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $30,102,000 | 3,496 |
| U.S. Government securities | $28,150,000 | 2,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,150,000 | 2,811 |
| Securities issued by states & political subdivisions | $1,952,000 | 4,337 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,369,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $9,746,000 | 2,135 |
| Issued or guaranteed by U.S. | $9,746,000 | 2,121 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,623,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $12,623,000 | 730 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $30,102,000 | 3,033 |
| Total debt securities | $30,102,000 | 3,439 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $35,192,000 | 3,146 |
| U.S. Government securities | $33,220,000 | 2,573 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,220,000 | 2,505 |
| Securities issued by states & political subdivisions | $1,972,000 | 4,354 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,400,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $15,342,000 | 1,610 |
| Issued or guaranteed by U.S. | $15,342,000 | 1,602 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,058,000 | 925 |
| CMOs issued by government agencies or sponsored agencies | $12,058,000 | 760 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,192,000 | 2,716 |
| Total debt securities | $35,192,000 | 3,097 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $30,871,000 | 3,488 |
| U.S. Government securities | $28,885,000 | 2,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,885,000 | 2,787 |
| Securities issued by states & political subdivisions | $1,986,000 | 4,370 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,047,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $17,183,000 | 1,526 |
| Issued or guaranteed by U.S. | $17,183,000 | 1,514 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,864,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $5,864,000 | 1,166 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $30,871,000 | 3,017 |
| Total debt securities | $30,871,000 | 3,433 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $33,321,000 | 3,254 |
| U.S. Government securities | $31,310,000 | 2,654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,310,000 | 2,569 |
| Securities issued by states & political subdivisions | $2,011,000 | 4,358 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,403,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $19,121,000 | 1,439 |
| Issued or guaranteed by U.S. | $19,121,000 | 1,428 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,282,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $6,282,000 | 1,134 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $33,321,000 | 2,810 |
| Total debt securities | $33,321,000 | 3,203 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $35,272,000 | 3,163 |
| U.S. Government securities | $34,264,000 | 2,506 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,264,000 | 2,420 |
| Securities issued by states & political subdivisions | $1,008,000 | 5,069 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,322,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $21,613,000 | 1,362 |
| Issued or guaranteed by U.S. | $21,613,000 | 1,349 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,709,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $6,709,000 | 1,133 |
| 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) | $1,000 | 4,329 |
| Available-for-sale securities (fair market value) | $35,271,000 | 2,720 |
| Total debt securities | $35,272,000 | 3,105 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $15,732,000 | 5,348 |
| U.S. Government securities | $15,732,000 | 4,508 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,732,000 | 4,368 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,861,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $2,840,000 | 4,035 |
| Issued or guaranteed by U.S. | $2,840,000 | 4,024 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,021,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $7,021,000 | 1,127 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $15,732,000 | 4,680 |
| Total debt securities | $15,732,000 | 5,287 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $13,509,000 | 5,774 |
| U.S. Government securities | $13,509,000 | 4,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,509,000 | 4,763 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,526,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $3,053,000 | 4,005 |
| Issued or guaranteed by U.S. | $3,053,000 | 3,993 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,473,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $5,473,000 | 1,312 |
| 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) | $1,000 | 4,463 |
| Available-for-sale securities (fair market value) | $13,508,000 | 5,060 |
| Total debt securities | $13,509,000 | 5,703 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $13,233,000 | 5,840 |
| U.S. Government securities | $13,233,000 | 4,983 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,233,000 | 4,833 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,214,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $3,267,000 | 3,939 |
| Issued or guaranteed by U.S. | $3,267,000 | 3,930 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,947,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $5,947,000 | 1,268 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,233,000 | 5,108 |
| Total debt securities | $13,233,000 | 5,771 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $22,006,000 | 4,527 |
| U.S. Government securities | $22,006,000 | 3,677 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,006,000 | 3,545 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,050,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $3,677,000 | 3,852 |
| Issued or guaranteed by U.S. | $3,677,000 | 3,843 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,373,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $6,373,000 | 1,235 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $22,006,000 | 3,925 |
| Total debt securities | $22,006,000 | 4,454 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $25,335,000 | 4,120 |
| U.S. Government securities | $23,924,000 | 3,390 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,924,000 | 3,274 |
| Securities issued by states & political subdivisions | $1,411,000 | 4,786 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,454,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $7,217,000 | 2,881 |
| Issued or guaranteed by U.S. | $7,217,000 | 2,871 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,237,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $4,237,000 | 1,528 |
| 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) | $1,000 | 4,607 |
| Available-for-sale securities (fair market value) | $25,334,000 | 3,581 |
| Total debt securities | $25,335,000 | 4,046 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $27,126,000 | 3,986 |
| U.S. Government securities | $25,751,000 | 3,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,751,000 | 3,143 |
| Securities issued by states & political subdivisions | $1,375,000 | 4,857 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,992,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $8,016,000 | 2,748 |
| Issued or guaranteed by U.S. | $8,016,000 | 2,733 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,976,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $4,976,000 | 1,495 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $27,126,000 | 3,441 |
| Total debt securities | $27,126,000 | 3,917 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $18,365,000 | 4,967 |
| U.S. Government securities | $18,365,000 | 4,008 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,365,000 | 3,853 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,353,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $9,665,000 | 2,445 |
| Issued or guaranteed by U.S. | $9,665,000 | 2,436 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,688,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $7,688,000 | 1,211 |
| Privately issued | NA | NA |
| 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) | $626,000 | 3,729 |
| Available-for-sale securities (fair market value) | $17,739,000 | 4,427 |
| Total debt securities | $18,365,000 | 4,879 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $28,291,000 | 3,697 |
| U.S. Government securities | $28,291,000 | 2,862 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,291,000 | 2,758 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,293,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | $17,293,000 | 1,673 |
| Issued or guaranteed by U.S. | $17,293,000 | 1,665 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $28,291,000 | 3,197 |
| Total debt securities | $28,291,000 | 3,616 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $24,066,000 | 4,144 |
| U.S. Government securities | $24,066,000 | 3,232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,066,000 | 3,083 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,563,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $13,563,000 | 1,967 |
| Issued or guaranteed by U.S. | $13,563,000 | 1,960 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $21,769,000 | 859 |
| Available-for-sale securities (fair market value) | $2,297,000 | 7,706 |
| Total debt securities | $24,066,000 | 4,059 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $19,261,000 | 4,749 |
| U.S. Government securities | $17,265,000 | 4,089 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,265,000 | 3,918 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,996,000 | 2,222 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,996,000 | 1,937 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,738,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $14,736,000 | 1,816 |
| Issued or guaranteed by U.S. | $14,736,000 | 1,806 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,000 | 4,431 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 4,194 |
| Privately issued | NA | NA |
| 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) | $17,749,000 | 1,024 |
| Available-for-sale securities (fair market value) | $1,512,000 | 7,962 |
| Total debt securities | $19,261,000 | 4,659 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $25,434,000 | 3,800 |
| U.S. Government securities | $25,355,000 | 2,918 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,355,000 | 2,767 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $79,000 | 2,059 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,355,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $19,872,000 | 1,298 |
| Issued or guaranteed by U.S. | $19,872,000 | 1,288 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,483,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $3,483,000 | 2,096 |
| Privately issued | NA | NA |
| 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) | $23,342,000 | 818 |
| Available-for-sale securities (fair market value) | $2,092,000 | 7,889 |
| Total debt securities | $25,355,000 | 3,723 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $38,886,000 | 2,758 |
| U.S. Government securities | $38,886,000 | 2,061 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,886,000 | 1,918 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,893,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $24,986,000 | 912 |
| Issued or guaranteed by U.S. | $24,986,000 | 904 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,907,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $5,907,000 | 1,263 |
| Privately issued | NA | NA |
| 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) | $35,796,000 | 699 |
| Available-for-sale securities (fair market value) | $3,090,000 | 7,841 |
| Total debt securities | $38,886,000 | 2,661 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $52,302,000 | 2,158 |
| U.S. Government securities | $52,277,000 | 1,618 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,277,000 | 1,444 |
| Securities issued by states & political subdivisions | $25,000 | 7,542 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,985,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $29,434,000 | 879 |
| Issued or guaranteed by U.S. | $29,434,000 | 866 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,551,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $7,551,000 | 1,167 |
| Privately issued | NA | NA |
| 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) | $48,507,000 | 570 |
| Available-for-sale securities (fair market value) | $3,795,000 | 7,829 |
| Total debt securities | $52,302,000 | 2,085 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $37,779,000 | 2,987 |
| U.S. Government securities | $36,106,000 | 2,376 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,106,000 | 1,996 |
| Securities issued by states & political subdivisions | $179,000 | 7,339 |
| Other domestic debt securities | $1,494,000 | 1,919 |
| 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 | $1,494,000 | 1,566 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,107,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $26,067,000 | 1,014 |
| Issued or guaranteed by U.S. | $26,067,000 | 1,003 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,040,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $9,040,000 | 1,168 |
| Privately issued | NA | NA |
| 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) | $32,648,000 | 885 |
| Available-for-sale securities (fair market value) | $5,131,000 | 7,323 |
| Total debt securities | $37,779,000 | 2,902 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $49,294,000 | 2,319 |
| U.S. Government securities | $48,018,000 | 1,907 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,018,000 | 1,493 |
| Securities issued by states & political subdivisions | $284,000 | 7,259 |
| Other domestic debt securities | $992,000 | 1,865 |
| 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 | $992,000 | 1,495 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,616,000 | 1,121 |
| Certificates of participation in pools of residential mortgages | $35,616,000 | 821 |
| Issued or guaranteed by U.S. | $35,616,000 | 807 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $31,600,000 | 1,099 |
| Available-for-sale securities (fair market value) | $17,694,000 | 3,954 |
| Total debt securities | $49,294,000 | 2,249 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $64,364,000 | 1,880 |
| U.S. Government securities | $64,440,000 | 1,504 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,440,000 | 1,147 |
| Securities issued by states & political subdivisions | $337,000 | 7,489 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $413,000 | 47 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,401,000 | 962 |
| Certificates of participation in pools of residential mortgages | $43,401,000 | 762 |
| Issued or guaranteed by U.S. | $43,401,000 | 742 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,000,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $5,000,000 | 1,842 |
| Privately issued | NA | NA |
| 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) | $43,170,000 | 953 |
| Available-for-sale securities (fair market value) | $21,194,000 | 3,652 |
| Total debt securities | $64,777,000 | 1,816 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $53,304,000 | 2,351 |
| U.S. Government securities | $53,331,000 | 1,886 |
| U.S. Treasury securities | $1,500,000 | 7,783 |
| U.S. Government agency obligations | $51,831,000 | 1,383 |
| Securities issued by states & political subdivisions | $448,000 | 7,487 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $475,000 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,831,000 | 963 |
| Certificates of participation in pools of residential mortgages | $50,831,000 | 677 |
| Issued or guaranteed by U.S. | $50,831,000 | 654 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $38,601,000 | 1,125 |
| Available-for-sale securities (fair market value) | $14,703,000 | 4,923 |
| Total debt securities | $53,779,000 | 2,262 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $60,207,000 | 2,180 |
| U.S. Government securities | $60,215,000 | 1,771 |
| U.S. Treasury securities | $1,413,000 | 9,067 |
| U.S. Government agency obligations | $58,802,000 | 1,221 |
| Securities issued by states & political subdivisions | $588,000 | 7,473 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $596,000 | 57 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,802,000 | 907 |
| Certificates of participation in pools of residential mortgages | $58,802,000 | 622 |
| Issued or guaranteed by U.S. | $58,802,000 | 600 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $44,245,000 | 1,661 |
| Available-for-sale securities (fair market value) | $15,962,000 | 3,388 |
| Total debt securities | $60,803,000 | 2,119 |
| 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 | $61,274,000 | 2,227 |
| U.S. Government securities | $61,331,000 | 1,795 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $61,331,000 | 1,202 |
| Securities issued by states & political subdivisions | $678,000 | 7,441 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $735,000 | 42 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $61,331,000 | 956 |
| Certificates of participation in pools of residential mortgages | $61,331,000 | 625 |
| Issued or guaranteed by U.S. | $61,331,000 | 598 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $62,009,000 | 2,142 |
| 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 | $49,014,000 | 2,790 |
| U.S. Government securities | $47,942,000 | 2,234 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $47,942,000 | 1,444 |
| Securities issued by states & political subdivisions | $678,000 | 7,258 |
| Other domestic debt securities | $997,000 | 4,126 |
| 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 | $997,000 | 3,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $603,000 | 72 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,942,000 | 1,188 |
| Certificates of participation in pools of residential mortgages | $47,792,000 | 781 |
| Issued or guaranteed by U.S. | $47,792,000 | 748 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $150,000 | 6,780 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 6,268 |
| Privately issued | NA | NA |
| 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 | $49,617,000 | 2,684 |
| 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 |
